SASR Stock: A Risky Investment

Outlook: Sandy Spring Bancorp Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 17 Jun 2023 for 1 Year
Methodology : Modular Neural Network (CNN Layer)

Abstract

Sandy Spring Bancorp Inc. Common Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Logistic Regression^1,2,3,4 and it is concluded that the SASR stock is predictable in the short/long term. CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Hold

Key Points

1. Is it better to buy and sell or hold?
2. Market Outlook
3. Buy, Sell and Hold Signals

SASR Target Price Prediction Modeling Methodology

We consider Sandy Spring Bancorp Inc. Common Stock Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of SASR 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(Logistic Regression)^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 (CNN Layer)) X S(n):→ 1 Year $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of SASR stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (CNN Layer)

CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications.

Logistic Regression

In statistics, logistic regression is a type of regression analysis used when the dependent variable is categorical. Logistic regression is a probability model that predicts the probability of an event occurring based on a set of independent variables. In logistic regression, the dependent variable is represented as a binary variable, such as "yes" or "no," "true" or "false," or "sick" or "healthy." The independent variables can be continuous or categorical variables.

 

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?

SASR Stock Forecast (Buy or Sell) for 1 Year

Sample Set: Neural Network
Stock/Index: SASR Sandy Spring Bancorp Inc. Common Stock
Time series to forecast n: 17 Jun 2023 for 1 Year

According to price forecasts for 1 Year 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 Sandy Spring Bancorp Inc. Common Stock

1. The accounting for the time value of options in accordance with paragraph 6.5.15 applies only to the extent that the time value relates to the hedged item (aligned time value). The time value of an option relates to the hedged item if the critical terms of the option (such as the nominal amount, life and underlying) are aligned with the hedged item. Hence, if the critical terms of the option and the hedged item are not fully aligned, an entity shall determine the aligned time value, ie how much of the time value included in the premium (actual time value) relates to the hedged item (and therefore should be treated in accordance with paragraph 6.5.15). An entity determines the aligned time value using the valuation of the option that would have critical terms that perfectly match the hedged item.
2. When measuring the fair values of the part that continues to be recognised and the part that is derecognised for the purposes of applying paragraph 3.2.13, an entity applies the fair value measurement requirements in IFRS 13 Fair Value Measurement in addition to paragraph 3.2.14.
3. However, an entity is not required to separately recognise interest revenue or impairment gains or losses for a financial asset measured at fair value through profit or loss. Consequently, when an entity reclassifies a financial asset out of the fair value through profit or loss measurement category, the effective interest rate is determined on the basis of the fair value of the asset at the reclassification date. In addition, for the purposes of applying Section 5.5 to the financial asset from the reclassification date, the date of the reclassification is treated as the date of initial recognition.
4. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.

*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

Sandy Spring Bancorp Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Sandy Spring Bancorp Inc. Common Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Logistic Regression^1,2,3,4 and it is concluded that the SASR stock is predictable in the short/long term. According to price forecasts for 1 Year period, the dominant strategy among neural network is: Hold

SASR Sandy Spring Bancorp Inc. Common Stock Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Caa2	B1
Balance Sheet	B1	Caa2
Leverage Ratios	Baa2	Baa2
Cash Flow	B1	Caa2
Rates of Return and Profitability	Caa2	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 568 signals.

References

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3. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
4. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
5. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
6. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
7. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992

Frequently Asked Questions

Q: What is the prediction methodology for SASR stock?
A: SASR stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Logistic Regression
Q: Is SASR stock a buy or sell?
A: The dominant strategy among neural network is to Hold SASR Stock.
Q: Is Sandy Spring Bancorp Inc. Common Stock stock a good investment?
A: The consensus rating for Sandy Spring Bancorp Inc. Common Stock is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SASR stock?
A: The consensus rating for SASR is Hold.
Q: What is the prediction period for SASR stock?
A: The prediction period for SASR is 1 Year

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