ATCO^H Atlas Corp. 7.875% Series H

Atlas Corp. 7.875% Series H Research Report

Abstract

Stock price prediction has always been a challenging task for the researchers in financial domain. While the Efficient Market Hypothesis claims that it is impossible to predict stock prices accurately, there are work in the literature that have demonstrated that stock price movements can be forecasted with a reasonable degree of accuracy, if appropriate variables are chosen and suitable predictive models are built using those variables. In this work, we present a robust and accurate framework of stock price prediction using statistical, machine learning and deep learning methods(Mehtab, S., Sen, J. and Dutta, A., 2021. Stock price prediction using machine learning and LSTM-based deep learning models. In Symposium on Machine Learning and Metaheuristics Algorithms, and Applications (pp. 88-106). Springer, Singapore.) We evaluate Atlas Corp. 7.875% Series H prediction models with Modular Neural Network (Market Direction Analysis) and Lasso Regression^1,2,3,4 and conclude that the ATCO^H 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 ATCO^H stock.

Key Points

1. Decision Making
2. What is the best way to predict stock prices?
3. Can we predict stock market using machine learning?

ATCO^H Target Price Prediction Modeling Methodology

We consider Atlas Corp. 7.875% Series H Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of ATCO^H 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(Lasso 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(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+3 month) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of ATCO^H 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?

ATCO^H Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: ATCO^H Atlas Corp. 7.875% Series H
Time series to forecast n: 05 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy ATCO^H 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 Atlas Corp. 7.875% Series H

1. Paragraph 4.1.1(b) requires an entity to classify a financial asset on the basis of its contractual cash flow characteristics if the financial asset is held within a business model whose objective is to hold assets to collect contractual cash flows or within a business model whose objective is achieved by both collecting contractual cash flows and selling financial assets, unless paragraph 4.1.5 applies. To do so, the condition in paragraphs 4.1.2(b) and 4.1.2A(b) requires an entity to determine whether the asset's contractual cash flows are solely payments of principal and interest on the principal amount outstanding.
2. An entity shall amend a hedging relationship as required in paragraph 6.9.1 by the end of the reporting period during which a change required by interest rate benchmark reform is made to the hedged risk, hedged item or hedging instrument. For the avoidance of doubt, such an amendment to the formal designation of a hedging relationship constitutes neither the discontinuation of the hedging relationship nor the designation of a new hedging relationship.
3. 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.
4. An equity method investment cannot be a hedged item in a fair value hedge. This is because the equity method recognises in profit or loss the investor's share of the investee's profit or loss, instead of changes in the investment's fair value. For a similar reason, an investment in a consolidated subsidiary cannot be a hedged item in a fair value hedge. This is because consolidation recognises in profit or loss the subsidiary's profit or loss, instead of changes in the investment's fair value. A hedge of a net investment in a foreign operation is different because it is a hedge of the foreign currency exposure, not a fair value hedge of the change in the value of the investment.

*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

Atlas Corp. 7.875% Series H assigned short-term B3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Lasso Regression^1,2,3,4 and conclude that the ATCO^H 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 ATCO^H stock.

Financial State Forecast for ATCO^H Atlas Corp. 7.875% Series H Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B3	B2
Operational Risk	39	47
Market Risk	32	49
Technical Analysis	42	36
Fundamental Analysis	73	75
Risk Unsystematic	53	51

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 460 signals.

References

1. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
2. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
3. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Short/Long Term Stocks: FOX Stock Forecast. AC Investment Research Journal, 101(3).
5. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
6. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
7. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.

Frequently Asked Questions

Q: What is the prediction methodology for ATCO^H stock?
A: ATCO^H stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Lasso Regression
Q: Is ATCO^H stock a buy or sell?
A: The dominant strategy among neural network is to Buy ATCO^H Stock.
Q: Is Atlas Corp. 7.875% Series H stock a good investment?
A: The consensus rating for Atlas Corp. 7.875% Series H is Buy and assigned short-term B3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of ATCO^H stock?
A: The consensus rating for ATCO^H is Buy.
Q: What is the prediction period for ATCO^H stock?
A: The prediction period for ATCO^H is (n+3 month)

People also ask

What are the top stocks to invest in right now?