LON:EJFZ EJF INVESTMENTS LTD (Forecast)

Outlook: EJF INVESTMENTS LTD assigned short-term Ba3 & long-term B3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 06 Dec 2022 for (n+3 month)
Methodology : Transductive Learning (ML)

Abstract

The stock market is an interesting industry to study. There are various variations present in it. Many experts have been studying and researching on the various trends that the stock market goes through. One of the major studies has been the attempt to predict the stock prices of various companies based on historical data. Prediction of stock prices will greatly help people to understand where and how to invest so that the risk of losing money is minimized.(Lee, J.W., 2001, June. Stock price prediction using reinforcement learning. In ISIE 2001. 2001 IEEE International Symposium on Industrial Electronics Proceedings (Cat. No. 01TH8570) (Vol. 1, pp. 690-695). IEEE.) We evaluate EJF INVESTMENTS LTD prediction models with Transductive Learning (ML) and Independent T-Test^1,2,3,4 and conclude that the LON:EJFZ 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 Hold LON:EJFZ stock.

Key Points

1. Why do we need predictive models?
2. How do predictive algorithms actually work?
3. Is it better to buy and sell or hold?

LON:EJFZ Target Price Prediction Modeling Methodology

We consider EJF INVESTMENTS LTD Decision Process with Transductive Learning (ML) where A is the set of discrete actions of LON:EJFZ 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(Independent T-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(Transductive Learning (ML)) X S(n):→ (n+3 month) $\sum _{i=1}^n\left(s_i\right)$

n:Time series to forecast

p:Price signals of LON:EJFZ 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:EJFZ Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: LON:EJFZ EJF INVESTMENTS LTD
Time series to forecast n: 06 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold LON:EJFZ 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 EJF INVESTMENTS LTD

1. For the purpose of applying paragraphs B4.1.11(b) and B4.1.12(b), irrespective of the event or circumstance that causes the early termination of the contract, a party may pay or receive reasonable compensation for that early termination. For example, a party may pay or receive reasonable compensation when it chooses to terminate the contract early (or otherwise causes the early termination to occur).
2. Paragraphs 6.9.7–6.9.13 provide exceptions to the requirements specified in those paragraphs only. An entity shall apply all other hedge accounting requirements in this Standard, including the qualifying criteria in paragraph 6.4.1, to hedging relationships that were directly affected by interest rate benchmark reform.
3. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.
4. IFRS 15, issued in May 2014, amended paragraphs 3.1.1, 4.2.1, 5.1.1, 5.2.1, 5.7.6, B3.2.13, B5.7.1, C5 and C42 and deleted paragraph C16 and its related heading. Paragraphs 5.1.3 and 5.7.1A, and a definition to Appendix A, were added. An entity shall apply those amendments when it applies IFRS 15.

*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

EJF INVESTMENTS LTD assigned short-term Ba3 & long-term B3 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Independent T-Test^1,2,3,4 and conclude that the LON:EJFZ 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 Hold LON:EJFZ stock.

Financial State Forecast for LON:EJFZ EJF INVESTMENTS LTD Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B3
Operational Risk	86	78
Market Risk	55	43
Technical Analysis	41	33
Fundamental Analysis	56	40
Risk Unsystematic	78	46

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 583 signals.

References

1. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
2. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
3. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
4. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
5. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
6. G. Shani, R. Brafman, and D. Heckerman. An MDP-based recommender system. In Proceedings of the Eigh- teenth conference on Uncertainty in artificial intelligence, pages 453–460. Morgan Kaufmann Publishers Inc., 2002
7. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.

Frequently Asked Questions

Q: What is the prediction methodology for LON:EJFZ stock?
A: LON:EJFZ stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Independent T-Test
Q: Is LON:EJFZ stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:EJFZ Stock.
Q: Is EJF INVESTMENTS LTD stock a good investment?
A: The consensus rating for EJF INVESTMENTS LTD is Hold and assigned short-term Ba3 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of LON:EJFZ stock?
A: The consensus rating for LON:EJFZ is Hold.
Q: What is the prediction period for LON:EJFZ stock?
A: The prediction period for LON:EJFZ is (n+3 month)

Premium

• Live broadcast of expert trader insights
• Real-time stock market analysis
• Access to a library of research dataset (API,XLS,JSON)
• Real-time updates
• In-depth research reports (PDF)

Login