Table 3 Proportion p(1) of class 1 per stock as function of the return threshold d, p(0) = 1 − p(1)
From: Forecasting relative returns for S&P 500 stocks using machine learning
No | Stocks | p(1) d = 0.3% | p(1) d = 0.5% | … | p(1) d = 1.8% | p(1) d = 2% | p(1) d = 2.2% | … | p(1) d = 9.5% | p(1) d = 10% |
|---|---|---|---|---|---|---|---|---|---|---|
1 | AMAT | 0.82 | 0.80 | … | 0.62 | 0.61 | 0.59 | … | 0.12 | 0.11 |
2 | BSX | 0.79 | 0.75 | … | 0.50 | 0.48 | 0.44 | … | 0.02 | 0.02 |
3 | CDNS | 0.84 | 0.82 | … | 0.61 | 0.59 | 0.55 | … | 0.05 | 0.05 |
4 | PHM | 0.82 | 0.79 | … | 0.63 | 0.60 | 0.56 | … | 0.09 | 0.08 |
⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ |
493 | SIVB | 0.80 | 0.77 | … | 0.62 | 0.60 | 0.57 | … | 0.14 | 0.13 |
494 | ZTS | 0.83 | 0.80 | … | 0.55 | 0.51 | 0.47 | … | 0.02 | 0.01 |
Average | 0.77 | 0.74 | … | 0.52 | 0.49 | 0.47 | … | 0.06 | 0.06 |