LON:ANII ABERDEEN NEW INDIA INVESTMENT TRUST PLC

Outlook: ABERDEEN NEW INDIA INVESTMENT TRUST PLC assigned short-term B2 & long-term B3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 15 Dec 2022 for (n+4 weeks)
Methodology : Modular Neural Network (DNN Layer)

Abstract

This paper studies the possibilities of making prediction of stock market prices using historical data and machine learning algorithms.(Strader, T.J., Rozycki, J.J., Root, T.H. and Huang, Y.H.J., 2020. Machine learning stock market prediction studies: Review and research directions. Journal of International Technology and Information Management, 28(4), pp.63-83.) We evaluate ABERDEEN NEW INDIA INVESTMENT TRUST PLC prediction models with Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the LON:ANII stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Key Points

1. Is Target price a good indicator?
2. What statistical methods are used to analyze data?
3. Dominated Move

LON:ANII Target Price Prediction Modeling Methodology

We consider ABERDEEN NEW INDIA INVESTMENT TRUST PLC Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of LON:ANII 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(Wilcoxon Sign-Rank Test)^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 (DNN Layer)) X S(n):→ (n+4 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of LON:ANII 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?

LON:ANII Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: LON:ANII ABERDEEN NEW INDIA INVESTMENT TRUST PLC
Time series to forecast n: 15 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 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%

Adjusted IFRS* Prediction Methods for ABERDEEN NEW INDIA INVESTMENT TRUST PLC

1. For the purpose of applying the requirements in paragraphs 6.4.1(c)(i) and B6.4.4–B6.4.6, an entity shall assume that the interest rate benchmark on which the hedged cash flows and/or the hedged risk (contractually or noncontractually specified) are based, or the interest rate benchmark on which the cash flows of the hedging instrument are based, is not altered as a result of interest rate benchmark reform.
2. 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.
3. For example, an entity may use this condition to designate financial liabilities as at fair value through profit or loss if it meets the principle in paragraph 4.2.2(b) and the entity has financial assets and financial liabilities that share one or more risks and those risks are managed and evaluated on a fair value basis in accordance with a documented policy of asset and liability management. An example could be an entity that has issued 'structured products' containing multiple embedded derivatives and manages the resulting risks on a fair value basis using a mix of derivative and non-derivative financial instruments
4. An alternative benchmark rate designated as a non-contractually specified risk component that is not separately identifiable (see paragraphs 6.3.7(a) and B6.3.8) at the date it is designated shall be deemed to have met that requirement at that date, if, and only if, the entity reasonably expects the alternative benchmark rate will be separately identifiable within 24 months. The 24-month period applies to each alternative benchmark rate separately and starts from the date the entity designates the alternative benchmark rate as a non-contractually specified risk component for the first time (ie the 24- month period applies on a rate-by-rate basis).

*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

ABERDEEN NEW INDIA INVESTMENT TRUST PLC assigned short-term B2 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the LON:ANII stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Financial State Forecast for LON:ANII ABERDEEN NEW INDIA INVESTMENT TRUST PLC Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	B3
Operational Risk	39	57
Market Risk	47	45
Technical Analysis	48	36
Fundamental Analysis	79	36
Risk Unsystematic	68	38

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 733 signals.

References

1. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
2. 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
3. Bai J, Ng S. 2002. Determining the number of factors in approximate factor models. Econometrica 70:191–221
4. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, Newey W. 2017. Double/debiased/ Neyman machine learning of treatment effects. Am. Econ. Rev. 107:261–65
5. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
6. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
7. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier

Frequently Asked Questions

Q: What is the prediction methodology for LON:ANII stock?
A: LON:ANII stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test
Q: Is LON:ANII stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:ANII Stock.
Q: Is ABERDEEN NEW INDIA INVESTMENT TRUST PLC stock a good investment?
A: The consensus rating for ABERDEEN NEW INDIA INVESTMENT TRUST PLC is Hold and assigned short-term B2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of LON:ANII stock?
A: The consensus rating for LON:ANII is Hold.
Q: What is the prediction period for LON:ANII stock?
A: The prediction period for LON:ANII is (n+4 weeks)

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