AC Investment Research

TPTA Terra Property Trust Inc. 6.00% Notes due 2026 Research Report

Outlook: Terra Property Trust Inc. 6.00% Notes due 2026 is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 18 Jan 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

Terra Property Trust Inc. 6.00% Notes due 2026 prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Lasso Regression1,2,3,4 and it is concluded that the TPTA stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Dominated Move
  2. Why do we need predictive models?
  3. Can stock prices be predicted?

TPTA Target Price Prediction Modeling Methodology

We consider Terra Property Trust Inc. 6.00% Notes due 2026 Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of TPTA 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(Lasso 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 Direction Analysis)) X S(n):→ (n+4 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of TPTA 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?

TPTA Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: TPTA Terra Property Trust Inc. 6.00% Notes due 2026
Time series to forecast n: 18 Jan 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 Terra Property Trust Inc. 6.00% Notes due 2026

  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. In some circumstances an entity does not have reasonable and supportable information that is available without undue cost or effort to measure lifetime expected credit losses on an individual instrument basis. In that case, lifetime expected credit losses shall be recognised on a collective basis that considers comprehensive credit risk information. This comprehensive credit risk information must incorporate not only past due information but also all relevant credit information, including forward-looking macroeconomic information, in order to approximate the result of recognising lifetime expected credit losses when there has been a significant increase in credit risk since initial recognition on an individual instrument level.
  3. 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.
  4. The requirements in paragraphs 6.8.4–6.8.8 may cease to apply at different times. Therefore, in applying paragraph 6.9.1, an entity may be required to amend the formal designation of its hedging relationships at different times, or may be required to amend the formal designation of a hedging relationship more than once. When, and only when, such a change is made to the hedge designation, an entity shall apply paragraphs 6.9.7–6.9.12 as applicable. An entity also shall apply paragraph 6.5.8 (for a fair value hedge) or paragraph 6.5.11 (for a cash flow hedge) to account for any changes in the fair value of the hedged item or the hedging instrument.

*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

Terra Property Trust Inc. 6.00% Notes due 2026 is assigned short-term Ba1 & long-term Ba1 estimated rating. Terra Property Trust Inc. 6.00% Notes due 2026 prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Lasso Regression1,2,3,4 and it is concluded that the TPTA stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

TPTA Terra Property Trust Inc. 6.00% Notes due 2026 Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2Ba2
Balance SheetBa3Baa2
Leverage RatiosBaa2C
Cash FlowCaa2Ba3
Rates of Return and ProfitabilityBa3Caa2

*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: 92 out of 100 with 584 signals.

References

  1. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  2. Mnih A, Kavukcuoglu K. 2013. Learning word embeddings efficiently with noise-contrastive estimation. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 2265–73. San Diego, CA: Neural Inf. Process. Syst. Found.
  3. Kitagawa T, Tetenov A. 2015. Who should be treated? Empirical welfare maximization methods for treatment choice. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  4. 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]
  5. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  6. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
  7. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
Frequently Asked QuestionsQ: What is the prediction methodology for TPTA stock?
A: TPTA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Lasso Regression
Q: Is TPTA stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes TPTA Stock.
Q: Is Terra Property Trust Inc. 6.00% Notes due 2026 stock a good investment?
A: The consensus rating for Terra Property Trust Inc. 6.00% Notes due 2026 is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of TPTA stock?
A: The consensus rating for TPTA is Wait until speculative trend diminishes.
Q: What is the prediction period for TPTA stock?
A: The prediction period for TPTA is (n+4 weeks)

People also ask

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