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

Outlook: Chimera Investment Corporation 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 15 Apr 2023 for (n+4 weeks)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Chimera Investment Corporation 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation^1,2,3,4 and it is concluded that the CIM^D stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

1. Market Outlook
2. What is prediction model?
3. How do you decide buy or sell a stock?

CIM^D Target Price Prediction Modeling Methodology

We consider Chimera Investment Corporation 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of CIM^D 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(Spearman Correlation)^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 (News Feed Sentiment Analysis)) X S(n):→ (n+4 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of CIM^D 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^D Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: CIM^D Chimera Investment Corporation 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock
Time series to forecast n: 15 Apr 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

1. 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
2. The following example describes a situation in which an accounting mismatch would be created in profit or loss if the effects of changes in the credit risk of the liability were presented in other comprehensive income. A mortgage bank provides loans to customers and funds those loans by selling bonds with matching characteristics (eg amount outstanding, repayment profile, term and currency) in the market. The contractual terms of the loan permit the mortgage customer to prepay its loan (ie satisfy its obligation to the bank) by buying the corresponding bond at fair value in the market and delivering that bond to the mortgage bank. As a result of that contractual prepayment right, if the credit quality of the bond worsens (and, thus, the fair value of the mortgage bank's liability decreases), the fair value of the mortgage bank's loan asset also decreases. The change in the fair value of the asset reflects the mortgage customer's contractual right to prepay the mortgage loan by buying the underlying bond at fair value (which, in this example, has decreased) and delivering the bond to the mortgage bank. Consequently, the effects of changes in the credit risk of the liability (the bond) will be offset in profit or loss by a corresponding change in the fair value of a financial asset (the loan). If the effects of changes in the liability's credit risk were presented in other comprehensive income there would be an accounting mismatch in profit or loss. Consequently, the mortgage bank is required to present all changes in fair value of the liability (including the effects of changes in the liability's credit risk) in profit or loss.
3. 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.
4. 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.

*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 D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Chimera Investment Corporation 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation^1,2,3,4 and it is concluded that the CIM^D stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Baa2	C
Balance Sheet	Ba3	B3
Leverage Ratios	Caa2	Caa2
Cash Flow	Caa2	Baa2
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: 89 out of 100 with 482 signals.

References

1. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
2. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
3. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
4. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
5. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
6. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
7. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322

Frequently Asked Questions

Q: What is the prediction methodology for CIM^D stock?
A: CIM^D stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation
Q: Is CIM^D stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes CIM^D Stock.
Q: Is Chimera Investment Corporation 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Chimera Investment Corporation 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CIM^D stock?
A: The consensus rating for CIM^D is Wait until speculative trend diminishes.
Q: What is the prediction period for CIM^D stock?
A: The prediction period for CIM^D is (n+4 weeks)

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