AC Investment Research

SYPR Sypris Solutions Inc. Common Stock Research Report

Outlook: Sypris Solutions Inc. Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : HoldBuy
Time series to forecast n: 30 Dec 2022 for (n+16 weeks)
Methodology : Active Learning (ML)

Abstract

In this paper, we propose a robust and novel hybrid model for prediction of stock returns. The proposed model is constituted of two linear models: autoregressive moving average model, exponential smoothing model and a non-linear model: recurrent neural network. Training data for recurrent neural network is generated by a new regression model. Recurrent neural network produces satisfactory predictions as compared to linear models. With the goal to further improve the accuracy of predictions, the proposed hybrid prediction model merges predictions obtained from these three prediction based models. (Leung, C.K.S., MacKinnon, R.K. and Wang, Y., 2014, July. A machine learning approach for stock price prediction. In Proceedings of the 18th International Database Engineering & Applications Symposium (pp. 274-277).) We evaluate Sypris Solutions Inc. Common Stock prediction models with Active Learning (ML) and Polynomial Regression1,2,3,4 and conclude that the SYPR stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: HoldBuy

Key Points

  1. What is the best way to predict stock prices?
  2. Probability Distribution
  3. Prediction Modeling

SYPR Target Price Prediction Modeling Methodology

We consider Sypris Solutions Inc. Common Stock Decision Process with Active Learning (ML) where A is the set of discrete actions of SYPR 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= 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(Active Learning (ML)) X S(n):→ (n+16 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of SYPR 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?

SYPR Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: SYPR Sypris Solutions Inc. Common Stock
Time series to forecast n: 30 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: HoldBuy

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 Sypris Solutions Inc. Common Stock

  1. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
  2. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
  3. When an entity separates the foreign currency basis spread from a financial instrument and excludes it from the designation of that financial instrument as the hedging instrument (see paragraph 6.2.4(b)), the application guidance in paragraphs B6.5.34–B6.5.38 applies to the foreign currency basis spread in the same manner as it is applied to the forward element of a forward contract.
  4. Lifetime expected credit losses are not recognised on a financial instrument simply because it was considered to have low credit risk in the previous reporting period and is not considered to have low credit risk at the reporting date. In such a case, an entity shall determine whether there has been a significant increase in credit risk since initial recognition and thus whether lifetime expected credit losses are required to be recognised in accordance with paragraph 5.5.3.

*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

Sypris Solutions Inc. Common Stock assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Active Learning (ML) with Polynomial Regression1,2,3,4 and conclude that the SYPR stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: HoldBuy

SYPR Sypris Solutions Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2C
Balance SheetBa3B3
Leverage RatiosCCaa2
Cash FlowBaa2B3
Rates of Return and ProfitabilityB3Baa2

*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: 93 out of 100 with 844 signals.

References

  1. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  2. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
  3. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
  4. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
  5. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  6. S. Devlin, L. Yliniemi, D. Kudenko, and K. Tumer. Potential-based difference rewards for multiagent reinforcement learning. In Proceedings of the Thirteenth International Joint Conference on Autonomous Agents and Multiagent Systems, May 2014
  7. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
Frequently Asked QuestionsQ: What is the prediction methodology for SYPR stock?
A: SYPR stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Polynomial Regression
Q: Is SYPR stock a buy or sell?
A: The dominant strategy among neural network is to HoldBuy SYPR Stock.
Q: Is Sypris Solutions Inc. Common Stock stock a good investment?
A: The consensus rating for Sypris Solutions Inc. Common Stock is HoldBuy and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SYPR stock?
A: The consensus rating for SYPR is HoldBuy.
Q: What is the prediction period for SYPR stock?
A: The prediction period for SYPR is (n+16 weeks)

People also ask

What are the top stocks to invest in right now?
Stock Forecast