SLG^I SL Green Realty Corporation Preferred Series I

Outlook: SL Green Realty Corporation Preferred Series I is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 11 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

SL Green Realty Corporation Preferred Series I prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Spearman Correlation^1,2,3,4 and it is concluded that the SLG^I stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

Key Points

1. How do you know when a stock will go up or down?
2. What is statistical models in machine learning?
3. What is a prediction confidence?

SLG^I Target Price Prediction Modeling Methodology

We consider SL Green Realty Corporation Preferred Series I Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of SLG^I 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 (Financial Sentiment Analysis)) X S(n):→ (n+3 month) $\overrightarrow{S}=\left(s_1,s_2,s_3\right)$

n:Time series to forecast

p:Price signals of SLG^I 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?

SLG^I Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: SLG^I SL Green Realty Corporation Preferred Series I
Time series to forecast n: 11 Apr 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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 SL Green Realty Corporation Preferred Series I

1. Interest Rate Benchmark Reform, which amended IFRS 9, IAS 39 and IFRS 7, issued in September 2019, added Section 6.8 and amended paragraph 7.2.26. An entity shall apply these amendments for annual periods beginning on or after 1 January 2020. Earlier application is permitted. If an entity applies these amendments for an earlier period, it shall disclose that fact.
2. To the extent that a transfer of a financial asset does not qualify for derecognition, the transferee does not recognise the transferred asset as its asset. The transferee derecognises the cash or other consideration paid and recognises a receivable from the transferor. If the transferor has both a right and an obligation to reacquire control of the entire transferred asset for a fixed amount (such as under a repurchase agreement), the transferee may measure its receivable at amortised cost if it meets the criteria in paragraph 4.1.2.
3. If a financial instrument that was previously recognised as a financial asset is measured at fair value through profit or loss and its fair value decreases below zero, it is a financial liability measured in accordance with paragraph 4.2.1. However, hybrid contracts with hosts that are assets within the scope of this Standard are always measured in accordance with paragraph 4.3.2.
4. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.

*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

SL Green Realty Corporation Preferred Series I is assigned short-term Ba1 & long-term Ba1 estimated rating. SL Green Realty Corporation Preferred Series I prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Spearman Correlation^1,2,3,4 and it is concluded that the SLG^I stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Sell

SLG^I SL Green Realty Corporation Preferred Series I Financial Analysis*

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

*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: 83 out of 100 with 562 signals.

References

1. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
2. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. How is the price of gold determined? (No. Stock Analysis). AC Investment Research.
3. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
4. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
5. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
6. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
7. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510

Frequently Asked Questions

Q: What is the prediction methodology for SLG^I stock?
A: SLG^I stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Spearman Correlation
Q: Is SLG^I stock a buy or sell?
A: The dominant strategy among neural network is to Sell SLG^I Stock.
Q: Is SL Green Realty Corporation Preferred Series I stock a good investment?
A: The consensus rating for SL Green Realty Corporation Preferred Series I is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SLG^I stock?
A: The consensus rating for SLG^I is Sell.
Q: What is the prediction period for SLG^I stock?
A: The prediction period for SLG^I is (n+3 month)

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