다올투자증권 (030210.KS)
AI Strategic Investment Report

Based on the integrated quant analysis for 030210.KS, the VECM model indicates a **Bullish** trend. Strong causal linkages with factors like Gold Futures (GC=F), SK Hynix (000660.KS), Samsung Electronics (005930.KS), KOSPI (^KS11), Dollar Index ETF(UUP) (UUP), VIX Short-Term Futures ETF(VXX) (VXX) suggest that global macro conditions are key drivers of price action for this asset. Fama-French factor analysis shows a market beta of -0.01, indicating sensitivity to market movements with an alpha of -0.0003. The Kalman filter's denoised price action aligns with the VECM Bullish signal, while the Prophet model projects a -5.7% decrease over the next year. However, Copula analysis reveals a joint crash probability of 2.1%, 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.*