한일사료 (005860.KQ)
AI Strategic Investment Report

Based on the integrated quant analysis for **한일사료**(005860.KQ), Macro Analysis indicates a **Bearish** trend. Strong causal linkages with factors like VIX Short-Term Futures ETF (VXX), Gold Futures (GC=F), 20Y+ Treasury Bond ETF(TLT), USD/KRW Exchange Rate (KRW=X), US Treasury Bond Futures (ZB=F) suggest that global macro conditions are key drivers of price action. Factor analysis shows that the asset has a market beta of -0.19, appearing largely independent of broader market trends. Price action denoised by the Kalman filter aligns with the Bearish signal, while the Prophet model projects a 4.9% increase over the next year. Copula analysis reveals a joint crash probability of 1.2%, suggesting caution. Overall, we recommend a strategic position considering these local-global dynamics. *This report is a simulation result due to the absence of an API key.*