AC Investment Research

PEB^G Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest Research Report

Outlook: Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest assigned short-term B3 & long-term Ba3 forecasted stock rating.
Dominant Strategy : Hold
Time series to forecast n: 08 Dec 2022 for (n+3 month)
Methodology : Deductive Inference (ML)

Abstract

Stock market is a promising financial investment that can generate great wealth. However, the volatile nature of the stock market makes it a very high risk investment. Thus, a lot of researchers have contributed their efforts to forecast the stock market pricing and average movement. Researchers have used various methods in computer science and economics in their quests to gain a piece of this volatile information and make great fortune out of the stock market investment. This paper investigates various techniques for the stock market prediction using artificial neural network (ANN).(Kohara, K., Ishikawa, T., Fukuhara, Y. and Nakamura, Y., 1997. Stock price prediction using prior knowledge and neural networks. Intelligent Systems in Accounting, Finance & Management, 6(1), pp.11-22.) We evaluate Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest prediction models with Deductive Inference (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the PEB^G stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. What is the best way to predict stock prices?
  2. Trading Signals
  3. Market Signals

PEB^G Target Price Prediction Modeling Methodology

We consider Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest Decision Process with Deductive Inference (ML) where A is the set of discrete actions of PEB^G 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 Sign-Rank Test)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(Deductive Inference (ML)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of PEB^G stock

j:Nash equilibria (Neural Network)

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?

PEB^G Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: PEB^G Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest
Time series to forecast n: 08 Dec 2022 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

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%

Adjusted IFRS* Prediction Methods for Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest

  1. When measuring a loss allowance for a lease receivable, the cash flows used for determining the expected credit losses should be consistent with the cash flows used in measuring the lease receivable in accordance with IFRS 16 Leases.
  2. Expected credit losses shall be discounted to the reporting date, not to the expected default or some other date, using the effective interest rate determined at initial recognition or an approximation thereof. If a financial instrument has a variable interest rate, expected credit losses shall be discounted using the current effective interest rate determined in accordance with paragraph B5.4.5.
  3. However, in some cases, the time value of money element may be modified (ie imperfect). That would be the case, for example, if a financial asset's interest rate is periodically reset but the frequency of that reset does not match the tenor of the interest rate (for example, the interest rate resets every month to a one-year rate) or if a financial asset's interest rate is periodically reset to an average of particular short- and long-term interest rates. In such cases, an entity must assess the modification to determine whether the contractual cash flows represent solely payments of principal and interest on the principal amount outstanding. In some circumstances, the entity may be able to make that determination by performing a qualitative assessment of the time value of money element whereas, in other circumstances, it may be necessary to perform a quantitative assessment.
  4. Rebalancing does not apply if the risk management objective for a hedging relationship has changed. Instead, hedge accounting for that hedging relationship shall be discontinued (despite that an entity might designate a new hedging relationship that involves the hedging instrument or hedged item of the previous hedging relationship as described in paragraph B6.5.28).

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest assigned short-term B3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the PEB^G stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Financial State Forecast for PEB^G Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba3
Operational Risk 8370
Market Risk4573
Technical Analysis3563
Fundamental Analysis3776
Risk Unsystematic3042

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 781 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., MO Stock Price Prediction. AC Investment Research Journal, 101(3).
  2. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  3. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  4. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  5. 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
  6. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  7. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
Frequently Asked QuestionsQ: What is the prediction methodology for PEB^G stock?
A: PEB^G stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Wilcoxon Sign-Rank Test
Q: Is PEB^G stock a buy or sell?
A: The dominant strategy among neural network is to Hold PEB^G Stock.
Q: Is Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest stock a good investment?
A: The consensus rating for Pebblebrook Hotel Trust 6.375% Series G Cumulative Redeemable Preferred Shares of Beneficial Interest is Hold and assigned short-term B3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of PEB^G stock?
A: The consensus rating for PEB^G is Hold.
Q: What is the prediction period for PEB^G stock?
A: The prediction period for PEB^G is (n+3 month)

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