{"id":844,"date":"2019-01-11T13:11:56","date_gmt":"2019-01-11T12:11:56","guid":{"rendered":"https:\/\/www.pschatzmann.ch\/home\/?p=844"},"modified":"2020-11-21T22:22:48","modified_gmt":"2020-11-21T21:22:48","slug":"mmlib-prediction-of-stock-prices-using-financial-kpis","status":"publish","type":"post","link":"https:\/\/www.pschatzmann.ch\/home\/2019\/01\/11\/mmlib-prediction-of-stock-prices-using-financial-kpis\/","title":{"rendered":"MLLib &#8211; Prediction of Stock Prices from Financial KPIs"},"content":{"rendered":"<p>Financial KPIs can be used to drive investment decisions. So it was my goal to create a comprehensive set of KPIs across different dimensions.  In this document we will use EDGAR to calculate KPIs to measure the following dimensions of a reporting company<br \/>\n&#8211; Profitability<br \/>\n&#8211; Liquidity<br \/>\n&#8211; Efficiency<br \/>\n&#8211; Innovation<br \/>\n&#8211; Growth<br \/>\n&#8211; Leadereship<br \/>\n&#8211; Surprises<\/p>\n<p>It is the expectation that the stock price of companies with better KPIs will grow faster than their competitors: So in this document we will evaluate the KPIs against the stock prices.<br \/>\nThe solution is based on the following functionality<\/p>\n<ul>\n<li><a href=\"https:\/\/www.pschatzmann.ch\/home\/projects\/smart-edgar\/\">Smart EDGAR<\/a> for the calculation or KPIs<\/li>\n<li><a href=\"https:\/\/www.pschatzmann.ch\/home\/projects\/402-2\/\">Investor<\/a> for the determination of stock prices<\/li>\n<li><a href=\"https:\/\/spark.apache.org\/mllib\/\">Spark MLLib<\/a> Machine Learning<\/li>\n<\/ul>\n<p>The result can be found in the <a href=\"https:\/\/nbviewer.jupyter.org\/gist\/pschatzmann\/e9055a7311a3a33c5d153c7a6d21f658\">following Gist<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Financial KPIs can be used to drive investment decisions. So it was my goal to create a comprehensive set of KPIs across different dimensions. In this document we will use EDGAR to calculate KPIs to measure the following dimensions of a reporting company &#8211; Profitability &#8211; Liquidity &#8211; Efficiency &#8211; [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_crdt_document":"","_import_markdown_pro_load_document_selector":0,"_import_markdown_pro_submit_text_textarea":"","_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"footnotes":""},"categories":[4,12,14,13],"tags":[],"class_list":["post-844","post","type-post","status-publish","format-standard","hentry","category-data-science","category-edgar","category-machine-learning","category-quantitative-trading"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>MLLib - Prediction of Stock Prices from Financial KPIs - Phil Schatzmann<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.pschatzmann.ch\/home\/2019\/01\/11\/mmlib-prediction-of-stock-prices-using-financial-kpis\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"MLLib - Prediction of Stock Prices from Financial KPIs - Phil Schatzmann\" \/>\n<meta property=\"og:description\" content=\"Financial KPIs can be used to drive investment decisions. 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