Assessment - Kospi 50 in Dollar - 17/02/20 - RS = 9
⇐
instrument
freshest
⇓ Δday
17/02/20
⇓ Δwk
16/12/19
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
2.075
12/08/24
1.10
1.775
1.700
0.076
4.45
11.13
L
Amorepacific
101.994
12/08/24
1.34
164.493
165.106
-0.613
-0.37
11.67
Celltrion
169.145
12/08/24
2.04
157.304
145.808
11.497
7.88
0.92
L
Doosan Enerbility
15.511
12/08/24
3.67
5.091
4.769
0.322
6.76
-5.06
EcoPro Materials
72.394
12/08/24
2.76
-na-
Hana Financial
51.166
12/08/24
0.33
28.205
32.292
-4.087
-12.66
-8.32
L
HD Hyundai Heavy
176.333
12/08/24
-1.65
-na-
L
HMM
14.859
12/08/24
1.15
3.366
2.886
0.480
16.63
10.36
L
Hybe
145.549
12/08/24
-0.06
-na-
Hyundai Glovis
90.408
12/08/24
0.75
121.784
126.939
-5.155
-4.06
-4.58
L
Hyundai Heavy
168.383
12/08/24
-1.44
97.258
107.212
-9.954
-9.28
-4.30
Hyundai Mobis
184.790
12/08/24
2.82
202.128
223.429
-21.301
-9.53
0.84
L
Hyundai Motor
205.933
12/08/24
0.21
114.595
102.066
12.530
12.28
5.39
IBK
11.400
12/08/24
0.37
8.584
10.507
-1.923
-18.30
-22.22
S
Kakao
31.376
12/08/24
0.27
30.531
25.988
4.542
17.48
37.16
S
KakaoBank
18.479
12/08/24
1.39
-na-
S
KakaoPay
21.101
12/08/24
2.67
-na-
KB Financial
69.772
12/08/24
0.73
35.859
42.070
-6.211
-14.76
-5.15
Kia
86.348
12/08/24
0.20
35.055
38.124
-3.069
-8.05
-1.37
Korea Electric Power
16.322
12/08/24
1.37
22.031
23.544
-1.513
-6.42
-5.54
L
Korea Zinc
438.084
12/08/24
0.78
375.078
368.808
6.270
1.70
-0.07
L
Krafton
247.797
12/08/24
-0.51
-na-
KT
32.137
12/08/24
-0.26
21.228
23.158
-1.930
-8.33
-9.13
S
KT & G
84.741
12/08/24
-0.40
76.369
82.339
-5.970
-7.25
-10.42
S
LG
66.643
12/08/24
1.03
64.952
64.070
0.882
1.38
4.26
instrument
freshest
⇓ Δday
17/02/20
⇓ Δwk
16/12/19
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
245.260
12/08/24
1.40
354.781
265.027
89.753
33.87
24.42
L
LG Electronics
80.851
12/08/24
1.49
56.663
61.754
-5.091
-8.24
-5.42
S
LG Energy Solution
277.820
12/08/24
2.02
-na-
L
LG HH & HC
287.969
12/08/24
0.59
1,181.475
1,090.986
90.489
8.29
8.14
Lotte Chemical
68.926
12/08/24
2.13
175.910
194.696
-18.786
-9.65
-15.29
S
Naver
135.569
12/08/24
-2.08
159.419
153.956
5.463
3.55
32.20
L
NCsoft
155.275
12/08/24
0.33
556.486
464.870
91.616
19.71
27.10
S
Posco Future M
175.910
12/08/24
1.22
50.633
39.884
10.749
26.95
18.42
S
Posco Holdings
276.974
12/08/24
0.61
184.790
207.991
-23.200
-11.15
-8.02
Posco International
42.878
12/08/24
2.94
15.688
16.725
-1.037
-6.20
0.71
S
S-Oil
55.226
12/08/24
-0.61
65.797
80.795
-14.997
-18.56
-16.31
S
Samsung BioLogics
803.437
12/08/24
-1.04
438.930
338.789
100.141
29.56
51.29
Samsung C&T
120.600
12/08/24
1.06
101.064
89.200
11.864
13.30
18.95
Samsung Elec-Mech
123.306
12/08/24
1.60
123.476
104.639
18.837
18.00
37.33
Samsung Electronics
63.852
12/08/24
1.07
52.012
46.916
5.096
10.86
26.87
Samsung F&M Ins
299.809
12/08/24
1.00
178.870
215.281
-36.411
-16.91
-17.18
Samsung Life
75.861
12/08/24
-0.33
57.425
65.013
-7.589
-11.67
-12.33
Samsung SDI
270.208
12/08/24
3.06
285.854
200.271
85.583
42.73
42.38
Samsung SDS
119.839
12/08/24
0.57
170.413
168.537
1.876
1.11
-3.13
Shinhan
45.754
12/08/24
0.19
31.207
38.082
-6.874
-18.05
-15.67
S
SK Biopharmaceutical
83.557
12/08/24
7.04
-na-
SK Holdings
116.456
12/08/24
0.73
192.825
223.000
-30.176
-13.53
-6.18
L
SK Hynix
149.693
12/08/24
3.21
88.801
75.992
12.809
16.86
32.54
SK Innovation
86.264
12/08/24
0.99
115.441
126.939
-11.497
-9.06
-17.24
SK Telecom
45.923
12/08/24
-1.09
38.565
41.427
-2.862
-6.91
-8.16
instrument
freshest
⇓ Δday
17/02/20
⇓ Δwk
16/12/19
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
12.474
12/08/24
0.55
8.669
10.249
-1.581
-15.42
-19.99
Kospi 50 - 42 out of 50 instruments rated - 17/02/20 / 16/12/19 - 19 did rise, Market-Ratio(9) in USD = 45.24 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Dollar * 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
142,589
0.070
0.067
0.073
0.003
5
10,452
39
long
31/07/06
7/01/08
525
Korea Zinc
100
117,368
0.089
0.149
0.060
68
17,533
43
short
7/01/08
24/03/08
77
NCsoft
100
341,413
0.051
0.047
0.057
0.005
10
19,290
57
long
24/03/08
7/07/08
105
LG Electronics
100
169,966
0.113
0.115
0.001
1
19,469
3
short
7/07/08
22/12/08
168
Lotte Chemical
100
287,268
0.068
0.042
0.110
0.043
63
31,686
188
long
22/12/08
8/08/11
959
NCsoft
100
817,335
0.039
0.293
0.254
656
239,546
116
short
8/08/11
10/10/11
63
LG Display
100
12,250,226
0.020
0.019
0.020
0.001
4
248,680
24
long
10/10/11
19/12/11
70
SK Holdings
100
1,939,291
0.128
0.105
-0.023
-18
203,684
-65
short
19/12/11
23/01/12
35
Hyundai Heavy
100
856,814
0.238
0.271
0.205
-0.033
-14
175,476
-79
long
23/01/12
21/05/12
119
Samsung Electronics
100
8,846,329
0.020
0.021
0.001
4
183,039
14
short
21/05/12
23/07/12
63
SK Holdings
100
2,546,479
0.072
0.083
0.061
-0.011
-16
154,062
-63
long
23/07/12
20/10/14
819
Amorepacific Group
100
4,844,397
0.032
0.112
0.080
252
542,472
75
short
20/10/14
8/12/14
49
Hyundai Heavy
100
5,071,612
0.107
0.116
0.098
-0.009
-8
496,511
-48
long
8/12/14
6/07/15
210
Amorepacific Group
100
4,860,241
0.102
0.175
0.072
71
848,361
154
short
6/07/15
12/10/15
98
Daewoo SB&ME
100
72,078,297
0.012
0.006
0.024
0.012
103
1,722,671
1,299
long
12/10/15
2/04/18
903
Lotte Chemical
100
7,273,968
0.237
0.407
0.170
72
2,957,050
24
short
2/04/18
7/05/18
35
Kangwon Land
100
109,619,979
0.027
0.027
0.027
0.000
0
2,959,739
1
long
7/05/18
2/07/18
56
LG HH & HC
100
2,449,878
1.208
1.252
0.044
4
3,067,604
26
short
2/07/18
27/08/18
56
LG Display
100
188,701,395
0.016
0.019
0.013
-0.003
-18
2,528,599
-72
long
27/08/18
29/10/18
63
Samsung BioLogics
100
6,159,834
0.410
0.319
-0.092
-22
1,962,121
-77
short
29/10/18
17/12/18
49
Amorepacific Group
100
36,073,342
0.054
0.059
0.050
-0.005
-8
1,796,452
-48
long
17/12/18
10/06/19
175
NCsoft
100
4,223,139
0.425
0.401
-0.025
-6
1,692,917
-12
short
10/06/19
22/07/19
42
Hanwha Life
100
623,603,758
0.003
0.002
0.003
0.000
14
1,933,172
217
long
22/07/19
26/08/19
35
Kia
100
52,981,388
0.036
0.035
-0.002
-5
1,840,172
-40
short
26/08/19
30/09/19
35
Hanmi Science
100
55,416,557
0.033
0.033
0.033
0.000
0
1,845,371
3
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
14,067,366
0.131
0.151
0.020
15
2,125,421
42
short
24/02/20
18/05/20
84
Hanmi Science
100
85,425,589
0.025
0.022
0.028
0.003
11
2,357,746
57
long
18/05/20
16/08/21
455
Samsung BioLogics
100
4,836,756
0.487
0.843
0.356
73
4,077,714
55
short
16/08/21
25/10/21
70
NCsoft
100
6,049,021
0.674
0.533
0.853
0.178
26
5,156,791
240
long
25/10/21
29/11/21
35
Korea Zinc
100
10,519,898
0.490
0.422
-0.068
-14
4,441,155
-79
short
29/11/21
28/03/22
119
Amorepacific Group
100
122,347,025
0.036
0.035
0.037
0.001
3
4,575,779
10
long
28/03/22
20/06/22
84
Korea Aerospace
100
124,350,147
0.037
0.043
0.006
16
5,293,252
88
short
20/06/22
15/08/22
56
LG HH & HC
100
11,011,004
0.481
0.560
0.402
-0.079
-16
4,424,222
-69
long
15/08/22
3/10/22
49
Korea Aerospace
100
104,260,667
0.042
0.034
-0.009
-20
3,520,689
-82
short
3/10/22
14/11/22
42
Netmarble Games
100
98,468,408
0.036
0.037
0.035
-0.001
-2
3,436,547
-19
long
14/11/22
12/08/24
637
Samsung SDI
100
5,993,119
0.573
0.231
-0.342
-60
1,384,652
-41
accum 12/06/06
12/08/24 7370
days out of 7531 invested (98%)
13,747
1,384,652
28
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 0.05 0.05 0.06 0.01 10.02
long 22/12/08 8/08/11 959 0.04 0.29 0.25 656.01
long 17/12/18 10/06/19 175 0.43 0.40 -0.02 -5.76
short 16/08/21 25/10/21 70 0.67 0.53 0.85 0.18 26.46 891.25
Amorepacific Group long 23/07/12 20/10/14 819 0.03 0.11 0.08 252.11
long 8/12/14 6/07/15 210 0.10 0.17 0.07 70.86
short 29/10/18 17/12/18 49 0.05 0.06 0.05 -0.00 -8.44
short 29/11/21 28/03/22 119 0.04 0.04 0.04 0.00 3.03 467.54
Lotte Chemical short 7/07/08 22/12/08 168 0.07 0.04 0.11 0.04 62.75
long 12/10/15 2/04/18 903 0.24 0.41 0.17 71.65 179.37
Daewoo SB&ME short 6/07/15 12/10/15 98 0.01 0.01 0.02 0.01 103.06 103.06
Korea Zinc long 31/07/06 7/01/08 525 0.09 0.15 0.06 67.75
long 25/10/21 29/11/21 35 0.49 0.42 -0.07 -13.88 44.47
Samsung BioLogics long 27/08/18 29/10/18 63 0.41 0.32 -0.09 -22.40
long 18/05/20 16/08/21 455 0.49 0.84 0.36 72.95 34.20
Naver long 30/09/19 24/02/20 147 0.13 0.15 0.02 15.18 15.18
Hanwha Life short 10/06/19 22/07/19 42 0.00 0.00 0.00 0.00 14.19 14.19
Hanmi Science short 26/08/19 30/09/19 35 0.03 0.03 0.03 0.00 0.28
short 24/02/20 18/05/20 84 0.02 0.02 0.03 0.00 10.93 11.24
Samsung Electronics long 23/01/12 21/05/12 119 0.02 0.02 0.00 4.31 4.31
LG Electronics long 24/03/08 7/07/08 105 0.11 0.11 0.00 0.93 0.93
Kangwon Land short 2/04/18 7/05/18 35 0.03 0.03 0.03 0.00 0.09 0.09
Netmarble Games short 3/10/22 14/11/22 42 0.04 0.04 0.03 -0.00 -2.39 -2.39
Kia long 22/07/19 26/08/19 35 0.04 0.03 -0.00 -4.81 -4.81
Korea Aerospace long 28/03/22 20/06/22 84 0.04 0.04 0.01 15.68
long 15/08/22 3/10/22 49 0.04 0.03 -0.01 -20.42 -7.94
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
LG HH & HC long 7/05/18 2/07/18 56 1.21 1.25 0.04 3.64
short 20/06/22 15/08/22 56 0.48 0.56 0.40 -0.08 -16.42 -13.37
LG Display short 8/08/11 10/10/11 63 0.02 0.02 0.02 0.00 3.81
short 2/07/18 27/08/18 56 0.02 0.02 0.01 -0.00 -17.57 -14.43
Hyundai Heavy short 19/12/11 23/01/12 35 0.24 0.27 0.20 -0.03 -13.85
short 20/10/14 8/12/14 49 0.11 0.12 0.10 -0.01 -8.47 -21.15
SK Holdings long 10/10/11 19/12/11 70 0.13 0.11 -0.02 -18.09
short 21/05/12 23/07/12 63 0.07 0.08 0.06 -0.01 -15.83 -31.06
Samsung SDI short 12/06/06 31/07/06 49 0.07 0.07 0.07 0.00 4.52
long 14/11/22 12/08/24 637 0.57 0.23 -0.34 -59.71 -57.89
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.
write an annotation