Allurion's (ALUR) Forecast: Analysts Bullish on Weight Loss Balloon Firm

Outlook: ALUR is assigned short-term B2 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-term Tactic1 :
Dominant Strategy :
Time series to forecast n: for Weeks2
ML Model Testing : Modular Neural Network (Financial Sentiment Analysis)
Hypothesis Testing : Pearson Correlation
Surveillance : Major exchange and OTC

1Short-term revised.

2Time series is updated based on short-term trends.


Key Points

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About ALUR

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ALUR
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ML Model Testing

F(Pearson Correlation)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(Modular Neural Network (Financial Sentiment Analysis))3,4,5 X S(n):→ 3 Month S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of ALUR stock

j:Nash equilibria (Neural Network)

k:Dominated move of ALUR stock holders

a:Best response for ALUR target price

 

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

How do KappaSignal algorithms actually work?

ALUR 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%

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Rating Short-Term Long-Term Senior
OutlookB2Ba3
Income StatementB1C
Balance SheetCBaa2
Leverage RatiosB2Baa2
Cash FlowCB2
Rates of Return and ProfitabilityBaa2Caa2

*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

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  4. K. Tumer and D. Wolpert. A survey of collectives. In K. Tumer and D. Wolpert, editors, Collectives and the Design of Complex Systems, pages 1–42. Springer, 2004.
  5. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
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  7. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.

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