동부건설우 (005965.KS)
AI Strategic Investment Report

Based on the integrated quant analysis for 005965.KS, the VECM model indicates a **Bearish** trend. Strong causal linkages with factors like SK Hynix (000660.KS), VIX Short-Term Futures ETF(VXX) (VXX), USD/KRW Exchange Rate (KRW=X), 20Y+ Treasury Bond ETF(TLT) (TLT), US Treasury Bond Futures (ZB=F), Gold Futures (GC=F) suggest that global macro conditions are key drivers of price action for this asset. Fama-French factor analysis shows a market beta of -0.03, indicating sensitivity to market movements with an alpha of 0.0004. The Kalman filter's denoised price action aligns with the VECM Bearish signal, while the Prophet model projects a 6.1% increase over the next year. However, Copula analysis reveals a joint crash probability of 0.4%, suggesting caution. Overall, we recommend a strategic position considering these global-local linkages. *This report is a simulation result due to the absence of an API key.*