SXC Stock: A Spark That Could Fizzle

Outlook: SunCoke Energy Inc. Common Stock is assigned short-term Ba3 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised¹ :
Dominant Strategy : Sell
Time series to forecast n: for Weeks²
Methodology : Multi-Task Learning (ML)
Hypothesis Testing : Sign 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.

Abstract

SunCoke Energy Inc. Common Stock prediction model is evaluated with Multi-Task Learning (ML) and Sign Test^1,2,3,4 and it is concluded that the SXC stock is predictable in the short/long term. Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Sell

Key Points

Is now good time to invest?
What are main components of Markov decision process?
Trading Signals

SXC Target Price Prediction Modeling Methodology

We consider SunCoke Energy Inc. Common Stock Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of SXC 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(Sign Test)^5,6,7=

\begin{matrix} p_{a 1} & p_{a 2} & \dots & p_{1 n} \\ ⋮ \\ p_{j 1} & p_{j 2} & \dots & p_{j n} \\ ⋮ \\ p_{k 1} & p_{k 2} & \dots & p_{k n} \\ ⋮ \\ p_{n 1} & p_{n 2} & \dots & p_{n n} \end{matrix}

X R(Multi-Task Learning (ML)) X S(n):→ 8 Weeks

\sum_{i = 1}^{n} (s_{i})

n:Time series to forecast

p:Price signals of SXC stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Multi-Task Learning (ML)

Multi-task learning (MTL) is a machine learning (ML) method in which multiple related tasks are learned simultaneously. This can be done by sharing features and weights between the tasks. MTL has been shown to improve the performance of each task, compared to learning each task independently.

Sign Test

The sign test is a non-parametric hypothesis test that is used to compare two paired samples. In a paired sample, 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 sign test is a non-parametric test, which means that it does not assume that the data is normally distributed. The sign 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?

SXC Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: SXC SunCoke Energy Inc. Common Stock
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 Multi-Task Learning (ML) based SXC Stock Prediction Model

The credit risk on a financial instrument is considered low for the purposes of paragraph 5.5.10, if the financial instrument has a low risk of default, the borrower has a strong capacity to meet its contractual cash flow obligations in the near term and adverse changes in economic and business conditions in the longer term may, but will not necessarily, reduce the ability of the borrower to fulfil its contractual cash flow obligations. Financial instruments are not considered to have low credit risk when they are regarded as having a low risk of loss simply because of the value of collateral and the financial instrument without that collateral would not be considered low credit risk. Financial instruments are also not considered to have low credit risk simply because they have a lower risk of default than the entity's other financial instruments or relative to the credit risk of the jurisdiction within which an entity operates.
When designating risk components as hedged items, an entity considers whether the risk components are explicitly specified in a contract (contractually specified risk components) or whether they are implicit in the fair value or the cash flows of an item of which they are a part (noncontractually specified risk components). Non-contractually specified risk components can relate to items that are not a contract (for example, forecast transactions) or contracts that do not explicitly specify the component (for example, a firm commitment that includes only one single price instead of a pricing formula that references different underlyings)
The characteristics of the hedged item, including how and when the hedged item affects profit or loss, also affect the period over which the forward element of a forward contract that hedges a time-period related hedged item is amortised, which is over the period to which the forward element relates. For example, if a forward contract hedges the exposure to variability in threemonth interest rates for a three-month period that starts in six months' time, the forward element is amortised during the period that spans months seven to nine.
For the purposes of measuring expected credit losses, the estimate of expected cash shortfalls shall reflect the cash flows expected from collateral and other credit enhancements that are part of the contractual terms and are not recognised separately by the entity. The estimate of expected cash shortfalls on a collateralised financial instrument reflects the amount and timing of cash flows that are expected from foreclosure on the collateral less the costs of obtaining and selling the collateral, irrespective of whether foreclosure is probable (ie the estimate of expected cash flows considers the probability of a foreclosure and the cash flows that would result from it). Consequently, any cash flows that are expected from the realisation of the collateral beyond the contractual maturity of the contract should be included in this analysis. Any collateral obtained as a result of foreclosure is not recognised as an asset that is separate from the collateralised financial instrument unless it meets the relevant recognition criteria for an asset in this or other Standards.

*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.

SXC SunCoke Energy Inc. Common Stock Financial Analysis*

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

*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

SunCoke Energy Inc. Common Stock is assigned short-term Ba3 & long-term B1 estimated rating. SunCoke Energy Inc. Common Stock prediction model is evaluated with Multi-Task Learning (ML) and Sign Test^1,2,3,4 and it is concluded that the SXC 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: 93 out of 100 with 474 signals.

References

S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
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.
Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Tesla Stock: Hold for Now, But Watch for Opportunities. AC Investment Research Journal, 220(44).
Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.

Frequently Asked Questions

Q: What is the prediction methodology for SXC stock?
A: SXC stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Sign Test
Q: Is SXC stock a buy or sell?
A: The dominant strategy among neural network is to Sell SXC Stock.
Q: Is SunCoke Energy Inc. Common Stock stock a good investment?
A: The consensus rating for SunCoke Energy Inc. Common Stock is Sell and is assigned short-term Ba3 & long-term B1 estimated rating.
Q: What is the consensus rating of SXC stock?
A: The consensus rating for SXC is Sell.
Q: What is the prediction period for SXC stock?
A: The prediction period for SXC is 8 Weeks