Assessment - Kospi 50 in Renminbi yuán - 7/01/24 - RS = 8
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
Δ8
⇓ ∅-RS
Kospi 50
12.922
8/12/24
1.10
14.071
-8.16
13.360
0.711
5.32
8.27
Posco International
266.998
8/12/24
2.94
335.459
-20.41
245.548
89.910
36.62
9.30
L
SK Hynix
932.123
8/12/24
3.21
1,240.197
-24.84
921.538
318.659
34.58
63.56
Hyundai Glovis
562.960
8/12/24
0.75
1,266.528
-55.55
975.277
291.251
29.86
29.44
L
HMM
92.528
8/12/24
1.15
103.692
-10.77
81.459
22.233
27.29
11.46
L
Hyundai Heavy
1,048.506
8/12/24
-1.44
842.070
24.52
682.641
159.430
23.35
33.29
Samsung F&M Ins
1,866.879
8/12/24
1.00
1,959.038
-4.70
1,601.519
357.519
22.32
31.72
L
Doosan Enerbility
96.583
8/12/24
3.67
105.061
-8.07
88.057
17.004
19.31
18.41
L
Hyundai Motor
1,282.327
8/12/24
0.21
1,506.142
-14.86
1,282.279
223.863
17.46
33.01
L
LG Electronics
503.452
8/12/24
1.49
577.179
-12.77
491.629
85.550
17.40
5.56
L
HD Hyundai Heavy
1,098.009
8/12/24
-1.65
816.792
34.43
710.840
105.952
14.91
21.61
Kia
537.682
8/12/24
0.20
677.237
-20.61
606.023
71.214
11.75
31.81
L
Korea Zinc
2,727.907
8/12/24
0.78
2,691.044
1.37
2,463.466
227.578
9.24
2.49
Hyundai Mobis
1,150.671
8/12/24
2.82
1,303.392
-11.72
1,202.469
100.923
8.39
3.93
L
Krafton
1,543.006
8/12/24
-0.51
1,440.314
7.13
1,335.486
104.828
7.85
33.89
KB Financial
434.464
8/12/24
0.73
419.192
3.64
392.133
27.059
6.90
31.78
KT
200.117
8/12/24
-0.26
194.324
2.98
183.563
10.761
5.86
4.86
Samsung Electronics
397.600
8/12/24
1.07
430.778
-7.70
412.883
17.894
4.33
8.53
SK Innovation
537.156
8/12/24
0.99
607.196
-11.54
583.144
24.052
4.12
-16.13
Samsung Life
472.381
8/12/24
-0.33
460.795
2.51
445.871
14.924
3.35
12.51
S
LG
414.979
8/12/24
1.03
423.932
-2.11
410.223
13.709
3.34
-6.66
Lotte Chemical
429.198
8/12/24
2.13
594.031
-27.75
576.760
17.271
2.99
-17.32
Hana Financial
318.607
8/12/24
0.33
317.027
0.50
308.598
8.429
2.73
25.14
Samsung Elec-Mech
767.816
8/12/24
1.60
821.532
-6.54
803.952
17.580
2.19
4.74
Shinhan
284.903
8/12/24
0.19
251.989
13.06
247.145
4.844
1.96
18.30
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
Δ8
⇓ ∅-RS
L
NCsoft
966.880
8/12/24
0.33
969.513
-0.27
956.123
13.390
1.40
-19.59
Woori Financial
77.677
8/12/24
0.55
75.834
2.43
75.181
0.653
0.87
7.39
IBK
70.989
8/12/24
0.37
72.937
-2.67
72.680
0.257
0.35
11.48
SK Telecom
285.956
8/12/24
-1.09
271.211
5.44
270.290
0.921
0.34
0.11
L
Amorepacific
635.107
8/12/24
1.34
879.987
-27.83
897.595
-17.608
-1.96
25.91
L
Hybe
906.318
8/12/24
-0.06
1,055.879
-14.16
1,082.754
-26.875
-2.48
-12.93
S
Samsung BioLogics
5,002.919
8/12/24
-1.04
3,997.069
25.16
4,102.229
-105.160
-2.56
-2.83
SK Holdings
725.160
8/12/24
0.73
825.745
-12.18
853.966
-28.221
-3.30
-6.23
Celltrion
1,053.246
8/12/24
2.04
969.513
8.64
1,005.605
-36.092
-3.59
7.04
S
S-Oil
343.885
8/12/24
-0.61
359.157
-4.25
374.042
-14.885
-3.98
-8.05
Samsung C&T
750.964
8/12/24
1.06
741.485
1.28
776.816
-35.331
-4.55
10.32
Samsung SDS
746.225
8/12/24
0.57
805.207
-7.33
844.921
-39.714
-4.70
-0.18
S
Posco Future M
1,095.376
8/12/24
1.22
1,416.616
-22.68
1,492.445
-75.829
-5.08
-19.29
S
KT & G
527.676
8/12/24
-0.40
459.742
14.78
490.033
-30.291
-6.18
-4.05
Korea Electric Power
101.638
8/12/24
1.37
102.849
-1.18
113.064
-10.215
-9.03
-2.99
S
Posco Holdings
1,724.690
8/12/24
0.61
1,951.138
-11.61
2,146.886
-195.748
-9.12
-21.27
S
SK Biopharmaceutical
520.304
8/12/24
7.04
415.506
25.22
460.769
-45.264
-9.82
-11.88
S
LG Energy Solution
1,729.957
8/12/24
2.02
1,827.382
-5.33
2,080.378
-252.996
-12.16
-21.64
EcoPro Materials
450.789
8/12/24
2.76
511.878
-11.93
584.208
-72.331
-12.38
-na-
LG Chemical
1,527.207
8/12/24
1.40
1,872.145
-18.42
2,146.886
-274.741
-12.80
-27.37
Samsung SDI
1,682.561
8/12/24
3.06
1,932.707
-12.94
2,330.449
-397.743
-17.07
-23.50
S
Naver
844.177
8/12/24
-2.08
857.869
-1.60
1,035.400
-177.532
-17.15
-20.55
L
LG HH & HC
1,793.151
8/12/24
0.59
1,903.742
-5.81
2,298.525
-394.783
-17.18
-8.29
S
Kakao
195.377
8/12/24
0.27
215.915
-9.51
261.776
-45.861
-17.52
-19.13
S
KakaoBank
115.067
8/12/24
1.39
110.591
4.05
134.613
-24.022
-17.85
-19.39
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
Δ8
⇓ ∅-RS
S
KakaoPay
131.392
8/12/24
2.67
143.241
-8.27
190.480
-47.238
-24.80
-36.72
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 5/06/24 - 28 did rise, Market-Ratio(8) in CNY = 56.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Renminbi yuán * 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
23,537
0.425
0.347
0.521
0.096
23
12,251
354
7/24/06
1/07/08
532
- cash -
1/07/08
1/14/08
7
NCsoft
100
32,800
0.374
0.374
0.373
-0.000
0
12,248
-2
1/14/08
1/21/08
7
- cash -
1/21/08
3/17/08
56
NCsoft
100
33,111
0.370
0.310
0.442
0.072
19
14,635
219
3/17/08
6/23/08
98
- cash -
6/23/08
8/18/08
56
Lotte Chemical
100
27,258
0.537
0.469
0.615
0.078
15
16,769
143
8/18/08
8/25/08
7
- cash -
8/25/08
9/01/08
7
Hyundai Heavy
100
11,218
1.495
1.347
1.659
0.164
11
18,606
22,479
9/01/08
9/22/08
21
- cash -
9/22/08
9/29/08
7
Kangwon Land
100
213,316
0.087
0.085
0.089
0.002
2
19,070
262
9/29/08
10/06/08
7
- cash -
10/06/08
12/15/08
70
Daewoo SB&ME
100
154,211
0.124
0.094
0.163
0.039
31
25,075
317
12/15/08
3/02/09
77
- cash -
3/02/09
3/09/09
7
IBK
100
1,003,413
0.025
0.024
0.027
0.002
6
26,590
2,033
3/09/09
11/16/09
252
- cash -
11/16/09
11/30/09
14
Daewoo SB&ME
100
278,640
0.095
0.084
0.108
0.013
13
30,121
2,480
11/30/09
2/08/10
70
- cash -
2/08/10
3/01/10
21
Samsung Heavy
100
222,339
0.135
0.146
0.125
-0.010
-8
27,859
-74
3/01/10
3/07/11
371
- cash -
3/07/11
3/21/11
14
Korea Electric Power
100
175,200
0.159
0.155
0.163
0.004
3
28,575
94
3/21/11
8/08/11
140
- cash -
8/08/11
10/03/11
56
LG Display
100
227,072
0.126
0.108
0.147
0.021
17
33,334
173
10/03/11
12/19/11
77
- cash -
12/19/11
1/09/12
21
Hyundai Heavy
100
21,994
1.516
1.574
1.457
-0.059
-4
32,046
-50
1/09/12
5/14/12
126
- cash -
5/14/12
7/09/12
56
SK Holdings
100
63,206
0.507
0.566
0.448
-0.059
-12
28,291
-56
7/09/12
4/15/13
280
- cash -
4/15/13
4/29/13
14
Lotte Chemical
100
31,379
0.902
0.893
0.911
0.009
1
28,571
29
4/29/13
6/24/13
56
- cash -
6/24/13
7/15/13
21
Lotte Chemical
100
41,802
0.683
0.805
0.562
-0.122
-18
23,480
-97
7/15/13
1/27/14
196
- cash -
1/27/14
2/03/14
7
Samsung Elec-Mech
100
61,976
0.379
0.364
0.394
0.015
4
24,419
672
2/03/14
10/13/14
252
- cash -
10/13/14
11/03/14
21
Daewoo SB&ME
100
250,911
0.097
0.106
0.089
-0.009
-9
22,206
-81
11/03/14
6/15/15
224
- cash -
6/15/15
8/03/15
49
Daewoo SB&ME
100
278,276
0.080
0.037
0.171
0.091
115
47,641
29,376
8/03/15
8/24/15
21
- cash -
8/24/15
8/31/15
7
Daewoo SB&ME
100
1,541,035
0.031
0.036
0.026
-0.005
-17
39,451
-100
8/31/15
9/07/15
7
- cash -
9/07/15
9/14/15
7
Daewoo SB&ME
100
1,142,565
0.035
0.039
0.030
-0.004
-12
34,620
-100
9/14/15
12/21/15
98
- cash -
12/21/15
12/28/15
7
Daewoo SB&ME
100
1,206,696
0.029
0.029
0.029
0.000
0
34,753
22
12/28/15
1/18/16
21
- cash -
1/18/16
2/01/16
14
Daewoo SB&ME
100
1,332,245
0.026
0.022
0.030
0.004
16
40,367
4,861
2/01/16
6/20/16
140
- cash -
6/20/16
7/04/16
14
Samsung SDS
100
46,667
0.865
0.823
0.909
0.044
5
42,439
269
7/04/16
9/11/17
434
- cash -
9/11/17
10/02/17
21
Korea Aerospace
100
159,658
0.266
0.254
0.278
0.012
5
44,385
118
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
223,219
0.199
0.197
0.201
0.002
1
44,800
63
2/19/18
3/05/18
14
- cash -
3/05/18
3/12/18
7
Korea Electric Power
100
233,757
0.192
0.197
0.186
-0.005
-3
43,572
-77
3/12/18
3/26/18
14
- cash -
3/26/18
4/02/18
7
Korea Electric Power
100
242,050
0.180
0.198
0.162
-0.018
-10
39,309
-100
4/02/18
7/02/18
91
- cash -
7/02/18
7/09/18
7
LG Display
100
362,908
0.108
0.112
0.105
-0.004
-4
37,924
-85
7/09/18
7/16/18
7
- cash -
7/16/18
7/30/18
14
Hyundai Heavy
100
65,787
0.576
0.657
0.496
-0.080
-14
32,630
-98
7/30/18
10/29/18
91
- cash -
10/29/18
11/19/18
21
Amorepacific Group
100
86,213
0.378
0.379
0.378
-0.000
0
32,606
-1
11/19/18
11/26/18
7
- cash -
11/26/18
12/03/18
7
Amorepacific Group
100
84,909
0.384
0.409
0.359
-0.025
-6
30,508
-97
12/03/18
5/13/19
161
- cash -
5/13/19
7/01/19
49
Samsung BioLogics
100
18,471
1.652
1.895
1.408
-0.244
-15
26,007
-70
7/01/19
7/29/19
28
- cash -
7/29/19
8/12/19
14
Hanwha Life
100
1,777,013
0.015
0.014
0.016
0.001
8
28,077
637
8/12/19
1/13/20
154
- cash -
1/13/20
2/10/20
28
Hanmi Science
100
127,561
0.220
0.205
0.237
0.017
8
30,194
158
2/10/20
2/24/20
14
- cash -
2/24/20
4/27/20
63
Hanmi Science
100
172,735
0.175
0.162
0.189
0.014
8
32,647
57
4/27/20
8/09/21
469
- cash -
8/09/21
9/06/21
28
Celltrion
100
21,688
1.505
1.555
1.455
-0.050
-3
31,563
-36
9/06/21
9/13/21
7
- cash -
9/13/21
9/27/21
14
NCsoft
100
9,703
3.253
3.194
3.312
0.059
2
32,139
60
9/27/21
10/04/21
7
- cash -
10/04/21
10/18/21
14
NCsoft
100
9,922
3.239
3.236
3.242
0.003
0
32,170
3
10/18/21
11/22/21
35
- cash -
11/22/21
11/29/21
7
LG HH & HC
100
5,121
6.281
5.965
6.614
0.333
5
33,875
1,377
11/29/21
12/13/21
14
- cash -
12/13/21
12/27/21
14
Celltrion
100
30,746
1.102
1.096
1.107
0.006
1
34,045
14
12/27/21
1/31/22
35
- cash -
1/31/22
2/28/22
28
Celltrion
100
42,732
0.797
0.837
0.756
-0.040
-5
32,318
-49
2/28/22
3/07/22
7
- cash -
3/07/22
3/14/22
7
NCsoft
100
14,819
2.181
2.281
2.081
-0.100
-5
30,838
-91
3/14/22
6/20/22
98
- cash -
6/20/22
8/08/22
49
LG HH & HC
100
9,593
3.214
3.938
2.491
-0.723
-23
23,899
-85
8/08/22
9/26/22
49
- cash -
9/26/22
10/31/22
35
Netmarble Games
100
87,858
0.272
0.228
0.324
0.052
19
28,492
526
10/31/22
7/10/23
252
- cash -
7/10/23
7/24/23
14
LG HH & HC
100
11,643
2.447
2.434
2.461
0.014
1
28,651
16
7/24/23
10/30/23
98
- cash -
10/30/23
11/06/23
7
LG HH & HC
100
16,971
1.688
1.954
1.422
-0.266
-16
24,132
-100
11/06/23
4/15/24
161
- cash -
4/15/24
4/22/24
7
NCsoft
100
27,170
0.888
0.897
0.880
-0.008
-1
23,907
-39
4/22/24
3/20/26
697
- cash -
accum 6/05/06
4/22/24 1071
days out of 7382 invested (15%)
139
23,907
35
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 0.12 0.09 0.16 0.04 31.49
11/16/09 11/30/09 14 0.10 0.08 0.11 0.01 13.28
10/13/14 11/03/14 21 0.10 0.11 0.09 -0.01 -9.06
6/15/15 8/03/15 49 0.08 0.04 0.17 0.09 114.54
8/24/15 8/31/15 7 0.03 0.04 0.03 -0.01 -17.19
9/07/15 9/14/15 7 0.03 0.04 0.03 -0.00 -12.25
12/21/15 12/28/15 7 0.03 0.03 0.03 0.00 0.38
1/18/16 2/01/16 14 0.03 0.02 0.03 0.00 16.15 146.22
NCsoft 6/05/06 7/24/06 49 0.42 0.35 0.52 0.10 22.51
1/07/08 1/14/08 7 0.37 0.37 0.37 -0.00 -0.03
1/21/08 3/17/08 56 0.37 0.31 0.44 0.07 19.50
9/13/21 9/27/21 14 3.25 3.19 3.31 0.06 1.82
10/04/21 10/18/21 14 3.24 3.24 3.24 0.00 0.10
3/07/22 3/14/22 7 2.18 2.28 2.08 -0.10 -4.58
4/15/24 4/22/24 7 0.89 0.90 0.88 -0.01 -0.93 41.00
Netmarble Games 9/26/22 10/31/22 35 0.27 0.23 0.32 0.05 19.22 19.22
Hanmi Science 1/13/20 2/10/20 28 0.22 0.20 0.24 0.02 7.54
2/24/20 4/27/20 63 0.17 0.16 0.19 0.01 8.12 16.28
LG Display 8/08/11 10/03/11 56 0.13 0.11 0.15 0.02 16.65
7/02/18 7/09/18 7 0.11 0.11 0.10 -0.00 -3.52 12.54
Hanwha Life 7/29/19 8/12/19 14 0.01 0.01 0.02 0.00 7.96 7.96
IBK 3/02/09 3/09/09 7 0.02 0.02 0.03 0.00 6.04 6.04
Samsung SDS 6/20/16 7/04/16 14 0.86 0.82 0.91 0.04 5.13 5.13
Korea Aerospace 9/11/17 10/02/17 21 0.27 0.25 0.28 0.01 4.59 4.59
Samsung Elec-Mech 1/27/14 2/03/14 7 0.38 0.36 0.39 0.02 4.00 4.00
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 0.09 0.09 0.09 0.00 2.50 2.50
Lotte Chemical 6/23/08 8/18/08 56 0.54 0.47 0.62 0.08 14.58
4/15/13 4/29/13 14 0.90 0.89 0.91 0.01 0.99
6/24/13 7/15/13 21 0.68 0.81 0.56 -0.12 -17.82 -4.90
Amorepacific Group 10/29/18 11/19/18 21 0.38 0.38 0.38 -0.00 -0.08
11/26/18 12/03/18 7 0.38 0.41 0.36 -0.02 -6.43 -6.50
Samsung Heavy 2/08/10 3/01/10 21 0.14 0.15 0.13 -0.01 -7.51 -7.51
Celltrion 8/09/21 9/06/21 28 1.51 1.56 1.46 -0.05 -3.32
12/13/21 12/27/21 14 1.10 1.10 1.11 0.01 0.50
1/31/22 2/28/22 28 0.80 0.84 0.76 -0.04 -5.07 -7.76
Hyundai Heavy 8/25/08 9/01/08 7 1.49 1.35 1.66 0.16 10.95
12/19/11 1/09/12 21 1.52 1.57 1.46 -0.06 -3.87
7/16/18 7/30/18 14 0.58 0.66 0.50 -0.08 -13.96 -8.22
Korea Electric Power 3/07/11 3/21/11 14 0.16 0.16 0.16 0.00 2.57
2/12/18 2/19/18 7 0.20 0.20 0.20 0.00 0.94
3/05/18 3/12/18 7 0.19 0.20 0.19 -0.01 -2.74
3/26/18 4/02/18 7 0.18 0.20 0.16 -0.02 -9.78 -9.16
SK Holdings 5/14/12 7/09/12 56 0.51 0.57 0.45 -0.06 -11.72 -11.72
Samsung BioLogics 5/13/19 7/01/19 49 1.65 1.90 1.41 -0.24 -14.76 -14.76
LG HH & HC 11/22/21 11/29/21 7 6.28 5.96 6.61 0.33 5.30
6/20/22 8/08/22 49 3.21 3.94 2.49 -0.72 -22.50
7/10/23 7/24/23 14 2.45 2.43 2.46 0.01 0.56
10/30/23 11/06/23 7 1.69 1.95 1.42 -0.27 -15.77 -30.89
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