CIM^B Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

Outlook: Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 04 Mar 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Multiple Regression^1,2,3,4 and it is concluded that the CIM^B stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

Key Points

1. Stock Forecast Based On a Predictive Algorithm
2. How do predictive algorithms actually work?
3. Investment Risk

CIM^B Target Price Prediction Modeling Methodology

We consider Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of CIM^B 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(Multiple 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 Volatility Analysis)) X S(n):→ (n+4 weeks) $\overrightarrow{R}=\left(r_1,r_2,r_3\right)$

n:Time series to forecast

p:Price signals of CIM^B 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?

CIM^B Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: CIM^B Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock
Time series to forecast n: 04 Mar 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) 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 Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

1. Adjusting the hedge ratio by decreasing the volume of the hedged item does not affect how the changes in the fair value of the hedging instrument are measured. The measurement of the changes in the value of the hedged item related to the volume that continues to be designated also remains unaffected. However, from the date of rebalancing, the volume by which the hedged item was decreased is no longer part of the hedging relationship. For example, if an entity originally hedged a volume of 100 tonnes of a commodity at a forward price of CU80 and reduces that volume by 10 tonnes on rebalancing, the hedged item after rebalancing would be 90 tonnes hedged at CU80. The 10 tonnes of the hedged item that are no longer part of the hedging relationship would be accounted for in accordance with the requirements for the discontinuation of hedge accounting (see paragraphs 6.5.6–6.5.7 and B6.5.22–B6.5.28).
2. IFRS 17, issued in May 2017, amended paragraphs 2.1, B2.1, B2.4, B2.5 and B4.1.30, and added paragraph 3.3.5. Amendments to IFRS 17, issued in June 2020, further amended paragraph 2.1 and added paragraphs 7.2.36‒7.2.42. An entity shall apply those amendments when it applies IFRS 17.
3. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.
4. Hedge effectiveness is the extent to which changes in the fair value or the cash flows of the hedging instrument offset changes in the fair value or the cash flows of the hedged item (for example, when the hedged item is a risk component, the relevant change in fair value or cash flows of an item is the one that is attributable to the hedged risk). Hedge ineffectiveness is the extent to which the changes in the fair value or the cash flows of the hedging instrument are greater or less than those on the hedged item.

*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

Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Multiple Regression^1,2,3,4 and it is concluded that the CIM^B stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Sell

CIM^B Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Ba2	B2
Balance Sheet	Ba3	Ba3
Leverage Ratios	Baa2	B3
Cash Flow	Caa2	B2
Rates of Return and Profitability	Baa2	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: 81 out of 100 with 745 signals.

References

1. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
2. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
3. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
4. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
5. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
6. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
7. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20

Frequently Asked Questions

Q: What is the prediction methodology for CIM^B stock?
A: CIM^B stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Multiple Regression
Q: Is CIM^B stock a buy or sell?
A: The dominant strategy among neural network is to Sell CIM^B Stock.
Q: Is Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CIM^B stock?
A: The consensus rating for CIM^B is Sell.
Q: What is the prediction period for CIM^B stock?
A: The prediction period for CIM^B is (n+4 weeks)

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