Assessment - Kospi 50 in Dollar - 7/01/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
Kospi 50
1.774
8/12/24
1.10
1.932
-8.16
1.753
0.179
10.20
7.36
L
SK Hynix
127.994
8/12/24
3.21
170.297
-24.84
101.273
69.024
68.16
62.21
L
Amorepacific
87.210
8/12/24
1.34
120.835
-27.83
102.323
18.512
18.09
24.85
L
Krafton
211.877
8/12/24
-0.51
197.776
7.13
159.411
38.365
24.07
32.84
Kia
73.832
8/12/24
0.20
92.995
-20.61
74.942
18.053
24.09
30.74
KB Financial
59.658
8/12/24
0.73
57.561
3.64
41.709
15.852
38.01
30.65
L
Hyundai Motor
176.082
8/12/24
0.21
206.815
-14.86
146.733
60.082
40.95
31.90
Hana Financial
43.749
8/12/24
0.33
43.532
0.50
34.808
8.725
25.06
24.09
Samsung F&M Ins
256.350
8/12/24
1.00
269.005
-4.70
185.667
83.338
44.89
30.60
Posco International
36.663
8/12/24
2.94
46.063
-20.41
38.934
7.130
18.31
8.34
L
Doosan Enerbility
13.262
8/12/24
3.67
14.426
-8.07
11.493
2.934
25.53
17.41
L
Hyundai Heavy
143.975
8/12/24
-1.44
115.629
24.52
85.144
30.484
35.80
32.18
Shinhan
39.121
8/12/24
0.19
34.602
13.06
30.382
4.220
13.89
17.31
Samsung Life
64.865
8/12/24
-0.33
63.274
2.51
49.286
13.988
28.38
11.56
IBK
9.748
8/12/24
0.37
10.015
-2.67
9.077
0.938
10.34
10.55
SK Holdings
99.575
8/12/24
0.73
113.387
-12.18
132.105
-18.718
-14.17
-6.99
L
HD Hyundai Heavy
150.773
8/12/24
-1.65
112.158
34.43
88.745
23.412
26.38
20.59
Celltrion
144.626
8/12/24
2.04
133.128
8.64
136.306
-3.177
-2.33
6.18
Woori Financial
10.666
8/12/24
0.55
10.413
2.43
10.112
0.301
2.97
6.49
Samsung Electronics
54.596
8/12/24
1.07
59.152
-7.70
55.813
3.339
5.98
7.63
KT
27.479
8/12/24
-0.26
26.684
2.98
26.068
0.615
2.36
3.98
Samsung C&T
103.118
8/12/24
1.06
101.817
1.28
95.947
5.870
6.12
9.42
Hyundai Glovis
77.303
8/12/24
0.75
173.913
-55.55
127.229
46.684
36.69
28.35
Samsung Elec-Mech
105.432
8/12/24
1.60
112.808
-6.54
107.349
5.459
5.09
3.86
SK Telecom
39.266
8/12/24
-1.09
37.241
5.44
37.208
0.033
0.09
-0.74
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
L
HMM
12.705
8/12/24
1.15
14.238
-10.77
14.583
-0.345
-2.36
10.55
L
LG HH & HC
246.226
8/12/24
0.59
261.412
-5.81
235.553
25.858
10.98
-9.12
Hyundai Mobis
158.004
8/12/24
2.82
178.975
-11.72
151.909
27.065
17.82
3.05
Samsung SDS
102.468
8/12/24
0.57
110.567
-7.33
114.851
-4.284
-3.73
-0.99
Korea Electric Power
13.956
8/12/24
1.37
14.123
-1.18
14.943
-0.821
-5.49
-3.79
L
Korea Zinc
374.582
8/12/24
0.78
369.520
1.37
350.329
19.191
5.48
1.62
L
LG Electronics
69.131
8/12/24
1.49
79.255
-12.77
70.741
8.514
12.04
4.67
S
KT & G
72.458
8/12/24
-0.40
63.129
14.78
66.765
-3.636
-5.45
-4.86
S
Samsung BioLogics
686.974
8/12/24
-1.04
548.856
25.16
600.136
-51.280
-8.54
-3.65
S
LG
56.983
8/12/24
1.03
58.212
-2.11
56.863
1.349
2.37
-7.45
S
S-Oil
47.220
8/12/24
-0.61
49.318
-4.25
51.762
-2.444
-4.72
-8.84
L
Hybe
124.451
8/12/24
-0.06
144.988
-14.16
153.410
-8.422
-5.49
-13.68
S
SK Biopharmaceutical
71.445
8/12/24
7.04
57.055
25.22
70.441
-13.386
-19.00
-12.61
S
Kakao
26.828
8/12/24
0.27
29.648
-9.51
41.484
-11.836
-28.53
-19.77
S
KakaoBank
15.800
8/12/24
1.39
15.186
4.05
20.742
-5.556
-26.79
-20.04
S
Naver
115.918
8/12/24
-2.08
117.798
-1.60
159.036
-41.238
-25.93
-21.20
L
NCsoft
132.767
8/12/24
0.33
133.128
-0.27
146.283
-13.155
-8.99
-20.27
Lotte Chemical
58.935
8/12/24
2.13
81.569
-27.75
102.098
-20.529
-20.11
-18.01
S
Posco Holdings
236.825
8/12/24
0.61
267.920
-11.61
317.322
-49.402
-15.57
-21.94
Samsung SDI
231.040
8/12/24
3.06
265.389
-12.94
284.314
-18.925
-6.66
-24.17
S
Posco Future M
150.411
8/12/24
1.22
194.522
-22.68
193.544
0.978
0.51
-19.97
SK Innovation
73.759
8/12/24
0.99
83.377
-11.54
90.245
-6.868
-7.61
-16.85
S
LG Energy Solution
237.548
8/12/24
2.02
250.926
-5.33
283.189
-32.263
-11.39
-22.32
LG Chemical
209.708
8/12/24
1.40
257.073
-18.42
318.822
-61.749
-19.37
-27.98
S
KakaoPay
18.042
8/12/24
2.67
19.669
-8.27
37.171
-17.502
-47.08
-37.22
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
EcoPro Materials
61.900
8/12/24
2.76
70.288
-11.93
108.250
-37.961
-35.07
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 1/29/24 - 28 did rise, Market-Ratio(22) in USD = 56.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Dollar * L22 - 39 ex 13 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
5/29/06
147
Naver
100
378,780
0.026
0.030
0.003
13
11,298
35
5/29/06
6/26/06
28
- cash -
6/26/06
7/03/06
7
Naver
100
373,181
0.030
0.033
0.003
10
12,451
15,805
7/03/06
7/10/06
7
- cash -
7/10/06
7/17/06
7
Korea Zinc
100
145,003
0.086
0.082
-0.004
-5
11,874
-92
7/17/06
7/31/06
14
- cash -
7/31/06
9/04/06
35
Korea Zinc
100
133,343
0.089
0.086
-0.003
-3
11,499
-28
9/04/06
10/23/06
49
- cash -
10/23/06
2/25/08
490
Hyundai Heavy
100
84,494
0.136
0.392
0.256
188
33,107
120
2/25/08
4/14/08
49
- cash -
4/14/08
9/01/08
140
LG Electronics
100
236,818
0.140
0.084
-0.056
-40
19,902
-73
9/01/08
9/08/08
7
Kia
100
1,665,897
0.012
0.012
-0.000
-2
19,537
-62
9/08/08
3/23/09
196
- cash -
3/23/09
12/28/09
280
NCsoft
100
303,214
0.064
0.121
0.057
88
36,756
128
12/28/09
8/09/10
224
Samsung Elec-Mech
100
419,495
0.088
0.108
0.021
24
45,510
42
8/09/10
8/15/11
371
Posco Future M
100
5,984,412
0.008
0.018
0.010
131
105,025
128
8/15/11
1/09/12
147
- cash -
1/09/12
5/07/12
119
Samsung Electronics
100
5,830,502
0.018
0.024
0.006
31
138,027
131
5/07/12
5/14/12
7
- cash -
5/14/12
5/28/12
14
Samsung Electronics
100
6,036,020
0.023
0.021
-0.002
-9
125,765
-91
5/28/12
6/04/12
7
- cash -
6/04/12
6/25/12
21
Samsung Electronics
100
6,168,082
0.020
0.020
-0.001
-4
121,258
-47
6/25/12
7/02/12
7
- cash -
7/02/12
7/09/12
7
Samsung Elec-Mech
100
1,320,083
0.092
0.087
-0.005
-6
114,216
-96
7/09/12
7/23/12
14
- cash -
7/23/12
7/30/12
7
Samsung Electronics
100
5,294,000
0.022
0.022
0.000
1
115,608
88
7/30/12
8/13/12
14
- cash -
8/13/12
8/27/12
14
Samsung Electronics
100
5,046,137
0.023
0.021
-0.002
-8
106,222
-89
8/27/12
9/10/12
14
- cash -
9/10/12
1/28/13
140
Samsung Electronics
100
4,449,016
0.024
0.027
0.003
12
119,270
35
1/28/13
2/04/13
7
- cash -
2/04/13
2/11/13
7
Korea Electric Power
100
3,951,007
0.030
0.028
-0.002
-8
109,658
-99
2/11/13
3/25/13
42
- cash -
3/25/13
4/01/13
7
SK Telecom
100
3,398,069
0.032
0.033
0.001
4
113,664
549
4/01/13
4/22/13
21
- cash -
4/22/13
4/29/13
7
LG Electronics
100
1,418,726
0.080
0.080
-0.000
-1
113,027
-25
4/29/13
5/20/13
21
- cash -
5/20/13
6/10/13
21
SK Telecom
100
2,936,988
0.038
0.038
-0.001
-2
110,465
-33
6/10/13
7/29/13
49
- cash -
7/29/13
8/12/13
14
SK Telecom
100
2,729,628
0.040
0.038
-0.003
-7
103,175
-83
8/12/13
8/19/13
7
- cash -
8/19/13
8/26/13
7
HMM
100
870,202
0.119
0.100
-0.018
-16
87,116
-100
8/26/13
9/02/13
7
- cash -
9/02/13
2/10/14
161
Naver
100
1,050,289
0.083
0.137
0.054
65
143,776
211
2/10/14
2/17/14
7
- cash -
2/17/14
3/03/14
14
Naver
100
1,022,991
0.141
0.152
0.011
8
155,298
646
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
3/03/14
5/19/14
77
- cash -
5/19/14
6/02/14
14
Amorepacific
100
1,143,530
0.136
0.142
0.006
4
162,068
204
6/02/14
6/09/14
7
- cash -
6/09/14
12/29/14
203
Amorepacific
100
1,136,459
0.143
0.203
0.061
43
231,105
89
12/29/14
2/02/15
35
- cash -
2/02/15
2/09/15
7
Amorepacific
100
951,935
0.243
0.260
0.017
7
247,645
3,576
2/09/15
2/16/15
7
- cash -
2/16/15
2/23/15
7
Amorepacific
100
973,131
0.254
0.259
0.005
2
252,349
167
2/23/15
3/09/15
14
- cash -
3/09/15
3/16/15
7
Amorepacific
100
1,001,661
0.252
0.268
0.017
7
268,883
2,636
3/16/15
3/23/15
7
- cash -
3/23/15
4/06/15
14
Amorepacific
100
951,162
0.283
0.300
0.017
6
285,132
362
4/06/15
4/13/15
7
- cash -
4/13/15
7/06/15
84
Amorepacific
100
849,191
0.336
0.379
0.044
13
322,102
70
7/06/15
8/03/15
28
- cash -
8/03/15
8/10/15
7
Amorepacific
100
919,915
0.350
0.358
0.008
2
329,731
239
8/10/15
8/17/15
7
- cash -
8/17/15
8/24/15
7
Amorepacific
100
1,025,071
0.322
0.282
-0.040
-12
288,734
-100
8/24/15
8/31/15
7
- cash -
8/31/15
9/07/15
7
Amorepacific
100
902,383
0.320
0.275
-0.044
-14
248,594
-100
9/07/15
10/19/15
42
- cash -
10/19/15
11/16/15
28
Lotte Chemical
100
1,053,730
0.236
0.192
-0.044
-19
202,223
-93
11/16/15
3/14/16
119
LG Chemical
100
804,634
0.251
0.255
0.004
2
205,319
5
3/14/16
3/28/16
14
- cash -
3/28/16
8/29/16
154
SK Innovation
100
1,478,372
0.139
0.124
-0.015
-11
183,236
-24
8/29/16
9/19/16
21
Hyundai Heavy
100
1,562,690
0.117
0.122
0.004
4
189,977
87
9/19/16
10/03/16
14
- cash -
10/03/16
12/05/16
63
Naver
100
1,187,357
0.160
0.129
-0.031
-19
153,454
-71
12/05/16
1/15/18
406
SK Hynix
100
3,971,868
0.039
0.068
0.030
77
272,067
67
1/15/18
3/26/18
70
Posco Future M
100
6,475,572
0.042
0.044
0.002
5
285,100
28
3/26/18
4/23/18
28
- cash -
4/23/18
6/11/18
49
Samsung BioLogics
100
650,672
0.438
0.391
-0.048
-11
254,100
-58
6/11/18
10/01/18
112
- cash -
10/01/18
10/08/18
7
Posco Future M
100
4,079,097
0.062
0.056
-0.006
-10
229,955
-99
10/08/18
3/18/19
161
- cash -
3/18/19
4/22/19
35
Posco Future M
100
4,232,257
0.054
0.048
-0.006
-12
202,866
-73
4/22/19
5/20/19
28
Kia
100
5,400,816
0.038
0.036
-0.002
-5
193,133
-47
5/20/19
6/03/19
14
- cash -
6/03/19
6/24/19
21
Hyundai Glovis
100
1,404,927
0.137
0.141
0.003
2
197,947
53
6/24/19
10/28/19
126
- cash -
10/28/19
11/11/19
14
Naver
100
1,470,683
0.135
0.140
0.006
4
206,045
184
11/11/19
11/18/19
7
- cash -
11/18/19
12/02/19
14
Naver
100
1,343,706
0.153
0.145
-0.008
-5
194,731
-77
12/02/19
12/09/19
7
- cash -
12/09/19
2/24/20
77
Naver
100
1,321,594
0.147
0.151
0.004
3
199,678
13
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/24/20
7/27/20
154
- cash -
7/27/20
10/11/21
441
Kakao
100
3,652,887
0.055
0.098
0.044
80
359,254
63
10/11/21
5/02/22
203
- cash -
5/02/22
5/09/22
7
Woori Financial
100
30,493,035
0.012
0.012
0.000
2
366,577
186
5/09/22
8/15/22
98
- cash -
8/15/22
8/22/22
7
Posco Future M
100
2,959,559
0.124
0.119
-0.005
-4
352,484
-87
8/22/22
11/21/22
91
- cash -
11/21/22
12/26/22
35
Posco Future M
100
2,147,337
0.164
0.145
-0.019
-12
311,021
-73
12/26/22
1/23/23
28
- cash -
1/23/23
5/08/23
105
Posco Future M
100
2,091,002
0.149
0.243
0.095
64
509,091
455
5/08/23
5/15/23
7
- cash -
5/15/23
10/09/23
147
Posco Future M
100
2,238,916
0.227
0.233
0.006
3
521,880
6
10/09/23
10/16/23
7
- cash -
10/16/23
10/23/23
7
Posco International
100
10,443,567
0.050
0.045
-0.005
-9
474,217
-99
10/23/23
11/06/23
14
- cash -
11/06/23
11/13/23
7
Posco International
100
9,433,563
0.050
0.044
-0.006
-12
415,506
-100
11/13/23
11/20/23
7
- cash -
11/20/23
4/01/24
133
Posco International
100
9,030,520
0.046
0.039
-0.007
-15
352,276
-36
4/01/24
8/12/24
133
SK Hynix
100
2,570,412
0.137
0.128
-0.009
-7
328,998
-17
accum 1/02/06
8/12/24 5393
days out of 7437 invested (73%)
3,190
328,998
27
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Hyundai Heavy long 10/23/06 2/25/08 490 0.14 0.39 0.26 187.90
8/29/16 9/19/16 21 0.12 0.12 0.00 3.68 198.50
Posco Future M 8/09/10 8/15/11 371 0.01 0.02 0.01 130.77
1/15/18 3/26/18 70 0.04 0.04 0.00 4.79
10/01/18 10/08/18 7 0.06 0.06 -0.01 -9.50
3/18/19 4/22/19 35 0.05 0.05 -0.01 -11.78
8/15/22 8/22/22 7 0.12 0.12 -0.00 -3.84
11/21/22 12/26/22 35 0.16 0.14 -0.02 -11.76
1/23/23 5/08/23 105 0.15 0.24 0.09 63.68
5/15/23 10/09/23 147 0.23 0.23 0.01 2.51 174.86
NCsoft 3/23/09 12/28/09 280 0.06 0.12 0.06 88.14 88.14
Naver 1/02/06 5/29/06 147 0.03 0.03 0.00 12.98
6/26/06 7/03/06 7 0.03 0.03 0.00 10.21
9/02/13 2/10/14 161 0.08 0.14 0.05 65.04
2/17/14 3/03/14 14 0.14 0.15 0.01 8.01
10/03/16 12/05/16 63 0.16 0.13 -0.03 -19.22
10/28/19 11/11/19 14 0.13 0.14 0.01 4.09
11/18/19 12/02/19 14 0.15 0.14 -0.01 -5.49
12/09/19 2/24/20 77 0.15 0.15 0.00 2.54 80.86
Kakao 7/27/20 10/11/21 441 0.05 0.10 0.04 79.92 79.92
SK Hynix 12/05/16 1/15/18 406 0.04 0.07 0.03 77.30
4/01/24 8/12/24 133 0.14 0.13 -0.01 -6.61 65.58
Amorepacific 5/19/14 6/02/14 14 0.14 0.14 0.01 4.36
6/09/14 12/29/14 203 0.14 0.20 0.06 42.60
2/02/15 2/09/15 7 0.24 0.26 0.02 7.16
2/16/15 2/23/15 7 0.25 0.26 0.00 1.90
3/09/15 3/16/15 7 0.25 0.27 0.02 6.55
3/23/15 4/06/15 14 0.28 0.30 0.02 6.04
4/13/15 7/06/15 84 0.34 0.38 0.04 12.97
8/03/15 8/10/15 7 0.35 0.36 0.01 2.37
8/17/15 8/24/15 7 0.32 0.28 -0.04 -12.43
8/31/15 9/07/15 7 0.32 0.28 -0.04 -13.90 60.08
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Samsung Electronics 1/09/12 5/07/12 119 0.02 0.02 0.01 31.42
5/14/12 5/28/12 14 0.02 0.02 -0.00 -8.88
6/04/12 6/25/12 21 0.02 0.02 -0.00 -3.58
7/23/12 7/30/12 7 0.02 0.02 0.00 1.22
8/13/12 8/27/12 14 0.02 0.02 -0.00 -8.12
9/10/12 1/28/13 140 0.02 0.03 0.00 12.28 20.57
Samsung Elec-Mech 12/28/09 8/09/10 224 0.09 0.11 0.02 23.82
7/02/12 7/09/12 7 0.09 0.09 -0.01 -5.81 16.63
Hyundai Glovis 6/03/19 6/24/19 21 0.14 0.14 0.00 2.49 2.49
Woori Financial 5/02/22 5/09/22 7 0.01 0.01 0.00 2.04 2.04
LG Chemical 11/16/15 3/14/16 119 0.25 0.26 0.00 1.53 1.53
SK Telecom 3/25/13 4/01/13 7 0.03 0.03 0.00 3.65
5/20/13 6/10/13 21 0.04 0.04 -0.00 -2.27
7/29/13 8/12/13 14 0.04 0.04 -0.00 -6.60 -5.38
Kia 9/01/08 9/08/08 7 0.01 0.01 -0.00 -1.83
4/22/19 5/20/19 28 0.04 0.04 -0.00 -4.80 -6.54
Korea Zinc 7/10/06 7/17/06 7 0.09 0.08 -0.00 -4.63
7/31/06 9/04/06 35 0.09 0.09 -0.00 -3.16 -7.65
Korea Electric Power 2/04/13 2/11/13 7 0.03 0.03 -0.00 -8.06 -8.06
SK Innovation 3/28/16 8/29/16 154 0.14 0.12 -0.01 -10.76 -10.76
Samsung BioLogics 4/23/18 6/11/18 49 0.44 0.39 -0.05 -10.87 -10.87
HMM 8/19/13 8/26/13 7 0.12 0.10 -0.02 -15.56 -15.56
Lotte Chemical 10/19/15 11/16/15 28 0.24 0.19 -0.04 -18.65 -18.65
Posco International 10/16/23 10/23/23 7 0.05 0.05 -0.00 -9.13
11/06/23 11/13/23 7 0.05 0.04 -0.01 -12.38
11/20/23 4/01/24 133 0.05 0.04 -0.01 -15.22 -32.50
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
LG Electronics 4/14/08 9/01/08 140 0.14 0.08 -0.06 -39.89
4/22/13 4/29/13 7 0.08 0.08 -0.00 -0.56 -40.22
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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