How do you predict if a stock will go up or down? (LON:PHNX Stock Prediction)

PHOENIX GROUP HOLDINGS PLC Research Report

Summary

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on a financial exchange. The successful prediction of a stock's future price will maximize investor's gains. This paper proposes a machine learning model to predict stock market price. We evaluate PHOENIX GROUP HOLDINGS PLC prediction models with Modular Neural Network (Market Direction Analysis) and Chi-Square1,2,3,4 and conclude that the LON:PHNX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy LON:PHNX stock.

Key Points

  1. What are buy sell or hold recommendations?
  2. What are the most successful trading algorithms?
  3. Buy, Sell and Hold Signals

LON:PHNX Target Price Prediction Modeling Methodology

We consider PHOENIX GROUP HOLDINGS PLC Stock Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of LON:PHNX 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(Chi-Square)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(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of LON:PHNX stock

j:Nash equilibria (Neural Network)

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?

LON:PHNX Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:PHNX PHOENIX GROUP HOLDINGS PLC
Time series to forecast n: 20 Nov 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy LON:PHNX 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%

Adjusted IFRS* Prediction Methods for PHOENIX GROUP HOLDINGS PLC

  1. When determining whether the recognition of lifetime expected credit losses is required, an entity shall consider reasonable and supportable information that is available without undue cost or effort and that may affect the credit risk on a financial instrument in accordance with paragraph 5.5.17(c). An entity need not undertake an exhaustive search for information when determining whether credit risk has increased significantly since initial recognition.
  2. An entity can rebut this presumption. However, it can do so only when it has reasonable and supportable information available that demonstrates that even if contractual payments become more than 30 days past due, this does not represent a significant increase in the credit risk of a financial instrument. For example when non-payment was an administrative oversight, instead of resulting from financial difficulty of the borrower, or the entity has access to historical evidence that demonstrates that there is no correlation between significant increases in the risk of a default occurring and financial assets on which payments are more than 30 days past due, but that evidence does identify such a correlation when payments are more than 60 days past due.
  3. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income changes in the fair value of an investment in an equity instrument that is not held for trading. This election is made on an instrument-by-instrument (ie share-by-share) basis. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity. Dividends on such investments are recognised in profit or loss in accordance with paragraph 5.7.6 unless the dividend clearly represents a recovery of part of the cost of the investment.
  4. Such designation may be used whether paragraph 4.3.3 requires the embedded derivatives to be separated from the host contract or prohibits such separation. However, paragraph 4.3.5 would not justify designating the hybrid contract as at fair value through profit or loss in the cases set out in paragraph 4.3.5(a) and (b) because doing so would not reduce complexity or increase reliability.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

PHOENIX GROUP HOLDINGS PLC assigned short-term Ba3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Chi-Square1,2,3,4 and conclude that the LON:PHNX stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy LON:PHNX stock.

Financial State Forecast for LON:PHNX PHOENIX GROUP HOLDINGS PLC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba1
Operational Risk 6073
Market Risk6238
Technical Analysis6266
Fundamental Analysis7783
Risk Unsystematic6789

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 531 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. M. Petrik and D. Subramanian. An approximate solution method for large risk-averse Markov decision processes. In Proceedings of the 28th International Conference on Uncertainty in Artificial Intelligence, 2012.
  3. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  4. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
  5. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40
  6. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  7. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:PHNX stock?
A: LON:PHNX stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Chi-Square
Q: Is LON:PHNX stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:PHNX Stock.
Q: Is PHOENIX GROUP HOLDINGS PLC stock a good investment?
A: The consensus rating for PHOENIX GROUP HOLDINGS PLC is Buy and assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:PHNX stock?
A: The consensus rating for LON:PHNX is Buy.
Q: What is the prediction period for LON:PHNX stock?
A: The prediction period for LON:PHNX is (n+3 month)

People also ask

What are the top stocks to invest in right now?
AC Invest mobile app lets you:

*See the machine learning based stock market analysis and AC Invest Rank which indicates potential outperformance based on earning estimate revisions and surprises.
*View the current market risk, operational risk and outlook.
*Get daily signal notifications.
*Get daily market risk notifications.
*View prediction confidence score.

301 Massachusetts Avenue Cambridge, MA 02139 667-253-1000 pr@ademcetinkaya.com


AC Invest Mobile App