AC Investment Research

AMA AMA GROUP LIMITED Research Report

Outlook: AMA GROUP LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 26 Dec 2022 for (n+1 year)
Methodology : Multi-Instance Learning (ML)

Abstract

A speculator on a Stock Market, aside from having money to spare, needs at least one other thing — a means of producing accurate and understandable predictions ahead of others in the Market, so that a tactical and price advantage can be gained. This work demonstrates that it is possible to predict one such Market to a high degree of accuracy. (Dase, R.K. and Pawar, D.D., 2010. Application of Artificial Neural Network for stock market predictions: A review of literature. International Journal of Machine Intelligence, 2(2), pp.14-17.) We evaluate AMA GROUP LIMITED prediction models with Multi-Instance Learning (ML) and Sign Test1,2,3,4 and conclude that the AMA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. Investment Risk
  2. Operational Risk
  3. What is Markov decision process in reinforcement learning?

AMA Target Price Prediction Modeling Methodology

We consider AMA GROUP LIMITED Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of AMA 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(Sign 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(Multi-Instance Learning (ML)) X S(n):→ (n+1 year) r s rs

n:Time series to forecast

p:Price signals of AMA 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?

AMA Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: AMA AMA GROUP LIMITED
Time series to forecast n: 26 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

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 (Grey to Black): *Technical Analysis%

IFRS Reconciliation Adjustments for AMA GROUP LIMITED

  1. An entity shall apply the impairment requirements in Section 5.5 retrospectively in accordance with IAS 8 subject to paragraphs 7.2.15 and 7.2.18–7.2.20.
  2. Rebalancing refers to the adjustments made to the designated quantities of the hedged item or the hedging instrument of an already existing hedging relationship for the purpose of maintaining a hedge ratio that complies with the hedge effectiveness requirements. Changes to designated quantities of a hedged item or of a hedging instrument for a different purpose do not constitute rebalancing for the purpose of this Standard
  3. Conversely, if changes in the extent of offset indicate that the fluctuation is around a hedge ratio that is different from the hedge ratio that is currently used for that hedging relationship, or that there is a trend leading away from that hedge ratio, hedge ineffectiveness can be reduced by adjusting the hedge ratio, whereas retaining the hedge ratio would increasingly produce hedge ineffectiveness. Hence, in such circumstances, an entity must evaluate whether the hedging relationship reflects an imbalance between the weightings of the hedged item and the hedging instrument that would create hedge ineffectiveness (irrespective of whether recognised or not) that could result in an accounting outcome that would be inconsistent with the purpose of hedge accounting. If the hedge ratio is adjusted, it also affects the measurement and recognition of hedge ineffectiveness because, on rebalancing, the hedge ineffectiveness of the hedging relationship must be determined and recognised immediately before adjusting the hedging relationship in accordance with paragraph B6.5.8.
  4. An entity that first applies IFRS 17 as amended in June 2020 at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.38–7.2.42.

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

AMA GROUP LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Multi-Instance Learning (ML) with Sign Test1,2,3,4 and conclude that the AMA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

AMA AMA GROUP LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3C
Balance SheetCBaa2
Leverage RatiosBa3B1
Cash FlowBaa2B1
Rates of Return and ProfitabilityCC

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 755 signals.

References

  1. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
  2. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
  3. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
  4. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  5. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  6. Belsley, D. A. (1988), "Modelling and forecast reliability," International Journal of Forecasting, 4, 427–447.
  7. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
Frequently Asked QuestionsQ: What is the prediction methodology for AMA stock?
A: AMA stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Sign Test
Q: Is AMA stock a buy or sell?
A: The dominant strategy among neural network is to Buy AMA Stock.
Q: Is AMA GROUP LIMITED stock a good investment?
A: The consensus rating for AMA GROUP LIMITED is Buy and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AMA stock?
A: The consensus rating for AMA is Buy.
Q: What is the prediction period for AMA stock?
A: The prediction period for AMA is (n+1 year)

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