AC Investment Research Journal

NYMTL New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share Research Report

Outlook: New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 09 Mar 2023 for (n+4 weeks)
Methodology : Modular Neural Network (CNN Layer)

Abstract

New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share prediction model is evaluated with Modular Neural Network (CNN Layer) and Ridge Regression1,2,3,4 and it is concluded that the NYMTL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is prediction model?
  2. How do predictive algorithms actually work?
  3. Is now good time to invest?

NYMTL Target Price Prediction Modeling Methodology

We consider New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of NYMTL 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(Ridge 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 (CNN Layer)) X S(n):→ (n+4 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of NYMTL 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?

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

Sample Set: Neural Network
Stock/Index: NYMTL New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share
Time series to forecast n: 09 Mar 2023 for (n+4 weeks)

According to price forecasts for (n+4 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 New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share

  1. 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.
  2. 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.
  3. If the underlyings are not the same but are economically related, there can be situations in which the values of the hedging instrument and the hedged item move in the same direction, for example, because the price differential between the two related underlyings changes while the underlyings themselves do not move significantly. That is still consistent with an economic relationship between the hedging instrument and the hedged item if the values of the hedging instrument and the hedged item are still expected to typically move in the opposite direction when the underlyings move.
  4. For the avoidance of doubt, the effects of replacing the original counterparty with a clearing counterparty and making the associated changes as described in paragraph 6.5.6 shall be reflected in the measurement of the hedging instrument and therefore in the assessment of hedge effectiveness and the measurement of hedge effectiveness

*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

New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share is assigned short-term Ba1 & long-term Ba1 estimated rating. New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share prediction model is evaluated with Modular Neural Network (CNN Layer) and Ridge Regression1,2,3,4 and it is concluded that the NYMTL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

NYMTL New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBa3
Balance SheetCaa2B3
Leverage RatiosCBaa2
Cash FlowBa1Caa2
Rates of Return and ProfitabilityB3Baa2

*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: 89 out of 100 with 591 signals.

References

  1. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  2. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  3. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  4. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
  5. Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
  6. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  7. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
Frequently Asked QuestionsQ: What is the prediction methodology for NYMTL stock?
A: NYMTL stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Ridge Regression
Q: Is NYMTL stock a buy or sell?
A: The dominant strategy among neural network is to Hold NYMTL Stock.
Q: Is New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share stock a good investment?
A: The consensus rating for New York Mortgage Trust Inc. 6.875% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock $0.01 par value per share is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NYMTL stock?
A: The consensus rating for NYMTL is Hold.
Q: What is the prediction period for NYMTL stock?
A: The prediction period for NYMTL is (n+4 weeks)

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