AC Investment Research

CTT CETTIRE LIMITED Research Report

Outlook: CETTIRE LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 29 Dec 2022 for (n+1 year)
Methodology : Statistical Inference (ML)

Abstract

In this paper, we propose a hybrid machine learning system based on Genetic Algor ithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators.(Chen, W., Zhang, H., Mehlawat, M.K. and Jia, L., 2021. Mean–variance portfolio optimization using machine learning-based stock price prediction. Applied Soft Computing, 100, p.106943.) We evaluate CETTIRE LIMITED prediction models with Statistical Inference (ML) and ElasticNet Regression1,2,3,4 and conclude that the CTT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Should I buy stocks now or wait amid such uncertainty?
  2. Why do we need predictive models?
  3. How do you know when a stock will go up or down?

CTT Target Price Prediction Modeling Methodology

We consider CETTIRE LIMITED Decision Process with Statistical Inference (ML) where A is the set of discrete actions of CTT 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(ElasticNet Regression)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(Statistical Inference (ML)) X S(n):→ (n+1 year) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of CTT 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?

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

Sample Set: Neural Network
Stock/Index: CTT CETTIRE LIMITED
Time series to forecast n: 29 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 CETTIRE LIMITED

  1. If subsequently an entity reasonably expects that the alternative benchmark rate will not be separately identifiable within 24 months from the date the entity designated it as a non-contractually specified risk component for the first time, the entity shall cease applying the requirement in paragraph 6.9.11 to that alternative benchmark rate and discontinue hedge accounting prospectively from the date of that reassessment for all hedging relationships in which the alternative benchmark rate was designated as a noncontractually specified risk component.
  2. Adjusting the hedge ratio by decreasing the volume of the hedged item does not affect how the changes in the fair value of the hedging instrument are measured. The measurement of the changes in the value of the hedged item related to the volume that continues to be designated also remains unaffected. However, from the date of rebalancing, the volume by which the hedged item was decreased is no longer part of the hedging relationship. For example, if an entity originally hedged a volume of 100 tonnes of a commodity at a forward price of CU80 and reduces that volume by 10 tonnes on rebalancing, the hedged item after rebalancing would be 90 tonnes hedged at CU80. The 10 tonnes of the hedged item that are no longer part of the hedging relationship would be accounted for in accordance with the requirements for the discontinuation of hedge accounting (see paragraphs 6.5.6–6.5.7 and B6.5.22–B6.5.28).
  3. The assessment of whether lifetime expected credit losses should be recognised is based on significant increases in the likelihood or risk of a default occurring since initial recognition (irrespective of whether a financial instrument has been repriced to reflect an increase in credit risk) instead of on evidence of a financial asset being credit-impaired at the reporting date or an actual default occurring. Generally, there will be a significant increase in credit risk before a financial asset becomes credit-impaired or an actual default occurs.
  4. If the underlyings are not the same but are economically related, there can be situations in which the values of the hedging instrument and the hedged item move in the same direction, for example, because the price differential between the two related underlyings changes while the underlyings themselves do not move significantly. That is still consistent with an economic relationship between the hedging instrument and the hedged item if the values of the hedging instrument and the hedged item are still expected to typically move in the opposite direction when the underlyings move.

*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

CETTIRE LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Statistical Inference (ML) with ElasticNet Regression1,2,3,4 and conclude that the CTT stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

CTT CETTIRE LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Ba1
Balance SheetB3Ba2
Leverage RatiosBaa2Baa2
Cash FlowCB3
Rates of Return and ProfitabilityCaa2C

*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: 84 out of 100 with 594 signals.

References

  1. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  2. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  3. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is DOW Stock Expected to Go Up?(Stock Forecast). AC Investment Research Journal, 101(3).
  5. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
  6. 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.
  7. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
Frequently Asked QuestionsQ: What is the prediction methodology for CTT stock?
A: CTT stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and ElasticNet Regression
Q: Is CTT stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes CTT Stock.
Q: Is CETTIRE LIMITED stock a good investment?
A: The consensus rating for CETTIRE LIMITED is Wait until speculative trend diminishes and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CTT stock?
A: The consensus rating for CTT is Wait until speculative trend diminishes.
Q: What is the prediction period for CTT stock?
A: The prediction period for CTT is (n+1 year)

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