Outlook: DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 15 Feb 2023 for (n+6 month)
Methodology : Modular Neural Network (Market Volatility Analysis)

Abstract

DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Chi-Square1,2,3,4 and it is concluded that the LON:DIG stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

Key Points

1. Should I buy stocks now or wait amid such uncertainty?
2. Technical Analysis with Algorithmic Trading
3. Understanding Buy, Sell, and Hold Ratings

LON:DIG Target Price Prediction Modeling Methodology

We consider DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC Decision Process with Modular Neural Network (Market Volatility Analysis) where A is the set of discrete actions of LON:DIG 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(Chi-Square)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+6 month) $∑ i = 1 n r i$

n:Time series to forecast

p:Price signals of LON:DIG 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?

LON:DIG Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:DIG DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC
Time series to forecast n: 15 Feb 2023 for (n+6 month)

According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

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 DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC

1. When identifying what risk components qualify for designation as a hedged item, an entity assesses such risk components within the context of the particular market structure to which the risk or risks relate and in which the hedging activity takes place. Such a determination requires an evaluation of the relevant facts and circumstances, which differ by risk and market.
2. If the holder cannot assess the conditions in paragraph B4.1.21 at initial recognition, the tranche must be measured at fair value through profit or loss. If the underlying pool of instruments can change after initial recognition in such a way that the pool may not meet the conditions in paragraphs B4.1.23–B4.1.24, the tranche does not meet the conditions in paragraph B4.1.21 and must be measured at fair value through profit or loss. However, if the underlying pool includes instruments that are collateralised by assets that do not meet the conditions in paragraphs B4.1.23–B4.1.24, the ability to take possession of such assets shall be disregarded for the purposes of applying this paragraph unless the entity acquired the tranche with the intention of controlling the collateral.
3. When designating a risk component as a hedged item, the hedge accounting requirements apply to that risk component in the same way as they apply to other hedged items that are not risk components. For example, the qualifying criteria apply, including that the hedging relationship must meet the hedge effectiveness requirements, and any hedge ineffectiveness must be measured and recognised.
4. The expected credit losses on a loan commitment shall be discounted using the effective interest rate, or an approximation thereof, that will be applied when recognising the financial asset resulting from the loan commitment. This is because for the purpose of applying the impairment requirements, a financial asset that is recognised following a draw down on a loan commitment shall be treated as a continuation of that commitment instead of as a new financial instrument. The expected credit losses on the financial asset shall therefore be measured considering the initial credit risk of the loan commitment from the date that the entity became a party to the irrevocable commitment.

*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

DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC prediction model is evaluated with Modular Neural Network (Market Volatility Analysis) and Chi-Square1,2,3,4 and it is concluded that the LON:DIG stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Sell

LON:DIG DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2B1
Balance SheetB1Baa2
Leverage RatiosBa3Caa2
Cash FlowBaa2Ba3
Rates of Return and ProfitabilityCB2

*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: 84 out of 100 with 478 signals.

References

1. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
2. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
3. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
4. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
5. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
6. D. S. Bernstein, S. Zilberstein, and N. Immerman. The complexity of decentralized control of Markov Decision Processes. In UAI '00: Proceedings of the 16th Conference in Uncertainty in Artificial Intelligence, Stanford University, Stanford, California, USA, June 30 - July 3, 2000, pages 32–37, 2000.
7. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
Frequently Asked QuestionsQ: What is the prediction methodology for LON:DIG stock?
A: LON:DIG stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Chi-Square
Q: Is LON:DIG stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:DIG Stock.
Q: Is DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC stock a good investment?
A: The consensus rating for DUNEDIN INCOME GROWTH INVESTMENT TRUST PLC is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:DIG stock?
A: The consensus rating for LON:DIG is Sell.
Q: What is the prediction period for LON:DIG stock?
A: The prediction period for LON:DIG is (n+6 month)