Modelling A.I. in Economics

TA 35's Tectonic Impact: Reshaping the Globe? (Forecast)

Outlook: TA 35 index is assigned short-term B2 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Speculative Trend
Time series to forecast n: for Weeks2
ML Model Testing : Modular Neural Network (DNN Layer)
Hypothesis Testing : Multiple 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

TA 35 index is expected to show upward momentum in the short term, with moderate risk due to potential volatility. Longer-term prospects are less certain, with higher risk associated with geopolitical and economic uncertainties.

Summary

The TA-35 Index is a stock market index that tracks the performance of the 35 largest and most liquid companies listed on the Tel Aviv Stock Exchange. It is considered a benchmark for the Israeli economy and is often used as a measure of the overall health of the stock market. The index is calculated by taking the sum of the market capitalization of the 35 companies and dividing it by the TA-35 Index divisor. The index is reviewed and adjusted quarterly to ensure that it accurately reflects the market conditions.


The TA-35 Index is a valuable tool for investors who are looking to gain exposure to the Israeli stock market. It provides a diversified portfolio of large and well-established companies and can serve as a proxy for the overall economy. The index is also used by fund managers and analysts to track the performance of the market and make investment decisions.

TA 35

TA 35 Index: Unveiling the Market's Pulse with Machine Learning

The Tel Aviv 35 (TA 35) index, a barometer of Israel's economic health, poses a unique challenge for data scientists. To unravel its intricacies, we have meticulously crafted a machine learning model that leverages a comprehensive array of economic indicators, technical analysis patterns, and global market trends. This model empowers us to discern subtle market nuances, identify potential turning points, and predict future index movements with remarkable accuracy.


Our model incorporates a hybrid approach, blending the power of supervised and unsupervised learning techniques. Using historical data, we've trained our model to recognize patterns and relationships between market variables and index performance. We continuously refine our model with real-time data, ensuring it remains adaptive to evolving market dynamics. This adaptive nature allows our model to capture both short-term fluctuations and long-term market trends, providing investors with a comprehensive and reliable forecasting tool.


The efficacy of our model has been rigorously tested and validated through rigorous backtesting and cross-validation techniques. Our model consistently outperforms traditional forecasting methods, demonstrating its superior ability to capture market complexities and anticipate index movements. By providing timely and accurate insights, our model empowers investors to make informed decisions, optimize their portfolios, and navigate the ever-changing market landscape of the TA 35 index.

ML Model Testing

F(Multiple 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(Modular Neural Network (DNN Layer))3,4,5 X S(n):→ 3 Month i = 1 n r i

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 PredictiveAI 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%

Strong Momentum and Continued Growth for TA 35 Index

The TA 35 Index, a benchmark for Israeli stocks, is poised for continued expansion in the coming months. Technical analysis indicates a sustained uptrend, with strong momentum driving prices higher. The index is trading above key support levels, maintaining a positive outlook for further gains.

The TA 35's bullish momentum is evident in its daily and weekly charts. The index has formed a series of higher highs and higher lows, indicating an underlying upward trend. The moving averages, both short-term and long-term, are sloping upwards, providing further confirmation of the ongoing bullish trend. Additionally, the relative strength index (RSI) suggests that the index is not overbought, indicating room for further appreciation.


Fundamental factors also support the positive outlook for the TA 35. The Israeli economy is expected to continue growing in 2023, driven by strong consumer spending and infrastructure projects. This economic growth is expected to translate into increased corporate earnings, which could lead to further gains for the index. The technology sector, which has a significant weighting in the TA 35, is also expected to perform well in the coming months.


While the TA 35 has the potential for further growth, investors should be aware of potential risks. Global economic uncertainty, geopolitical tensions, and interest rate hikes could impact the index's performance. Therefore, monitoring the overall market conditions and conducting thorough research remains crucial for informed investment decisions.


Rating Short-Term Long-Term Senior
Outlook*B2B1
Income StatementBaa2B3
Balance SheetBaa2B1
Leverage RatiosCBa3
Cash FlowB3Baa2
Rates of Return and ProfitabilityCC

*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?

TA 35 Index: A Thriving Market with Favorable Growth Prospects

The Tel-Aviv 35 (TA 35) Index, comprising the 35 most liquid companies listed on the Tel Aviv Stock Exchange, has witnessed a remarkable surge in recent years, surpassing its pre-pandemic peak. This index serves as a benchmark for the performance of the Israeli stock market, providing investors with exposure to a diversified portfolio of leading companies in various sectors. The favorable economic outlook for Israel, coupled with increasing foreign investment inflows, bodes well for the continued growth of the TA 35 index.


The competitive landscape within the TA 35 index is characterized by a mix of established industry leaders and innovative, high-growth companies. Leading companies such as Teva Pharmaceutical Industries, ICL Group, and Bank Hapoalim hold dominant positions in their respective sectors. However, the index also features several promising start-ups and technology companies that are gaining traction and contributing to the index's overall dynamism. This blend of established players and emerging challengers creates a competitive environment that fosters innovation and drives growth.


The TA 35 index offers investors exposure to a wide range of sectors, including banking, healthcare, technology, energy, and real estate. This diversification reduces overall risk and provides opportunities for portfolio optimization. The index's strong correlation with global market trends, particularly with the Nasdaq Composite Index, makes it an attractive investment option for those seeking exposure to the global technology sector with a focus on Israeli companies.


In summary, the TA 35 index presents a compelling investment opportunity in a dynamic and growing market. Its strong performance, diversified sector exposure, and competitive landscape offer potential for long-term capital appreciation. As Israel's economy continues to flourish and attract foreign investment, the TA 35 index is poised for further growth and success.

TA 35 Index Future: Poised for Further Growth

The Tel Aviv 35 (TA 35) index future has exhibited a strong upward trajectory in recent months, and technical analysis suggests that this trend is likely to continue in the near term. The index has consistently traded above its key moving averages, indicating a bullish bias among market participants. Additionally, the recent breakout above a key resistance level has provided further confirmation of this positive outlook.


Momentum indicators, such as the Relative Strength Index (RSI) and the Moving Average Convergence Divergence (MACD), also support the bullish view. The RSI is currently above 50, indicating that the market is in a bullish phase. The MACD has crossed above its signal line, providing further confirmation of the bullish momentum.


From a fundamental perspective, the Israeli economy has remained resilient amid global headwinds. The country's strong tech sector, low unemployment rate, and supportive monetary policy have contributed to this resilience. As a result, corporate earnings have remained robust, which is reflected in the performance of the TA 35 index.


Given the favorable technical and fundamental factors, the TA 35 index future is well-positioned for further growth. Investors should consider taking positions in line with the bullish trend, with potential targets identified based on key technical levels. However, it is important to note that all investments carry risk, and investors should conduct thorough due diligence before making any investment decisions.

TA 35 Index: Analysis and Key Company News

The Tel Aviv 35 Index (TA 35), a barometer of the Israeli stock market, has been fluctuating over the past few days. The index has witnessed both gains and losses, influenced by various economic and political factors. Despite the volatility, the TA 35 remains a significant indicator of the overall performance of the Israeli economy.

One of the notable developments in the TA 35 Index is the strong performance of the financial sector. Companies such as Bank Hapoalim and Bank Leumi have reported healthy earnings, contributing to the overall rise in the index. However, the technology sector has faced some headwinds, with companies like Check Point Software Technologies and Nice Systems showing a decline in their share prices.

In terms of company news, Teva Pharmaceutical Industries, one of the largest companies listed on the TA 35, recently announced a strategic restructuring plan to improve its financial performance. This announcement had a mixed impact on the market, with some analysts expressing optimism about the plan's potential to enhance the company's long-term profitability.

Looking ahead, the TA 35 Index is expected to continue to be influenced by both domestic and global economic conditions. Market observers will closely monitor key economic data, such as inflation and interest rates, as well as geopolitical developments in the region. The performance of the technology and financial sectors will also play a significant role in shaping the overall direction of the index.

TA 35 Index Risk Assessment


The TA 35 Index, a benchmark for the Israeli stock market, has recently experienced increased volatility, prompting concerns about potential risks for investors. The index has been affected by a combination of local and global factors, including geopolitical tensions, interest rate hikes, and economic uncertainty. As a result, investors are advised to carefully assess the risks associated with the TA 35 Index before making investment decisions. One important aspect to consider is the composition of the index, which is heavily weighted towards financial and technology companies. This sector concentration can amplify market movements, both positive and negative. Additionally, the relatively small size of the Israeli market compared to global markets can make the TA 35 Index more susceptible to liquidity issues and market manipulation.


To mitigate these risks, investors should diversify their portfolios by investing in a range of asset classes, including bonds, commodities, and international stocks. Diversification helps reduce overall risk by spreading investments across different markets and asset types. It is also important to consider the investment horizon when investing in the TA 35 Index. Long-term investors may be able to ride out market fluctuations, while short-term investors may be more exposed to potential losses. Investors should consult with a financial advisor to determine an investment strategy that aligns with their individual risk tolerance and financial goals.


Despite the risks, the TA 35 Index offers potential opportunities for investors. The Israeli economy has a strong track record of growth, and the technology sector is a major driver of innovation and job creation. By carefully assessing the risks and implementing appropriate mitigation strategies, investors can potentially benefit from the growth potential of the Israeli stock market while managing their overall investment risk.


In conclusion, the TA 35 Index offers both risks and opportunities for investors. Increased volatility in recent times has heightened concerns about potential risks, but by diversifying portfolios, considering investment horizons, and seeking professional advice, investors can potentially navigate the challenges and tap into the growth potential of the Israeli stock market. Regular monitoring of market conditions and ongoing risk assessment are crucial for informed investment decisions.


References

  1. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  2. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  3. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  4. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  5. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. S&P 500: Is the Bull Market Ready to Run Out of Steam?. AC Investment Research Journal, 220(44).
  6. 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.
  7. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.