Predicting the factors affecting on the transfer (Migration) of value Firms with financial health in the Tehran Stock Exchange by using the nonlinear algorithm of random forest

The purpose of this research is to investigate the factors affecting the transfer (migration) of value companies with financial health in the Tehran Stock Exchange and provide a model in this regard. In order to make better decisions and also to innovate, this research was conducted only on companies that have financial health based on the Black, Scholes and Merton model. The statistical population of this study is all companies listed on the Tehran Stock Exchange between 2012-2019. So we have used all the eligible companies. Therefore, we have used all the eligible companies; in general, 701 healthy companies have been used in this research. First portfolios were formed in the years 2012 to 2019 and then value shares were identified between different years.The present study provides a model for predicting stock value transfer using a nonlinear algorithm of random forests. Based on the results, it can be acknowledged that using historical information; we can suggest factors for modeling the value transfer.