LON:BHMG BH MACRO LIMITED

Outlook: BH MACRO LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 22 Apr 2023 for (n+1 year)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

BH MACRO LIMITED prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Beta^1,2,3,4 and it is concluded that the LON:BHMG stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

1. Understanding Buy, Sell, and Hold Ratings
2. Can neural networks predict stock market?
3. Is now good time to invest?

LON:BHMG Target Price Prediction Modeling Methodology

We consider BH MACRO LIMITED Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of LON:BHMG 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(Beta)^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+1 year) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of LON:BHMG 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?

LON:BHMG Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: LON:BHMG BH MACRO LIMITED
Time series to forecast n: 22 Apr 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

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 BH MACRO LIMITED

1. If a call option right retained by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the asset continues to be measured at its fair value. The associated liability is measured at (i) the option exercise price less the time value of the option if the option is in or at the money, or (ii) the fair value of the transferred asset less the time value of the option if the option is out of the money. The adjustment to the measurement of the associated liability ensures that the net carrying amount of the asset and the associated liability is the fair value of the call option right. For example, if the fair value of the underlying asset is CU80, the option exercise price is CU95 and the time value of the option is CU5, the carrying amount of the associated liability is CU75 (CU80 – CU5) and the carrying amount of the transferred asset is CU80 (ie its fair value)
2. However, depending on the nature of the financial instruments and the credit risk information available for particular groups of financial instruments, an entity may not be able to identify significant changes in credit risk for individual financial instruments before the financial instrument becomes past due. This may be the case for financial instruments such as retail loans for which there is little or no updated credit risk information that is routinely obtained and monitored on an individual instrument until a customer breaches the contractual terms. If changes in the credit risk for individual financial instruments are not captured before they become past due, a loss allowance based only on credit information at an individual financial instrument level would not faithfully represent the changes in credit risk since initial recognition.
3. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
4. At the date of initial application, an entity shall assess whether a financial asset meets the condition in paragraphs 4.1.2(a) or 4.1.2A(a) on the basis of the facts and circumstances that exist at that date. The resulting classification shall be applied retrospectively irrespective of the entity's business model in prior reporting periods.

*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

BH MACRO LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. BH MACRO LIMITED prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Beta^1,2,3,4 and it is concluded that the LON:BHMG stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

LON:BHMG BH MACRO LIMITED Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	B1	B2
Balance Sheet	Ba3	B1
Leverage Ratios	Baa2	Baa2
Cash Flow	Baa2	Caa2
Rates of Return and Profitability	Ba1	C

*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: 82 out of 100 with 684 signals.

References

1. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market? (No. Stock Analysis). AC Investment Research.
2. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
3. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
4. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
5. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
6. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
7. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.

Frequently Asked Questions

Q: What is the prediction methodology for LON:BHMG stock?
A: LON:BHMG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Beta
Q: Is LON:BHMG stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:BHMG Stock.
Q: Is BH MACRO LIMITED stock a good investment?
A: The consensus rating for BH MACRO LIMITED is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:BHMG stock?
A: The consensus rating for LON:BHMG is Buy.
Q: What is the prediction period for LON:BHMG stock?
A: The prediction period for LON:BHMG is (n+1 year)

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