AC Investment Research

ATIP ATI Physical Therapy Inc. Class A Common Stock Research Report

Outlook: ATI Physical Therapy Inc. Class A Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 30 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

It has never been easy to invest in a set of assets, the abnormally of financial market does not allow simple models to predict future asset values with higher accuracy. Machine learning, which consist of making computers perform tasks that normally requiring human intelligence is currently the dominant trend in scientific research. This article aims to build a model using Recurrent Neural Networks (RNN) and especially Long-Short Term Memory model (LSTM) to predict future stock market values.(Obthong, M., Tantisantiwong, N., Jeamwatthanachai, W. and Wills, G., 2020. A survey on machine learning for stock price prediction: algorithms and techniques.) We evaluate ATI Physical Therapy Inc. Class A Common Stock prediction models with Modular Neural Network (Market Direction Analysis) and Paired T-Test1,2,3,4 and conclude that the ATIP stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is Markov decision process in reinforcement learning?
  2. What statistical methods are used to analyze data?
  3. Stock Rating

ATIP Target Price Prediction Modeling Methodology

We consider ATI Physical Therapy Inc. Class A Common Stock Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of ATIP 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(Paired 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(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+16 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of ATIP 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?

ATIP Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: ATIP ATI Physical Therapy Inc. Class A Common Stock
Time series to forecast n: 30 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

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 ATI Physical Therapy Inc. Class A Common Stock

  1. For example, an entity hedges an exposure to Foreign Currency A using a currency derivative that references Foreign Currency B and Foreign Currencies A and B are pegged (ie their exchange rate is maintained within a band or at an exchange rate set by a central bank or other authority). If the exchange rate between Foreign Currency A and Foreign Currency B were changed (ie a new band or rate was set), rebalancing the hedging relationship to reflect the new exchange rate would ensure that the hedging relationship would continue to meet the hedge effectiveness requirement for the hedge ratio in the new circumstances. In contrast, if there was a default on the currency derivative, changing the hedge ratio could not ensure that the hedging relationship would continue to meet that hedge effectiveness requirement. Hence, rebalancing does not facilitate the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item changes in a way that cannot be compensated for by adjusting the hedge ratio
  2. Rebalancing is accounted for as a continuation of the hedging relationship in accordance with paragraphs B6.5.9–B6.5.21. On rebalancing, the hedge ineffectiveness of the hedging relationship is determined and recognised immediately before adjusting the hedging relationship.
  3. If an entity previously accounted at cost (in accordance with IAS 39), for an investment in an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) (or for a derivative asset that is linked to and must be settled by delivery of such an equity instrument) it shall measure that instrument at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.
  4. When identifying what risk components qualify for designation as a hedged item, an entity assesses such risk components within the context of the particular market structure to which the risk or risks relate and in which the hedging activity takes place. Such a determination requires an evaluation of the relevant facts and circumstances, which differ by risk and market.

*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

ATI Physical Therapy Inc. Class A Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Paired T-Test1,2,3,4 and conclude that the ATIP stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

ATIP ATI Physical Therapy Inc. Class A Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3B2
Balance SheetCBaa2
Leverage RatiosBa2B2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityCBaa2

*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 623 signals.

References

  1. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
  2. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  3. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  4. 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.
  5. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
  6. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
  7. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
Frequently Asked QuestionsQ: What is the prediction methodology for ATIP stock?
A: ATIP stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Paired T-Test
Q: Is ATIP stock a buy or sell?
A: The dominant strategy among neural network is to Hold ATIP Stock.
Q: Is ATI Physical Therapy Inc. Class A Common Stock stock a good investment?
A: The consensus rating for ATI Physical Therapy Inc. Class A Common Stock is Hold and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ATIP stock?
A: The consensus rating for ATIP is Hold.
Q: What is the prediction period for ATIP stock?
A: The prediction period for ATIP is (n+16 weeks)

People also ask

What are the top stocks to invest in right now?
Stock Forecast