AK홀딩스 (006840.KS)
AI Strategic Investment Report

Based on the integrated quant analysis for 006840.KS, the VECM model indicates a **Bearish** trend. Strong causal linkages with factors like VIX Short-Term Futures ETF(VXX) (VXX), US Treasury Bond Futures (ZB=F), 20Y+ Treasury Bond ETF(TLT) (TLT) suggest that global macro conditions are key drivers of price action for this asset. Fama-French factor analysis shows a market beta of 0.10, indicating sensitivity to market movements with an alpha of -0.0010. The Kalman filter's denoised price action aligns with the VECM Bearish signal, while the Prophet model projects a -44.3% decrease over the next year. However, Copula analysis reveals a joint crash probability of 0.0%, 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.*