AC Investment Research

MTLS Materialise NV American Depositary Shares Research Report

Outlook: Materialise NV American Depositary Shares assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 24 Dec 2022 for (n+1 year)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

Stock market is a promising financial investment that can generate great wealth. However, the volatile nature of the stock market makes it a very high risk investment. Thus, a lot of researchers have contributed their efforts to forecast the stock market pricing and average movement. Researchers have used various methods in computer science and economics in their quests to gain a piece of this volatile information and make great fortune out of the stock market investment. This paper investigates various techniques for the stock market prediction using artificial neural network (ANN).(Saad, E.W., Prokhorov, D.V. and Wunsch, D.C., 1998. Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks. IEEE Transactions on neural networks, 9(6), pp.1456-1470.) We evaluate Materialise NV American Depositary Shares prediction models with Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression1,2,3,4 and conclude that the MTLS stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

Key Points

  1. Can we predict stock market using machine learning?
  2. What statistical methods are used to analyze data?
  3. Short/Long Term Stocks

MTLS Target Price Prediction Modeling Methodology

We consider Materialise NV American Depositary Shares Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of MTLS 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(Multiple 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(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ (n+1 year) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of MTLS 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?

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

Sample Set: Neural Network
Stock/Index: MTLS Materialise NV American Depositary Shares
Time series to forecast n: 24 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

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 Materialise NV American Depositary Shares

  1. When designating a risk component as a hedged item, the hedge accounting requirements apply to that risk component in the same way as they apply to other hedged items that are not risk components. For example, the qualifying criteria apply, including that the hedging relationship must meet the hedge effectiveness requirements, and any hedge ineffectiveness must be measured and recognised.
  2. If the group of items does have offsetting risk positions (for example, a group of sales and expenses denominated in a foreign currency hedged together for foreign currency risk) then an entity shall present the hedging gains or losses in a separate line item in the statement of profit or loss and other comprehensive income. Consider, for example, a hedge of the foreign currency risk of a net position of foreign currency sales of FC100 and foreign currency expenses of FC80 using a forward exchange contract for FC20. The gain or loss on the forward exchange contract that is reclassified from the cash flow hedge reserve to profit or loss (when the net position affects profit or loss) shall be presented in a separate line item from the hedged sales and expenses. Moreover, if the sales occur in an earlier period than the expenses, the sales revenue is still measured at the spot exchange rate in accordance with IAS 21. The related hedging gain or loss is presented in a separate line item, so that profit or loss reflects the effect of hedging the net position, with a corresponding adjustment to the cash flow hedge reserve. When the hedged expenses affect profit or loss in a later period, the hedging gain or loss previously recognised in the cash flow hedge reserve on the sales is reclassified to profit or loss and presented as a separate line item from those that include the hedged expenses, which are measured at the spot exchange rate in accordance with IAS 21.
  3. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.
  4. When measuring the fair values of the part that continues to be recognised and the part that is derecognised for the purposes of applying paragraph 3.2.13, an entity applies the fair value measurement requirements in IFRS 13 Fair Value Measurement in addition to paragraph 3.2.14.

*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

Materialise NV American Depositary Shares assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Multiple Regression1,2,3,4 and conclude that the MTLS stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

MTLS Materialise NV American Depositary Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2C
Balance SheetB1Baa2
Leverage RatiosCaa2C
Cash FlowB1Baa2
Rates of Return and ProfitabilityCBaa2

*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: 88 out of 100 with 620 signals.

References

  1. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
  2. Belsley, D. A. (1988), "Modelling and forecast reliability," International Journal of Forecasting, 4, 427–447.
  3. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  4. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  5. 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.
  6. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  7. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
Frequently Asked QuestionsQ: What is the prediction methodology for MTLS stock?
A: MTLS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression
Q: Is MTLS stock a buy or sell?
A: The dominant strategy among neural network is to Sell MTLS Stock.
Q: Is Materialise NV American Depositary Shares stock a good investment?
A: The consensus rating for Materialise NV American Depositary Shares is Sell and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of MTLS stock?
A: The consensus rating for MTLS is Sell.
Q: What is the prediction period for MTLS stock?
A: The prediction period for MTLS is (n+1 year)

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