Outlook: INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 01 Apr 2023 for (n+1 year)
Methodology : Modular Neural Network (Market Direction Analysis)

Abstract

INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and ElasticNet Regression1,2,3,4 and it is concluded that the IVR^C stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

1. Can stock prices be predicted?
2. What is the best way to predict stock prices?
3. What are the most successful trading algorithms?

IVR^C Target Price Prediction Modeling Methodology

We consider INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of IVR^C 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(ElasticNet Regression)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+1 year) $∑ i = 1 n r i$

n:Time series to forecast

p:Price signals of IVR^C 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?

IVR^C Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: IVR^C INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share
Time series to forecast n: 01 Apr 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share

1. Unless paragraph 6.8.8 applies, for a hedge of a non-contractually specified benchmark component of interest rate risk, an entity shall apply the requirement in paragraphs 6.3.7(a) and B6.3.8—that the risk component shall be separately identifiable—only at the inception of the hedging relationship.
2. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.
3. 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.
4. 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.

*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

INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share is assigned short-term Ba1 & long-term Ba1 estimated rating. INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and ElasticNet Regression1,2,3,4 and it is concluded that the IVR^C stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

IVR^C INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCBaa2
Balance SheetBa3Ba2
Leverage RatiosB2Baa2
Cash FlowBa3B2
Rates of Return and ProfitabilityCaa2Baa2

*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: 80 out of 100 with 559 signals.

References

1. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
2. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
3. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
4. N. B ̈auerle and J. Ott. Markov decision processes with average-value-at-risk criteria. Mathematical Methods of Operations Research, 74(3):361–379, 2011
5. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
6. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
7. Ruiz FJ, Athey S, Blei DM. 2017. SHOPPER: a probabilistic model of consumer choice with substitutes and complements. arXiv:1711.03560 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for IVR^C stock?
A: IVR^C stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and ElasticNet Regression
Q: Is IVR^C stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes IVR^C Stock.
Q: Is INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share stock a good investment?
A: The consensus rating for INVESCO MORTGAGE CAPITAL INC 7.5% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock Liquation Preference \$25.00 per Share is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of IVR^C stock?
A: The consensus rating for IVR^C is Wait until speculative trend diminishes.
Q: What is the prediction period for IVR^C stock?
A: The prediction period for IVR^C is (n+1 year)