MITT^A AG Mortgage Investment Trust Inc. 8.25% Preferred Series A

Outlook: AG Mortgage Investment Trust Inc. 8.25% Preferred Series A is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 05 Feb 2023 for (n+1 year)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

AG Mortgage Investment Trust Inc. 8.25% Preferred Series A prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Lasso Regression^1,2,3,4 and it is concluded that the MITT^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: Sell

Key Points

1. Why do we need predictive models?
2. Investment Risk
3. How can neural networks improve predictions?

MITT^A Target Price Prediction Modeling Methodology

We consider AG Mortgage Investment Trust Inc. 8.25% Preferred Series A Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of MITT^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(Lasso Regression)^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 Direction Analysis)) X S(n):→ (n+1 year) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of MITT^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?

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

Sample Set: Neural Network
Stock/Index: MITT^A AG Mortgage Investment Trust Inc. 8.25% Preferred Series A
Time series to forecast n: 05 Feb 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 AG Mortgage Investment Trust Inc. 8.25% Preferred Series A

1. At the date of initial application, an entity is permitted to make the designation in paragraph 2.5 for contracts that already exist on the date but only if it designates all similar contracts. The change in the net assets resulting from such designations shall be recognised in retained earnings at the date of initial application.
2. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.
3. IFRS 16, issued in January 2016, amended paragraphs 2.1, 5.5.15, B4.3.8, B5.5.34 and B5.5.46. An entity shall apply those amendments when it applies IFRS 16.
4. Time value of money is the element of interest that provides consideration for only the passage of time. That is, the time value of money element does not provide consideration for other risks or costs associated with holding the financial asset. In order to assess whether the element provides consideration for only the passage of time, an entity applies judgement and considers relevant factors such as the currency in which the financial asset is denominated and the period for which the interest rate is set.

*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

AG Mortgage Investment Trust Inc. 8.25% Preferred Series A is assigned short-term Ba1 & long-term Ba1 estimated rating. AG Mortgage Investment Trust Inc. 8.25% Preferred Series A prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Lasso Regression^1,2,3,4 and it is concluded that the MITT^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: Sell

MITT^A AG Mortgage Investment Trust Inc. 8.25% Preferred Series A Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Ba1	C
Balance Sheet	Caa2	Baa2
Leverage Ratios	Baa2	Ba2
Cash Flow	Ba3	C
Rates of Return and Profitability	Caa2	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: 77 out of 100 with 654 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. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
3. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
4. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
5. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
6. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
7. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717

Frequently Asked Questions

Q: What is the prediction methodology for MITT^A stock?
A: MITT^A stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Lasso Regression
Q: Is MITT^A stock a buy or sell?
A: The dominant strategy among neural network is to Sell MITT^A Stock.
Q: Is AG Mortgage Investment Trust Inc. 8.25% Preferred Series A stock a good investment?
A: The consensus rating for AG Mortgage Investment Trust Inc. 8.25% Preferred Series A is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of MITT^A stock?
A: The consensus rating for MITT^A is Sell.
Q: What is the prediction period for MITT^A stock?
A: The prediction period for MITT^A is (n+1 year)

Premium

• Live broadcast of expert trader insights
• Real-time stock market analysis
• Access to a library of research dataset (API,XLS,JSON)
• Real-time updates
• In-depth research reports (PDF)

Login