WTFCM Stock Forecast: A Sell For The Next 8 Weeks

Outlook: Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D is assigned short-term B1 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised¹ :
Dominant Strategy : Sell
Time series to forecast n: for Weeks²
Methodology : Ensemble Learning (ML)
Hypothesis Testing : Paired T-Test
Surveillance : Major exchange and OTC

¹The accuracy of the model is being monitored on a regular basis.(15-minute period)

²Time series is updated based on short-term trends.

Summary

Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D prediction model is evaluated with Ensemble Learning (ML) and Paired T-Test^1,2,3,4 and it is concluded that the WTFCM stock is predictable in the short/long term. Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Sell

Key Points

1. How do you decide buy or sell a stock?
2. Game Theory
3. Is now good time to invest?

WTFCM Target Price Prediction Modeling Methodology

We consider Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of WTFCM 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(Paired T-Test)^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(Ensemble Learning (ML)) X S(n):→ 8 Weeks $\overrightarrow{R}=\left(r_1,r_2,r_3\right)$

n:Time series to forecast

p:Price signals of WTFCM stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Ensemble Learning (ML)

Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average.

Paired T-Test

A paired t-test is a statistical test that compares the means of two paired samples. In a paired t-test, each data point in one sample is paired with a data point in the other sample. The pairs are typically related in some way, such as before and after measurements, or measurements from the same subject under different conditions. The paired t-test is a parametric test, which means that it assumes that the data is normally distributed. The paired t-test is also a dependent samples test, which means that the data points in each pair are correlated.

 

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?

WTFCM Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: WTFCM Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D
Time series to forecast: 8 Weeks

According to price forecasts, the dominant strategy among neural network is: Sell

Strategic Interaction Table Legend:

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%

Financial Data Adjustments for Ensemble Learning (ML) based WTFCM Stock Prediction Model

1. 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 and the restated financial statements reflect all the requirements in this Standard. 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.
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. If a guarantee provided by an entity to pay for default losses on a transferred asset prevents the transferred asset from being derecognised to the extent of the continuing involvement, the transferred asset at the date of the transfer is measured at the lower of (i) the carrying amount of the asset and (ii) the maximum amount of the consideration received in the transfer that the entity could be required to repay ('the guarantee amount'). The associated liability is initially measured at the guarantee amount plus the fair value of the guarantee (which is normally the consideration received for the guarantee). Subsequently, the initial fair value of the guarantee is recognised in profit or loss when (or as) the obligation is satisfied (in accordance with the principles of IFRS 15) and the carrying value of the asset is reduced by any loss allowance.
4. To make that determination, an entity must assess whether it expects that the effects of changes in the liability's credit risk will be offset in profit or loss by a change in the fair value of another financial instrument measured at fair value through profit or loss. Such an expectation must be based on an economic relationship between the characteristics of the liability and the characteristics of the other financial instrument.

*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.

WTFCM Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D Financial Analysis*

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

*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?

Conclusions

Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D is assigned short-term B1 & long-term Ba3 estimated rating. Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D prediction model is evaluated with Ensemble Learning (ML) and Paired T-Test^1,2,3,4 and it is concluded that the WTFCM stock is predictable in the short/long term. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Sell

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 701 signals.

References

1. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
2. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
3. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
4. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
5. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
6. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
7. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market?. AC Investment Research Journal, 220(44).

Frequently Asked Questions

Q: What is the prediction methodology for WTFCM stock?
A: WTFCM stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Paired T-Test
Q: Is WTFCM stock a buy or sell?
A: The dominant strategy among neural network is to Sell WTFCM Stock.
Q: Is Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D stock a good investment?
A: The consensus rating for Wintrust Financial Corporation Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock Series D is Sell and is assigned short-term B1 & long-term Ba3 estimated rating.
Q: What is the consensus rating of WTFCM stock?
A: The consensus rating for WTFCM is Sell.
Q: What is the prediction period for WTFCM stock?
A: The prediction period for WTFCM is 8 Weeks

People also ask

⚐ What are the top stocks to invest in right now?
☵ What happens to stocks when they're delisted?