위지트 (036090.KQ)
AI Strategic Investment Report

Based on the integrated quant analysis for 036090.KQ, the VECM model indicates a **Bearish** trend. Strong causal linkages with factors like VIX Short-Term Futures ETF(VXX) (VXX), USD/KRW Exchange Rate (KRW=X), Gold Futures (GC=F), SK Hynix (000660.KS), KOSPI (^KS11) suggest that global macro conditions are key drivers of price action for this asset. Fama-French factor analysis shows a market beta of 0.09, indicating sensitivity to market movements with an alpha of -0.0002. The Kalman filter's denoised price action aligns with the VECM Bearish signal, while the Prophet model projects a -14.6% 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.*