SL Green Realty Stock Forecast & Analysis

Prediction of the Stock Market is a challenging task in predicting the stock prices in the future. Due to the fluctuating nature of the stock, the stock market is too difficult to predict. Stock prices are constantly changing every day. Estimating of the stock market has a high demand for stock customers. Applying all extracted rules at any time is a major challenge to estimate the future stock price with high accuracy. The latest prediction techniques adopted for the stock market such as Artificial Neural Network, Neuro-Fuzzy System, Time Series Linear Models (TSLM), Recurrent Neural Network (RNN). We evaluate SL Green Realty prediction models with Active Learning (ML) and Multiple Regression1,2,3,4 and conclude that the SLG 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 SLG stock.


Keywords: SLG, SL Green Realty, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Trading Interaction
  2. Can neural networks predict stock market?
  3. Technical Analysis with Algorithmic Trading

SLG Target Price Prediction Modeling Methodology

In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many factors such as political events, general economic conditions, and traders' expectations may have an influence on the stock market index. There are numerous research studies that use similar indicators to forecast the direction of the stock market index. We consider SL Green Realty Stock Decision Process with Multiple Regression where A is the set of discrete actions of SLG 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(Multiple Regression)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(Active Learning (ML)) X S(n):→ (n+6 month) i = 1 n r i

n:Time series to forecast

p:Price signals of SLG 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?

SLG Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: SLG SL Green Realty
Time series to forecast n: 13 Oct 2022 for (n+6 month)

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

SL Green Realty assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Multiple Regression1,2,3,4 and conclude that the SLG 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 SLG stock.

Financial State Forecast for SLG Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 6888
Market Risk3661
Technical Analysis4933
Fundamental Analysis6246
Risk Unsystematic7266

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 461 signals.

References

  1. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
  2. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  3. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  4. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  5. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  6. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  7. T. Shardlow and A. Stuart. A perturbation theory for ergodic Markov chains and application to numerical approximations. SIAM journal on numerical analysis, 37(4):1120–1137, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for SLG stock?
A: SLG stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Multiple Regression
Q: Is SLG stock a buy or sell?
A: The dominant strategy among neural network is to Hold SLG Stock.
Q: Is SL Green Realty stock a good investment?
A: The consensus rating for SL Green Realty is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of SLG stock?
A: The consensus rating for SLG is Hold.
Q: What is the prediction period for SLG stock?
A: The prediction period for SLG is (n+6 month)

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