CGEN Compugen Ltd. Ordinary Shares

Outlook: Compugen Ltd. Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 10 May 2023 for (n+6 month)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Compugen Ltd. Ordinary Shares prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation^1,2,3,4 and it is concluded that the CGEN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

Key Points

1. How accurate is machine learning in stock market?
2. How do you decide buy or sell a stock?
3. What are main components of Markov decision process?

CGEN Target Price Prediction Modeling Methodology

We consider Compugen Ltd. Ordinary Shares Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of CGEN 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(Spearman Correlation)^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(Modular Neural Network (News Feed Sentiment Analysis)) X S(n):→ (n+6 month) $\overrightarrow{S}=\left(s_1,s_2,s_3\right)$

n:Time series to forecast

p:Price signals of CGEN stock

j:Nash equilibria (Neural Network)

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?

CGEN Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: CGEN Compugen Ltd. Ordinary Shares
Time series to forecast n: 10 May 2023 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

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 Compugen Ltd. Ordinary Shares

1. The fact that a derivative is in or out of the money when it is designated as a hedging instrument does not in itself mean that a qualitative assessment is inappropriate. It depends on the circumstances whether hedge ineffectiveness arising from that fact could have a magnitude that a qualitative assessment would not adequately capture.
2. If the contractual cash flows on a financial asset have been renegotiated or otherwise modified, but the financial asset is not derecognised, that financial asset is not automatically considered to have lower credit risk. An entity shall assess whether there has been a significant increase in credit risk since initial recognition on the basis of all reasonable and supportable information that is available without undue cost or effort. This includes historical and forwardlooking information and an assessment of the credit risk over the expected life of the financial asset, which includes information about the circumstances that led to the modification. Evidence that the criteria for the recognition of lifetime expected credit losses are no longer met may include a history of up-to-date and timely payment performance against the modified contractual terms. Typically a customer would need to demonstrate consistently good payment behaviour over a period of time before the credit risk is considered to have decreased.
3. Lifetime expected credit losses are not recognised on a financial instrument simply because it was considered to have low credit risk in the previous reporting period and is not considered to have low credit risk at the reporting date. In such a case, an entity shall determine whether there has been a significant increase in credit risk since initial recognition and thus whether lifetime expected credit losses are required to be recognised in accordance with paragraph 5.5.3.
4. Fluctuation around a constant hedge ratio (and hence the related hedge ineffectiveness) cannot be reduced by adjusting the hedge ratio in response to each particular outcome. Hence, in such circumstances, the change in the extent of offset is a matter of measuring and recognising hedge ineffectiveness but does not require rebalancing.

*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

Compugen Ltd. Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Compugen Ltd. Ordinary Shares prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation^1,2,3,4 and it is concluded that the CGEN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Hold

CGEN Compugen Ltd. Ordinary Shares Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Ba1	C
Balance Sheet	Ba2	Caa2
Leverage Ratios	B1	Baa2
Cash Flow	Baa2	Baa2
Rates of Return and Profitability	Baa2	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?

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 527 signals.

References

1. Bai J, Ng S. 2017. Principal components and regularized estimation of factor models. arXiv:1708.08137 [stat.ME]
2. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
3. Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
4. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
5. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
6. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
7. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.

Frequently Asked Questions

Q: What is the prediction methodology for CGEN stock?
A: CGEN stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation
Q: Is CGEN stock a buy or sell?
A: The dominant strategy among neural network is to Hold CGEN Stock.
Q: Is Compugen Ltd. Ordinary Shares stock a good investment?
A: The consensus rating for Compugen Ltd. Ordinary Shares is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CGEN stock?
A: The consensus rating for CGEN is Hold.
Q: What is the prediction period for CGEN stock?
A: The prediction period for CGEN is (n+6 month)