Link to a pdf version, link (pdf, January 01 2017).
We present the research report on AAPL. The report contains charts and descriptions of raw data and selected features for AAPL.
Keywords: machine learning, investing, stocks, predictive analytics.

Introduction

symbol: AAPL

name: APPLE

exchange: US

last price (2017-02-02): 128.52

minimal price from last 5 days: 127.78

maximal price from last 5 days: 129.39

Prediction

Daily

Stock Price

The predicted stock price for 2017-02-02: 127.89, Fig. 1.

Monthly

Stock Price

The predicted stock price for 2017-02: 115.91, Fig. 2.

The Distribution of Volume by Price

We present the predicted distribution of volume by price, a cumulative distribution function in Fig. 3a, a probability density function in Fig. 3b, the 10-quantiles: 1st is 107.22, 2nd is 108.31, 8th is 112.35, 9th is 113.63.

The Distribution of Price Change

We present the predicted distribution of price change (in percent): a cumulative distribution function in Fig. 4a, a probability density function in Fig. 4b, the 10-quantiles: 8th is 1.90%, 9th is 2.61%.

Quarterly

Book Value per Share

Predicted book value per share for 2016 3rd quarter: 23713.66, Fig. 5.

Dividend per Share

Predicted dividend per share for 2016 3rd quarter: 0.57, Fig. 6.

Earnings

Predicted earnings for 2017 1st quarter: 0.00, Fig. 7.

Revenue

Predicted revenue for 2017 1st quarter: 0.01, Fig. 8.

Yearly

Stock Price

The predicted stock price for 2018: 120.25, Fig. 9.

Book Value per Share

Predicted book value per share for 2016: 25076.38, Fig. 10.

Dividend per Share

Predicted dividend per share for 2017: 0.61, Fig. 11.

Earnings

Predicted earnings for 2016: 0.00, Fig. 12.

Revenue

Predicted revenue for 2016: 0.01, Fig. 13.

The Distribution of Volume by Price

We present the predicted distribution of volume by price, a cumulative distribution function in Fig. 14a, a probability density function in Fig. 14b, the 10-quantiles: 1st is 94.12, 2nd is 97.01, 8th is 114.36, 9th is 117.65.

The Distribution of Price Change

We present the predicted distribution of price change (in percent): a cumulative distribution function in Fig. 15a, a probability density function in Fig. 15b, the 10-quantiles: 8th is 2.07%, 9th is 2.84%.