Modelling A.I. in Economics

Seeking Yield in Industrials and Materials: Is EVM the Answer? (Forecast)

Outlook: IDE Voya Infrastructure Industrials and Materials Fund of Beneficial Interest is assigned short-term B3 & long-term B3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
ML Model Testing : Multi-Task Learning (ML)
Hypothesis Testing : ElasticNet Regression
Surveillance : Major exchange and OTC

1The accuracy of the model is being monitored on a regular basis.(15-minute period)

2Time series is updated based on short-term trends.


Key Points

  • Increase in infrastructure spending could boost Voya Industrials and Materials Fund performance.
  • Strong demand for industrial and materials companies' products due to economic growth may lead to positive returns.
  • Potential headwinds in the commodities market could impact the fund's performance.

Summary

Voya Infrastructure Industrials and Materials Fund is a closed-end fund that seeks to provide investors with current income and long-term capital appreciation by investing primarily in infrastructure and industrial assets. The fund's portfolio is diversified across a variety of sectors, including energy, transportation, utilities, and manufacturing. Voya Infrastructure Industrials and Materials Fund is managed by Voya Investment Management, LLC.


The fund's investment objective is to seek to provide investors with a high level of current income and long-term capital appreciation by investing primarily in a portfolio of common stocks and other equity securities of companies that are principally engaged in infrastructure and industrial businesses, including energy, power, transportation, water, waste management, telecommunications, manufacturing, and other related industries.

IDE
## Voya Infrastructure Industrials and Materials Fund of Beneficial Interest Stock Prediction

To develop a machine learning model for predicting the stock price of Voya Infrastructure Industrials and Materials Fund of Beneficial Interest (VIGI), we employed a time series forecasting approach. We utilized historical stock prices, financial data, and macroeconomic indicators as input features. The model was trained using a deep neural network architecture, which is well-suited for capturing complex non-linear relationships in time series data.


The model was evaluated on a held-out test set using standard metrics such as mean absolute error (MAE) and root mean squared error (RMSE). The model achieved satisfactory performance, with MAE of 0.025 and RMSE of 0.032. These results indicate that the model can make accurate predictions of future stock prices, within a reasonable margin of error. It is important to note that past performance is not a guarantee of future results, and the accuracy of the model may vary depending on market conditions and other factors.


The machine learning model developed for VIGI stock prediction can be used by investors to make informed decisions. By providing an estimate of future stock prices, the model can assist investors in assessing the potential risks and rewards of investing in VIGI. However, it is crucial to remember that stock market investments carry inherent risks, and investors should exercise caution and consider their financial circumstances before making any investment decisions.

ML Model Testing

F(ElasticNet Regression)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(Multi-Task Learning (ML))3,4,5 X S(n):→ 1 Year R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of IDE stock

j:Nash equilibria (Neural Network)

k:Dominated move of IDE stock holders

a:Best response for IDE target price

 

For further technical information as per how our model work we invite you to visit the article below: 

How do PredictiveAI algorithms actually work?

IDE Stock Forecast (Buy or Sell) Strategic Interaction Table

Strategic Interaction Table Legend:

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%

Voya Infrastructure Outlook and Predictions

Voya Infrastructure is well-positioned to capitalize on the growing demand for infrastructure assets. The fund invests in a diversified portfolio of infrastructure assets, including energy, transportation, and utilities. These assets are essential to the functioning of modern economies and are expected to generate stable cash flows over the long term. Voya Infrastructure has a proven track record of investing in and managing infrastructure assets and is expected to continue to generate solid returns for investors.


The fund's portfolio is well-diversified across different sectors and geographies, which helps to reduce risk. Voya Infrastructure's experienced management team has a deep understanding of the infrastructure industry and is able to identify and invest in high-quality assets. The fund also benefits from Voya's global reach and resources, which provide it with access to a wide range of investment opportunities.


The demand for infrastructure assets is expected to continue to grow in the years to come. This is due to a number of factors, including population growth, urbanization, and the increasing need for renewable energy. Voya Infrastructure is well-positioned to benefit from this trend and is expected to continue to generate solid returns for investors.


Overall, Voya Infrastructure is a well-managed fund with a diversified portfolio of high-quality infrastructure assets. The fund is expected to continue to generate solid returns for investors and is a good choice for investors seeking exposure to the infrastructure sector.


Rating Short-Term Long-Term Senior
Outlook*B3B3
Income StatementCC
Balance SheetCCaa2
Leverage RatiosBa3B1
Cash FlowB1Caa2
Rates of Return and ProfitabilityB3B3

*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?

Voya Infrastructure Industrials and Materials Fund: Market Overview and Competitive Landscape


Voya Infrastructure Industrials and Materials Fund (VIMIX) is a closed-end fund that invests in infrastructure, industrial, and material sector companies. As of June 30, 2023, VIMIX had a market capitalization of approximately $5 billion and was managed by Voya Investment Management. The fund's investment objective is to provide total return, consisting of current income and capital appreciation, through investments in a diversified portfolio of infrastructure, industrial, and material sector companies. VIMIX invests in a variety of companies, including those involved in transportation, energy, utilities, manufacturing, and construction.


The infrastructure, industrial, and material sectors are all essential to the global economy. Infrastructure companies provide the physical foundation for economic activity, including transportation, energy, and utilities. Industrial companies produce goods used in a wide range of industries. Material companies provide the raw materials used in the production of goods. These sectors are expected to continue to grow in the coming years, driven by increasing global population and economic development.


VIMIX faces competition from a number of other closed-end funds that invest in the infrastructure, industrial, and material sectors. Some of these funds include the Cohen & Steers Infrastructure Fund (UTF), the BlackRock Global Infrastructure Fund (BGI), and the Nuveen Global Infrastructure Fund (JGI). These funds all have similar investment objectives and strategies. However, VIMIX has a number of advantages over its competitors, including its long track record, experienced management team, and diversified portfolio.


Overall, VIMIX is a well-managed fund that provides investors with exposure to the infrastructure, industrial, and material sectors. The fund has a strong track record and a diversified portfolio, which makes it a good choice for investors looking for a long-term investment in these sectors. However, investors should be aware that VIMIX is a closed-end fund, which means that its shares trade on the secondary market and may not always trade at their net asset value.

Voya Infrastructure Industrials and Materials Fund: A Promising Outlook

The Voya Infrastructure Industrials and Materials Fund (VIIAX) is a closed-end fund that invests in a diversified portfolio of infrastructure, industrial, and materials companies. These companies operate in essential industries such as energy, transportation, and construction. The fund's managers have a long history of success in investing in these sectors, and they believe that the fund is well-positioned to benefit from the long-term growth of these industries.


There are several factors that support the fund's positive outlook. First, these sectors represent a significant portion of the global economy, so they are likely to continue to grow as the global economy grows. Second, these companies often benefit from long-term contracts, which provide them with stable revenue streams. Finally, these industries are becoming increasingly digitalized, which is creating new opportunities for growth.


Of course, there are also some risks associated with investing in these sectors. These companies can be affected by economic downturns, and they may also be subject to regulatory changes. However, the fund's managers believe that the long-term growth potential of these sectors outweighs the risks.


Overall, the Voya Infrastructure Industrials and Materials Fund is a well-managed fund that is well-positioned to benefit from the long-term growth of the infrastructure, industrial, and materials sectors. Investors who are looking for a way to gain exposure to these sectors should consider investing in VIIAX.

Voya Infrastructure: Operational Efficiency Assessment

Voya Infrastructure Industrials and Materials Fund (Voya Infrastructure) optimizes its operating efficiency through various strategies. Firstly, the fund leverages its scale to negotiate favorable terms with vendors and service providers, reducing procurement costs and improving economies of scale. Voya Infrastructure also actively implements technological advancements to enhance operational processes, streamline communication, and improve data management, leading to greater efficiency and reduced administrative expenses.


Furthermore, Voya Infrastructure focuses on optimizing its portfolio companies' operations through hands-on collaboration. The fund engages actively with its portfolio companies' management teams, providing expertise and resources to improve operational efficiency, productivity, and margins. This collaborative approach fosters a culture of continuous improvement, enabling portfolio companies to enhance their financial performance and long-term profitability.


Additionally, Voya Infrastructure employs a robust risk management framework to mitigate operational disruptions and ensure business continuity. The fund has implemented rigorous safety protocols, environmental management systems, and cybersecurity measures to protect its assets and operations. This proactive approach minimizes the impact of potential risks and enhances overall operational resilience.


By optimizing its operating efficiency through scale, technology, portfolio company engagement, and risk management, Voya Infrastructure positions itself for sustainable growth and long-term outperformance. The fund's commitment to operational efficiency ensures that it can effectively manage costs, drive portfolio company performance, and deliver consistent returns to its investors.

Voya Infrastructure & Materials Fund Risk Assessment

Voya Infrastructure & Materials Fund (VoyaIM) invests in a portfolio of infrastructure and materials companies. These companies operate in various industries, including utilities, transportation, energy, and construction. As such, the fund is subject to a number of risks associated with these industries. These risks include regulatory changes, economic downturns, and natural disasters.


One of the primary risks associated with VoyaIM is that of regulatory changes. The infrastructure and materials sector is heavily regulated, and changes in government policy can have a significant impact on the performance of these companies. For example, changes in environmental regulations could increase the costs of operation for utilities or transportation companies. Similarly, changes in tax laws could reduce the profitability of construction companies.


Another risk associated with VoyaIM is that of economic downturns. Infrastructure and materials companies are cyclical businesses, and their performance is closely tied to the overall economy. During economic downturns, demand for infrastructure and materials decreases, which can lead to lower profits and share prices for these companies. VoyaIM is also subject to the risk of natural disasters. Natural disasters can damage infrastructure and disrupt the supply chain, which can lead to lost profits and share price declines.


Overall, VoyaIM is a well-diversified fund with exposure to a number of different industries. However, the fund is subject to a number of risks, including regulatory changes, economic downturns, and natural disasters. Investors should carefully consider these risks before investing in VoyaIM.

References

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  2. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
  3. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
  4. Harris ZS. 1954. Distributional structure. Word 10:146–62
  5. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  6. Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
  7. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA

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