Use the linear learner algorithm in SageMaker to train a linear regression model to predict the stock returns. Identify the most predictive features by ranking absolute coefficient values.

Use random forest regression in SageMaker to train a model to predict the stock returns. Identify the most predictive features based on Gini importance scores.

Use an Amazon SageMaker Data Wrangler quick model visualization to predict the stock returns. Identify the most predictive features based on the quick model's feature importance scores.

Use Amazon SageMaker Autopilot to build a regression model to predict the stock returns. Identify the most predictive features based on an Amazon SageMaker Clarify report.