AC Investment Research

GUT Gabelli Utility Trust (The) Common Stock Research Report

Outlook: Gabelli Utility Trust (The) Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Wait until speculative trend diminishes
Time series to forecast n: 12 Jan 2023 for (n+4 weeks)
Methodology : Statistical Inference (ML)

Abstract

Gabelli Utility Trust (The) Common Stock prediction model is evaluated with Statistical Inference (ML) and Ridge Regression1,2,3,4 and it is concluded that the GUT stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

Key Points

  1. Is it better to buy and sell or hold?
  2. What is the use of Markov decision process?
  3. What statistical methods are used to analyze data?

GUT Target Price Prediction Modeling Methodology

We consider Gabelli Utility Trust (The) Common Stock Decision Process with Statistical Inference (ML) where A is the set of discrete actions of GUT 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(Ridge 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(Statistical Inference (ML)) X S(n):→ (n+4 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of GUT 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?

GUT Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: GUT Gabelli Utility Trust (The) Common Stock
Time series to forecast n: 12 Jan 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

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 (Grey to Black): *Technical Analysis%

IFRS Reconciliation Adjustments for Gabelli Utility Trust (The) Common Stock

  1. When using historical credit loss experience in estimating expected credit losses, it is important that information about historical credit loss rates is applied to groups that are defined in a manner that is consistent with the groups for which the historical credit loss rates were observed. Consequently, the method used shall enable each group of financial assets to be associated with information about past credit loss experience in groups of financial assets with similar risk characteristics and with relevant observable data that reflects current conditions.
  2. To make that determination, an entity must assess whether it expects that the effects of changes in the liability's credit risk will be offset in profit or loss by a change in the fair value of another financial instrument measured at fair value through profit or loss. Such an expectation must be based on an economic relationship between the characteristics of the liability and the characteristics of the other financial instrument.
  3. An entity shall apply the impairment requirements in Section 5.5 retrospectively in accordance with IAS 8 subject to paragraphs 7.2.15 and 7.2.18–7.2.20.
  4. If an entity measures a hybrid contract at fair value in accordance with paragraphs 4.1.2A, 4.1.4 or 4.1.5 but the fair value of the hybrid contract had not been measured in comparative reporting periods, the fair value of the hybrid contract in the comparative reporting periods shall be the sum of the fair values of the components (ie the non-derivative host and the embedded derivative) at the end of each comparative reporting period if the entity restates prior periods (see paragraph 7.2.15).

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

Gabelli Utility Trust (The) Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Gabelli Utility Trust (The) Common Stock prediction model is evaluated with Statistical Inference (ML) and Ridge Regression1,2,3,4 and it is concluded that the GUT stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Wait until speculative trend diminishes

GUT Gabelli Utility Trust (The) Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Baa2
Balance SheetCCaa2
Leverage RatiosB1B1
Cash FlowCaa2Caa2
Rates of Return and ProfitabilityBaa2Baa2

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 531 signals.

References

  1. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
  2. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  3. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  4. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  5. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  6. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  7. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
Frequently Asked QuestionsQ: What is the prediction methodology for GUT stock?
A: GUT stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Ridge Regression
Q: Is GUT stock a buy or sell?
A: The dominant strategy among neural network is to Wait until speculative trend diminishes GUT Stock.
Q: Is Gabelli Utility Trust (The) Common Stock stock a good investment?
A: The consensus rating for Gabelli Utility Trust (The) Common Stock is Wait until speculative trend diminishes and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GUT stock?
A: The consensus rating for GUT is Wait until speculative trend diminishes.
Q: What is the prediction period for GUT stock?
A: The prediction period for GUT is (n+4 weeks)

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