AC Investment Research

MPX MUSTERA PROPERTY GROUP LIMITED Research Report

Outlook: MUSTERA PROPERTY GROUP LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 29 Dec 2022 for (n+6 month)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Forecasting stock exchange rates is an important financial problem that is receiving increasing attention. During the last few years, a number of neural network models and hybrid models have been proposed for obtaining accurate prediction results, in an attempt to outperform the traditional linear and nonlinear approaches. This paper evaluates the effectiveness of neural network models which are known to be dynamic and effective in stock-market predictions.(Samarawickrama, A.J.P. and Fernando, T.G.I., 2017, December. A recurrent neural network approach in predicting daily stock prices an application to the Sri Lankan stock market. In 2017 IEEE International Conference on Industrial and Information Systems (ICIIS) (pp. 1-6). IEEE.) We evaluate MUSTERA PROPERTY GROUP LIMITED prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the MPX stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

Key Points

  1. Can we predict stock market using machine learning?
  2. What statistical methods are used to analyze data?
  3. Can neural networks predict stock market?

MPX Target Price Prediction Modeling Methodology

We consider MUSTERA PROPERTY GROUP LIMITED Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of MPX 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= 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 (News Feed Sentiment Analysis)) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

p:Price signals of MPX 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?

MPX Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: MPX MUSTERA PROPERTY GROUP LIMITED
Time series to forecast n: 29 Dec 2022 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

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 MUSTERA PROPERTY GROUP LIMITED

  1. Time value of money is the element of interest that provides consideration for only the passage of time. That is, the time value of money element does not provide consideration for other risks or costs associated with holding the financial asset. In order to assess whether the element provides consideration for only the passage of time, an entity applies judgement and considers relevant factors such as the currency in which the financial asset is denominated and the period for which the interest rate is set.
  2. For a discontinued hedging relationship, when the interest rate benchmark on which the hedged future cash flows had been based is changed as required by interest rate benchmark reform, for the purpose of applying paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, the amount accumulated in the cash flow hedge reserve for that hedging relationship shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows will be based.
  3. An entity shall apply Annual Improvements to IFRS Standards 2018–2020 to financial liabilities that are modified or exchanged on or after the beginning of the annual reporting period in which the entity first applies the amendment.
  4. For a discontinued hedging relationship, when the interest rate benchmark on which the hedged future cash flows had been based is changed as required by interest rate benchmark reform, for the purpose of applying paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, the amount accumulated in the cash flow hedge reserve for that hedging relationship shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows will be based.

*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

MUSTERA PROPERTY GROUP LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the MPX stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

MPX MUSTERA PROPERTY GROUP LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3B3
Balance SheetCB1
Leverage RatiosCCaa2
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityB1Caa2

*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: 76 out of 100 with 646 signals.

References

  1. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  2. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
  3. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  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. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  6. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  7. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
Frequently Asked QuestionsQ: What is the prediction methodology for MPX stock?
A: MPX stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is MPX stock a buy or sell?
A: The dominant strategy among neural network is to Buy MPX Stock.
Q: Is MUSTERA PROPERTY GROUP LIMITED stock a good investment?
A: The consensus rating for MUSTERA PROPERTY GROUP LIMITED is Buy and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of MPX stock?
A: The consensus rating for MPX is Buy.
Q: What is the prediction period for MPX stock?
A: The prediction period for MPX is (n+6 month)

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