Assessment - Kospi 50 in Dollar - 7/01/24 - RS = 14
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
∅-RS
Kospi 50
1.774
8/12/24
1.10
1.932
-8.16
1.927
0.005
0.26
7.36
L
SK Hynix
127.994
8/12/24
3.21
170.297
-24.84
126.428
43.870
34.70
62.21
L
Amorepacific
87.210
8/12/24
1.34
120.835
-27.83
88.141
32.694
37.09
24.85
L
Krafton
211.877
8/12/24
-0.51
197.776
7.13
179.118
18.658
10.42
32.84
Kia
73.832
8/12/24
0.20
92.995
-20.61
83.215
9.779
11.75
30.74
KB Financial
59.658
8/12/24
0.73
57.561
3.64
53.736
3.826
7.12
30.65
L
Hyundai Motor
176.082
8/12/24
0.21
206.815
-14.86
178.745
28.070
15.70
31.90
Hana Financial
43.749
8/12/24
0.33
43.532
0.50
46.720
-3.188
-6.82
24.09
Samsung F&M Ins
256.350
8/12/24
1.00
269.005
-4.70
249.273
19.732
7.92
30.60
Posco International
36.663
8/12/24
2.94
46.063
-20.41
42.242
3.821
9.05
8.34
L
Doosan Enerbility
13.262
8/12/24
3.67
14.426
-8.07
12.911
1.515
11.73
17.41
L
Hyundai Heavy
143.975
8/12/24
-1.44
115.629
24.52
92.843
22.786
24.54
32.18
Shinhan
39.121
8/12/24
0.19
34.602
13.06
37.764
-3.162
-8.37
17.31
Samsung Life
64.865
8/12/24
-0.33
63.274
2.51
72.618
-9.344
-12.87
11.56
IBK
9.748
8/12/24
0.37
10.015
-2.67
11.479
-1.463
-12.75
10.55
SK Holdings
99.575
8/12/24
0.73
113.387
-12.18
140.235
-26.848
-19.14
-6.99
L
HD Hyundai Heavy
150.773
8/12/24
-1.65
112.158
34.43
93.067
19.091
20.51
20.59
Celltrion
144.626
8/12/24
2.04
133.128
8.64
140.981
-7.853
-5.57
6.18
Woori Financial
10.666
8/12/24
0.55
10.413
2.43
11.292
-0.879
-7.78
6.49
Samsung Electronics
54.596
8/12/24
1.07
59.152
-7.70
58.363
0.789
1.35
7.63
KT
27.479
8/12/24
-0.26
26.684
2.98
28.248
-1.565
-5.54
3.98
Samsung C&T
103.118
8/12/24
1.06
101.817
1.28
118.293
-16.476
-13.93
9.42
Hyundai Glovis
77.303
8/12/24
0.75
173.913
-55.55
136.055
37.858
27.83
28.35
Samsung Elec-Mech
105.432
8/12/24
1.60
112.808
-6.54
108.217
4.591
4.24
3.86
SK Telecom
39.266
8/12/24
-1.09
37.241
5.44
39.779
-2.538
-6.38
-0.74
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
∅-RS
L
HMM
12.705
8/12/24
1.15
14.238
-10.77
11.650
2.588
22.22
10.55
L
LG HH & HC
246.226
8/12/24
0.59
261.412
-5.81
289.575
-28.163
-9.73
-9.12
Hyundai Mobis
158.004
8/12/24
2.82
178.975
-11.72
192.552
-13.577
-7.05
3.05
Samsung SDS
102.468
8/12/24
0.57
110.567
-7.33
115.979
-5.412
-4.67
-0.99
Korea Electric Power
13.956
8/12/24
1.37
14.123
-1.18
16.680
-2.558
-15.33
-3.79
L
Korea Zinc
374.582
8/12/24
0.78
369.520
1.37
340.325
29.195
8.58
1.62
L
LG Electronics
69.131
8/12/24
1.49
79.255
-12.77
73.812
5.443
7.37
4.67
S
KT & G
72.458
8/12/24
-0.40
63.129
14.78
68.737
-5.607
-8.16
-4.86
S
Samsung BioLogics
686.974
8/12/24
-1.04
548.856
25.16
626.914
-78.058
-12.45
-3.65
S
LG
56.983
8/12/24
1.03
58.212
-2.11
67.020
-8.808
-13.14
-7.45
S
S-Oil
47.220
8/12/24
-0.61
49.318
-4.25
57.318
-8.000
-13.96
-8.84
L
Hybe
124.451
8/12/24
-0.06
144.988
-14.16
154.490
-9.502
-6.15
-13.68
S
SK Biopharmaceutical
71.445
8/12/24
7.04
57.055
25.22
71.423
-14.368
-20.12
-12.61
S
Kakao
26.828
8/12/24
0.27
29.648
-9.51
40.152
-10.504
-26.16
-19.77
S
KakaoBank
15.800
8/12/24
1.39
15.186
4.05
20.748
-5.562
-26.81
-20.04
S
Naver
115.918
8/12/24
-2.08
117.798
-1.60
140.309
-22.511
-16.04
-21.20
L
NCsoft
132.767
8/12/24
0.33
133.128
-0.27
143.145
-10.017
-7.00
-20.27
Lotte Chemical
58.935
8/12/24
2.13
81.569
-27.75
89.708
-8.139
-9.07
-18.01
S
Posco Holdings
236.825
8/12/24
0.61
267.920
-11.61
322.413
-54.493
-16.90
-21.94
Samsung SDI
231.040
8/12/24
3.06
265.389
-12.94
362.715
-97.326
-26.83
-24.17
S
Posco Future M
150.411
8/12/24
1.22
194.522
-22.68
239.198
-44.675
-18.68
-19.97
SK Innovation
73.759
8/12/24
0.99
83.377
-11.54
90.306
-6.929
-7.67
-16.85
S
LG Energy Solution
237.548
8/12/24
2.02
250.926
-5.33
309.352
-58.426
-18.89
-22.32
LG Chemical
209.708
8/12/24
1.40
257.073
-18.42
343.683
-86.610
-25.20
-27.98
S
KakaoPay
18.042
8/12/24
2.67
19.669
-8.27
29.293
-9.624
-32.85
-37.22
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
∅-RS
EcoPro Materials
61.900
8/12/24
2.76
70.288
-11.93
108.441
-38.153
-35.18
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 3/25/24 - 17 did rise, Market-Ratio(14) in USD = 34.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Dollar * L14 - 57/55 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
9/11/06
252
- cash -
long
9/11/06
1/08/07
119
Korea Zinc
100
114,557
0.087
0.093
0.006
6
10,646
21
1/08/07
1/15/07
7
- cash -
1/15/07
1/22/07
7
LG HH & HC
100
84,307
0.126
0.127
0.001
1
10,705
34
1/22/07
4/09/07
77
- cash -
4/09/07
10/22/07
196
Hyundai Heavy
100
49,482
0.216
0.501
0.285
132
24,796
378
10/22/07
10/29/07
7
- cash -
10/29/07
12/10/07
42
Hyundai Heavy
100
46,519
0.533
0.440
-0.093
-17
20,477
-81
12/10/07
12/17/07
7
- cash -
12/17/07
12/24/07
7
Hyundai Heavy
100
47,230
0.434
0.459
0.025
6
21,679
1,858
12/24/07
4/28/08
126
- cash -
4/28/08
7/07/08
70
LG Electronics
100
142,816
0.152
0.115
-0.037
-25
16,359
-77
7/07/08
2/02/09
210
- cash -
2/02/09
2/16/09
14
NCsoft
100
348,622
0.047
0.053
0.006
13
18,448
2,193
2/16/09
3/02/09
14
- cash -
3/02/09
12/21/09
294
NCsoft
100
417,008
0.044
0.133
0.089
201
55,464
292
12/21/09
1/11/10
21
- cash -
1/11/10
1/18/10
7
SK Hynix
100
2,597,355
0.021
0.023
0.002
8
59,885
5,354
1/18/10
3/08/10
49
- cash -
3/08/10
3/15/10
7
Lotte Chemical
100
547,496
0.109
0.108
-0.002
-2
58,958
-56
3/15/10
4/05/10
21
- cash -
4/05/10
6/07/10
63
Kia
100
2,458,955
0.024
0.027
0.003
11
65,680
87
6/07/10
6/14/10
7
- cash -
6/14/10
7/05/10
21
Kia
100
2,562,245
0.026
0.027
0.001
4
68,208
93
7/05/10
7/26/10
21
- cash -
7/26/10
2/14/11
203
Lotte Chemical
100
492,285
0.139
0.304
0.166
120
149,757
311
2/14/11
5/02/11
77
- cash -
5/02/11
7/18/11
77
S-Oil
100
1,046,488
0.143
0.138
-0.005
-3
144,894
-14
7/18/11
7/25/11
7
- cash -
7/25/11
8/01/11
7
S-Oil
100
996,886
0.145
0.148
0.003
2
147,988
201
8/01/11
12/12/11
133
- cash -
12/12/11
12/19/11
7
KT & G
100
2,031,243
0.073
0.069
-0.004
-5
140,823
-92
12/19/11
1/02/12
14
- cash -
1/02/12
1/30/12
28
KT & G
100
2,060,958
0.068
0.068
0.000
0
141,160
3
1/30/12
2/06/12
7
- cash -
2/06/12
4/30/12
84
Samsung Electronics
100
7,421,251
0.019
0.025
0.006
31
184,763
222
4/30/12
8/27/12
119
- cash -
8/27/12
11/12/12
77
Amorepacific Group
100
4,861,558
0.038
0.046
0.008
22
224,654
153
11/12/12
1/21/13
70
- cash -
1/21/13
2/04/13
14
Korea Electric Power
100
6,930,182
0.032
0.030
-0.002
-7
209,204
-84
2/04/13
2/18/13
14
- cash -
2/18/13
3/18/13
28
Coway
100
4,694,914
0.045
0.043
-0.002
-4
200,170
-44
3/18/13
7/29/13
133
- cash -
7/29/13
8/12/13
14
Coway
100
3,798,325
0.053
0.053
0.001
1
202,225
31
8/12/13
9/09/13
28
- cash -
9/09/13
12/16/13
98
Naver
100
2,261,215
0.089
0.134
0.045
50
304,002
356
12/16/13
5/05/14
140
- cash -
5/05/14
5/12/14
7
Naver
100
2,118,631
0.143
0.140
-0.003
-2
297,354
-68
5/12/14
5/19/14
7
- cash -
5/19/14
7/21/14
63
Amorepacific Group
100
5,041,405
0.059
0.081
0.022
37
406,896
515
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
7/21/14
7/28/14
7
- cash -
7/28/14
10/06/14
70
Amorepacific Group
100
4,987,207
0.082
0.109
0.027
33
542,979
350
10/06/14
4/20/15
196
- cash -
4/20/15
6/08/15
49
Amorepacific
100
1,506,377
0.360
0.357
-0.003
-1
537,801
-7
6/08/15
10/26/15
140
- cash -
10/26/15
11/09/15
14
Lotte Chemical
100
2,126,223
0.253
0.200
-0.053
-21
424,662
-100
11/09/15
11/30/15
21
- cash -
11/30/15
12/07/15
7
LG Chemical
100
1,550,244
0.274
0.261
-0.013
-5
403,989
-93
12/07/15
3/21/16
105
- cash -
3/21/16
3/28/16
7
SK Innovation
100
2,877,980
0.140
0.139
-0.001
-1
399,700
-43
3/28/16
4/11/16
14
- cash -
4/11/16
5/30/16
49
SK Innovation
100
2,687,741
0.149
0.137
-0.012
-8
368,503
-45
5/30/16
9/05/16
98
- cash -
9/05/16
9/12/16
7
Hyundai Heavy
100
2,866,141
0.129
0.120
-0.008
-6
344,634
-97
9/12/16
9/26/16
14
- cash -
9/26/16
11/21/16
56
Samsung Card
100
7,575,190
0.045
0.038
-0.008
-17
286,287
-70
11/21/16
2/27/17
98
- cash -
2/27/17
3/20/17
21
SK Hynix
100
7,044,201
0.041
0.043
0.002
5
301,395
144
3/20/17
4/17/17
28
- cash -
4/17/17
9/04/17
140
NCsoft
100
948,111
0.318
0.364
0.046
14
344,910
42
9/04/17
11/20/17
77
- cash -
11/20/17
2/05/18
77
Hanmi Science
100
3,242,860
0.106
0.088
-0.019
-17
284,893
-60
2/05/18
2/04/19
364
- cash -
2/04/19
3/25/19
49
NCsoft
100
672,011
0.424
0.423
-0.001
0
284,447
-1
3/25/19
4/08/19
14
- cash -
4/08/19
4/29/19
21
NCsoft
100
651,728
0.436
0.441
0.005
1
287,441
20
4/29/19
11/11/19
196
- cash -
11/11/19
12/09/19
28
Kakao
100
10,857,850
0.026
0.026
-0.001
-4
277,004
-38
12/09/19
12/16/19
7
- cash -
12/16/19
1/06/20
21
Naver
100
1,799,241
0.154
0.155
0.001
1
278,617
11
1/06/20
1/13/20
7
- cash -
1/13/20
1/20/20
7
Naver
100
1,799,241
0.155
0.155
0.000
0
278,617
0
1/20/20
1/27/20
7
- cash -
1/27/20
2/03/20
7
Samsung BioLogics
100
677,685
0.411
0.403
-0.008
-2
273,226
-64
2/03/20
6/08/20
126
- cash -
6/08/20
6/15/20
7
Samsung BioLogics
100
492,261
0.555
0.671
0.116
21
330,335
> 999,999
6/15/20
6/22/20
7
- cash -
6/22/20
5/03/21
315
Samsung BioLogics
100
503,348
0.656
0.691
0.034
5
347,567
6
5/03/21
5/10/21
7
- cash -
5/10/21
5/17/21
7
Hyundai Steel
100
6,432,419
0.054
0.048
-0.006
-10
311,250
-100
5/17/21
5/31/21
14
- cash -
5/31/21
7/26/21
56
Hanwha Life
100
89,521,364
0.003
0.003
-0.001
-15
264,818
-65
7/26/21
8/09/21
14
- cash -
8/09/21
8/16/21
7
Kakao
100
2,049,967
0.129
0.125
-0.004
-3
256,690
-80
8/16/21
5/09/22
266
- cash -
5/09/22
5/23/22
14
Korea Aerospace
100
6,694,460
0.038
0.039
0.000
1
259,387
31
5/23/22
5/30/22
7
- cash -
5/30/22
6/13/22
14
Korea Aerospace
100
6,183,424
0.042
0.045
0.003
7
278,501
538
6/13/22
12/26/22
196
- cash -
12/26/22
2/20/23
56
Samsung Life
100
4,839,840
0.058
0.052
-0.006
-10
250,890
-49
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/20/23
3/06/23
14
- cash -
3/06/23
3/13/23
7
Samsung SDI
100
416,821
0.602
0.569
-0.033
-5
237,323
-94
3/13/23
4/10/23
28
- cash -
4/10/23
4/17/23
7
Posco Holdings
100
786,393
0.302
0.321
0.020
6
252,696
2,538
4/17/23
11/27/23
224
- cash -
11/27/23
12/18/23
21
SK Hynix
100
2,511,570
0.101
0.098
-0.003
-3
245,673
-39
12/18/23
1/01/24
14
- cash -
1/01/24
1/08/24
7
SK Hynix
100
2,249,033
0.109
0.104
-0.006
-5
233,084
-94
1/08/24
1/15/24
7
- cash -
1/15/24
1/22/24
7
Samsung SDS
100
1,792,928
0.130
0.123
-0.007
-5
220,843
-94
1/22/24
1/29/24
7
- cash -
1/29/24
4/01/24
63
Hankook Tire
100
5,899,620
0.037
0.040
0.003
7
236,679
49
4/01/24
4/22/24
21
- cash -
4/22/24
5/13/24
21
SK Hynix
100
1,898,166
0.125
0.135
0.010
8
255,655
282
5/13/24
5/14/26
731
- cash -
accum 9/11/06
5/13/24 2793
days out of 7437 invested (38%)
2,457
255,655
53
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
NCsoft long 2/02/09 2/16/09 14 0.05 0.05 0.01 12.77
3/02/09 12/21/09 294 0.04 0.13 0.09 200.65
4/17/17 9/04/17 140 0.32 0.36 0.05 14.44
2/04/19 3/25/19 49 0.42 0.42 -0.00 -0.16
4/08/19 4/29/19 21 0.44 0.44 0.00 1.05 291.46
Amorepacific Group 8/27/12 11/12/12 77 0.04 0.05 0.01 21.59
5/19/14 7/21/14 63 0.06 0.08 0.02 36.84
7/28/14 10/06/14 70 0.08 0.11 0.03 33.44 122.03
Hyundai Heavy 4/09/07 10/22/07 196 0.22 0.50 0.28 131.63
10/29/07 12/10/07 42 0.53 0.44 -0.09 -17.42
12/17/07 12/24/07 7 0.43 0.46 0.03 5.87
9/05/16 9/12/16 7 0.13 0.12 -0.01 -6.48 89.39
Lotte Chemical 3/08/10 3/15/10 7 0.11 0.11 -0.00 -1.55
7/26/10 2/14/11 203 0.14 0.30 0.17 119.56
10/26/15 11/09/15 14 0.25 0.20 -0.05 -21.04 70.69
Naver 9/09/13 12/16/13 98 0.09 0.13 0.05 50.33
5/05/14 5/12/14 7 0.14 0.14 -0.00 -2.19
12/16/19 1/06/20 21 0.15 0.15 0.00 0.58
1/13/20 1/20/20 7 0.15 0.15 0.00 0.00 47.90
Samsung Electronics 2/06/12 4/30/12 84 0.02 0.02 0.01 30.89 30.89
Samsung BioLogics 1/27/20 2/03/20 7 0.41 0.40 -0.01 -1.93
6/08/20 6/15/20 7 0.56 0.67 0.12 20.90
6/22/20 5/03/21 315 0.66 0.69 0.03 5.22 24.75
Kia 4/05/10 6/07/10 63 0.02 0.03 0.00 11.40
6/14/10 7/05/10 21 0.03 0.03 0.00 3.85 15.69
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
SK Hynix 1/11/10 1/18/10 7 0.02 0.02 0.00 7.97
2/27/17 3/20/17 21 0.04 0.04 0.00 5.28
11/27/23 12/18/23 21 0.10 0.10 -0.00 -2.78
1/01/24 1/08/24 7 0.11 0.10 -0.01 -5.12
4/22/24 5/13/24 21 0.12 0.13 0.01 8.02 13.25
Korea Aerospace 5/09/22 5/23/22 14 0.04 0.04 0.00 1.05
5/30/22 6/13/22 14 0.04 0.05 0.00 7.37 8.50
Hankook Tire 1/29/24 4/01/24 63 0.04 0.04 0.00 7.17 7.17
Posco Holdings 4/10/23 4/17/23 7 0.30 0.32 0.02 6.48 6.48
Korea Zinc 9/11/06 1/08/07 119 0.09 0.09 0.01 6.46 6.46
LG HH & HC 1/15/07 1/22/07 7 0.13 0.13 0.00 0.56 0.56
Amorepacific 4/20/15 6/08/15 49 0.36 0.36 -0.00 -0.95 -0.95
S-Oil 5/02/11 7/18/11 77 0.14 0.14 -0.00 -3.25
7/25/11 8/01/11 7 0.15 0.15 0.00 2.14 -1.18
Coway 2/18/13 3/18/13 28 0.04 0.04 -0.00 -4.32
7/29/13 8/12/13 14 0.05 0.05 0.00 1.03 -3.34
KT & G 12/12/11 12/19/11 7 0.07 0.07 -0.00 -4.84
1/02/12 1/30/12 28 0.07 0.07 0.00 0.24 -4.61
LG Chemical 11/30/15 12/07/15 7 0.27 0.26 -0.01 -4.87 -4.87
Samsung SDS 1/15/24 1/22/24 7 0.13 0.12 -0.01 -5.25 -5.25
Samsung SDI 3/06/23 3/13/23 7 0.60 0.57 -0.03 -5.41 -5.41
Kakao 11/11/19 12/09/19 28 0.03 0.03 -0.00 -3.63
8/09/21 8/16/21 7 0.13 0.13 -0.00 -3.07 -6.59
Korea Electric Power 1/21/13 2/04/13 14 0.03 0.03 -0.00 -6.88 -6.88
SK Innovation 3/21/16 3/28/16 7 0.14 0.14 -0.00 -1.06
4/11/16 5/30/16 49 0.15 0.14 -0.01 -7.81 -8.78
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Samsung Life 12/26/22 2/20/23 56 0.06 0.05 -0.01 -9.91 -9.91
Hyundai Steel 5/10/21 5/17/21 7 0.05 0.05 -0.01 -10.45 -10.45
Hanwha Life 5/31/21 7/26/21 56 0.00 0.00 -0.00 -14.92 -14.92
Samsung Card 9/26/16 11/21/16 56 0.05 0.04 -0.01 -16.93 -16.93
Hanmi Science 11/20/17 2/05/18 77 0.11 0.09 -0.02 -17.40 -17.40
LG Electronics 4/28/08 7/07/08 70 0.15 0.11 -0.04 -24.54 -24.54
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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