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[AMAT] Applied Materials, Inc. - Naive Bayes Classifier
Data updated 2024-Dec-20 (Friday)Note: Naive Bayes Classifier connects financial statement metrics with subsequent stock performance post earnings announcements for Applied Materials, Inc. [NASDAQ:AMAT]. This popular learning technique categorizes user-selected financial metrics and the subsequent stock performance into bins/buckets and considers conditional probabilities in those situations in order to predict performance buckets for the test cases (e.g. most recent quarter). View financial statements for underlying details
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Classifier predictions for the test set (dates held back from the training set) based on metrics selected
Prior probabilities for underperformance (52.5%) and outperformance (47.5%) are used as initial guesses for the classifier
| Date | Underperformance | Outperformance | Predicted | Actual |
|---|---|---|---|---|
| 2023-Nov-16 | 0.8% | 4.7% | Outperform | Outperform |
| 2024-Feb-15 | 2.4% | 1.6% | Underperform | Outperform |
Conditional Probabilities for selected metrics in the training set (quarterly financial statement data for Applied Materials, Inc. and subsequent performance post earnings announcement)
Each metric has been bucketed into High & Low groups around the median
Applied Materials, Inc. performance relative to the S&P 500 index has been bucketed into Outperformance & Underperformance
| Low|Underperform | High|Underperform | Low|Outperform | High|Outperform | |
|---|---|---|---|---|
| Free Cash Flow Absolute values | 55.9% | 35.3% | 38.7% | 54.8% |
| EBIT Margin Sequential growth (%) | 58.8% | 38.2% | 38.7% | 61.3% |
| Debt / Asset Sequential growth (%) | 41.2% | 50.0% | 48.4% | 45.2% |
| Operating Cash Flow / Sales Quarter on Quarter growth (%) | 52.9% | 26.5% | 32.3% | 61.3% |
Applied Materials, Inc. performance relative to the S&P 500 index has been bucketed into Outperformance & Underperformance
Deepdive into raw conditional probabilities for selected metrics to understand prior probabilities and details of buckets created
Conditional Probabilities in deepdive table are raw (observed) values. Laplace smoothed values used in the classifier above are indicated in tooltip
When a metric bucket is empty/missing, the probability is denoted NaN%. Laplace smoothing takes care of this in the classifier evaluation
| Underperformance | Outperformance | |||
|---|---|---|---|---|
| Intervals | → |
Range: -22.3% to +2.7%
Median: -5.4% |
Range: +3.1% to +51.9%
Median: +9.4% |
|
| ↓ | Prior Probabilities | 52.5% | 47.5% | |
| Free Cash Flow Absolute values | ||||
| Low |
Range: -33 M to 575 M
Median: 344 M |
47.5% | 56.3% | 37.9% |
| High |
Range: 582 M to 2.51 B
Median: 931 M |
44.3% | 34.4% | 55.2% |
| EBIT Margin Sequential growth (%) | ||||
| Low |
Range: -616 to 1.57
Median: -4.17 |
49.2% | 59.4% | 37.9% |
| High |
Range: 1.61 to 250
Median: 5.52 |
49.2% | 37.5% | 62.1% |
| Debt / Asset Sequential growth (%) | ||||
| Low |
Range: -8.08 to -0.44
Median: -2.15 |
44.3% | 40.6% | 48.3% |
| High |
Range: -0.36 to 27.8
Median: 2.47 |
47.5% | 50.0% | 44.8% |
| Operating Cash Flow / Sales Quarter on Quarter growth (%) | ||||
| Low |
Range: -96.2 to 6.75
Median: -31.9 |
42.6% | 53.1% | 31.0% |
| High |
Range: 10.6 to 1.77 K
Median: 60.9 |
42.6% | 25.0% | 62.1% |
When a metric bucket is empty/missing, the probability is denoted NaN%. Laplace smoothing takes care of this in the classifier evaluation
Related to Applied Materials, Inc.
Information for Applied Materials, Inc.
Current Detail : Recent daily/monthly performance & benchmark comparison
Historical Detail : Historical performance & related information using Time Machine
Financial Statements : Analyze Income Statement, Balance Sheet & Cashflow Statement and also compare with peers
Bayesian Statement Classifier : Investigate historical financial statements to make probabalistic predictions using Artificial Intelligence Currently Viewing
Anomaly Detection : Investigate unusual recent performance & technicals with historical context using AI
Historical Seasonality : Seasonal performance by calendar months
Dividend History : History of Dividend Yield
Technical History : Popular Technical indicator trends (RSI, MACD etc.)
Metric Deciles : Contextualizing recent performance & technical levels into historical decile buckets
Dollar Cost Averaging : Dollar Cost Average (DCA) over time in your portfolio
Moving Averages : Key Simple & Exponential Moving Averages
Historical Analogues : Insights from closest historical matches to recent performance using Artificial Intelligence
Chart Pattern Matching : Insights from similar historical charts to recent chart using Artificial Intelligence
News Stories : News stories on 2024-Dec-20 on Google
SEC Reports : Quarterly reports around 2024-Dec-20 on SEC Edgar
Compare Applied Materials, Inc. with other assets
Market Performance : Recent performance across covered assets
Historical Performance : Prior & Subsequent performance across assets on a historical date
Market Technicals : Technical indicator levels across covered assets
Market Seasonality : Seasonal performance by calendar months across covered assets
Pair Correlations : Performance Correlations with other assets
Beta : Volatility relative to the broad market
Performance Comparison : Visually compare/benchmark performance with other assets over time
Side-by-Side Comparison : Contrast with other assets over time in a side-by-side presentation
Sector : Information Technology sector performance which includes Applied Materials, Inc.
Industry : Semiconductors industry performance which includes Applied Materials, Inc.