Assessment - Kospi 50 in Japanese yen - 25/11/19 - RS = 9
⇐
instrument
freshest
⇓ Δday
25/11/19
⇓ Δwk
23/09/19
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
228.044
12/08/24
1.10
179.081
168.565
10.516
6.24
3.81
L
Amorepacific
11,208.173
12/08/24
1.34
17,332.705
12,373.849
4,958.856
40.08
8.59
Celltrion
18,587.351
12/08/24
2.04
16,821.553
15,388.568
1,432.985
9.31
-6.76
L
Doosan Enerbility
1,704.460
12/08/24
3.67
500.929
647.940
-147.011
-22.69
-25.56
EcoPro Materials
7,955.386
12/08/24
2.76
-na-
Hana Financial
5,622.674
12/08/24
0.33
3,355.017
3,271.196
83.821
2.56
-2.11
L
HD Hyundai Heavy
19,377.314
12/08/24
-1.65
-na-
L
HMM
1,632.899
12/08/24
1.15
330.390
343.768
-13.378
-3.89
-3.65
L
Hybe
15,994.416
12/08/24
-0.06
-na-
Hyundai Glovis
9,934.939
12/08/24
0.75
14,079.918
13,858.710
221.208
1.60
2.05
L
Hyundai Heavy
18,503.708
12/08/24
-1.44
10,873.600
11,203.958
-330.357
-2.95
-4.68
Hyundai Mobis
20,306.681
12/08/24
2.82
23,884.746
22,632.894
1,251.852
5.53
13.88
L
Hyundai Motor
22,630.100
12/08/24
0.21
11,617.094
11,968.886
-351.792
-2.94
-2.58
IBK
1,252.787
12/08/24
0.37
1,115.241
1,214.887
-99.646
-8.20
-12.88
S
Kakao
3,447.954
12/08/24
0.27
2,908.920
2,420.775
488.146
20.16
29.29
S
KakaoBank
2,030.668
12/08/24
1.39
-na-
S
KakaoPay
2,318.772
12/08/24
2.67
-na-
KB Financial
7,667.282
12/08/24
0.73
4,279.738
3,941.633
338.104
8.58
2.61
Kia
9,488.843
12/08/24
0.20
4,154.273
4,175.611
-21.338
-0.51
12.31
Korea Electric Power
1,793.679
12/08/24
1.37
2,588.289
2,371.279
217.009
9.15
-3.07
L
Korea Zinc
48,141.239
12/08/24
0.78
38,429.348
39,146.358
-717.009
-1.83
-8.37
L
Krafton
27,230.469
12/08/24
-0.51
-na-
KT
3,531.597
12/08/24
-0.26
2,541.820
2,483.769
58.051
2.34
-4.02
S
KT & G
9,312.263
12/08/24
-0.40
9,079.921
9,359.129
-279.208
-2.98
-5.35
S
LG
7,323.416
12/08/24
1.03
6,802.971
6,443.400
359.570
5.58
-1.07
instrument
freshest
⇓ Δday
25/11/19
⇓ Δwk
23/09/19
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
26,951.659
12/08/24
1.40
28,670.989
29,112.291
-441.302
-1.52
-11.11
L
LG Electronics
8,884.754
12/08/24
1.49
6,635.684
5,858.455
777.229
13.27
1.29
S
LG Energy Solution
30,529.724
12/08/24
2.02
-na-
L
LG HH & HC
31,644.965
12/08/24
0.59
118,122.617
113,659.424
4,463.192
3.93
0.25
Lotte Chemical
7,574.346
12/08/24
2.13
20,771.365
22,092.944
-1,321.579
-5.98
-15.15
S
Naver
14,897.762
12/08/24
-2.08
16,170.995
14,128.685
2,042.310
14.46
30.56
L
NCsoft
17,063.188
12/08/24
0.33
49,721.164
46,975.629
2,745.535
5.84
6.74
S
Posco Future M
19,330.845
12/08/24
1.22
4,352.721
4,163.229
189.492
4.55
-11.08
S
Posco Holdings
30,436.787
12/08/24
0.61
21,189.580
20,788.066
401.515
1.93
-6.39
Posco International
4,711.894
12/08/24
2.94
1,728.624
1,781.834
-53.211
-2.99
-0.54
S
S-Oil
6,068.770
12/08/24
-0.61
8,447.951
9,224.142
-776.191
-8.41
-5.89
S
Samsung BioLogics
88,289.918
12/08/24
-1.04
36,338.271
28,527.346
7,810.926
27.38
16.78
Samsung C&T
13,252.781
12/08/24
1.06
9,665.423
8,216.236
1,449.187
17.64
2.68
Samsung Elec-Mech
13,550.179
12/08/24
1.60
10,315.980
9,269.138
1,046.842
11.29
7.48
Samsung Electronics
7,016.725
12/08/24
1.07
4,814.124
4,436.587
377.537
8.51
13.15
Samsung F&M Ins
32,946.080
12/08/24
1.00
22,026.011
20,563.087
1,462.924
7.11
-11.04
Samsung Life
8,336.427
12/08/24
-0.33
6,802.971
6,542.391
260.579
3.98
-9.26
Samsung SDI
29,693.293
12/08/24
3.06
22,118.948
21,328.015
790.932
3.71
2.07
Samsung SDS
13,169.138
12/08/24
0.57
18,773.225
18,043.321
729.904
4.05
-4.62
Shinhan
5,027.878
12/08/24
0.19
4,121.745
3,856.141
265.604
6.89
1.64
S
SK Biopharmaceutical
9,182.151
12/08/24
7.04
-na-
SK Holdings
12,797.391
12/08/24
0.73
24,349.430
19,078.225
5,271.205
27.63
6.29
L
SK Hynix
16,449.806
12/08/24
3.21
7,592.933
7,451.307
141.626
1.90
10.10
SK Innovation
9,479.549
12/08/24
0.99
13,986.982
15,253.581
-1,266.599
-8.30
-14.33
SK Telecom
5,046.466
12/08/24
-1.09
4,572.488
4,337.596
234.892
5.42
-4.40
instrument
freshest
⇓ Δday
25/11/19
⇓ Δwk
23/09/19
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
1,370.817
12/08/24
0.55
1,110.594
1,124.895
-14.301
-1.27
-13.44
Kospi 50 - 42 out of 50 instruments rated - 25/11/19 / 23/09/19 - 28 did rise, Market-Ratio(9) in JPY = 66.67 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Japanese yen * 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
2/01/06
12/06/06
161
- cash -
short
12/06/06
31/07/06
49
Samsung SDI
100
1,251
7.993
7.691
8.307
0.314
4
10,393
33
long
31/07/06
7/01/08
525
Korea Zinc
100
1,017
10.210
16.224
6.014
59
16,509
38
short
7/01/08
24/03/08
77
NCsoft
100
2,959
5.577
4.648
6.692
1.115
20
19,807
137
long
24/03/08
7/07/08
105
LG Electronics
100
1,753
11.298
12.232
0.934
8
21,445
32
short
7/07/08
22/12/08
168
Lotte Chemical
100
2,963
7.237
3.719
14.084
6.846
95
41,731
325
long
22/12/08
8/08/11
959
NCsoft
100
12,054
3.462
22.966
19.504
563
276,834
105
short
8/08/11
10/10/11
63
LG Display
100
180,666
1.532
1.442
1.628
0.096
6
294,198
42
long
10/10/11
19/12/11
70
SK Holdings
100
29,899
9.840
8.169
-1.670
-17
244,255
-62
short
19/12/11
23/01/12
35
Hyundai Heavy
100
13,210
18.490
20.846
16.134
-2.356
-13
213,127
-76
long
23/01/12
21/05/12
119
Samsung Electronics
100
139,496
1.528
1.635
0.108
7
228,135
23
short
21/05/12
23/07/12
63
SK Holdings
100
40,155
5.681
6.537
4.826
-0.856
-15
193,781
-61
long
23/07/12
20/10/14
819
Amorepacific Group
100
77,637
2.496
11.977
9.481
380
929,839
101
short
20/10/14
8/12/14
49
Hyundai Heavy
100
81,278
11.440
13.982
8.898
-2.542
-22
723,250
-85
long
8/12/14
6/07/15
210
Amorepacific Group
100
58,739
12.313
21.395
9.083
74
1,256,753
161
short
6/07/15
12/10/15
98
Daewoo SB&ME
100
871,118
1.443
0.694
2.998
1.555
108
2,611,177
1,424
long
12/10/15
2/04/18
903
Lotte Chemical
100
91,863
28.424
43.040
14.615
51
3,953,796
18
short
2/04/18
7/05/18
35
Kangwon Land
100
1,384,399
2.856
2.937
2.775
-0.081
-3
3,842,124
-26
long
7/05/18
2/07/18
56
LG HH & HC
100
29,146
131.820
138.792
6.973
5
4,045,347
40
short
2/07/18
27/08/18
56
LG Display
100
2,245,023
1.802
2.122
1.482
-0.320
-18
3,327,575
-72
long
27/08/18
29/10/18
63
Samsung BioLogics
100
72,985
45.592
35.820
-9.772
-21
2,614,361
-75
short
29/10/18
17/12/18
49
Amorepacific Group
100
427,423
6.117
6.655
5.578
-0.539
-9
2,384,169
-50
long
17/12/18
10/06/19
175
NCsoft
100
49,706
47.965
43.474
-4.491
-9
2,160,930
-19
short
10/06/19
22/07/19
42
Hanwha Life
100
7,339,807
0.294
0.253
0.342
0.048
16
2,510,214
268
long
22/07/19
26/08/19
35
Kia
100
637,851
3.935
3.685
-0.250
-6
2,350,450
-50
short
26/08/19
30/09/19
35
Hanmi Science
100
667,169
3.523
3.576
3.470
-0.053
-2
2,315,145
-15
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
30/09/19
24/02/20
147
Naver
100
163,299
14.177
16.715
2.538
18
2,729,605
51
short
24/02/20
18/05/20
84
Hanmi Science
100
991,653
2.753
2.403
3.153
0.400
15
3,126,387
80
long
18/05/20
16/08/21
455
Samsung BioLogics
100
59,815
52.267
93.050
40.783
78
5,565,839
59
short
16/08/21
25/10/21
70
NCsoft
100
74,807
74.402
60.602
91.346
16.943
23
6,833,320
191
long
25/10/21
29/11/21
35
Korea Zinc
100
122,614
55.730
48.015
-7.715
-14
5,887,314
-79
short
29/11/21
28/03/22
119
Amorepacific Group
100
1,426,008
4.129
4.350
3.907
-0.222
-5
5,571,417
-16
long
28/03/22
20/06/22
84
Korea Aerospace
100
1,226,759
4.542
5.747
1.206
27
7,050,375
178
short
20/06/22
15/08/22
56
LG HH & HC
100
108,627
64.904
74.481
55.327
-9.577
-15
6,010,034
-65
long
15/08/22
3/10/22
49
Korea Aerospace
100
1,064,261
5.647
4.882
-0.765
-14
5,195,658
-66
short
3/10/22
14/11/22
42
Netmarble Games
100
1,005,135
5.169
5.131
5.208
0.039
1
5,234,445
7
long
14/11/22
12/08/24
637
Samsung SDI
100
65,123
80.378
37.330
-43.048
-54
2,431,058
-36
accum 12/06/06
12/08/24 7370
days out of 7531 invested (98%)
24,211
2,431,058
31
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
NCsoft short 7/01/08 24/03/08 77 5.58 4.65 6.69 1.11 19.98
long 22/12/08 8/08/11 959 3.46 22.97 19.50 563.41
long 17/12/18 10/06/19 175 47.97 43.47 -4.49 -9.36
short 16/08/21 25/10/21 70 74.40 60.60 91.35 16.94 22.77 785.74
Amorepacific Group long 23/07/12 20/10/14 819 2.50 11.98 9.48 379.84
long 8/12/14 6/07/15 210 12.31 21.40 9.08 73.77
short 29/10/18 17/12/18 49 6.12 6.66 5.58 -0.54 -8.80
short 29/11/21 28/03/22 119 4.13 4.35 3.91 -0.22 -5.37 619.59
Lotte Chemical short 7/07/08 22/12/08 168 7.24 3.72 14.08 6.85 94.60
long 12/10/15 2/04/18 903 28.42 43.04 14.62 51.42 194.66
Daewoo SB&ME short 6/07/15 12/10/15 98 1.44 0.69 3.00 1.55 107.77 107.77
Samsung BioLogics long 27/08/18 29/10/18 63 45.59 35.82 -9.77 -21.43
long 18/05/20 16/08/21 455 52.27 93.05 40.78 78.03 39.87
Korea Zinc long 31/07/06 7/01/08 525 10.21 16.22 6.01 58.90
long 25/10/21 29/11/21 35 55.73 48.01 -7.72 -13.84 36.90
Naver long 30/09/19 24/02/20 147 14.18 16.72 2.54 17.90 17.90
Hanwha Life short 10/06/19 22/07/19 42 0.29 0.25 0.34 0.05 16.16 16.16
Hanmi Science short 26/08/19 30/09/19 35 3.52 3.58 3.47 -0.05 -1.50
short 24/02/20 18/05/20 84 2.75 2.40 3.15 0.40 14.54 12.82
Korea Aerospace long 28/03/22 20/06/22 84 4.54 5.75 1.21 26.55
long 15/08/22 3/10/22 49 5.65 4.88 -0.77 -13.55 9.40
LG Electronics long 24/03/08 7/07/08 105 11.30 12.23 0.93 8.27 8.27
Samsung Electronics long 23/01/12 21/05/12 119 1.53 1.64 0.11 7.04 7.04
Netmarble Games short 3/10/22 14/11/22 42 5.17 5.13 5.21 0.04 0.75 0.75
Kangwon Land short 2/04/18 7/05/18 35 2.86 2.94 2.78 -0.08 -2.82 -2.82
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kia long 22/07/19 26/08/19 35 3.94 3.68 -0.25 -6.36 -6.36
LG HH & HC long 7/05/18 2/07/18 56 131.82 138.79 6.97 5.29
short 20/06/22 15/08/22 56 64.90 74.48 55.33 -9.58 -14.76 -10.25
LG Display short 8/08/11 10/10/11 63 1.53 1.44 1.63 0.10 6.27
short 2/07/18 27/08/18 56 1.80 2.12 1.48 -0.32 -17.74 -12.58
SK Holdings long 10/10/11 19/12/11 70 9.84 8.17 -1.67 -16.98
short 21/05/12 23/07/12 63 5.68 6.54 4.83 -0.86 -15.06 -29.48
Hyundai Heavy short 19/12/11 23/01/12 35 18.49 20.85 16.13 -2.36 -12.74
short 20/10/14 8/12/14 49 11.44 13.98 8.90 -2.54 -22.22 -32.13
Samsung SDI short 12/06/06 31/07/06 49 7.99 7.69 8.31 0.31 3.93
long 14/11/22 12/08/24 637 80.38 37.33 -43.05 -53.56 -51.73
Annotations
8/03/24 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
8/10/18 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
4/05/18 Samsung Electronics stock split 1:50 (fifty for one)
22/12/16 Kospi 50 CJ, Hanmi Science and Korea Aerospace replace DSME, Hyunday E&C and Samsung Heavy
31/03/16 Kospi 50 Samsung C&T replaces Cheil
1/09/15 Kospi 50 Orion Confectionery replaces Samsung C&T
19/08/15 Kospi 50 complete analysis
3/08/15 Kospi 50 KCC replaces SK Holdings
12/06/15 Kospi 50 Amorepacific Group and Coway replace Doosan Heavy (DHICO) and OCI
8/05/15 Amorepacific forward stock split 1:10 (ten for one)
13/03/15 Kospi 50 Cheil Industries and Samsung SDS replace Daewoo E&C and Samsung Securities
18/02/15 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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