NGI Stock Forecast: A Sell For The Next 3 Month

Outlook: NAVIGATOR GLOBAL INVESTMENTS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 12 Jun 2023 for 3 Month
Methodology : Multi-Task Learning (ML)

Abstract

NAVIGATOR GLOBAL INVESTMENTS LIMITED prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test^1,2,3,4 and it is concluded that the NGI 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 3 Month period, the dominant strategy among neural network is: Sell

Key Points

1. Dominated Move
2. Technical Analysis with Algorithmic Trading
3. Can statistics predict the future?

NGI Target Price Prediction Modeling Methodology

We consider NAVIGATOR GLOBAL INVESTMENTS LIMITED Decision Process with Multi-Task Learning (ML) where A is the set of discrete actions of NGI 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(Multi-Task Learning (ML)) X S(n):→ 3 Month $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of NGI 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.

Wilcoxon Rank-Sum Test

The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.

 

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?

NGI Stock Forecast (Buy or Sell) for 3 Month

Sample Set: Neural Network
Stock/Index: NGI NAVIGATOR GLOBAL INVESTMENTS LIMITED
Time series to forecast n: 12 Jun 2023 for 3 Month

According to price forecasts for 3 Month period, the dominant strategy among neural network is: Sell

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 NAVIGATOR GLOBAL INVESTMENTS LIMITED

1. A contractually specified inflation risk component of the cash flows of a recognised inflation-linked bond (assuming that there is no requirement to account for an embedded derivative separately) is separately identifiable and reliably measurable, as long as other cash flows of the instrument are not affected by the inflation risk component.
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. Because the hedge accounting model is based on a general notion of offset between gains and losses on the hedging instrument and the hedged item, hedge effectiveness is determined not only by the economic relationship between those items (ie the changes in their underlyings) but also by the effect of credit risk on the value of both the hedging instrument and the hedged item. The effect of credit risk means that even if there is an economic relationship between the hedging instrument and the hedged item, the level of offset might become erratic. This can result from a change in the credit risk of either the hedging instrument or the hedged item that is of such a magnitude that the credit risk dominates the value changes that result from the economic relationship (ie the effect of the changes in the underlyings). A level of magnitude that gives rise to dominance is one that would result in the loss (or gain) from credit risk frustrating the effect of changes in the underlyings on the value of the hedging instrument or the hedged item, even if those changes were significant.
4. Rebalancing is accounted for as a continuation of the hedging relationship in accordance with paragraphs B6.5.9–B6.5.21. On rebalancing, the hedge ineffectiveness of the hedging relationship is determined and recognised immediately before adjusting the hedging relationship.

*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

NAVIGATOR GLOBAL INVESTMENTS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. NAVIGATOR GLOBAL INVESTMENTS LIMITED prediction model is evaluated with Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test^1,2,3,4 and it is concluded that the NGI stock is predictable in the short/long term. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Sell

NGI NAVIGATOR GLOBAL INVESTMENTS LIMITED Financial Analysis*

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

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 824 signals.

References

1. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
2. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
3. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
4. M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
5. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
6. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
7. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.

Frequently Asked Questions

Q: What is the prediction methodology for NGI stock?
A: NGI stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is NGI stock a buy or sell?
A: The dominant strategy among neural network is to Sell NGI Stock.
Q: Is NAVIGATOR GLOBAL INVESTMENTS LIMITED stock a good investment?
A: The consensus rating for NAVIGATOR GLOBAL INVESTMENTS LIMITED is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NGI stock?
A: The consensus rating for NGI is Sell.
Q: What is the prediction period for NGI stock?
A: The prediction period for NGI is 3 Month