ASX 200 Analysis Report - January 2021

Description
About the Report

The report aims to analyse the Australian stock market by selecting the ASX 200 index as one of the widely used performance measures. It further drills down to sector, industry, and company level analysis. The analysis encompasses traditional methods such as Discounted Cash Flows, Alpha, EPS, PE, and stochastic financial modelling for prediction and Artificial Intelligence for public sentiment analysis on Twitter. There is a separate section for each sector where industries within that sector analysed using the Ordinary Least Square method and each company in the industry on Security Market Line to visualise over and undervalued stocks. Buy, Sell, Hold ratings based on stocks Discounted Cash Flow value and the expected growth potential of the current stock price. Disclaimer statement provided at the end of the report.

The report is a browser-based interactive report, and the reader will need login details that are available here in the download section in the form of a text file. The file contains login details and the URL address of the report.
The report aims to provide insight and outlook of all 11 sectors, industries, and companies in the ASX 200 index without using technical jargon to be easy to understand. We have tried to achieve this by explaining trends and insights using visualization approaches.

Some features of the report.
- Performance review since January 2020
- EPS/PE/DCF (Target price)
- Investor desired/expected returns (CAPM)
- The sensitivity of the stock to the market movements (Beta)
- The actual achievement of the stock compares to investor desired return (Alpha)
- Undervalued/overvalued stocks on the Security Market Line (SML).
- Prediction of the index movement using Stochastic models (Brownian Motion and Monte Carlo Simulations)
- Comparison of sector performance

It should be noted that prediction is an educated guess of the future and does not guarantee an actual outcome; therefore, readers should apply caution and due diligence before making a decision.


Disclaimer :
All information provided in this report is impersonal and not tailored to the needs of any person, entity, or group of persons. The author of the report does not guarantee the accuracy and/or completeness of the report, any data included therein, or any data from which it is based. The author shall have no liability for any errors, omissions, or interruptions therein. The author makes no warranties, express or implied, as to results to be obtained from the use of information provided by the report and used in this service, and the author expressly disclaims all warranties of suitability with respect thereto. While the report has obtained information believed to be reliable, The author shall not be liable for any claims or losses of any nature in connection with the information contained in this document, including but not limited to, lost profits or punitive or consequential damages, even if it is advised of the possibility of same. These materials have been prepared solely for informational purposes based upon information generally available to the public from sources believed to be reliable. The report makes no representation with respect to the accuracy or completeness of these materials, the content of which may change without notice. No author of the report accepts any liability whatsoever for any direct, indirect, consequential, or other loss arising from any use of this material. We cannot guarantee that the integrity of this communication has been maintained, is free from errors, virus interception or interference.