Saturday, September 7, 2024

AI - Predict S&P 500 after Clustering - Data until September 05, 2024 (in 5 years), include CE, EQT, FDX, GRMN, JBL, NSC, ON, SBUX, HSIC, MSFT, SCHW, STT, SYK, CDNS, KHC, NFLX, PYPL, SNPS, TAP, DAY, DG, EW, FMC, GLW, MRK, SPGI

 


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 26 stocks are:

Cluster 75: CE, EQT, FDX, GRMN, JBL, NSC, ON, SBUX
Cluster 76: HSIC, MSFT, SCHW, STT, SYK
Cluster 77: CDNS, KHC, NFLX, PYPL, SNPS, TAP
Cluster 78: DAY, DG, EW, FMC, GLW, MRK, SPGI



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 94 clusters with the data of 493 stocks of S&P 500 - Variation = ∑(High - Low)

Cluster 1: A, AMD, CSCO, ICE, TGT

Cluster 2: AAPL, HCA, JBHT, MGM

Cluster 3: ABT, AIZ, EXPE, PH, TSN, TXN

Cluster 4: AFL, BRK-B, MKTX, TDY

Cluster 5: AMAT, KLAC, LRCX, MPWR, PEG

Cluster 6: AZO, GM, KIM, OKE

Cluster 7: BBWI, CMG, EQIX, K, POOL, ROL, VICI

Cluster 8: BLDR, CHD, LULU, LYV, VLO

Cluster 9: AMZN, BXP, EBAY, TPR, VTRS

Cluster 10: CAT, PFG, TRMB, TROW

Cluster 11: ADI, AMT, CCI, QCOM, SBAC

Cluster 12: CCL, NCLH

Cluster 13: CMI, PNR, SHW, STZ, XYL, ZTS

Cluster 14: AEE, AEP, ALL, ATO, AWK, BAC, CMS, D, DTE, DUK, ED, ES, ETR, EVRG, LNT, NI, PNW, PPL, SO, WEC, XEL

Cluster 15: COF, DFS, SYF, TRGP

Cluster 16: ABBV, CPB, MKC, NTRS

Cluster 17: BSX, CRWD, DLR, EFX, IPG, REGN

Cluster 18: CSX, DPZ, GEN, HOLX

Cluster 19: AKAM, BWA, CME, CTRA, FCX, WST

Cluster 20: ACGL, ACN, BA, BKNG, CZR, DLTR, NOC

Cluster 21: AAL, ADBE, DAL, EIX, LUV, ROST, UAL, ZBRA

Cluster 22: DECK, GNRC, MNST, NDSN, ORCL

Cluster 23: DHI, LEN, MO, PHM

Cluster 24: AVY, DOV, HAS, TEL, WBA

Cluster 25: COST, DOW, DRI, MDT

Cluster 26: ALLE, AMP, CRM, DXCM, KR

Cluster 27: AIG, DD, EPAM, TYL

Cluster 28: CRL, F, UNP

Cluster 29: FAST, HII, IP, KDP, MOH, UBER

Cluster 30: CVS, FIS, LH, MDLZ, RVTY

Cluster 31: FOX, FOXA, OMC, OXY, PPG

Cluster 32: BR, FRT, REG

Cluster 33: ANSS, APH, BDX, FTNT

Cluster 34: AON, CBRE, FTV, IRM, ULTA

Cluster 35: GOOG, GOOGL, INCY, SYY

Cluster 36: AXON, EXC, HAL, SLB, TDG

Cluster 37: CI, ELV, HON

Cluster 38: CHTR, CPRT, HPE, JNJ, MS, TECH, YUM

Cluster 39: AMGN, BX, HRL, IDXX, PFE

Cluster 40: BALL, ETN, FSLR, HIG, HUBB, MAS, WM, WTW

Cluster 41: ADSK, AXP, CHRW, FANG, GPC, IBM, URI

Cluster 42: GL, IEX, ITW, JNPR, VRSN

Cluster 43: ADM, BF-B, CBOE, CL, INTC, RCL, SWK

Cluster 44: BK, GIS, IQV, KMB, LIN, LYB, MTB, NDAQ, PODD, WRB

Cluster 45: ADP, BMY, ISRG, LLY, PANW, TFX

Cluster 46: APD, CPAY, CTVA, IT, MCHP, PG, SNA, VRSK

Cluster 47: AOS, GE, J

Cluster 48: CFG, FITB, HBAN, KEY, PNC, RF, RSG, TFC, USB

Cluster 49: ALGN, ARE, EG, KMX, RJF, TRV

Cluster 50: BAX, ENPH, L, TT

Cluster 51: HD, LDOS, LOW

Cluster 52: LVS, WYNN

Cluster 53: GDDY, HSY, HUM, LW, T

Cluster 54: BIO, GD, MA, V

Cluster 55: HLT, MAR

Cluster 56: GILD, KKR, MCO, MMM, NEM

Cluster 57: EA, META, ROP, ZBH

Cluster 58: MHK, STX, WMB

Cluster 59: CF, LKQ, MOS, MRNA

Cluster 60: APA, BIIB, C, CNP, COP, DVN, ECL, EOG, EXPD, HES, MRO

Cluster 61: AJG, MSCI

Cluster 62: FI, MTCH, MU, NXPI, ODFL, PLD

Cluster 63: ETSY, NUE, STLD

Cluster 64: ANET, AVGO, CB, NVDA, SPG, TXT

Cluster 65: APTV, BBY, NWS, NWSA

Cluster 66: CTSH, DGX, PAYC, UNH

Cluster 67: BKR, KO, PCG, PEP, UHS, VZ

Cluster 68: DIS, PKG, STE

Cluster 69: IR, MET, PRU

Cluster 70: CSGP, DVA, EXR, HWM, PSA, SJM

Cluster 71: AES, CDW, JCI, JPM, NKE, NVR, PSX, UPS

Cluster 72: ALB, EMN, MMC, NOW, PTC

Cluster 73: FFIV, MCK, PM, RL, TER

Cluster 74: AMCR, CINF, FE, IVZ, ROK

Cluster 75: CE, EQT, FDX, GRMN, JBL, NSC, ON, SBUX

Cluster 76: HSIC, MSFT, SCHW, STT, SYK

Cluster 77: CDNS, KHC, NFLX, PYPL, SNPS, TAP

Cluster 78: DAY, DG, EW, FMC, GLW, MRK, SPGI

Cluster 79: AME, DE, HPQ, KMI, SRE, VST

Cluster 80: CMCSA, NEE, NTAP, PAYX, PCAR, QRVO, SWKS, TMUS

Cluster 81: DHR, FICO, GPN, TMO

Cluster 82: RMD, TSCO

Cluster 83: EL, GWW, TSLA

Cluster 84: BG, CTLT, EMR, GS, MPC, MSI, RTX, TTWO

Cluster 85: AVB, CPT, EQR, ESS, INVH, MAA, UDR

Cluster 86: FDS, MLM, VMC

Cluster 87: BLK, PGR, SMCI, VRTX, WMT

Cluster 88: BRO, DOC, KEYS, VTR, WELL

Cluster 89: INTU, WAB

Cluster 90: CAH, IFF, JKHY, LMT, MTD, PWR, WAT

Cluster 91: CNC, ORLY, PARA, WBD

Cluster 92: CLX, COR, LHX, NRG, O, WDC

Cluster 93: BEN, CTAS, MCD, TJX, WFC, WY

Cluster 94: CAG, COO, CVX, HST, XOM




[

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 05, 2024 (in 5 years), include 
CE, EQT, FDX, GRMN, JBL, NSC, ON, SBUX, HSIC, MSFT, SCHW, STT, SYK, CDNS, KHC, NFLX, PYPL, SNPS, TAP, DAY, DG, EW, FMC, GLW, MRK, SPGI



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