LON:API Target Price Prediction

ABRDN PROPERTY INCOME TRUST LIMITED Research Report

Summary

Time series forecasting has been widely used to determine the future prices of stock, and the analysis and modeling of finance time series importantly guide investors' decisions and trades. In addition, in a dynamic environment such as the stock market, the nonlinearity of the time series is pronounced, immediately affecting the efficacy of stock price forecasts. Thus, this paper proposes an intelligent time series prediction system that uses sliding-window metaheuristic optimization for the purpose of predicting the stock prices. We evaluate ABRDN PROPERTY INCOME TRUST LIMITED prediction models with Supervised Machine Learning (ML) and Independent T-Test1,2,3,4 and conclude that the LON:API stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell LON:API stock.

Key Points

  1. What are buy sell or hold recommendations?
  2. Game Theory
  3. Market Risk

LON:API Target Price Prediction Modeling Methodology

We consider ABRDN PROPERTY INCOME TRUST LIMITED Stock Decision Process with Supervised Machine Learning (ML) where A is the set of discrete actions of LON:API 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(Independent 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(Supervised Machine Learning (ML)) X S(n):→ (n+16 weeks) e x rx

n:Time series to forecast

p:Price signals of LON:API 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:API Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:API ABRDN PROPERTY INCOME TRUST LIMITED
Time series to forecast n: 20 Nov 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell LON:API 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 ABRDN PROPERTY INCOME TRUST LIMITED

  1. Despite the requirement in paragraph 7.2.1, an entity that adopts the classification and measurement requirements of this Standard (which include the requirements related to amortised cost measurement for financial assets and impairment in Sections 5.4 and 5.5) shall provide the disclosures set out in paragraphs 42L–42O of IFRS 7 but need not restate prior periods. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application. However, if an entity restates prior periods, the restated financial statements must reflect all of the requirements in this Standard. If an entity's chosen approach to applying IFRS 9 results in more than one date of initial application for different requirements, this paragraph applies at each date of initial application (see paragraph 7.2.2). This would be the case, for example, if an entity elects to early apply only the requirements for the presentation of gains and losses on financial liabilities designated as at fair value through profit or loss in accordance with paragraph 7.1.2 before applying the other requirements in this Standard.
  2. The risk of a default occurring on financial instruments that have comparable credit risk is higher the longer the expected life of the instrument; for example, the risk of a default occurring on an AAA-rated bond with an expected life of 10 years is higher than that on an AAA-rated bond with an expected life of five years.
  3. An entity's documentation of the hedging relationship includes how it will assess the hedge effectiveness requirements, including the method or methods used. The documentation of the hedging relationship shall be updated for any changes to the methods (see paragraph B6.4.17).
  4. A contractual cash flow characteristic does not affect the classification of the financial asset if it could have only a de minimis effect on the contractual cash flows of the financial asset. To make this determination, an entity must consider the possible effect of the contractual cash flow characteristic in each reporting period and cumulatively over the life of the financial instrument. In addition, if a contractual cash flow characteristic could have an effect on the contractual cash flows that is more than de minimis (either in a single reporting period or cumulatively) but that cash flow characteristic is not genuine, it does not affect the classification of a financial asset. A cash flow characteristic is not genuine if it affects the instrument's contractual cash flows only on the occurrence of an event that is extremely rare, highly abnormal and very unlikely to occur.

*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

ABRDN PROPERTY INCOME TRUST LIMITED assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Independent T-Test1,2,3,4 and conclude that the LON:API stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell LON:API stock.

Financial State Forecast for LON:API ABRDN PROPERTY INCOME TRUST LIMITED Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 5438
Market Risk4241
Technical Analysis5034
Fundamental Analysis4388
Risk Unsystematic7863

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 766 signals.

References

  1. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  2. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
  3. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  4. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  5. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  6. Van der Vaart AW. 2000. Asymptotic Statistics. Cambridge, UK: Cambridge Univ. Press
  7. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:API stock?
A: LON:API stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Independent T-Test
Q: Is LON:API stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:API Stock.
Q: Is ABRDN PROPERTY INCOME TRUST LIMITED stock a good investment?
A: The consensus rating for ABRDN PROPERTY INCOME TRUST LIMITED is Sell and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of LON:API stock?
A: The consensus rating for LON:API is Sell.
Q: What is the prediction period for LON:API stock?
A: The prediction period for LON:API is (n+16 weeks)

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