Modelling A.I. in Economics

ADC^A Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock

Outlook: Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 17 Feb 2023 for (n+1 year)
Methodology : Deductive Inference (ML)

Abstract

Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Deductive Inference (ML) and Linear Regression1,2,3,4 and it is concluded that the ADC^A stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. Stock Rating
  2. What is the best way to predict stock prices?
  3. Fundemental Analysis with Algorithmic Trading

ADC^A Target Price Prediction Modeling Methodology

We consider Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock Decision Process with Deductive Inference (ML) where A is the set of discrete actions of ADC^A 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(Linear 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(Deductive Inference (ML)) X S(n):→ (n+1 year) e x rx

n:Time series to forecast

p:Price signals of ADC^A 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?

ADC^A Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: ADC^A Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock
Time series to forecast n: 17 Feb 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock

  1. When applying the effective interest method, an entity generally amortises any fees, points paid or received, transaction costs and other premiums or discounts that are included in the calculation of the effective interest rate over the expected life of the financial instrument. However, a shorter period is used if this is the period to which the fees, points paid or received, transaction costs, premiums or discounts relate. This will be the case when the variable to which the fees, points paid or received, transaction costs, premiums or discounts relate is repriced to market rates before the expected maturity of the financial instrument. In such a case, the appropriate amortisation period is the period to the next such repricing date. For example, if a premium or discount on a floating-rate financial instrument reflects the interest that has accrued on that financial instrument since the interest was last paid, or changes in the market rates since the floating interest rate was reset to the market rates, it will be amortised to the next date when the floating interest is reset to market rates. This is because the premium or discount relates to the period to the next interest reset date because, at that date, the variable to which the premium or discount relates (ie interest rates) is reset to the market rates. If, however, the premium or discount results from a change in the credit spread over the floating rate specified in the financial instrument, or other variables that are not reset to the market rates, it is amortised over the expected life of the financial instrument.
  2. However, the designation of the hedging relationship using the same hedge ratio as that resulting from the quantities of the hedged item and the hedging instrument that the entity actually uses shall not reflect an imbalance between the weightings of the hedged item and the hedging instrument that would in turn create hedge ineffectiveness (irrespective of whether recognised or not) that could result in an accounting outcome that would be inconsistent with the purpose of hedge accounting. Hence, for the purpose of designating a hedging relationship, an entity must adjust the hedge ratio that results from the quantities of the hedged item and the hedging instrument that the entity actually uses if that is needed to avoid such an imbalance
  3. 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.
  4. An equity method investment cannot be a hedged item in a fair value hedge. This is because the equity method recognises in profit or loss the investor's share of the investee's profit or loss, instead of changes in the investment's fair value. For a similar reason, an investment in a consolidated subsidiary cannot be a hedged item in a fair value hedge. This is because consolidation recognises in profit or loss the subsidiary's profit or loss, instead of changes in the investment's fair value. A hedge of a net investment in a foreign operation is different because it is a hedge of the foreign currency exposure, not a fair value hedge of the change in the value of the investment.

*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

Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Deductive Inference (ML) and Linear Regression1,2,3,4 and it is concluded that the ADC^A stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

ADC^A Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB2B2
Balance SheetBa2Baa2
Leverage RatiosBa3Caa2
Cash FlowB2Caa2
Rates of Return and ProfitabilityCaa2Baa2

*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: 77 out of 100 with 815 signals.

References

  1. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  2. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015
  3. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  4. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
  5. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  6. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
  7. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
Frequently Asked QuestionsQ: What is the prediction methodology for ADC^A stock?
A: ADC^A stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Linear Regression
Q: Is ADC^A stock a buy or sell?
A: The dominant strategy among neural network is to Buy ADC^A Stock.
Q: Is Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Agree Realty Corporation Depositary Shares each representing 1/1000th of a 4.250% Series A Cumulative Redeemable Preferred Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ADC^A stock?
A: The consensus rating for ADC^A is Buy.
Q: What is the prediction period for ADC^A stock?
A: The prediction period for ADC^A is (n+1 year)

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