GEGGL Great Elm Group Inc. 7.25% Notes due 2027

Outlook: Great Elm Group Inc. 7.25% Notes due 2027 is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 13 Mar 2023 for (n+4 weeks)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Great Elm Group Inc. 7.25% Notes due 2027 prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Sign Test^1,2,3,4 and it is concluded that the GEGGL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

Key Points

1. What are main components of Markov decision process?
2. Market Risk
3. Is Target price a good indicator?

GEGGL Target Price Prediction Modeling Methodology

We consider Great Elm Group Inc. 7.25% Notes due 2027 Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of GEGGL 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(Sign 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(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+4 weeks) $\begin{array}{l}\int r^s\mathrm{rs}\end{array}$

n:Time series to forecast

p:Price signals of GEGGL 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?

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

Sample Set: Neural Network
Stock/Index: GEGGL Great Elm Group Inc. 7.25% Notes due 2027
Time series to forecast n: 13 Mar 2023 for (n+4 weeks)

According to price forecasts for (n+4 weeks) 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 (Grey to Black): *Technical Analysis%

IFRS Reconciliation Adjustments for Great Elm Group Inc. 7.25% Notes due 2027

1. Paragraph 6.3.4 permits an entity to designate as hedged items aggregated exposures that are a combination of an exposure and a derivative. When designating such a hedged item, an entity assesses whether the aggregated exposure combines an exposure with a derivative so that it creates a different aggregated exposure that is managed as one exposure for a particular risk (or risks). In that case, the entity may designate the hedged item on the basis of the aggregated exposure
2. Credit risk analysis is a multifactor and holistic analysis; whether a specific factor is relevant, and its weight compared to other factors, will depend on the type of product, characteristics of the financial instruments and the borrower as well as the geographical region. An entity shall consider reasonable and supportable information that is available without undue cost or effort and that is relevant for the particular financial instrument being assessed. However, some factors or indicators may not be identifiable on an individual financial instrument level. In such a case, the factors or indicators should be assessed for appropriate portfolios, groups of portfolios or portions of a portfolio of financial instruments to determine whether the requirement in paragraph 5.5.3 for the recognition of lifetime expected credit losses has been met.
3. If items are hedged together as a group in a cash flow hedge, they might affect different line items in the statement of profit or loss and other comprehensive income. The presentation of hedging gains or losses in that statement depends on the group of items
4. For loan commitments, an entity considers changes in the risk of a default occurring on the loan to which a loan commitment relates. For financial guarantee contracts, an entity considers the changes in the risk that the specified debtor will default on the contract.

*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

Great Elm Group Inc. 7.25% Notes due 2027 is assigned short-term Ba1 & long-term Ba1 estimated rating. Great Elm Group Inc. 7.25% Notes due 2027 prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Sign Test^1,2,3,4 and it is concluded that the GEGGL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period, the dominant strategy among neural network is: Hold

GEGGL Great Elm Group Inc. 7.25% Notes due 2027 Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Ba1	Ba2
Balance Sheet	Caa2	Baa2
Leverage Ratios	B1	Baa2
Cash Flow	B1	Ba1
Rates of Return and Profitability	B3	B3

*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: 78 out of 100 with 740 signals.

References

1. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
2. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
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. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
5. Candès E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
6. Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
7. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002

Frequently Asked Questions

Q: What is the prediction methodology for GEGGL stock?
A: GEGGL stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Sign Test
Q: Is GEGGL stock a buy or sell?
A: The dominant strategy among neural network is to Hold GEGGL Stock.
Q: Is Great Elm Group Inc. 7.25% Notes due 2027 stock a good investment?
A: The consensus rating for Great Elm Group Inc. 7.25% Notes due 2027 is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of GEGGL stock?
A: The consensus rating for GEGGL is Hold.
Q: What is the prediction period for GEGGL stock?
A: The prediction period for GEGGL is (n+4 weeks)

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