Short/Long Term Stocks: SPB Stock Forecast


As part of this research, different techniques have been studied for data extraction and analysis. After having reviewed the work related to the initial idea of the research, it is shown the development carried out, together with the data extraction and the machine learning algorithms for prediction used. The calculation of technical analysis metrics is also included. The development of a visualization platform has been proposed for high-level interaction between the user and the recommendation system. We evaluate Spectrum Brands prediction models with Statistical Inference (ML) and Paired T-Test1,2,3,4 and conclude that the SPB stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold SPB stock.


Keywords: SPB, Spectrum Brands, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Technical Analysis with Algorithmic Trading
  2. What are main components of Markov decision process?
  3. Should I buy stocks now or wait amid such uncertainty?

SPB Target Price Prediction Modeling Methodology

Efficient Market Hypothesis (EMH) is the cornerstone of the modern financial theory and it states that it is impossible to predict the price of any stock using any trend, fundamental or technical analysis. Stock trading is one of the most important activities in the world of finance. Stock price prediction has been an age-old problem and many researchers from academia and business have tried to solve it using many techniques ranging from basic statistics to machine learning using relevant information such as news sentiment and historical prices. We consider Spectrum Brands Stock Decision Process with Paired T-Test where A is the set of discrete actions of SPB stock holders, F is the set of discrete states, P : S × F × S → R is the transition probability distribution, R : S × F → R is the reaction function, and γ ∈ [0, 1] is a move factor for expectation.1,2,3,4


F(Paired T-Test)5,6,7= p a 1 p a 2 p 1 n p j 1 p j 2 p j n p k 1 p k 2 p k n p n 1 p n 2 p n n X R(Statistical Inference (ML)) X S(n):→ (n+8 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of SPB stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

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?

SPB Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: SPB Spectrum Brands
Time series to forecast n: 21 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold SPB 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%


Conclusions

Spectrum Brands assigned short-term Caa2 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Paired T-Test1,2,3,4 and conclude that the SPB stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold SPB stock.

Financial State Forecast for SPB Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2Ba1
Operational Risk 5582
Market Risk3051
Technical Analysis6189
Fundamental Analysis3386
Risk Unsystematic4541

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 509 signals.

References

  1. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  2. G. Shani, R. Brafman, and D. Heckerman. An MDP-based recommender system. In Proceedings of the Eigh- teenth conference on Uncertainty in artificial intelligence, pages 453–460. Morgan Kaufmann Publishers Inc., 2002
  3. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
  4. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
  5. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  6. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
  7. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
Frequently Asked QuestionsQ: What is the prediction methodology for SPB stock?
A: SPB stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Paired T-Test
Q: Is SPB stock a buy or sell?
A: The dominant strategy among neural network is to Hold SPB Stock.
Q: Is Spectrum Brands stock a good investment?
A: The consensus rating for Spectrum Brands is Hold and assigned short-term Caa2 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of SPB stock?
A: The consensus rating for SPB is Hold.
Q: What is the prediction period for SPB stock?
A: The prediction period for SPB is (n+8 weeks)

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