Tuesday, September 10, 2024

AI - Predict S&P 500 after Clustering - Data until September 06, 2024 (in 5 years), include NEM, ADSK, CMG, CRM, CRWD, EPAM, FICO, FTNT, GDDY, IT, NOW, PANW, PTC, PYPL, TYL, NRG, VST




Stock price values can be predicted from past price data? 


Yes, Principal component analysis (PCA) identifies a small number of principle components that explain most of the variation in stock dataset. This method is often used for dimensionality reduction and analysis of the data.


PCA does reduce from 7 dimensional space of the S&P 500 stocks ( 'Date', 'Adj Close', 'Close', 'High', 'Low', 'Open', 'Volume' ), into 2 dimensional space ( 'principal component 1', 'principal component 2' )



The 17 stocks are:

Cluster 67: NEM
Cluster 68: ADSK, CMG, CRM, CRWD, EPAM, FICO, FTNT, GDDY, IT, NOW, PANW, PTC, PYPL, TYL
Cluster 69: NRG, VST



What is Principal component analysis (PCA)?

Principal component analysis
 (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data preprocessing.

The data is linearly transformed onto a new coordinate system such that the directions (principal components) capturing the largest variation in the data can be easily identified.




We got 100 clusters with the data of 493 stocks of S&P 500 - Variation = ∑(Close - Open)

Cluster 1: A, BIO, CRL, DHR, GRMN, IQV, MTD, RVTY, TECH, TMO, WAT

Cluster 2: ABT, BAX, BDX, RMD

Cluster 3: ADM, BG

Cluster 4: AMGN, GILD

Cluster 5: AMT, CCI, DLR, EQIX, SBAC

Cluster 6: AXON

Cluster 7: AZO, ORLY

Cluster 8: BAC, BK, C, GS, JPM, MS, NTRS, SCHW, STT, WFC

Cluster 9: BEN, IVZ, TROW, WBA

Cluster 10: BIIB

Cluster 11: ABBV, BMY, MRK, PFE

Cluster 12: BLK, BX, EL, KKR

Cluster 13: CAT, CMI, DE, FCX, PCAR, URI

Cluster 14: ACGL, AIZ, CB, CINF, EG, HIG, TRV, WRB

Cluster 15: CCL, NCLH, RCL

Cluster 16: CFG, FITB, HBAN, KEY, MTB, PNC, RF, TFC, USB

Cluster 17: CHTR, CMCSA

Cluster 18: AXP, COF, DFS, SYF, SYY

Cluster 19: CAH, COR, CVS, MCK

Cluster 20: CSCO, FFIV, IBM, JNPR

Cluster 21: CTVA, FMC

Cluster 22: AAL, DAL, LUV, UAL

Cluster 23: DG, DLTR

Cluster 24: ALLE, AME, AOS, CDW, DOV, EMR, FAST, FTV, GPC, GWW, HAS, HON, IEX, ITW, J, JCI, LKQ, MMM, NDSN, PH, PNR, PPG, ROK, SNA, SWK, TDY, WAB, XYL

Cluster 25: DPZ

Cluster 26: EA, TTWO

Cluster 27: EBAY

Cluster 28: APD, BALL, ECL, IFF, LIN

Cluster 29: CI, CNC, ELV, HUM, MOH, UNH

Cluster 30: AMCR, CE, DD, DOW, EMN, GLW, LYB, MHK

Cluster 31: ENPH, FSLR, GNRC, TSLA

Cluster 32: ETN, HUBB, IR, PWR, TT

Cluster 33: EXR, PLD, PSA

Cluster 34: FOX, FOXA

Cluster 35: BXP, FRT, KIM, O, REG, SPG, WY

Cluster 36: GEN

Cluster 37: CAG, CPB, GIS, HRL, K, KHC, MKC, SJM

Cluster 38: APTV, BWA, F, GM

Cluster 39: DVA, HCA, UHS

Cluster 40: BBY, HD, KMX, LOW, MAS, NKE, POOL, SHW, TGT, TSCO

Cluster 41: HPE, HPQ, NTAP

Cluster 42: HSIC

Cluster 43: BA, GE, HWM, TDG

Cluster 44: CBOE, CME, ICE, MKTX, NDAQ

Cluster 45: ALGN, CTLT, IDXX, WST, ZTS

Cluster 46: IPG, OMC

Cluster 47: JBHT, ODFL

Cluster 48: AMAT, AMD, ANET, APH, AVGO, DECK, JBL, KLAC, LRCX, MPWR, NVDA, QCOM, SMCI, SNPS, TER

Cluster 49: KMI, OKE, WMB

Cluster 50: KR

Cluster 51: DGX, HOLX, LH

Cluster 52: LLY

Cluster 53: GD, HII, LDOS, LHX, LMT, NOC, RTX

Cluster 54: AEE, AEP, AES, ATO, AWK, CMS, CNP, D, DTE, DUK, ED, EIX, ES, ETR, EVRG, EXC, FE, LNT, NEE, NI, PEG, PNW, PPL, SO, SRE, WEC, XEL

Cluster 55: LW

Cluster 56: CPAY, DIS, FI, FIS, GPN, MA, V

Cluster 57: BKNG, EXPE, HLT, HST, MAR

Cluster 58: ADI, ALB, INTC, KEYS, MCHP, NXPI, ON, QRVO, SWKS, TEL, TRMB, TXN, ZBRA

Cluster 59: EFX, FDS, MCO, MSCI, SPGI, VRSK

Cluster 60: CZR, DRI, LVS, LYV, MGM, UBER, WYNN

Cluster 61: AJG, AON, BRO, CTAS, MMC, MSI, ROP, WTW

Cluster 62: MO, PM

Cluster 63: CF, MOS

Cluster 64: MRNA

Cluster 65: APA, BKR, COP, CTRA, CVX, DVN, EOG, EQT, FANG, HAL, HES, MRO, OXY, SLB, TRGP, XOM

Cluster 66: AAPL, ACN, ADBE, AKAM, AMZN, ANSS, CDNS, COST, CPRT, GOOG, GOOGL, INTU, LULU, META, MSFT, NFLX, ORCL, VRSN

Cluster 67: NEM

Cluster 68: ADSK, CMG, CRM, CRWD, EPAM, FICO, FTNT, GDDY, IT, NOW, PANW, PTC, PYPL, TYL

Cluster 69: NRG, VST

Cluster 70: CSX, NSC, UNP

Cluster 71: NUE, STLD

Cluster 72: NWS, NWSA

Cluster 73: CSGP, DAY, ETSY, MTCH, PAYC

Cluster 74: ADP, BR, CTSH, JKHY, PAYX

Cluster 75: PCG

Cluster 76: BF-B, HSY, KDP, KO, MDLZ, MNST, PEP, STZ, WMT

Cluster 77: CHD, CL, CLX, JNJ, KMB, PG

Cluster 78: ALL, PGR

Cluster 79: BLDR, DHI, LEN, NVR, PHM

Cluster 80: AVY, IP, PKG

Cluster 81: DXCM, PODD

Cluster 82: AFL, AIG, AMP, BRK-B, CBRE, GL, L, MET, PFG, PRU, RJF, TXT

Cluster 83: ROST, TJX, ULTA

Cluster 84: BSX, COO, EW, ISRG, MDT, STE, SYK, TFX, ZBH

Cluster 85: TAP

Cluster 86: TMUS

Cluster 87: BBWI, RL, TPR

Cluster 88: TSN

Cluster 89: ARE, AVB, CPT, DOC, EQR, ESS, INVH, IRM, MAA, UDR

Cluster 90: CHRW, EXPD, FDX, UPS

Cluster 91: MPC, PSX, VLO

Cluster 92: MLM, VMC

Cluster 93: INCY, REGN, VRTX

Cluster 94: VICI, VTR, WELL

Cluster 95: VTRS

Cluster 96: T, VZ

Cluster 97: PARA, WBD

Cluster 98: MU, STX, WDC

Cluster 99: ROL, RSG, WM

Cluster 100: MCD, SBUX, YUM




[

What is S&P 500?

The Standard and Poor's 500, or simply the S&P 500, is a stock market index tracking the stock performance of 503 of the largest companies listed on stock exchanges in the United States

]


My services: Predict and more detail in each group/cluster, between each cluster/group or do predict in number of stock codes or do predict in any stock data from any stock market, (US, Hong Kong, Singapore, Japan, London, Korea) .


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Predict S&P 500 after Clustering - Data until September 06, 2024 (in 5 years), include 
NEM, ADSK, CMG, CRM, CRWD, EPAM, FICO, FTNT, GDDY, IT, NOW, PANW, PTC, PYPL, TYL, NRG, VST





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