ac investment research

Fresenius assigned short-term Ba3 & long-term Ba3 forecasted stock rating.


Abstract

The various qualitative factors in the criteria help identify strengths and weaknesses within the future liquidity position of a company that numerical relations may not completely capture. While there is no size bias in our liquidity evaluation, in general, the lower qualification entities can meet the quantitative requirements for strong or exceptional liquidity, but do not meet the corresponding qualitative factors. We evaluate the prediction models (Keltner Channels with Independent T-Test)1,2,3 and conclude that the FRE.DE stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold FRE.DE stock.


Keywords: FRE.DE, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis.

Introduction

We consider the full spectrum of human trading interaction (varying from data based analysis to market signals, from trend actions to speculative ones and many more) and adapt them to the machine learning model with support of engineers to mimic and future-reflect everyday trading experiences. To do that we focus on an approach known as Decision making using Game Theory. We apply principles from Game Theory to model the relationships between rating actions, news, market signals and decision making. 

 

For further technical information as per how our model work we invite you to visit the article below: 

How do AC Investment Research machine learning (predictive) algorithms actually work?

FRE.DE Stock Forecast (Buy or Sell) for (n+6 month)

Stock/Index: FRE.DE Fresenius
Time series to forecast n: 06 Aug 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold FRE.DE stock.

X axis: *Likelihood% (The higher the percentage value, the more likely the event will occur.)

Y axis: *Potential Impact% (The higher the percentage value, the more likely the price will deviate.)

Z axis (Yellow to Green): *Technical Analysis%


*As part of stock rating surveillance, Neural network continuously analyze real-time and historical data. If network see events taking place that impact our view on an issuer's relative performance, we adjust our ratings accordingly to communicate our views so the market has the correct perception of how we view relative stock performance.

What Are the Top Stocks to Invest in Right Now?

Forecast Model for FRE.DE

  • For organizations that have been cautiously regulated, if a hybrid can only absorb the losses in a scenario of variability-for example, with the violation of the minimum regulatory capital standard to protect its license, we consider that it is not the content of the equity.
  • We cannot assign equity content to hybrid instruments that do not meet the requirements of high or intermediate equity content, including the times when the exporting intent is missing, and therefore we do not consider these tools similarly in our analysis when they are applicable.
  • The US public financing compulsory groups typically consists of a group of cross -loaded organizations for safety for certain debts. Obliged group structures are mostly used by non -profit hospitals, health systems and senior living organizations.
  • A potential ICR that exceeds the SACP in a group of members reflects our opinion on the possibility of this being in a timely and sufficient group or government support (beyond multiplying the SACP) in the scenario of a credit stress scenario. Support examples include the group member and one -time risk transfers from additional liquidity or capital or group members.
  • We do not expect the exporter to allow transformation and weaken the transformation advantage through subsequent inventory reproductions.
  • Industry features typically include growth expectations, volatility and technological change and the degree and nature of competition. In general, the lower the risk of industry, the higher the potential credit for an obligation in that sector.
  • We apply risk weights to the government and the exposure of securities based on the degree of dominant or securities. Market risk exposure is a combination of the risk of price volatility on trade book risk and stock exposures. We apply the risk weights of regulatory capital requirement figures for the risk of trade and at the same time, the equity investments of institutions based on our estimation of the volatility of stock prices in different countries. In order to take into account the operational risks, we apply to revenues under management or assets under management (AUM) and detention assets (AUC).

Conclusions

FRE.DE assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models (Keltner Channels with Independent T-Test)1,2,3 and conclude that the FRE.DE stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold FRE.DE stock.

Financial State Forecast for Fresenius

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Operational Risk 6633
Market Risk8951
Technical Analysis6687
Fundamental Analysis3185
Risk Unsystematic7154

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 494 signals.

References

  1. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010.
  2. Pazis, Jason and Parr, Ron. Generalized value functions for large action sets. In Proceedings of the 28th Interna- tional Conference on Machine Learning (ICML-11), pp. 1185–1192, 2011.
  3. K. J ̈arvelin and J. Kek ̈al ̈ainen. Cumulated gain-based evaluation of ir tech- niques. ACM Transactions on Information Systems (TOIS), 20(4):422– 446, 2002.
AC Investment Research

In our experiment, we focus on an approach known as Decision making using game theory. We apply principles from game theory to model the relationships between rating actions, news, market signals and decision making.

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