LON:JAM JPMORGAN AMERICAN INVESTMENT TRUST PLC

Outlook: JPMORGAN AMERICAN INVESTMENT TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 21 Jan 2023 for (n+6 month)
Methodology : Modular Neural Network (DNN Layer)

Abstract

JPMORGAN AMERICAN INVESTMENT TRUST PLC prediction model is evaluated with Modular Neural Network (DNN Layer) and Independent T-Test^1,2,3,4 and it is concluded that the LON:JAM stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Key Points

1. What are main components of Markov decision process?
2. What are the most successful trading algorithms?
3. How accurate is machine learning in stock market?

LON:JAM Target Price Prediction Modeling Methodology

We consider JPMORGAN AMERICAN INVESTMENT TRUST PLC Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of LON:JAM 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(Modular Neural Network (DNN Layer)) X S(n):→ (n+6 month) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of LON:JAM 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:JAM Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:JAM JPMORGAN AMERICAN INVESTMENT TRUST PLC
Time series to forecast n: 21 Jan 2023 for (n+6 month)

According to price forecasts for (n+6 month) 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 JPMORGAN AMERICAN INVESTMENT TRUST PLC

1. Adjusting the hedge ratio by increasing the volume of the hedging instrument does not affect how the changes in the value of the hedged item are measured. The measurement of the changes in the fair value of the hedging instrument related to the previously designated volume also remains unaffected. However, from the date of rebalancing, the changes in the fair value of the hedging instrument also include the changes in the value of the additional volume of the hedging instrument. The changes are measured starting from, and by reference to, the date of rebalancing instead of the date on which the hedging relationship was designated. For example, if an entity originally hedged the price risk of a commodity using a derivative volume of 100 tonnes as the hedging instrument and added a volume of 10 tonnes on rebalancing, the hedging instrument after rebalancing would comprise a total derivative volume of 110 tonnes. The change in the fair value of the hedging instrument is the total change in the fair value of the derivatives that make up the total volume of 110 tonnes. These derivatives could (and probably would) have different critical terms, such as their forward rates, because they were entered into at different points in time (including the possibility of designating derivatives into hedging relationships after their initial recognition).
2. For purchased or originated credit-impaired financial assets, expected credit losses shall be discounted using the credit-adjusted effective interest rate determined at initial recognition.
3. Expected credit losses are a probability-weighted estimate of credit losses (ie the present value of all cash shortfalls) over the expected life of the financial instrument. A cash shortfall is the difference between the cash flows that are due to an entity in accordance with the contract and the cash flows that the entity expects to receive. Because expected credit losses consider the amount and timing of payments, a credit loss arises even if the entity expects to be paid in full but later than when contractually due.
4. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.

*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

JPMORGAN AMERICAN INVESTMENT TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. JPMORGAN AMERICAN INVESTMENT TRUST PLC prediction model is evaluated with Modular Neural Network (DNN Layer) and Independent T-Test^1,2,3,4 and it is concluded that the LON:JAM stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

LON:JAM JPMORGAN AMERICAN INVESTMENT TRUST PLC Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Baa2	Baa2
Balance Sheet	Caa2	B2
Leverage Ratios	B3	Baa2
Cash Flow	Caa2	C
Rates of Return and Profitability	C	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: 90 out of 100 with 858 signals.

References

1. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
2. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
3. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
4. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
5. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
6. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
7. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32

Frequently Asked Questions

Q: What is the prediction methodology for LON:JAM stock?
A: LON:JAM stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Independent T-Test
Q: Is LON:JAM stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:JAM Stock.
Q: Is JPMORGAN AMERICAN INVESTMENT TRUST PLC stock a good investment?
A: The consensus rating for JPMORGAN AMERICAN INVESTMENT TRUST PLC is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:JAM stock?
A: The consensus rating for LON:JAM is Sell.
Q: What is the prediction period for LON:JAM stock?
A: The prediction period for LON:JAM is (n+6 month)

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