FGEN FibroGen Inc Common Stock

FibroGen Inc Common Stock Research Report

Summary

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on a financial exchange. The successful prediction of a stock's future price will maximize investor's gains. This paper proposes a machine learning model to predict stock market price. We evaluate FibroGen Inc Common Stock prediction models with Ensemble Learning (ML) and Polynomial Regression^1,2,3,4 and conclude that the FGEN stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold FGEN stock.

Key Points

1. Is it better to buy and sell or hold?
2. Is Target price a good indicator?
3. Operational Risk

FGEN Target Price Prediction Modeling Methodology

We consider FibroGen Inc Common Stock Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of FGEN 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(Polynomial 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(Ensemble Learning (ML)) X S(n):→ (n+4 weeks) $\overrightarrow{S}=\left(s_1,s_2,s_3\right)$

n:Time series to forecast

p:Price signals of FGEN 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?

FGEN Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: FGEN FibroGen Inc Common Stock
Time series to forecast n: 03 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold FGEN 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 FibroGen Inc Common Stock

1. At the date of initial application, an entity shall use reasonable and supportable information that is available without undue cost or effort to determine the credit risk at the date that a financial instrument was initially recognised (or for loan commitments and financial guarantee contracts at the date that the entity became a party to the irrevocable commitment in accordance with paragraph 5.5.6) and compare that to the credit risk at the date of initial application of this Standard.
2. For the purposes of measuring expected credit losses, the estimate of expected cash shortfalls shall reflect the cash flows expected from collateral and other credit enhancements that are part of the contractual terms and are not recognised separately by the entity. The estimate of expected cash shortfalls on a collateralised financial instrument reflects the amount and timing of cash flows that are expected from foreclosure on the collateral less the costs of obtaining and selling the collateral, irrespective of whether foreclosure is probable (ie the estimate of expected cash flows considers the probability of a foreclosure and the cash flows that would result from it). Consequently, any cash flows that are expected from the realisation of the collateral beyond the contractual maturity of the contract should be included in this analysis. Any collateral obtained as a result of foreclosure is not recognised as an asset that is separate from the collateralised financial instrument unless it meets the relevant recognition criteria for an asset in this or other Standards.
3. If a component of the cash flows of a financial or a non-financial item is designated as the hedged item, that component must be less than or equal to the total cash flows of the entire item. However, all of the cash flows of the entire item may be designated as the hedged item and hedged for only one particular risk (for example, only for those changes that are attributable to changes in LIBOR or a benchmark commodity price).
4. As with all fair value measurements, an entity's measurement method for determining the portion of the change in the liability's fair value that is attributable to changes in its credit risk must make maximum use of relevant observable inputs and minimum use of unobservable inputs.

*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

FibroGen Inc Common Stock assigned short-term Ba3 & long-term B3 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Polynomial Regression^1,2,3,4 and conclude that the FGEN stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold FGEN stock.

Financial State Forecast for FGEN FibroGen Inc Common Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B3
Operational Risk	39	54
Market Risk	61	46
Technical Analysis	70	35
Fundamental Analysis	73	45
Risk Unsystematic	82	30

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 660 signals.

References

1. Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
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. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
4. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
5. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
6. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
7. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier

Frequently Asked Questions

Q: What is the prediction methodology for FGEN stock?
A: FGEN stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Polynomial Regression
Q: Is FGEN stock a buy or sell?
A: The dominant strategy among neural network is to Hold FGEN Stock.
Q: Is FibroGen Inc Common Stock stock a good investment?
A: The consensus rating for FibroGen Inc Common Stock is Hold and assigned short-term Ba3 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of FGEN stock?
A: The consensus rating for FGEN is Hold.
Q: What is the prediction period for FGEN stock?
A: The prediction period for FGEN is (n+4 weeks)

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