Should You Buy Now or Wait? MRNA Stock Forecast

Abstract

We evaluate Moderna prediction models with Simple Moving Average (SMA) and Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the MRNA stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to HoldBuy MRNA stock.

Keywords: MRNA, Moderna, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Stock Forecast Based On a Predictive Algorithm
2. What is the best way to predict stock prices?
3. Understanding Buy, Sell, and Hold Ratings

MRNA Target Price Prediction Modeling Methodology

We consider Moderna Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of MRNA 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(Wilcoxon Rank-Sum 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(Simple Moving Average (SMA)) X S(n):→ (n+4 weeks) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of MRNA stock

j:Nash equilibria

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?

MRNA Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: MRNA Moderna
Time series to forecast n: 31 Aug 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to HoldBuy MRNA stock.

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 (Yellow to Green): *Technical Analysis%

Conclusions

Moderna assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Simple Moving Average (SMA) with Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the MRNA stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to HoldBuy MRNA stock.

Financial State Forecast for MRNA Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B1	B1
Operational Risk	85	76
Market Risk	85	36
Technical Analysis	36	67
Fundamental Analysis	46	50
Risk Unsystematic	45	71

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 728 signals.

References

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2. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
3. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
4. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
5. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
6. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
7. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM

Frequently Asked Questions

Q: What is the prediction methodology for MRNA stock?
A: MRNA stock prediction methodology: We evaluate the prediction models Simple Moving Average (SMA) and Wilcoxon Rank-Sum Test
Q: Is MRNA stock a buy or sell?
A: The dominant strategy among neural network is to HoldBuy MRNA Stock.
Q: Is Moderna stock a good investment?
A: The consensus rating for Moderna is HoldBuy and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of MRNA stock?
A: The consensus rating for MRNA is HoldBuy.
Q: What is the prediction period for MRNA stock?
A: The prediction period for MRNA is (n+4 weeks)