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搜尋結果
- 前收市價128.20開市130.31買盤129.51 x 200賣出價129.63 x 200
- 今日波幅128.66 - 133.8252週波幅39.23 - 140.76成交量199.48M平均成交量417.34M
- 市值3188.68BBeta值 (5年,每月)1.68市盈率 (最近12個月)75.81每股盈利 (最近12個月)1.71
- 業績公佈日2024-08-21遠期股息及收益率0.04 & 0.03%除息日2024-06-111年預測目標價120.71
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有一个 LSTM 模型,features用的是过去五天每15分钟的股票的beta-netural 的 return 和 交易量数据,再加上其他一些 reference 数据(market cap,daily vol, adv, blahblah),用rolling 一年的数据 calibrate, 然后 out of sample backtesting 过去几年,performance 非常好, Sharpe Ratio 4-5 之间 ...