Download The Research Report on BRKL - AlgoExe

The Research Report on BRKL
AlgoExe
August 15, 2016
Contents
1 Introduction
1
2 Prediction
2.1 Daily . . . . . . . . . . . . . . . . . . . . . .
2.1.1 Stock Price . . . . . . . . . . . . . .
2.2 Monthly . . . . . . . . . . . . . . . . . . . .
2.2.1 Stock Price . . . . . . . . . . . . . .
2.2.2 The Distribution of Volume by Price
2.2.3 The Distribution of Price Change . .
2.3 Quarterly . . . . . . . . . . . . . . . . . . .
2.3.1 Book Value per Share . . . . . . . .
2.3.2 Dividend per Share . . . . . . . . . .
2.4 Yearly . . . . . . . . . . . . . . . . . . . . .
2.4.1 Stock Price . . . . . . . . . . . . . .
2.4.2 Book Value per Share . . . . . . . .
2.4.3 Dividend per Share . . . . . . . . . .
2.4.4 The Distribution of Volume by Price
2.4.5 The Distribution of Price Change . .
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Abstract
We present the research report on BRKL. The report contains predictions for
BRKL.
Keywords: research reports, companies, stocks, forex, predictive analytics, machine learning, data mining, big data.
1
Introduction
• symbol: BRKL
• name: BROOKLINE BANCORP
• exchange: US
1
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2
2
2
2
2
2
2
3
3
3
3
3
5
5
5
6
y
11
10
2016/03
x
2016/08
Fig. 1: The daily stock prices for BRKL as a predicted function of time. Points represent historical daily
stock prices.
• last price (2016–08–11): 11.44
• minimal price from last 5 days: 11.35
• maximal price from last 5 days: 11.66
2
Prediction
2.1
2.1.1
Daily
Stock Price
The predicted stock price for 2016–08–14: 11.46, Fig. 1.
2.2
2.2.1
Monthly
Stock Price
The predicted stock price for 2016–09: 11.34, Fig. 2.
2.2.2
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
10.62, 2nd is 11.00, 8th is 11.39, 9th is 11.45.
2.2.3
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 1.76%, 9th is 2.26%.
2
y
11
8
2013/03
x
2016/08
Fig. 2: The monthly stock prices for BRKL as a predicted function of time. Points represent historical
monthly stock prices.
2.0
y
y
0.9
0.0
0.0
11
x
12
11
(a)
x
12
(b)
Fig. 3: The predicted monthly distribution of daily volume by price for BRKL. (a) The predicted
cumulative distribution function, and points representing data. (b) The predicted probability density
function
2.3
2.3.1
Quarterly
Book Value per Share
Predicted book value per share for 2016–3: 9.94, Fig. 5.
2.3.2
Dividend per Share
Predicted dividend per share for 2016–3: 0.09, Fig. 6.
2.4
2.4.1
Yearly
Stock Price
The predicted stock price for 2017: 11.23, Fig. 7.
3
y
y
0.9
1.0
0.0
0.0
0
0
x 2
(a)
x 2
(b)
Fig. 4: The predicted monthly distribution of daily price change for BRKL. (a) The predicted cumulative
distribution function, and points representing data. (b) The predicted probability density function
y
9.8
9.2
2014/12
x
2016/06
Fig. 5: Quarterly book value per share for BRKL as a predicted function of time. Points represent
historical quarterly book value per share.
y
0.09
0.09
2014/05
x
2016/05
Fig. 6: Quarterly dividend per share for BRKL as a predicted function of time. Points represent historical
quarterly dividend per share.
4
y
11
6
1999
x
2016
Fig. 7: The yearly stock prices for BRKL as a predicted function of time. Points represent historical
yearly stock prices.
y
9
8
2010
x
2016
Fig. 8: Yearly book value per share for BRKL as a predicted function of time. Points represent historical
yearly book value per share.
2.4.2
Book Value per Share
Predicted book value per share for 2016: 9.98, Fig. 8.
2.4.3
Dividend per Share
Predicted dividend per share for 2016: 0.09, Fig. 9.
2.4.4
The Distribution of Volume by Price
We present the predicted distribution of volume by price, a cumulative distribution
function in Fig. 10a, a probability density function in Fig. 10b, the 10-quantiles: 1st is
9.39, 2nd is 9.77, 8th is 11.13, 9th is 11.34.
5
y
0.09
0.09
2010
2016
x
Fig. 9: Yearly dividend per share for BRKL as a predicted function of time. Points represent historical
yearly dividend per share.
0.9
y
y
1.0
0.0
0.0
9
x
11
9
(a)
x
11
(b)
Fig. 10: The predicted yearly distribution of daily volume by price for BRKL. (a) The predicted cumulative distribution function, and points representing data. (b) The predicted probability density
function
2.4.5
The Distribution of Price Change
We present the predicted distribution of price change (in percent): a cumulative distribution function in Fig. 11a, a probability density function in Fig. 11b, the 10-quantiles:
8th is 1.66%, 9th is 2.21%.
6
0.9
y
y
3.0
0.0
0.0
0
x
6
0
(a)
x
6
(b)
Fig. 11: The predicted yearly distribution of daily price change for BRKL. (a) The predicted cumulative
distribution function, and points representing data. (b) The predicted probability density function
7