LON:CMPG CT GLOBAL MANAGED PORTFOLIO TRUST PLC

Outlook: CT GLOBAL MANAGED PORTFOLIO TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 03 Jun 2023 for (n+6 month)
Methodology : Supervised Machine Learning (ML)

Abstract

CT GLOBAL MANAGED PORTFOLIO TRUST PLC prediction model is evaluated with Supervised Machine Learning (ML) and Ridge Regression^1,2,3,4 and it is concluded that the LON:CMPG stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

Key Points

1. Why do we need predictive models?
2. What is a prediction confidence?
3. What is Markov decision process in reinforcement learning?

LON:CMPG Target Price Prediction Modeling Methodology

We consider CT GLOBAL MANAGED PORTFOLIO TRUST PLC Decision Process with Supervised Machine Learning (ML) where A is the set of discrete actions of LON:CMPG 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(Ridge 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(Supervised Machine Learning (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 LON:CMPG 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:CMPG Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: LON:CMPG CT GLOBAL MANAGED PORTFOLIO TRUST PLC
Time series to forecast n: 03 Jun 2023 for (n+6 month)

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

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 CT GLOBAL MANAGED PORTFOLIO TRUST PLC

1. An entity shall apply the impairment requirements in Section 5.5 retrospectively in accordance with IAS 8 subject to paragraphs 7.2.15 and 7.2.18–7.2.20.
2. For the purposes of applying the requirement in paragraph 5.7.7(a), credit risk is different from asset-specific performance risk. Asset-specific performance risk is not related to the risk that an entity will fail to discharge a particular obligation but instead it is related to the risk that a single asset or a group of assets will perform poorly (or not at all).
3. An entity may manage and evaluate the performance of a group of financial liabilities or financial assets and financial liabilities in such a way that measuring that group at fair value through profit or loss results in more relevant information. The focus in this instance is on the way the entity manages and evaluates performance, instead of on the nature of its financial instruments.
4. In accordance with paragraph 4.1.3(a), principal is the fair value of the financial asset at initial recognition. However that principal amount may change over the life of the financial asset (for example, if there are repayments of principal).

*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

CT GLOBAL MANAGED PORTFOLIO TRUST PLC is assigned short-term Ba1 & long-term Ba1 estimated rating. CT GLOBAL MANAGED PORTFOLIO TRUST PLC prediction model is evaluated with Supervised Machine Learning (ML) and Ridge Regression^1,2,3,4 and it is concluded that the LON:CMPG stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

LON:CMPG CT GLOBAL MANAGED PORTFOLIO TRUST PLC Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	C	Caa2
Balance Sheet	Baa2	Caa2
Leverage Ratios	B3	B2
Cash Flow	Baa2	Baa2
Rates of Return and Profitability	Baa2	Caa2

*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: 79 out of 100 with 638 signals.

References

1. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
2. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
3. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
4. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
5. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
6. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
7. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press

Frequently Asked Questions

Q: What is the prediction methodology for LON:CMPG stock?
A: LON:CMPG stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Ridge Regression
Q: Is LON:CMPG stock a buy or sell?
A: The dominant strategy among neural network is to Buy LON:CMPG Stock.
Q: Is CT GLOBAL MANAGED PORTFOLIO TRUST PLC stock a good investment?
A: The consensus rating for CT GLOBAL MANAGED PORTFOLIO TRUST PLC is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of LON:CMPG stock?
A: The consensus rating for LON:CMPG is Buy.
Q: What is the prediction period for LON:CMPG stock?
A: The prediction period for LON:CMPG is (n+6 month)