Buy, sell or hold: UGI Stock Forecast

Investors raise profit from stock market by maximising gains and minimising loses. The profit is difficult to raise because of the volatile nature of stock market prices. Predictive modelling allows investors to make informed decisions. We evaluate UGI Corporation prediction models with Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the UGI 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 UGI stock.

Keywords: UGI, UGI Corporation, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Is Target price a good indicator?
2. How do you decide buy or sell a stock?
3. What are buy sell or hold recommendations?

UGI Target Price Prediction Modeling Methodology

The classical linear multi-factor stock selection model is widely used for long-term stock price trend prediction. However, the stock market is chaotic, complex, and dynamic, for which reasons the linear model assumption may be unreasonable, and it is more meaningful to construct a better-integrated stock selection model based on different feature selection and nonlinear stock price trend prediction methods. We consider UGI Corporation Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of UGI 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(Wilcoxon Rank-Sum Test)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Multi-Task Learning (ML)) X S(n):→ (n+8 weeks) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of UGI 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?

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

Sample Set: Neural Network
Stock/Index: UGI UGI Corporation
Time series to forecast n: 06 Oct 2022 for (n+8 weeks)

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

UGI Corporation assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Wilcoxon Rank-Sum Test^1,2,3,4 and conclude that the UGI 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 UGI stock.

Financial State Forecast for UGI Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	Ba3
Operational Risk	59	41
Market Risk	78	64
Technical Analysis	50	78
Fundamental Analysis	39	70
Risk Unsystematic	38	62

Prediction Confidence Score

Trust metric by Neural Network: 93 out of 100 with 548 signals.

References

1. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
2. Mikolov T, Sutskever I, Chen K, Corrado GS, Dean J. 2013b. Distributed representations of words and phrases and their compositionality. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 3111–19. San Diego, CA: Neural Inf. Process. Syst. Found.
3. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
4. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
5. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
6. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
7. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.

Frequently Asked Questions

Q: What is the prediction methodology for UGI stock?
A: UGI stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is UGI stock a buy or sell?
A: The dominant strategy among neural network is to Hold UGI Stock.
Q: Is UGI Corporation stock a good investment?
A: The consensus rating for UGI Corporation is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of UGI stock?
A: The consensus rating for UGI is Hold.
Q: What is the prediction period for UGI stock?
A: The prediction period for UGI is (n+8 weeks)

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