TNC Stock Forecast

Outlook: TNC is assigned short-term Ba3 & long-term B1 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 (Market News Sentiment Analysis)
Hypothesis Testing : Multiple Regression
Surveillance : Major exchange and OTC

1Short-term revised.

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


Key Points

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About TNC

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TNC
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ML Model Testing

F(Multiple 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(Modular Neural Network (Market News Sentiment Analysis))3,4,5 X S(n):→ 1 Year r s rs

n:Time series to forecast

p:Price signals of TNC stock

j:Nash equilibria (Neural Network)

k:Dominated move of TNC stock holders

a:Best response for TNC 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?

TNC 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
OutlookBa3B1
Income StatementB2B3
Balance SheetCaa2C
Leverage RatiosBa3Caa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBaa2Baa2

*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. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  2. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
  3. Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
  4. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  5. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
  6. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  7. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]

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