한익스프레스 (014130.KS)
AI Strategic Investment Report

Based on the integrated quant analysis for **한익스프레스**(014130.KS), Macro Analysis indicates a **Bullish** trend. Strong causal linkages with factors like Dollar Index ETF(UUP), VIX Short-Term Futures ETF (VXX), Gold Futures (GC=F), USD/KRW Exchange Rate (KRW=X) suggest that global macro conditions are key drivers of price action. Factor analysis shows that the asset has a market beta of 0.15, appearing largely independent of broader market trends. Price action denoised by the Kalman filter aligns with the Bullish signal, while the Prophet model projects a 27.0% decrease 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.*