NRUC National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes)

Outlook: National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 30 Apr 2023 for (n+6 month)
Methodology : Statistical Inference (ML)

Abstract

National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) prediction model is evaluated with Statistical Inference (ML) and Sign Test^1,2,3,4 and it is concluded that the NRUC 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. How useful are statistical predictions?
2. What are the most successful trading algorithms?
3. Decision Making

NRUC Target Price Prediction Modeling Methodology

We consider National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) Decision Process with Statistical Inference (ML) where A is the set of discrete actions of NRUC 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(Statistical Inference (ML)) X S(n):→ (n+6 month) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of NRUC 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?

NRUC Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: NRUC National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes)
Time series to forecast n: 30 Apr 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 National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes)

1. A contractual cash flow characteristic does not affect the classification of the financial asset if it could have only a de minimis effect on the contractual cash flows of the financial asset. To make this determination, an entity must consider the possible effect of the contractual cash flow characteristic in each reporting period and cumulatively over the life of the financial instrument. In addition, if a contractual cash flow characteristic could have an effect on the contractual cash flows that is more than de minimis (either in a single reporting period or cumulatively) but that cash flow characteristic is not genuine, it does not affect the classification of a financial asset. A cash flow characteristic is not genuine if it affects the instrument's contractual cash flows only on the occurrence of an event that is extremely rare, highly abnormal and very unlikely to occur.
2. An entity's estimate of expected credit losses on loan commitments shall be consistent with its expectations of drawdowns on that loan commitment, ie it shall consider the expected portion of the loan commitment that will be drawn down within 12 months of the reporting date when estimating 12-month expected credit losses, and the expected portion of the loan commitment that will be drawn down over the expected life of the loan commitment when estimating lifetime expected credit losses.
3. When assessing a modified time value of money element, an entity must consider factors that could affect future contractual cash flows. For example, if an entity is assessing a bond with a five-year term and the variable interest rate is reset every six months to a five-year rate, the entity cannot conclude that the contractual cash flows are solely payments of principal and interest on the principal amount outstanding simply because the interest rate curve at the time of the assessment is such that the difference between a five-year interest rate and a six-month interest rate is not significant. Instead, the entity must also consider whether the relationship between the five-year interest rate and the six-month interest rate could change over the life of the instrument such that the contractual (undiscounted) cash flows over the life of the instrument could be significantly different from the (undiscounted) benchmark cash flows. However, an entity must consider only reasonably possible scenarios instead of every possible scenario. If an entity concludes that the contractual (undiscounted) cash flows could be significantly different from the (undiscounted) benchmark cash flows, the financial asset does not meet the condition in paragraphs 4.1.2(b) and 4.1.2A(b) and therefore cannot be measured at amortised cost or fair value through other comprehensive income.
4. An equity method investment cannot be a hedged item in a fair value hedge. This is because the equity method recognises in profit or loss the investor's share of the investee's profit or loss, instead of changes in the investment's fair value. For a similar reason, an investment in a consolidated subsidiary cannot be a hedged item in a fair value hedge. This is because consolidation recognises in profit or loss the subsidiary's profit or loss, instead of changes in the investment's fair value. A hedge of a net investment in a foreign operation is different because it is a hedge of the foreign currency exposure, not a fair value hedge of the change in the value of the investment.

*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

National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) is assigned short-term Ba1 & long-term Ba1 estimated rating. National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) prediction model is evaluated with Statistical Inference (ML) and Sign Test^1,2,3,4 and it is concluded that the NRUC 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

NRUC National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Baa2	Baa2
Balance Sheet	Ba3	Baa2
Leverage Ratios	Ba1	Ba1
Cash Flow	B3	B3
Rates of Return and Profitability	C	B2

*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: 93 out of 100 with 556 signals.

References

1. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
2. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
3. 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.
4. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
5. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
6. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
7. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.

Frequently Asked Questions

Q: What is the prediction methodology for NRUC stock?
A: NRUC stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Sign Test
Q: Is NRUC stock a buy or sell?
A: The dominant strategy among neural network is to Sell NRUC Stock.
Q: Is National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) stock a good investment?
A: The consensus rating for National Rural Utilities Cooperative Finance Corporation 5.500% Subordinated Notes due 2064 (Subordinated Deferrable Interest Notes) is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NRUC stock?
A: The consensus rating for NRUC is Sell.
Q: What is the prediction period for NRUC stock?
A: The prediction period for NRUC is (n+6 month)

Premium

• Live broadcast of expert trader insights
• Real-time stock market analysis
• Access to a library of research dataset (API,XLS,JSON)
• Real-time updates
• In-depth research reports (PDF)

Login