한미반도체 (042700.KS)
AI Strategic Investment Report

Based on the integrated quant analysis for **한미반도체**(042700.KS), Short-to-medium term Macro Analysis indicates a **Bullish** trend. Strong causal linkages with factors like Gold Futures (GC=F), KOSPI (^KS11), SK Hynix (000660.KS), Dollar Index ETF(UUP), Samsung Electronics (005930.KS), VIX Short-Term Futures ETF (VXX) suggest that global macro conditions are key drivers of price action. Factor analysis shows that the asset has a market beta of 0.31, showing defensive characteristics with low market sensitivity. Price action denoised by the Kalman filter aligns with the Bullish signal in the short-to-medium term. Additionally, the long-term Prophet model projects a 67.9% increase over the next year. both short-term and long-term trends consistently point towards a bullish outlook, enhancing the signal's reliability. 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.*