When should you buy or sell a stock? (HSY Stock Forecast)

Abstract

We evaluate Hershey's prediction models with Ensemble Learning (ML) and Stepwise Regression^1,2,3,4 and conclude that the HSY 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 HSY stock.

Keywords: HSY, Hershey's, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Operational Risk
2. Prediction Modeling
3. What is the best way to predict stock prices?

HSY Target Price Prediction Modeling Methodology

We consider Hershey's Stock Decision Process with Stepwise Regression where A is the set of discrete actions of HSY 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(Stepwise Regression)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Ensemble Learning (ML)) X S(n):→ (n+8 weeks) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of HSY 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?

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

Sample Set: Neural Network
Stock/Index: HSY Hershey's
Time series to forecast n: 05 Sep 2022 for (n+8 weeks)

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

Hershey's assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Stepwise Regression^1,2,3,4 and conclude that the HSY 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 HSY stock.

Financial State Forecast for HSY Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	B2
Operational Risk	43	31
Market Risk	58	52
Technical Analysis	87	53
Fundamental Analysis	39	47
Risk Unsystematic	56	88

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 561 signals.

References

1. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
2. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
3. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
4. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
5. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
6. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
7. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.

Frequently Asked Questions

Q: What is the prediction methodology for HSY stock?
A: HSY stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Stepwise Regression
Q: Is HSY stock a buy or sell?
A: The dominant strategy among neural network is to Hold HSY Stock.
Q: Is Hershey's stock a good investment?
A: The consensus rating for Hershey's is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of HSY stock?
A: The consensus rating for HSY is Hold.
Q: What is the prediction period for HSY stock?
A: The prediction period for HSY is (n+8 weeks)

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