Procter & Gamble assigned short-term B3 & long-term Ba3 forecasted stock rating.


Abstract

We evaluate Procter & Gamble prediction models with Transductive Learning (ML) and Multiple Regression1,2,3,4 and conclude that the PG stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold PG stock.


Keywords: PG, Procter & Gamble, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Technical Analysis with Algorithmic Trading
  2. Investment Risk
  3. Technical Analysis with Algorithmic Trading

PG Target Price Prediction Modeling Methodology

We consider Procter & Gamble Stock Decision Process with Multiple Regression where A is the set of discrete actions of PG 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(Multiple Regression)5,6,7= 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(Transductive Learning (ML)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of PG stock

j:Nash equilibria

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?

PG Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: PG Procter & Gamble
Time series to forecast n: 02 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold PG stock.

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 (Yellow to Green): *Technical Analysis%


Conclusions

Procter & Gamble assigned short-term B3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Multiple Regression1,2,3,4 and conclude that the PG stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold PG stock.

Financial State Forecast for PG Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba3
Operational Risk 6768
Market Risk6648
Technical Analysis3655
Fundamental Analysis3081
Risk Unsystematic4569

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 606 signals.

References

  1. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
  2. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  3. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  4. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  5. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  6. Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
  7. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
Frequently Asked QuestionsQ: What is the prediction methodology for PG stock?
A: PG stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Multiple Regression
Q: Is PG stock a buy or sell?
A: The dominant strategy among neural network is to Hold PG Stock.
Q: Is Procter & Gamble stock a good investment?
A: The consensus rating for Procter & Gamble is Hold and assigned short-term B3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of PG stock?
A: The consensus rating for PG is Hold.
Q: What is the prediction period for PG stock?
A: The prediction period for PG is (n+8 weeks)

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