MLLib – Prediction of Stock Prices from Financial KPIs

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
– Profitability
– Liquidity
– Efficiency
– Innovation
– Growth
– Leadereship
– Surprises

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.
The solution is based on the following functionality

• Smart EDGAR for the calculation or KPIs
• Investor for the determination of stock prices
• Spark MLLib Machine Learning

The result can be found in the following Gist.