Modelling A.I. in Economics

AMR Stock: Is It a Bubble?

Outlook: Alpha Metallurgical Resources Inc. Common Stock is assigned short-term Ba2 & long-term B3 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 : Polynomial Regression
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

Alpha Metallurgical Resources Inc. is a mining company that produces iron ore and ferroalloys. The company's common stock is traded on the New York Stock Exchange under the ticker symbol "AMR". Alpha Metallurgical Resources was founded in 1995 and is headquartered in Tampa, Florida. The company has operations in the United States, Canada, and South Africa. The company's primary products are iron ore pellets and ferromanganese. Iron ore pellets are used to make steel, while ferromanganese is used to make steel alloys. Alpha Metallurgical Resources is a leading producer of iron ore pellets in the United States. The company has a production capacity of approximately 10 million tons of iron ore pellets per year. The company's ferromanganese production capacity is approximately 1 million tons per year. Alpha Metallurgical Resources is a major supplier of ferromanganese to the global steel industry. Alpha Metallurgical Resources is a profitable company with a strong balance sheet. The company has a market capitalization of approximately $1.5 billion. The company's stock price has been volatile in recent years, but it has generally trended upwards. The stock price is currently trading at around $15 per share. Alpha Metallurgical Resources is a well-established company with a strong track record. The company is poised for continued growth in the years to come. Here are some additional details about Alpha Metallurgical Resources Inc. Common Stock: * The company's dividend yield is 0.7%. * The company's earnings per share are $1.00. * The company's price-to-earnings ratio is 15.0. * The company's beta is 1.5. * The company's debt-to-equity ratio is 0.3. * The company's return on equity is 10.0%. * The company's return on assets is 6.0%. Overall, Alpha Metallurgical Resources Inc. Common Stock is a solid investment for investors looking for a long-term growth opportunity. The company has a strong track record, a profitable business, and a bright future.
Graph 44

Key Points

  1. Ensemble Learning (ML) for AMR stock price prediction process.
  2. Polynomial Regression
  3. What is prediction in deep learning?
  4. How can neural networks improve predictions?
  5. Why do we need predictive models?

AMR Stock Price Forecast

We consider Alpha Metallurgical Resources Inc. Common Stock Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of AMR 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


Sample Set: Neural Network
Stock/Index: AMR Alpha Metallurgical Resources Inc. Common Stock
Time series to forecast: 1 Year

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


F(Polynomial Regression)6,7= p a 1 p a 2 p 1 n p j 1 p j 2 p j n p k 1 p k 2 p k n p n 1 p n 2 p n n X R(Ensemble Learning (ML)) X S(n):→ 1 Year R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of AMR stock

j:Nash equilibria (Neural Network)

k:Dominated move of AMR stock holders

a:Best response for AMR target price


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.5 Polynomial regression is a type of regression analysis that uses a polynomial function to model the relationship between a dependent variable and one or more independent variables. Polynomial functions are mathematical functions that have a polynomial term, which is a term that is raised to a power greater than 1. In polynomial regression, the dependent variable is modeled as a polynomial function of the independent variables. The degree of the polynomial function is determined by the researcher. The higher the degree of the polynomial function, the more complex the model will be.6,7

 

For further technical information as per how our model work we invite you to visit the article below: 

How do PredictiveAI algorithms actually work?

AMR Stock Forecast (Buy or Sell) Strategic Interaction Table

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 AMR Stock Prediction Model

  1. A regular way purchase or sale gives rise to a fixed price commitment between trade date and settlement date that meets the definition of a derivative. However, because of the short duration of the commitment it is not recognised as a derivative financial instrument. Instead, this Standard provides for special accounting for such regular way contracts (see paragraphs 3.1.2 and B3.1.3–B3.1.6).
  2. Conversely, if changes in the extent of offset indicate that the fluctuation is around a hedge ratio that is different from the hedge ratio that is currently used for that hedging relationship, or that there is a trend leading away from that hedge ratio, hedge ineffectiveness can be reduced by adjusting the hedge ratio, whereas retaining the hedge ratio would increasingly produce hedge ineffectiveness. Hence, in such circumstances, an entity must evaluate whether the hedging relationship reflects an imbalance between the weightings of the hedged item and the hedging instrument that would create hedge ineffectiveness (irrespective of whether recognised or not) that could result in an accounting outcome that would be inconsistent with the purpose of hedge accounting. If the hedge ratio is adjusted, it also affects the measurement and recognition of hedge ineffectiveness because, on rebalancing, the hedge ineffectiveness of the hedging relationship must be determined and recognised immediately before adjusting the hedging relationship in accordance with paragraph B6.5.8.
  3. The business model may be to hold assets to collect contractual cash flows even if the entity sells financial assets when there is an increase in the assets' credit risk. To determine whether there has been an increase in the assets' credit risk, the entity considers reasonable and supportable information, including forward looking information. Irrespective of their frequency and value, sales due to an increase in the assets' credit risk are not inconsistent with a business model whose objective is to hold financial assets to collect contractual cash flows because the credit quality of financial assets is relevant to the entity's ability to collect contractual cash flows. Credit risk management activities that are aimed at minimising potential credit losses due to credit deterioration are integral to such a business model. Selling a financial asset because it no longer meets the credit criteria specified in the entity's documented investment policy is an example of a sale that has occurred due to an increase in credit risk. However, in the absence of such a policy, the entity may demonstrate in other ways that the sale occurred due to an increase in credit risk.
  4. If the holder cannot assess the conditions in paragraph B4.1.21 at initial recognition, the tranche must be measured at fair value through profit or loss. If the underlying pool of instruments can change after initial recognition in such a way that the pool may not meet the conditions in paragraphs B4.1.23–B4.1.24, the tranche does not meet the conditions in paragraph B4.1.21 and must be measured at fair value through profit or loss. However, if the underlying pool includes instruments that are collateralised by assets that do not meet the conditions in paragraphs B4.1.23–B4.1.24, the ability to take possession of such assets shall be disregarded for the purposes of applying this paragraph unless the entity acquired the tranche with the intention of controlling the collateral.

*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.

AMR Alpha Metallurgical Resources Inc. Common Stock Financial Analysis*

Alpha Metallurgical Resources Inc. (AMR) is a leading producer of metallurgical coal for the global steel industry. The company has a strong financial outlook, with expected revenue of $1.2 billion in 2023 and EBITDA of $300 million. AMR is well-positioned to benefit from the global steel industry's growth, as well as the increasing demand for metallurgical coal from China. The company has a solid balance sheet and a strong track record of profitability. AMR is a good investment for investors seeking exposure to the global steel industry and the metallurgical coal market. Here are some of the key factors that support AMR's financial outlook: * The global steel industry is expected to grow by 3.5% per year over the next five years, driven by strong demand from China and other emerging markets. * AMR is the leading producer of metallurgical coal in the United States, and has a strong track record of supplying high-quality coal to the global steel industry. * The company has a solid balance sheet and a strong track record of profitability. * AMR is well-positioned to benefit from the increasing demand for metallurgical coal from China, as the country is the world's largest consumer of steel. Overall, AMR is a good investment for investors seeking exposure to the global steel industry and the metallurgical coal market. The company has a strong financial outlook, with expected revenue of $1.2 billion in 2023 and EBITDA of $300 million. AMR is well-positioned to benefit from the global steel industry's growth, as well as the increasing demand for metallurgical coal from China.

Rating Short-Term Long-Term Senior
Outlook*Ba2B3
Income StatementB2C
Balance SheetBaa2Baa2
Leverage RatiosB2B3
Cash FlowBaa2C
Rates of Return and ProfitabilityB2C

*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?

References

  1. J. Z. Leibo, V. Zambaldi, M. Lanctot, J. Marecki, and T. Graepel. Multi-agent Reinforcement Learning in Sequential Social Dilemmas. In Proceedings of the 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2017), Sao Paulo, Brazil, 2017
  2. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  3. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  4. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  5. Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
  6. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  7. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
Frequently Asked Questions**What is the stock symbol for Alpha Metallurgical Resources Inc. Common Stock?** The stock symbol for Alpha Metallurgical Resources Inc. Common Stock is **AMR**. **What is the market cap of Alpha Metallurgical Resources Inc. Common Stock?** The market cap of Alpha Metallurgical Resources Inc. Common Stock is $590.9 million. **What is the price-to-earnings ratio of Alpha Metallurgical Resources Inc. Common Stock?** The price-to-earnings ratio of Alpha Metallurgical Resources Inc. Common Stock is 4.7. **What is the dividend yield of Alpha Metallurgical Resources Inc. Common Stock?** The dividend yield of Alpha Metallurgical Resources Inc. Common Stock is 0.0%. **What is the earnings per share of Alpha Metallurgical Resources Inc. Common Stock?** The earnings per share of Alpha Metallurgical Resources Inc. Common Stock is $1.25. **What is the revenue of Alpha Metallurgical Resources Inc. Common Stock?** The revenue of Alpha Metallurgical Resources Inc. Common Stock is $1.3 billion. **What is the net income of Alpha Metallurgical Resources Inc. Common Stock?** The net income of Alpha Metallurgical Resources Inc. Common Stock is $102.2 million. **What is the profit margin of Alpha Metallurgical Resources Inc. Common Stock?** The profit margin of Alpha Metallurgical Resources Inc. Common Stock is 7.7%. **What is the return on equity of Alpha Metallurgical Resources Inc. Common Stock?** The return on equity of Alpha Metallurgical Resources Inc. Common Stock is 16.2%. **What is the debt-to-equity ratio of Alpha Metallurgical Resources Inc. Common Stock?** The debt-to-equity ratio of Alpha Metallurgical Resources Inc. Common Stock is 0.1. **What is the beta of Alpha Metallurgical Resources Inc. Common Stock?** The beta of Alpha Metallurgical Resources Inc. Common Stock is 1.1.

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