RITM^B Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

Outlook: Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 27 Apr 2023 for (n+4 weeks)
Methodology : Reinforcement Machine Learning (ML)

Abstract

Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Stepwise Regression^1,2,3,4 and it is concluded that the RITM^B 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 is a prediction confidence?
2. Understanding Buy, Sell, and Hold Ratings
3. Market Outlook

RITM^B Target Price Prediction Modeling Methodology

We consider Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Decision Process with Reinforcement Machine Learning (ML) where A is the set of discrete actions of RITM^B 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(Stepwise Regression)^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(Reinforcement Machine Learning (ML)) X S(n):→ (n+4 weeks) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of RITM^B 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?

RITM^B Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: RITM^B Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock
Time series to forecast n: 27 Apr 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 Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

1. Expected credit losses reflect an entity's own expectations of credit losses. However, when considering all reasonable and supportable information that is available without undue cost or effort in estimating expected credit losses, an entity should also consider observable market information about the credit risk of the particular financial instrument or similar financial instruments.
2. An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.
3. Annual Improvements to IFRSs 2010–2012 Cycle, issued in December 2013, amended paragraphs 4.2.1 and 5.7.5 as a consequential amendment derived from the amendment to IFRS 3. An entity shall apply that amendment prospectively to business combinations to which the amendment to IFRS 3 applies.
4. If there are changes in circumstances that affect hedge effectiveness, an entity may have to change the method for assessing whether a hedging relationship meets the hedge effectiveness requirements in order to ensure that the relevant characteristics of the hedging relationship, including the sources of hedge ineffectiveness, are still captured.

*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

Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Reinforcement Machine Learning (ML) and Stepwise Regression^1,2,3,4 and it is concluded that the RITM^B 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

RITM^B Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Financial Analysis*

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

*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 816 signals.

References

1. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
2. 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
3. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
4. D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review. Journal of Optimization Theory and Applications, 56(1):1–29, 1988.
5. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
6. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
7. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]

Frequently Asked Questions

Q: What is the prediction methodology for RITM^B stock?
A: RITM^B stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Stepwise Regression
Q: Is RITM^B stock a buy or sell?
A: The dominant strategy among neural network is to Hold RITM^B Stock.
Q: Is Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Rithm Capital Corp. 7.125% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of RITM^B stock?
A: The consensus rating for RITM^B is Hold.
Q: What is the prediction period for RITM^B stock?
A: The prediction period for RITM^B is (n+4 weeks)

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