WAA WAM ACTIVE LIMITED

Outlook: WAM ACTIVE LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 26 Dec 2022 for (n+1 year)
Methodology : Deductive Inference (ML)

Abstract

Accurate prediction of stock market returns is a very challenging task due to volatile and non-linear nature of the financial stock markets. With the introduction of artificial intelligence and increased computational capabilities, programmed methods of prediction have proved to be more efficient in predicting stock prices.(Kadole, A., 2020. A Machine Learning Model for Stock Price Prediction using Neural Network.) We evaluate WAM ACTIVE LIMITED prediction models with Deductive Inference (ML) and Statistical Hypothesis Testing^1,2,3,4 and conclude that the WAA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

Key Points

1. Buy, Sell and Hold Signals
2. Decision Making
3. Fundemental Analysis with Algorithmic Trading

WAA Target Price Prediction Modeling Methodology

We consider WAM ACTIVE LIMITED Decision Process with Deductive Inference (ML) where A is the set of discrete actions of WAA 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(Statistical Hypothesis Testing)^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(Deductive Inference (ML)) X S(n):→ (n+1 year) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of WAA 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?

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

Sample Set: Neural Network
Stock/Index: WAA WAM ACTIVE LIMITED
Time series to forecast n: 26 Dec 2022 for (n+1 year)

According to price forecasts for (n+1 year) 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%

IFRS Reconciliation Adjustments for WAM ACTIVE LIMITED

1. When measuring a loss allowance for a lease receivable, the cash flows used for determining the expected credit losses should be consistent with the cash flows used in measuring the lease receivable in accordance with IFRS 16 Leases.
2. 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.
3. For example, when the critical terms (such as the nominal amount, maturity and underlying) of the hedging instrument and the hedged item match or are closely aligned, it might be possible for an entity to conclude on the basis of a qualitative assessment of those critical terms that the hedging instrument and the hedged item have values that will generally move in the opposite direction because of the same risk and hence that an economic relationship exists between the hedged item and the hedging instrument (see paragraphs B6.4.4–B6.4.6).
4. Paragraph 5.7.5 permits an entity to make an irrevocable election to present in other comprehensive income subsequent changes in the fair value of particular investments in equity instruments. Such an investment is not a monetary item. Accordingly, the gain or loss that is presented in other comprehensive income in accordance with paragraph 5.7.5 includes any related foreign exchange component.

*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

WAM ACTIVE LIMITED assigned short-term Ba1 & long-term Ba1 estimated rating. We evaluate the prediction models Deductive Inference (ML) with Statistical Hypothesis Testing^1,2,3,4 and conclude that the WAA stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold

WAA WAM ACTIVE LIMITED Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	B2	C
Balance Sheet	Baa2	Ba3
Leverage Ratios	Baa2	C
Cash Flow	B2	C
Rates of Return and Profitability	B2	Baa2

*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 753 signals.

References

1. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
2. Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
3. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
4. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
5. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
6. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
7. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88

Frequently Asked Questions

Q: What is the prediction methodology for WAA stock?
A: WAA stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Statistical Hypothesis Testing
Q: Is WAA stock a buy or sell?
A: The dominant strategy among neural network is to Hold WAA Stock.
Q: Is WAM ACTIVE LIMITED stock a good investment?
A: The consensus rating for WAM ACTIVE LIMITED is Hold and assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of WAA stock?
A: The consensus rating for WAA is Hold.
Q: What is the prediction period for WAA stock?
A: The prediction period for WAA is (n+1 year)

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