AUC Score :
Short-Term Revised1 :
Dominant Strategy :
Time series to forecast n:
ML Model Testing : Deductive Inference (ML)
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
Based on current market trends and economic indicators, the TA 35 index is projected to experience moderate volatility. Potential upward momentum is anticipated, driven by anticipated improvements in investor sentiment and positive developments in the sector. However, significant headwinds remain in the form of global economic uncertainties and ongoing geopolitical tensions. These factors could lead to corrective movements and increased price volatility. The resulting risks include a potential decline in the index if investor confidence wanes, or if significant negative news emerges, impacting the outlook and leading to a potentially substantial loss of investment capital. Conversely, strong positive news could potentially propel the index to reach previously unseen high values, presenting an opportunity for substantial returns but also exposing investors to heightened risk should market sentiment shift.About TA 35 Index
The TA 35 is a stock market index that tracks the performance of 35 of the largest and most actively traded companies listed on the Tehran Stock Exchange (TSE). It serves as a key indicator of the overall market sentiment and the general health of the Iranian capital market. Components of the index are selected based on factors including market capitalization, liquidity, and trading volume, ensuring a representative sample of the Iranian market. The index is widely followed by investors, analysts, and the general public as a crucial metric for evaluating investment opportunities and gauging market trends.
The TA 35 index's performance is influenced by various economic, political, and social factors within Iran. It can reflect shifts in investor confidence, changes in government policies, global market conditions, and fluctuations in commodity prices, particularly those relevant to Iran's economy. While tracking the index provides insights into market dynamics, it is essential to consider these influencing factors when interpreting its performance to gain a comprehensive understanding of the market.

TA 35 Index Forecast Model
This model for forecasting the TA 35 index leverages a blend of machine learning algorithms and economic indicators. We employ a hybrid approach, combining a recurrent neural network (RNN) architecture, specifically a Long Short-Term Memory (LSTM) network, with a set of carefully selected macroeconomic variables. The LSTM network excels at capturing temporal dependencies in the index's historical data, crucial for predicting future trends. The chosen economic indicators include inflation rates, interest rates, unemployment figures, and investor sentiment, each contributing a unique perspective to the overall predictive power. Data preprocessing, including feature scaling and handling missing values, is performed rigorously to ensure optimal model performance. The model is trained on historical data spanning a significant timeframe to capture long-term patterns and trends, crucial for reliable predictions. Regular backtesting and performance evaluation are employed to assess the model's robustness and predictive accuracy.
The selection of macroeconomic variables is based on established economic theory and empirical evidence related to the TA 35 index. Correlation analysis and statistical significance tests are used to identify which variables are most strongly correlated with index movements. This rigorous selection process ensures that the model is not overly influenced by extraneous factors and focuses on the most informative economic drivers. The model's architecture is designed to incorporate these external factors effectively. The LSTM network's architecture is configured to capture both short-term and long-term trends in the index and to react effectively to changes in the economic environment. Hyperparameter tuning is employed to optimize the model's performance on a validation dataset, and the resulting model is then evaluated against an independent test set to assess its generalizability and resilience.
The output of the model is a probabilistic forecast of the TA 35 index's future performance. The model will generate a predicted value, along with a confidence interval. This approach acknowledges the inherent uncertainty in forecasting financial markets. Model interpretation techniques are used to assess the importance of different economic indicators and their impact on the index's trajectory. Furthermore, the model's predicted value is presented with clear risk assessments, indicating the potential for favorable or unfavorable outcomes, allowing for informed decision-making by stakeholders. Finally, continuous monitoring and retraining of the model, incorporating new data, are crucial for maintaining accuracy and adaptability in an evolving economic climate.
ML Model Testing
n:Time series to forecast
p:Price signals of TA 35 index
j:Nash equilibria (Neural Network)
k:Dominated move of TA 35 index holders
a:Best response for TA 35 target price
For further technical information as per how our model work we invite you to visit the article below:
How do KappaSignal algorithms actually work?
TA 35 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%
TA 35 Index Financial Outlook and Forecast
The TA 35 index, a crucial benchmark for the regional economy, is poised for a period of significant transformation in the coming quarters. Factors such as global economic trends, regional policy shifts, and sector-specific performance are all contributing to a complex and dynamic outlook. Several key indicators suggest a potential shift in the trajectory of the index. Interest rate hikes globally are impacting investment decisions and potentially reducing investor confidence in riskier assets. This will be a critical factor in the short-term financial outlook. Inflationary pressures and uncertainty surrounding supply chains further complicate the forecast. Furthermore, the index's performance will likely be heavily influenced by the strength of the local currency and any resultant changes in trade dynamics.
An analysis of historical data reveals a correlation between economic growth in other regions and the performance of the TA 35 index. Recent reports on global economic growth suggest a potential moderation in expansionary trends. This could lead to a decline in demand for export-oriented industries, thus potentially impacting the performance of relevant sectors within the TA 35 index. Government initiatives aimed at fostering innovation and growth are expected to play a crucial role in mitigating the negative impacts of these external factors. Further, the sector-specific performance of certain industries will influence the index's overall trajectory. The financial sector, given its large representation in the index, will be under close scrutiny. Fluctuations in interest rates and credit availability directly impact profitability and shareholder value for these firms.
The long-term prognosis for the TA 35 index remains predominantly positive. Fundamental improvements to the economic structure and investor confidence, especially if bolstered by favorable governmental policies, provide a basis for optimism. Continued focus on infrastructure development and technological advancements could provide significant growth drivers in the medium to long term. These developments will drive increased productivity, create employment opportunities, and boost consumer spending. However, the ongoing geopolitical landscape and unpredictable commodity prices can be destabilizing factors that significantly influence the immediate outlook. The effectiveness of the regulatory framework in ensuring market stability will play a critical role in navigating these complexities.
Predicting the precise trajectory of the TA 35 index remains challenging. While the long-term potential for growth is evident, the immediate outlook is marked by uncertainty and potential risks. A negative forecast could be triggered by a sharp downturn in global economic conditions, a significant devaluation of the local currency, or a sudden surge in geopolitical tensions. These factors would likely put pressure on investor confidence and lead to a decline in the index's valuation. The potential for a positive outlook, conversely, is dependent on a stable global environment, proactive governmental policies, and sustained growth in key sectors of the economy. The key risk to this prediction hinges on the unexpected events mentioned above; however, the prevailing economic and developmental trends indicate a long-term positive outlook. A considerable risk to this prediction is the sudden and abrupt shifts in the global financial markets. External shocks, such as those recently seen in major financial centers, can dramatically impact the TA 35 index within a short period. The ability of the region to effectively manage such shocks will largely determine the financial outlook.
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook | Caa2 | Baa2 |
Income Statement | Caa2 | Baa2 |
Balance Sheet | C | Baa2 |
Leverage Ratios | Caa2 | Baa2 |
Cash Flow | Caa2 | Baa2 |
Rates of Return and Profitability | B3 | Caa2 |
*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.
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