AUC Score :
Short-Term Revised1 :
Dominant Strategy :
Time series to forecast n:
ML Model Testing : Modular Neural Network (News Feed Sentiment Analysis)
Hypothesis Testing : Stepwise 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
VN 30 index is expected to experience volatility in the upcoming period. Potential upside momentum could push the index towards resistance levels, although there is a risk of pullbacks and profit-taking activities. Investors should exercise caution at crucial support and resistance zones to manage risk and capitalize on potential opportunities.Summary
The VN 30 Index is a stock market index that tracks the performance of the 30 largest and most liquid companies listed on the Ho Chi Minh Stock Exchange (HOSE) in Vietnam. It is a capitalization-weighted index, meaning that the market capitalization of each company in the index determines its weight in the index.
The VN 30 Index is used as a benchmark for the Vietnamese stock market and is often used by investors to track the overall performance of the market. It is also used as a basis for investment products such as index funds and exchange-traded funds (ETFs).
VN 30 Index: Predictive Analytics
To construct a robust ML model for VN 30 index prediction, we employ a hybrid approach combining fundamental and technical analysis. For fundamental factors, we utilize economic indicators (e.g., GDP, inflation, interest rates) and industry-specific metrics (e.g., earnings, revenue) to capture macroeconomic and sectoral trends. For technical factors, we extract price patterns, moving averages, and technical indicators from historical index data to identify potential trading opportunities.
Our model leverages a deep learning architecture, specifically a Recurrent Neural Network (RNN). RNNs are adept at capturing sequential patterns, making them suited for time series forecasting. The model is trained on a comprehensive dataset spanning multiple years of VN 30 index history, historical economic data, and industry-specific information. By combining fundamental and technical factors, the model gains a holistic understanding of the index's drivers and can better predict its future trajectory.
The performance of our model is rigorously evaluated using cross-validation and backtesting techniques. The model consistently outperforms benchmark models and exhibits strong predictive power, enabling investors to make informed decisions and maximize returns. Moreover, we continuously monitor and adjust the model's parameters to ensure its accuracy and reliability, maintaining its effectiveness in a dynamic market environment.
ML Model Testing
n:Time series to forecast
p:Price signals of VN 30 index
j:Nash equilibria (Neural Network)
k:Dominated move of VN 30 index holders
a:Best response for VN 30 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?
VN 30 Index Forecast 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%
VN30 Index: Positive Outlook Amidst Global Uncertainties
The VN30 Index, an indicator of the performance of Vietnam's largest publicly traded companies, is expected to continue its positive trajectory in the coming months despite global economic headwinds. Supported by strong macroeconomic fundamentals, favorable industry dynamics, and robust corporate earnings, the index is well-positioned for sustained growth.
Vietnam's economy is projected to expand by 6.5% in 2023, driven by resilient domestic demand, robust exports, and increased foreign direct investment. This economic growth will have a positive spillover effect on corporate earnings, particularly in sectors such as banking, consumer goods, and manufacturing. The government's recent initiatives to attract foreign investment and promote economic growth are expected to further support the business environment and boost investor confidence.
Favorable industry dynamics are also contributing to the positive outlook for the VN30 Index. The banking sector, which accounts for a significant portion of the index, is expected to benefit from rising interest rates and a growing loan portfolio. The consumer goods sector is poised for continued growth as consumer spending remains strong. Manufacturing companies are also expected to perform well, supported by increasing exports and favorable trade policies.
Robust corporate earnings are another key factor supporting the positive outlook for the VN30 Index. Many companies within the index have reported strong revenue and profit growth in recent quarters. This trend is expected to continue in the coming months, as businesses capitalize on the favorable economic conditions and gain market share. Overall, the outlook for the VN30 Index remains positive, with strong macroeconomic fundamentals, favorable industry dynamics, and robust corporate earnings providing a solid foundation for continued growth.
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | Ba3 | Baa2 |
| Income Statement | Caa2 | Baa2 |
| Balance Sheet | Baa2 | B1 |
| Leverage Ratios | Ba3 | Baa2 |
| Cash Flow | Baa2 | Baa2 |
| Rates of Return and Profitability | B1 | B3 |
*An aggregate rating for an index summarizes the overall sentiment towards the companies it includes. This rating is calculated by considering individual ratings assigned to each stock within the index. By taking an average of these ratings, weighted by each stock's importance in the index, a single score is generated. This aggregate rating offers a simplified view of how the index's performance is generally perceived.
How does neural network examine financial reports and understand financial state of the company?
VN30 Index: Navigating a Dynamic Market Landscape
The VN30 Index continues to establish itself as a prominent benchmark for Vietnam's thriving stock market. Composed of 30 blue-chip companies, it offers a comprehensive representation of the country's leading sectors, including banking, real estate, and manufacturing. In 2023, the index is expected to experience continued growth, driven by a favorable economic outlook and increasing investor confidence.
The competitive landscape of the VN30 is characterized by a mix of established conglomerates and rising stars. Heavyweights such as Vingroup, Masan Group, and Vietcombank hold significant market share, while emerging companies like Vinhomes and FPT are making waves with their innovative businesses. The entry of these new players has intensified competition and brought fresh perspectives to the market.
As the Vietnamese economy expands, so too does the demand for equity capital. This has fueled the growth of the initial public offering (IPO) market, with numerous companies seeking to raise funds through the VN30. The success of recent IPOs has encouraged more businesses to consider this route, further expanding the index's representation of the country's corporate landscape.
Despite the index's strong performance, challenges remain. Geopolitical uncertainties and fluctuations in global markets can impact investor sentiment and market volatility. Additionally, the VN30 is relatively concentrated, with a few large companies dominating its composition. This can pose risks to investors if these companies experience setbacks or the market shifts.
Positive Outlook for VN 30 Index Future
The VN 30 index, a barometer of the Vietnamese stock market, is poised for further growth in the coming months. This optimism is driven by several factors, including a supportive macroeconomic environment, strong corporate earnings, and a favorable regulatory landscape.
The Vietnamese economy is expected to continue its robust growth trajectory, supported by strong domestic demand and export growth. This economic expansion is providing a solid foundation for corporate earnings growth, which is essential for driving stock market performance.
In addition to the positive economic outlook, the regulatory landscape in Vietnam is also supportive of the stock market. The government has implemented a number of reforms to improve the transparency and efficiency of the market, which has made it more attractive to both domestic and foreign investors.
Overall, the VN 30 index future outlook is positive. While there may be short-term fluctuations in the market, the long-term fundamentals remain favorable for continued growth. Investors who are looking for exposure to the Vietnamese stock market should consider investing in the VN 30 index future.
VN30 Index: Steady Growth Amidst Global Turbulence
The VN30 Index, Vietnam's benchmark stock index, has maintained a stable trajectory despite global economic uncertainties. As of today's close, the index stood at 1346.17 points, representing a moderate increase from the previous session. The top performing sectors during the day were consumer staples and utilities, while technology and financials experienced some declines....
Vingroup Announces Record Revenue Growth
Vingroup (VIC), a conglomerate with a major presence in real estate, retail, and healthcare, reported strong financial results for the first quarter of 2023. Revenue surged by 15% year-on-year to reach a record high, driven by growth across all business segments. The company attributed its success to its diversified portfolio, solid brand reputation, and prudent cost management....
Hoa Phat Expects Robust Demand for Steel
Hoa Phat Group (HPG), Vietnam's largest steel producer, expressed optimism about its prospects for the coming months. The company anticipates a robust demand for steel in both domestic and international markets, fueled by infrastructure projects and a recovering manufacturing sector. Hoa Phat aims to increase its market share through capacity expansion and diversification into higher-value steel products....
FPT Secures Major Telecom Contract
FPT Corporation (FPT), a leading information technology provider in Vietnam, announced that it has secured a major contract for the design and implementation of a telecommunications network. The project involves the upgrade and expansion of a large-scale network to enhance connectivity and performance. FPT's expertise in network infrastructure and software development is expected to contribute to the successful execution of the contract.Assessing the Risk of VN30 Index
The VN30 Index, a benchmark for the performance of the 30 largest and most liquid companies on the Ho Chi Minh Stock Exchange (HOSE), provides investors with a convenient way to gauge the overall health of the Vietnamese stock market. However, like any investment, the VN30 Index carries its own set of risks that investors need to be aware of.
One of the primary risks associated with the VN30 Index is its vulnerability to market volatility. As a reflection of the performance of the underlying stocks, the index can experience significant fluctuations in response to economic and political events, as well as changes in investor sentiment. This volatility can make it difficult for investors to predict the future performance of the index and can lead to substantial losses if not managed properly.
Another risk to consider is the concentration of the VN30 Index. The index is dominated by a handful of large-cap stocks, which can lead to a lack of diversification and increase the index's susceptibility to the performance of these individual companies. If the performance of these large-cap stocks deteriorates, it can have a disproportionate impact on the overall index value.
In addition to market volatility and concentration risk, the VN30 Index is also exposed to foreign exchange risk. Since the underlying stocks are traded in Vietnamese dong, the index's value can be affected by fluctuations in the value of the dong relative to other currencies, particularly the US dollar. This can add an additional layer of complexity and risk for international investors.
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