에스티아이 (039440.KQ)
AI Strategic Investment Report

Based on the integrated quant analysis for **에스티아이**(039440.KQ), Short-to-medium term Macro Analysis indicates a **Bearish** trend. Strong causal linkages with factors like Gold Futures (GC=F), VIX Short-Term Futures ETF (VXX), Samsung Electronics (005930.KS), KOSPI (^KS11) suggest that global macro conditions are key drivers of price action. Factor analysis shows that the asset has a market beta of 0.66, showing defensive characteristics with low market sensitivity. Price action denoised by the Kalman filter aligns with the Bearish signal in the short-to-medium term. On the other hand, the long-term Prophet model projects a 93.5% increase over the next year. the divergence between short-term macro drivers and long-term secular trends necessitates a differentiated strategy based on your investment time horizon. Copula analysis reveals a joint crash probability of 2.9%, 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.*