AC Investment Research

NLY^G Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Research Report

Outlook: Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 08 Jan 2023 for (n+16 weeks)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Polynomial Regression1,2,3,4 and it is concluded that the NLY^G stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Can neural networks predict stock market?
  2. What is the best way to predict stock prices?
  3. Can we predict stock market using machine learning?

NLY^G Target Price Prediction Modeling Methodology

We consider Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of NLY^G 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(Modular Neural Network (Speculative Sentiment Analysis)) X S(n):→ (n+16 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of NLY^G 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?

NLY^G Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: NLY^G Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock
Time series to forecast n: 08 Jan 2023 for (n+16 weeks)

According to price forecasts for (n+16 weeks) 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 Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

  1. When designating risk components as hedged items, an entity considers whether the risk components are explicitly specified in a contract (contractually specified risk components) or whether they are implicit in the fair value or the cash flows of an item of which they are a part (noncontractually specified risk components). Non-contractually specified risk components can relate to items that are not a contract (for example, forecast transactions) or contracts that do not explicitly specify the component (for example, a firm commitment that includes only one single price instead of a pricing formula that references different underlyings)
  2. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.
  3. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.
  4. Interest Rate Benchmark Reform—Phase 2, which amended IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16, issued in August 2020, added paragraphs 5.4.5–5.4.9, 6.8.13, Section 6.9 and paragraphs 7.2.43–7.2.46. An entity shall apply these amendments for annual periods beginning on or after 1 January 2021. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.

*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

Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Polynomial Regression1,2,3,4 and it is concluded that the NLY^G stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

NLY^G Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2Baa2
Balance SheetCaa2Caa2
Leverage RatiosCaa2Baa2
Cash FlowBa3B3
Rates of Return and ProfitabilityB2Baa2

*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 717 signals.

References

  1. S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
  2. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
  4. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
  5. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  6. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  7. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
Frequently Asked QuestionsQ: What is the prediction methodology for NLY^G stock?
A: NLY^G stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Polynomial Regression
Q: Is NLY^G stock a buy or sell?
A: The dominant strategy among neural network is to Buy NLY^G Stock.
Q: Is Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NLY^G stock?
A: The consensus rating for NLY^G is Buy.
Q: What is the prediction period for NLY^G stock?
A: The prediction period for NLY^G is (n+16 weeks)

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