Assessment - Kospi 50 - 5/06/24 - RS = 8
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ8
∅-RS
Kospi 50
2,559.650
06:30
0.70
2,510.980
1.94
2,502.300
8.680
0.35
6.18
L
Amorepacific
170,800.000
06:30
1.12
168,700.000
1.24
114,800.000
53,900.000
46.95
39.00
SK Hynix
179,900.000
06:30
2.57
173,200.000
3.87
166,600.000
6,600.000
3.96
35.30
L
KB Financial
79,300.000
06:30
3.52
73,700.000
7.60
70,700.000
3,000.000
4.24
33.80
L
Krafton
259,000.000
06:30
-1.71
251,000.000
3.19
232,500.000
18,500.000
7.96
30.82
Hana Financial
62,100.000
06:30
4.37
58,000.000
7.07
59,500.000
-1,500.000
-2.52
30.67
Kia
114,100.000
06:30
2.15
113,900.000
0.18
126,200.000
-12,300.000
-9.75
25.57
L
Shinhan
47,750.000
06:30
2.69
46,450.000
2.80
45,700.000
750.000
1.64
23.13
Samsung C&T
150,000.000
06:30
1.08
146,000.000
2.74
168,100.000
-22,100.000
-13.15
22.09
Hyundai Motor
241,500.000
06:30
1.90
241,000.000
0.21
243,500.000
-2,500.000
-1.03
19.18
IBK
13,880.000
06:30
0.29
13,660.000
1.61
14,250.000
-590.000
-4.14
17.98
Samsung F&M Ins
326,500.000
06:30
3.32
301,000.000
8.47
316,000.000
-15,000.000
-4.75
15.70
Hyundai Heavy
129,900.000
06:30
0.31
128,300.000
1.25
114,100.000
14,200.000
12.45
15.11
Samsung Life
91,900.000
06:30
3.72
83,800.000
9.67
103,100.000
-19,300.000
-18.72
15.00
Celltrion
192,900.000
06:30
1.69
189,000.000
2.06
179,500.000
9,500.000
5.29
14.69
Woori Financial
14,530.000
06:30
1.32
14,130.000
2.83
14,250.000
-120.000
-0.84
11.39
Samsung SDS
156,700.000
06:30
0.90
158,800.000
-1.32
161,600.000
-2,800.000
-1.73
10.86
L
LG HH & HC
466,000.000
06:30
1.53
432,000.000
7.87
350,500.000
81,500.000
23.25
9.89
Korea Electric Power
20,600.000
06:30
-5.50
21,250.000
-3.06
24,000.000
-2,750.000
-11.46
9.69
L
HD Hyundai Heavy
136,300.000
06:30
0.59
133,600.000
2.02
113,200.000
20,400.000
18.02
9.58
Samsung Electronics
79,200.000
06:30
-0.63
77,600.000
2.06
72,400.000
5,200.000
7.18
7.86
L
Samsung Elec-Mech
153,600.000
06:30
-0.65
151,100.000
1.65
134,600.000
16,500.000
12.26
5.55
L
KT & G
90,600.000
06:30
-0.98
92,100.000
-1.63
92,200.000
-100.000
-0.11
5.05
KT
35,800.000
06:30
0.42
34,500.000
3.77
38,250.000
-3,750.000
-9.80
3.33
L
Doosan Enerbility
17,330.000
06:30
-1.76
16,550.000
4.71
16,720.000
-170.000
-1.02
2.77
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ8
∅-RS
Hyundai Glovis
182,800.000
06:30
0.49
183,300.000
-0.27
186,500.000
-3,200.000
-1.72
2.64
SK Telecom
52,400.000
06:30
1.16
50,800.000
3.15
52,200.000
-1,400.000
-2.68
2.53
SK Biopharmaceutical
89,800.000
06:30
1.58
86,600.000
3.70
95,100.000
-8,500.000
-8.94
1.60
Samsung BioLogics
787,000.000
06:30
0.77
771,000.000
2.08
830,000.000
-59,000.000
-7.11
1.35
SK Holdings
163,500.000
06:30
2.19
160,500.000
1.87
184,400.000
-23,900.000
-12.96
-1.17
S
KakaoBank
24,050.000
06:30
25,300.000
-4.94
28,900.000
-3,600.000
-12.46
-1.38
Hyundai Mobis
227,000.000
06:30
0.44
226,000.000
0.44
250,000.000
-24,000.000
-9.60
-2.14
S
Kakao
47,800.000
06:30
-1.65
49,200.000
-2.85
54,600.000
-5,400.000
-9.89
-2.87
S-Oil
70,400.000
06:30
0.14
70,300.000
0.14
75,200.000
-4,900.000
-6.52
-3.19
Naver
188,600.000
06:30
0.16
194,600.000
-3.08
189,900.000
4,700.000
2.47
-4.19
L
Korea Zinc
496,500.000
06:30
0.30
463,000.000
7.24
451,000.000
12,000.000
2.66
-4.27
S
LG
79,800.000
06:30
0.88
77,100.000
3.50
97,300.000
-20,200.000
-20.76
-9.15
S
LG Electronics
97,500.000
06:30
4.50
92,400.000
5.52
95,500.000
-3,100.000
-3.25
-10.46
S
Posco International
46,900.000
06:30
1.74
46,150.000
1.63
53,800.000
-7,650.000
-14.22
-11.33
S
Posco Holdings
401,000.000
06:30
0.75
403,500.000
-0.62
437,000.000
-33,500.000
-7.67
-11.35
S
HMM
18,340.000
06:30
6.01
15,310.000
19.79
16,620.000
-1,310.000
-7.88
-11.38
L
Samsung SDI
429,000.000
06:30
-0.35
438,000.000
-2.05
413,500.000
24,500.000
5.93
-12.19
S
Hybe
200,500.000
06:30
0.30
203,500.000
-1.47
203,000.000
500.000
0.25
-12.97
L
LG Energy Solution
383,500.000
06:30
-1.29
391,000.000
-1.92
400,500.000
-9,500.000
-2.37
-14.59
S
Posco Future M
280,500.000
06:30
-0.71
280,500.000
317,000.000
-36,500.000
-11.51
-16.48
S
KakaoPay
35,850.000
06:30
0.14
35,800.000
0.14
41,000.000
-5,200.000
-12.68
-20.70
S
LG Chemical
397,000.000
06:30
0.13
403,500.000
-1.61
436,000.000
-32,500.000
-7.45
-22.01
S
Lotte Chemical
108,600.000
06:30
1.21
108,400.000
0.18
120,000.000
-11,600.000
-9.67
-22.83
SK Innovation
111,200.000
06:30
-0.18
109,600.000
1.46
118,600.000
-9,000.000
-7.59
-23.95
L
NCsoft
204,000.000
06:30
10.57
179,700.000
13.52
197,000.000
-17,300.000
-8.78
-24.51
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ8
∅-RS
EcoPro Materials
101,000.000
06:30
-2.13
109,800.000
-8.01
156,800.000
-47,000.000
-29.97
-na-
Kospi 50 - 50 out of 50 instruments rated - 5/06/24 / 3/11/24 - 15 did rise, Market-Ratio(8) = 30.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 * S8 - 27/30 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
6/05/06
154
- cash -
short
6/05/06
7/24/06
49
NCsoft
100
200
49.800
41.200
60.195
10.395
21
12,079
310
7/24/06
1/07/08
532
- cash -
1/07/08
1/14/08
7
NCsoft
100
250
48.300
48.250
48.350
0.050
0
12,092
6
1/14/08
1/21/08
7
- cash -
1/21/08
3/17/08
56
NCsoft
100
250
48.200
43.500
53.408
5.208
11
13,393
95
3/17/08
6/23/08
98
- cash -
6/23/08
8/18/08
56
Lotte Chemical
100
166
80.500
70.900
91.400
10.900
14
15,203
129
8/18/08
8/25/08
7
- cash -
8/25/08
9/01/08
7
Hyundai Heavy
100
65
233.327
215.304
252.859
19.532
8
16,472
6,514
9/01/08
9/22/08
21
- cash -
9/22/08
9/29/08
7
Kangwon Land
100
1,147
14.350
14.450
14.250
-0.100
-1
16,358
-31
9/29/08
10/06/08
7
- cash -
10/06/08
12/15/08
70
Daewoo SB&ME
100
733
22.300
18.800
26.452
4.152
19
19,401
144
12/15/08
3/02/09
77
- cash -
3/02/09
3/09/09
7
IBK
100
3,464
5.600
5.360
5.851
0.251
4
20,269
881
3/09/09
11/16/09
252
- cash -
11/16/09
11/30/09
14
Daewoo SB&ME
100
1,255
16.150
14.350
18.176
2.026
13
22,812
2,078
11/30/09
2/08/10
70
- cash -
2/08/10
3/01/10
21
Samsung Heavy
100
983
23.200
24.650
21.750
-1.450
-6
21,386
-67
3/01/10
3/07/11
371
- cash -
3/07/11
3/21/11
14
Korea Electric Power
100
790
27.050
26.550
27.559
0.509
2
21,789
63
3/21/11
8/08/11
140
- cash -
8/08/11
10/03/11
56
LG Display
100
1,045
20.850
20.050
21.682
0.832
4
22,658
29
10/03/11
12/19/11
77
- cash -
12/19/11
1/09/12
21
Hyundai Heavy
100
82
275.000
289.000
261.000
-14.000
-5
21,510
-60
1/09/12
5/14/12
126
- cash -
5/14/12
7/09/12
56
SK Holdings
100
233
92.300
103.000
81.600
-10.700
-12
19,017
-55
7/09/12
4/15/13
280
- cash -
4/15/13
4/29/13
14
Lotte Chemical
100
117
162.500
159.500
165.556
3.056
2
19,375
63
4/29/13
6/24/13
56
- cash -
6/24/13
7/15/13
21
Lotte Chemical
100
151
128.000
146.500
109.500
-18.500
-14
16,581
-93
7/15/13
1/27/14
196
- cash -
1/27/14
2/03/14
7
Samsung Elec-Mech
100
244
67.900
65.200
70.712
2.812
4
17,267
730
2/03/14
10/13/14
252
- cash -
10/13/14
11/03/14
21
Daewoo SB&ME
100
1,018
16.950
18.800
15.100
-1.850
-11
15,384
-87
11/03/14
6/15/15
224
- cash -
6/15/15
8/03/15
49
Daewoo SB&ME
100
1,072
14.350
7.010
29.376
15.026
105
31,491
20,679
8/03/15
8/24/15
21
- cash -
8/24/15
8/31/15
7
Daewoo SB&ME
100
5,476
5.750
6.730
4.770
-0.980
-17
26,125
-100
8/31/15
9/07/15
7
- cash -
9/07/15
9/14/15
7
Daewoo SB&ME
100
4,000
6.530
7.190
5.870
-0.660
-10
23,485
-100
9/14/15
12/21/15
98
- cash -
12/21/15
12/28/15
7
Daewoo SB&ME
100
4,516
5.200
5.150
5.251
0.050
1
23,713
66
12/28/15
1/18/16
21
- cash -
1/18/16
2/01/16
14
Daewoo SB&ME
100
4,935
4.805
4.105
5.624
0.819
17
27,757
5,965
2/01/16
6/20/16
140
- cash -
6/20/16
7/04/16
14
Samsung SDS
100
182
152.500
142.000
163.776
11.276
7
29,809
542
7/04/16
9/11/17
434
- cash -
9/11/17
10/02/17
21
Korea Aerospace
100
648
45.950
43.700
48.316
2.366
5
31,342
139
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
10/02/17
2/12/18
133
- cash -
2/12/18
2/19/18
7
Korea Electric Power
100
920
34.050
33.100
35.027
0.977
3
32,241
337
2/19/18
3/05/18
14
- cash -
3/05/18
3/12/18
7
Korea Electric Power
100
992
32.500
33.100
31.900
-0.600
-2
31,646
-62
3/12/18
3/26/18
14
- cash -
3/26/18
4/02/18
7
Korea Electric Power
100
1,025
30.850
33.250
28.450
-2.400
-8
29,186
-99
4/02/18
7/02/18
91
- cash -
7/02/18
7/09/18
7
LG Display
100
1,608
18.150
18.850
17.450
-0.700
-4
28,060
-87
7/09/18
7/16/18
7
- cash -
7/16/18
7/30/18
14
Hyundai Heavy
100
288
97.100
107.500
86.700
-10.400
-11
25,065
-95
7/30/18
10/29/18
91
- cash -
10/29/18
11/19/18
21
Amorepacific Group
100
404
61.900
61.400
62.404
0.504
1
25,269
15
11/19/18
11/26/18
7
- cash -
11/26/18
12/03/18
7
Amorepacific Group
100
405
62.300
65.800
58.800
-3.500
-6
23,851
-95
12/03/18
5/13/19
161
- cash -
5/13/19
7/01/19
49
Samsung BioLogics
100
83
285.000
321.000
249.000
-36.000
-13
20,863
-63
7/01/19
7/29/19
28
- cash -
7/29/19
8/12/19
14
Hanwha Life
100
8,312
2.510
2.345
2.687
0.177
7
22,331
489
8/12/19
1/13/20
154
- cash -
1/13/20
2/10/20
28
Hanmi Science
100
606
36.800
34.800
38.915
2.115
6
23,613
107
2/10/20
2/24/20
14
- cash -
2/24/20
4/27/20
63
Hanmi Science
100
779
30.300
27.900
32.907
2.607
9
25,643
61
4/27/20
8/09/21
469
- cash -
8/09/21
9/06/21
28
Celltrion
100
96
266.000
278.500
253.500
-12.500
-5
24,443
-47
9/06/21
9/13/21
7
- cash -
9/13/21
9/27/21
14
NCsoft
100
41
591.000
583.000
599.110
8.110
1
24,776
43
9/27/21
10/04/21
7
- cash -
10/04/21
10/18/21
14
NCsoft
100
41
595.000
596.000
594.000
-1.000
0
24,735
-4
10/18/21
11/22/21
35
- cash -
11/22/21
11/29/21
7
LG HH & HC
100
21
1,170.000
1,113.000
1,229.919
59.919
5
25,993
1,252
11/29/21
12/13/21
14
- cash -
12/13/21
12/27/21
14
Celltrion
100
126
205.000
204.000
206.005
1.005
0
26,120
14
12/27/21
1/31/22
35
- cash -
1/31/22
2/28/22
28
Celltrion
100
172
151.000
159.500
142.500
-8.500
-6
24,658
-53
2/28/22
3/07/22
7
- cash -
3/07/22
3/14/22
7
NCsoft
100
58
424.500
444.500
404.500
-20.000
-5
23,498
-92
3/14/22
6/20/22
98
- cash -
6/20/22
8/08/22
49
LG HH & HC
100
37
620.000
758.000
482.000
-138.000
-22
18,392
-85
8/08/22
9/26/22
49
- cash -
9/26/22
10/31/22
35
Netmarble Games
100
337
54.500
44.600
66.598
12.098
22
22,468
709
10/31/22
7/10/23
252
- cash -
7/10/23
7/24/23
14
LG HH & HC
100
51
440.000
432.500
447.630
7.630
2
22,858
57
7/24/23
10/30/23
98
- cash -
10/30/23
11/06/23
7
LG HH & HC
100
73
311.000
348.500
273.500
-37.500
-12
20,120
-100
11/06/23
4/15/24
161
- cash -
4/15/24
4/22/24
7
NCsoft
100
118
170.200
170.400
170.000
-0.200
0
20,096
-6
4/22/24
5/10/24
18
- cash -
accum 6/05/06
4/22/24 1071
days out of 6703 invested (16%)
101
20,096
27
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Daewoo SB&ME short 10/06/08 12/15/08 70 22.30 18.80 26.45 4.15 18.62
11/16/09 11/30/09 14 16.15 14.35 18.18 2.03 12.54
10/13/14 11/03/14 21 16.95 18.80 15.10 -1.85 -10.91
6/15/15 8/03/15 49 14.35 7.01 29.38 15.03 104.71
8/24/15 8/31/15 7 5.75 6.73 4.77 -0.98 -17.04
9/07/15 9/14/15 7 6.53 7.19 5.87 -0.66 -10.11
12/21/15 12/28/15 7 5.20 5.15 5.25 0.05 0.97
1/18/16 2/01/16 14 4.81 4.11 5.62 0.82 17.05 114.57
NCsoft 6/05/06 7/24/06 49 49.80 41.20 60.20 10.40 20.87
1/07/08 1/14/08 7 48.30 48.25 48.35 0.05 0.10
1/21/08 3/17/08 56 48.20 43.50 53.41 5.21 10.80
9/13/21 9/27/21 14 591.00 583.00 599.11 8.11 1.37
10/04/21 10/18/21 14 595.00 596.00 594.00 -1.00 -0.17
3/07/22 3/14/22 7 424.50 444.50 404.50 -20.00 -4.71
4/15/24 4/22/24 7 170.20 170.40 170.00 -0.20 -0.12 29.14
Netmarble Games 9/26/22 10/31/22 35 54.50 44.60 66.60 12.10 22.20 22.20
Hanmi Science 1/13/20 2/10/20 28 36.80 34.80 38.91 2.11 5.75
2/24/20 4/27/20 63 30.30 27.90 32.91 2.61 8.60 14.84
Samsung SDS 6/20/16 7/04/16 14 152.50 142.00 163.78 11.28 7.39 7.39
Hanwha Life 7/29/19 8/12/19 14 2.51 2.35 2.69 0.18 7.04 7.04
Korea Aerospace 9/11/17 10/02/17 21 45.95 43.70 48.32 2.37 5.15 5.15
IBK 3/02/09 3/09/09 7 5.60 5.36 5.85 0.25 4.48 4.48
Samsung Elec-Mech 1/27/14 2/03/14 7 67.90 65.20 70.71 2.81 4.14 4.14
LG Display 8/08/11 10/03/11 56 20.85 20.05 21.68 0.83 3.99
7/02/18 7/09/18 7 18.15 18.85 17.45 -0.70 -3.86 -0.02
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kangwon Land 9/22/08 9/29/08 7 14.35 14.45 14.25 -0.10 -0.70 -0.70
Lotte Chemical 6/23/08 8/18/08 56 80.50 70.90 91.40 10.90 13.54
4/15/13 4/29/13 14 162.50 159.50 165.56 3.06 1.88
6/24/13 7/15/13 21 128.00 146.50 109.50 -18.50 -14.45 -1.04
Amorepacific Group 10/29/18 11/19/18 21 61.90 61.40 62.40 0.50 0.81
11/26/18 12/03/18 7 62.30 65.80 58.80 -3.50 -5.62 -4.85
Korea Electric Power 3/07/11 3/21/11 14 27.05 26.55 27.56 0.51 1.88
2/12/18 2/19/18 7 34.05 33.10 35.03 0.98 2.87
3/05/18 3/12/18 7 32.50 33.10 31.90 -0.60 -1.85
3/26/18 4/02/18 7 30.85 33.25 28.45 -2.40 -7.78 -5.13
Samsung Heavy 2/08/10 3/01/10 21 23.20 24.65 21.75 -1.45 -6.25 -6.25
Hyundai Heavy 8/25/08 9/01/08 7 233.33 215.30 252.86 19.53 8.37
12/19/11 1/09/12 21 275.00 289.00 261.00 -14.00 -5.09
7/16/18 7/30/18 14 97.10 107.50 86.70 -10.40 -10.71 -8.16
Celltrion 8/09/21 9/06/21 28 266.00 278.50 253.50 -12.50 -4.70
12/13/21 12/27/21 14 205.00 204.00 206.00 1.00 0.49
1/31/22 2/28/22 28 151.00 159.50 142.50 -8.50 -5.63 -9.62
SK Holdings 5/14/12 7/09/12 56 92.30 103.00 81.60 -10.70 -11.59 -11.59
Samsung BioLogics 5/13/19 7/01/19 49 285.00 321.00 249.00 -36.00 -12.63 -12.63
LG HH & HC 11/22/21 11/29/21 7 1,170.00 1,113.00 1,229.92 59.92 5.12
6/20/22 8/08/22 49 620.00 758.00 482.00 -138.00 -22.26
7/10/23 7/24/23 14 440.00 432.50 447.63 7.63 1.73
10/30/23 11/06/23 7 311.00 348.50 273.50 -37.50 -12.06 -26.88
Annotations
3/08/24 Kospi 50 Component update:
Doosan Enerbility, EcoPro Materials, HD Hyundai Heavy, HMM, Hybe, Krafton, KakaoBank, KakaoPay, LG
Energy Solution, Posco Future M, Posco International, Samsung Electro-Mechanics and SK
Biopharmaceuticals replace
Amorepacific Group, CJ, Coway, E-Mart, Hancook Tyre, Hanmi Science, Hanwha Life, Hyundai Steel,
Kangwon Land, Korea Aerospace, LG Display, Lotte Shopping and Netmarble Games
10/08/18 Naver stock split 1:5 (five for one)
6/06/18 Kospi 50 Celltrion, Kakao, Netmarble and Samsung Biologics replace KCC, Orion Confectionary, Samsung Card and
Samsung E&M
5/04/18 Samsung Electronics stock split 1:50 (fifty for one)
12/22/16 Kospi 50 CJ, Hanmi Science and Korea Aerospace replace DSME, Hyunday E&C and Samsung Heavy
3/31/16 Kospi 50 Samsung C&T replaces Cheil
9/01/15 Kospi 50 Orion Confectionery replaces Samsung C&T
8/19/15 Kospi 50 complete analysis
8/03/15 Kospi 50 KCC replaces SK Holdings
6/12/15 Kospi 50 Amorepacific Group and Coway replace Doosan Heavy (DHICO) and OCI
5/08/15 Amorepacific forward stock split 1:10 (ten for one)
3/13/15 Kospi 50 Cheil Industries and Samsung SDS replace Daewoo E&C and Samsung Securities
2/18/15 Kospi 50 Hyundai Merchant Marine, Samsung Engineering and Woori Finance were replaced by Hankock Tire, SK C&C and Woori
Bank.
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