Sector | Models | RMSE (Root Mean Sq. Error) | |||
Auto | EVEBITDA | PSALES | PBV | PE | |
Lasso | 0.42536 | 0.501228 | 0.548097 | 0.69848 | |
ElasticNet | 0.425462 | 0.500912 | 0.547172 | 0.69811 | |
Ridge | 0.432662 | 0.506763 | 0.545204 | 0.71315 | |
Banking | EVEBITDA | PSALES | PBV | PE | |
Lassocv | 0.396073 | 0.282228 | 0.51624 | ||
ElasticNet | 0.401632 | 0.286594 | 0.51657 | ||
Ridge | 0.404042 | 0.280758 | 0.52585 | ||
Steel | EVEBITDA | PSALES | PBV | PE | |
Lassocv | 0.596645 | 0.99526 | 0.514081 | 0.99921 | |
ElasticNet | 0.595816 | 0.994652 | 0.514251 | 1.00087 | |
Ridge | 0.608234 | 1.040118 | 0.531549 | 1.02171 |