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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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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 . . . . . . . . . . . . . . . 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