CMG Chipotle Mexican Grill Inc. Common Stock

Outlook: Chipotle Mexican Grill Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 14 Feb 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

Chipotle Mexican Grill Inc. Common Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Paired T-Test^1,2,3,4 and it is concluded that the CMG stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

Key Points

1. Fundemental Analysis with Algorithmic Trading
2. Short/Long Term Stocks
3. What are main components of Markov decision process?

CMG Target Price Prediction Modeling Methodology

We consider Chipotle Mexican Grill Inc. Common Stock Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of CMG 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(Paired 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 (Market Volatility Analysis)) X S(n):→ (n+8 weeks) $\begin{array}{l}\int r^s\mathrm{rs}\end{array}$

n:Time series to forecast

p:Price signals of CMG 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?

CMG Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: CMG Chipotle Mexican Grill Inc. Common Stock
Time series to forecast n: 14 Feb 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) 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 Chipotle Mexican Grill Inc. Common Stock

1. An entity is not required to incorporate forecasts of future conditions over the entire expected life of a financial instrument. The degree of judgement that is required to estimate expected credit losses depends on the availability of detailed information. As the forecast horizon increases, the availability of detailed information decreases and the degree of judgement required to estimate expected credit losses increases. The estimate of expected credit losses does not require a detailed estimate for periods that are far in the future—for such periods, an entity may extrapolate projections from available, detailed information.
2. When an entity, consistent with its hedge documentation, frequently resets (ie discontinues and restarts) a hedging relationship because both the hedging instrument and the hedged item frequently change (ie the entity uses a dynamic process in which both the hedged items and the hedging instruments used to manage that exposure do not remain the same for long), the entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component is separately identifiable—only when it initially designates a hedged item in that hedging relationship. A hedged item that has been assessed at the time of its initial designation in the hedging relationship, whether it was at the time of the hedge inception or subsequently, is not reassessed at any subsequent redesignation in the same hedging relationship.
3. Paragraph 6.3.4 permits an entity to designate as hedged items aggregated exposures that are a combination of an exposure and a derivative. When designating such a hedged item, an entity assesses whether the aggregated exposure combines an exposure with a derivative so that it creates a different aggregated exposure that is managed as one exposure for a particular risk (or risks). In that case, the entity may designate the hedged item on the basis of the aggregated exposure
4. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.

*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

Chipotle Mexican Grill Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Chipotle Mexican Grill Inc. Common Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Paired T-Test^1,2,3,4 and it is concluded that the CMG stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Hold

CMG Chipotle Mexican Grill Inc. Common Stock Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Caa2	Ba2
Balance Sheet	Baa2	C
Leverage Ratios	C	B3
Cash Flow	B1	B3
Rates of Return and Profitability	Caa2	C

*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: 72 out of 100 with 561 signals.

References

1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Tempur Sealy Stock Forecast & Analysis. AC Investment Research Journal, 101(3).
2. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., When to Sell and When to Hold FTNT Stock. AC Investment Research Journal, 101(3).
3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Short/Long Term Stocks: FOX Stock Forecast. AC Investment Research Journal, 101(3).
4. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
5. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
6. Imai K, Ratkovic M. 2013. Estimating treatment effect heterogeneity in randomized program evaluation. Ann. Appl. Stat. 7:443–70
7. Athey S, Bayati M, Doudchenko N, Imbens G, Khosravi K. 2017a. Matrix completion methods for causal panel data models. arXiv:1710.10251 [math.ST]

Frequently Asked Questions

Q: What is the prediction methodology for CMG stock?
A: CMG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Paired T-Test
Q: Is CMG stock a buy or sell?
A: The dominant strategy among neural network is to Hold CMG Stock.
Q: Is Chipotle Mexican Grill Inc. Common Stock stock a good investment?
A: The consensus rating for Chipotle Mexican Grill Inc. Common Stock is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CMG stock?
A: The consensus rating for CMG is Hold.
Q: What is the prediction period for CMG stock?
A: The prediction period for CMG is (n+8 weeks)

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