Assessment - Kospi 50 - 5/06/24 - RS = 9
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ9
∅-RS
Kospi 50
2,559.650
Fri
0.70
2,510.980
1.94
2,523.190
-12.210
-0.48
6.18
L
Amorepacific
170,800.000
Fri
1.12
168,700.000
1.24
118,100.000
50,600.000
42.85
39.00
SK Hynix
179,900.000
Fri
2.57
173,200.000
3.87
166,500.000
6,700.000
4.02
35.30
L
KB Financial
79,300.000
Fri
3.52
73,700.000
7.60
69,000.000
4,700.000
6.81
33.80
L
Krafton
259,000.000
Fri
-1.71
251,000.000
3.19
217,500.000
33,500.000
15.40
30.82
Hana Financial
62,100.000
Fri
4.37
58,000.000
7.07
60,200.000
-2,200.000
-3.65
30.67
Kia
114,100.000
Fri
2.15
113,900.000
0.18
125,600.000
-11,700.000
-9.32
25.57
L
Shinhan
47,750.000
Fri
2.69
46,450.000
2.80
44,200.000
2,250.000
5.09
23.13
Samsung C&T
150,000.000
Fri
1.08
146,000.000
2.74
163,000.000
-17,000.000
-10.43
22.09
Hyundai Motor
241,500.000
Fri
1.90
241,000.000
0.21
255,500.000
-14,500.000
-5.68
19.18
IBK
13,880.000
Fri
0.29
13,660.000
1.61
14,040.000
-380.000
-2.71
17.98
Samsung F&M Ins
326,500.000
Fri
3.32
301,000.000
8.47
305,000.000
-4,000.000
-1.31
15.70
Hyundai Heavy
129,900.000
Fri
0.31
128,300.000
1.25
107,800.000
20,500.000
19.02
15.11
Samsung Life
91,900.000
Fri
3.72
83,800.000
9.67
103,900.000
-20,100.000
-19.35
15.00
Celltrion
192,900.000
Fri
1.69
189,000.000
2.06
176,100.000
12,900.000
7.33
14.69
Woori Financial
14,530.000
Fri
1.32
14,130.000
2.83
14,640.000
-510.000
-3.48
11.39
Samsung SDS
156,700.000
Fri
0.90
158,800.000
-1.32
158,500.000
300.000
0.19
10.86
L
LG HH & HC
466,000.000
Fri
1.53
432,000.000
7.87
321,500.000
110,500.000
34.37
9.89
Korea Electric Power
20,600.000
Fri
-5.50
21,250.000
-3.06
24,750.000
-3,500.000
-14.14
9.69
L
HD Hyundai Heavy
136,300.000
Fri
0.59
133,600.000
2.02
113,600.000
20,000.000
17.61
9.58
Samsung Electronics
79,200.000
Fri
-0.63
77,600.000
2.06
74,900.000
2,700.000
3.60
7.86
L
Samsung Elec-Mech
153,600.000
Fri
-0.65
151,100.000
1.65
138,000.000
13,100.000
9.49
5.55
L
KT & G
90,600.000
Fri
-0.98
92,100.000
-1.63
92,800.000
-700.000
-0.75
5.05
KT
35,800.000
Fri
0.42
34,500.000
3.77
38,600.000
-4,100.000
-10.62
3.33
L
Doosan Enerbility
17,330.000
Fri
-1.76
16,550.000
4.71
15,770.000
780.000
4.95
2.77
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ9
∅-RS
Hyundai Glovis
182,800.000
Fri
0.49
183,300.000
-0.27
192,700.000
-9,400.000
-4.88
2.64
SK Telecom
52,400.000
Fri
1.16
50,800.000
3.15
52,000.000
-1,200.000
-2.31
2.53
SK Biopharmaceutical
89,800.000
Fri
1.58
86,600.000
3.70
92,000.000
-5,400.000
-5.87
1.60
Samsung BioLogics
787,000.000
Fri
0.77
771,000.000
2.08
774,000.000
-3,000.000
-0.39
1.35
SK Holdings
163,500.000
Fri
2.19
160,500.000
1.87
193,200.000
-32,700.000
-16.93
-1.17
S
KakaoBank
24,050.000
Fri
25,300.000
-4.94
28,400.000
-3,100.000
-10.92
-1.38
Hyundai Mobis
227,000.000
Fri
0.44
226,000.000
0.44
252,000.000
-26,000.000
-10.32
-2.14
S
Kakao
47,800.000
Fri
-1.65
49,200.000
-2.85
53,100.000
-3,900.000
-7.34
-2.87
S-Oil
70,400.000
Fri
0.14
70,300.000
0.14
75,100.000
-4,800.000
-6.39
-3.19
Naver
188,600.000
Fri
0.16
194,600.000
-3.08
192,000.000
2,600.000
1.35
-4.19
L
Korea Zinc
496,500.000
Fri
0.30
463,000.000
7.24
445,500.000
17,500.000
3.93
-4.27
S
LG
79,800.000
Fri
0.88
77,100.000
3.50
95,000.000
-17,900.000
-18.84
-9.15
S
LG Electronics
97,500.000
Fri
4.50
92,400.000
5.52
93,900.000
-1,500.000
-1.60
-10.46
S
Posco International
46,900.000
Fri
1.74
46,150.000
1.63
56,800.000
-10,650.000
-18.75
-11.33
S
Posco Holdings
401,000.000
Fri
0.75
403,500.000
-0.62
458,000.000
-54,500.000
-11.90
-11.35
S
HMM
18,340.000
Fri
6.01
15,310.000
19.79
17,890.000
-2,580.000
-14.42
-11.38
L
Samsung SDI
429,000.000
Fri
-0.35
438,000.000
-2.05
374,500.000
63,500.000
16.96
-12.19
S
Hybe
200,500.000
Fri
0.30
203,500.000
-1.47
192,700.000
10,800.000
5.60
-12.97
L
LG Energy Solution
383,500.000
Fri
-1.29
391,000.000
-1.92
398,500.000
-7,500.000
-1.88
-14.59
S
Posco Future M
280,500.000
Fri
-0.71
280,500.000
334,500.000
-54,000.000
-16.14
-16.48
S
KakaoPay
35,850.000
Fri
0.14
35,800.000
0.14
44,150.000
-8,350.000
-18.91
-20.70
S
LG Chemical
397,000.000
Fri
0.13
403,500.000
-1.61
462,000.000
-58,500.000
-12.66
-22.01
S
Lotte Chemical
108,600.000
Fri
1.21
108,400.000
0.18
127,000.000
-18,600.000
-14.65
-22.83
SK Innovation
111,200.000
Fri
-0.18
109,600.000
1.46
117,000.000
-7,400.000
-6.32
-23.95
L
NCsoft
204,000.000
Fri
10.57
179,700.000
13.52
191,200.000
-11,500.000
-6.01
-24.51
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
3/04/24
prc diff
⇓ Δ9
∅-RS
EcoPro Materials
101,000.000
Fri
-2.13
109,800.000
-8.01
180,700.000
-70,900.000
-39.24
-na-
Kospi 50 - 50 out of 50 instruments rated - 5/06/24 / 3/04/24 - 17 did rise, Market-Ratio(9) = 34.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 * A9 - 42/22 (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
6/12/06
161
- cash -
short
6/12/06
7/31/06
49
Samsung SDI
100
149
67.100
63.800
70.571
3.471
5
10,517
46
long
7/31/06
1/07/08
525
Korea Zinc
100
124
84.700
140.500
55.800
66
17,436
42
short
1/07/08
3/24/08
77
NCsoft
100
361
48.300
46.700
49.955
1.655
3
18,034
17
long
3/24/08
7/07/08
105
LG Electronics
100
158
113.500
120.000
6.500
6
19,061
21
short
7/07/08
12/22/08
168
Lotte Chemical
100
268
71.000
53.500
94.224
23.224
33
25,285
85
long
12/22/08
8/08/11
959
NCsoft
100
507
49.800
312.500
262.700
528
158,474
101
short
8/08/11
10/10/11
63
LG Display
100
7,600
20.850
22.200
19.500
-1.350
-6
148,214
-32
long
10/10/11
12/19/11
70
SK Holdings
100
978
151.500
121.500
-30.000
-20
118,874
-68
short
12/19/11
1/23/12
35
Hyundai Heavy
100
432
275.000
307.000
243.000
-32.000
-12
105,050
-72
long
1/23/12
5/21/12
119
Samsung Electronics
100
4,668
22.500
24.180
1.680
7
112,892
25
short
5/21/12
7/23/12
63
SK Holdings
100
1,343
84.000
95.200
72.800
-11.200
-13
97,850
-56
long
7/23/12
10/20/14
819
Amorepacific Group
100
2,691
36.350
118.300
81.950
225
318,378
69
short
10/20/14
12/08/14
49
Hyundai Heavy
100
2,817
113.000
129.000
97.000
-16.000
-14
273,306
-68
long
12/08/14
7/06/15
210
Amorepacific Group
100
2,405
113.600
196.500
82.900
73
472,680
159
short
7/06/15
10/12/15
98
Daewoo SB&ME
100
35,673
13.250
6.620
26.520
13.270
100
946,061
1,226
long
10/12/15
4/02/18
903
Lotte Chemical
100
3,491
271.000
429.500
158.500
58
1,499,385
20
short
4/02/18
5/07/18
35
Kangwon Land
100
52,609
28.500
29.050
27.950
-0.550
-2
1,470,450
-18
long
5/07/18
7/02/18
56
LG HH & HC
100
1,127
1,304.000
1,398.000
94.000
7
1,576,388
57
short
7/02/18
8/27/18
56
LG Display
100
86,853
18.150
21.150
15.150
-3.000
-17
1,315,829
-69
long
8/27/18
10/29/18
63
Samsung BioLogics
100
2,895
454.500
362.500
-92.000
-20
1,049,489
-73
short
10/29/18
12/17/18
49
Amorepacific Group
100
16,954
61.900
66.600
57.200
-4.700
-8
969,805
-44
long
12/17/18
6/10/19
175
NCsoft
100
2,020
480.000
474.000
-6.000
-1
957,685
-3
short
6/10/19
7/22/19
42
Hanwha Life
100
298,344
3.210
2.760
3.733
0.523
16
1,113,838
272
long
7/22/19
8/26/19
35
Kia
100
25,993
42.850
42.100
-0.750
-2
1,094,343
-17
short
8/26/19
9/30/19
35
Hanmi Science
100
27,188
40.250
39.600
40.911
0.661
2
1,112,306
19
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
9/30/19
2/24/20
147
Naver
100
7,084
157.000
184.000
27.000
17
1,303,574
48
short
2/24/20
5/18/20
84
Hanmi Science
100
43,022
30.300
27.450
33.446
3.146
10
1,438,917
54
long
5/18/20
8/16/21
455
Samsung BioLogics
100
2,410
597.000
983.000
386.000
65
2,369,177
49
short
8/16/21
10/25/21
70
NCsoft
100
3,014
786.000
622.000
993.241
207.241
26
2,993,802
239
long
10/25/21
11/29/21
35
Korea Zinc
100
5,233
572.000
503.000
-69.000
-12
2,632,725
-74
short
11/29/21
3/28/22
119
Amorepacific Group
100
60,872
43.250
43.150
43.350
0.100
0
2,638,825
1
long
3/28/22
6/20/22
84
Korea Aerospace
100
58,575
45.050
54.900
9.850
22
3,215,788
136
short
6/20/22
8/15/22
56
LG HH & HC
100
5,186
620.000
732.000
508.000
-112.000
-18
2,634,956
-73
long
8/15/22
10/03/22
49
Korea Aerospace
100
47,476
55.500
48.450
-7.050
-13
2,300,251
-64
short
10/03/22
11/14/22
42
Netmarble Games
100
44,839
51.300
48.450
54.318
3.018
6
2,435,557
64
long
11/14/22
5/10/24
543
Samsung SDI
100
3,208
759.000
429.000
-330.000
-43
1,376,917
-32
accum 6/12/06
5/10/24 6545
days out of 6706 invested (98%)
13,669
1,376,917
32
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
NCsoft short 1/07/08 3/24/08 77 48.30 46.70 49.95 1.65 3.43
long 12/22/08 8/08/11 959 49.80 312.50 262.70 527.51
long 12/17/18 6/10/19 175 480.00 474.00 -6.00 -1.25
short 8/16/21 10/25/21 70 786.00 622.00 993.24 207.24 26.37 709.88
Amorepacific Group long 7/23/12 10/20/14 819 36.35 118.30 81.95 225.45
long 12/08/14 7/06/15 210 113.60 196.50 82.90 72.98
short 10/29/18 12/17/18 49 61.90 66.60 57.20 -4.70 -7.59
short 11/29/21 3/28/22 119 43.25 43.15 43.35 0.10 0.23 421.40
Lotte Chemical short 7/07/08 12/22/08 168 71.00 53.50 94.22 23.22 32.71
long 10/12/15 4/02/18 903 271.00 429.50 158.50 58.49 110.33
Daewoo SB&ME short 7/06/15 10/12/15 98 13.25 6.62 26.52 13.27 100.15 100.15
Korea Zinc long 7/31/06 1/07/08 525 84.70 140.50 55.80 65.88
long 10/25/21 11/29/21 35 572.00 503.00 -69.00 -12.06 45.87
Samsung BioLogics long 8/27/18 10/29/18 63 454.50 362.50 -92.00 -20.24
long 5/18/20 8/16/21 455 597.00 983.00 386.00 64.66 31.33
Naver long 9/30/19 2/24/20 147 157.00 184.00 27.00 17.20 17.20
Hanwha Life short 6/10/19 7/22/19 42 3.21 2.76 3.73 0.52 16.31 16.31
Hanmi Science short 8/26/19 9/30/19 35 40.25 39.60 40.91 0.66 1.64
short 2/24/20 5/18/20 84 30.30 27.45 33.45 3.15 10.38 12.19
Samsung Electronics long 1/23/12 5/21/12 119 22.50 24.18 1.68 7.47 7.47
Korea Aerospace long 3/28/22 6/20/22 84 45.05 54.90 9.85 21.86
long 8/15/22 10/03/22 49 55.50 48.45 -7.05 -12.70 6.38
Netmarble Games short 10/03/22 11/14/22 42 51.30 48.45 54.32 3.02 5.88 5.88
LG Electronics long 3/24/08 7/07/08 105 113.50 120.00 6.50 5.73 5.73
Kia long 7/22/19 8/26/19 35 42.85 42.10 -0.75 -1.75 -1.75
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kangwon Land short 4/02/18 5/07/18 35 28.50 29.05 27.95 -0.55 -1.93 -1.93
LG HH & HC long 5/07/18 7/02/18 56 1,304.00 1,398.00 94.00 7.21
short 6/20/22 8/15/22 56 620.00 732.00 508.00 -112.00 -18.06 -12.16
LG Display short 8/08/11 10/10/11 63 20.85 22.20 19.50 -1.35 -6.47
short 7/02/18 8/27/18 56 18.15 21.15 15.15 -3.00 -16.53 -21.93
Hyundai Heavy short 12/19/11 1/23/12 35 275.00 307.00 243.00 -32.00 -11.64
short 10/20/14 12/08/14 49 113.00 129.00 97.00 -16.00 -14.16 -24.15
SK Holdings long 10/10/11 12/19/11 70 151.50 121.50 -30.00 -19.80
short 5/21/12 7/23/12 63 84.00 95.20 72.80 -11.20 -13.33 -30.50
Samsung SDI short 6/12/06 7/31/06 49 67.10 63.80 70.57 3.47 5.17
long 11/14/22 5/10/24 543 759.00 429.00 -330.00 -43.48 -40.55
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.
write an annotation