Assessment - Kospi 50 in Pound sterling - 8/03/21 - RS = 9
⇐
instrument
freshest
⇓ Δday
8/03/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
1.556
12/08/24
1.10
1.824
1.903
-0.079
-4.16
28.81
L
Amorepacific
76.473
12/08/24
1.34
145.844
137.862
7.981
5.79
23.74
Celltrion
126.821
12/08/24
2.04
184.524
235.996
-51.472
-21.81
3.69
L
Doosan Enerbility
11.629
12/08/24
3.67
6.785
9.440
-2.655
-28.12
47.31
EcoPro Materials
54.279
12/08/24
2.76
-na-
Hana Financial
38.363
12/08/24
0.33
25.332
22.717
2.616
11.51
29.23
L
HD Hyundai Heavy
132.210
12/08/24
-1.65
-na-
L
HMM
11.141
12/08/24
1.15
14.014
11.240
2.774
24.68
254.67
L
Hybe
109.129
12/08/24
-0.06
130.341
106.039
24.302
22.92
-na-
Hyundai Glovis
67.786
12/08/24
0.75
121.431
129.034
-7.603
-5.89
38.02
L
Hyundai Heavy
126.250
12/08/24
-1.44
70.385
74.704
-4.318
-5.78
17.89
Hyundai Mobis
138.552
12/08/24
2.82
191.182
194.909
-3.727
-1.91
31.68
L
Hyundai Motor
154.404
12/08/24
0.21
146.161
140.918
5.242
3.72
62.36
IBK
8.548
12/08/24
0.37
5.612
5.854
-0.242
-4.14
2.71
S
Kakao
23.525
12/08/24
0.27
57.577
53.787
3.790
7.05
49.92
S
KakaoBank
13.855
12/08/24
1.39
-na-
S
KakaoPay
15.821
12/08/24
2.67
-na-
KB Financial
52.314
12/08/24
0.73
31.673
28.829
2.845
9.87
25.77
Kia
64.742
12/08/24
0.20
52.504
43.464
9.040
20.80
89.80
Korea Electric Power
12.238
12/08/24
1.37
14.553
18.268
-3.716
-20.34
2.54
L
Korea Zinc
328.465
12/08/24
0.78
255.861
272.329
-16.468
-6.05
-0.52
L
Krafton
185.792
12/08/24
-0.51
-na-
KT
24.096
12/08/24
-0.26
16.550
16.163
0.387
2.39
6.25
S
KT & G
63.537
12/08/24
-0.40
50.601
55.756
-5.155
-9.25
-6.14
S
LG
49.967
12/08/24
1.03
57.260
65.807
-8.548
-12.99
16.76
instrument
freshest
⇓ Δday
8/03/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
183.890
12/08/24
1.40
564.352
603.742
-39.390
-6.52
57.04
L
LG Electronics
60.620
12/08/24
1.49
90.677
96.436
-5.759
-5.97
76.03
S
LG Energy Solution
208.303
12/08/24
2.02
-na-
L
LG HH & HC
215.912
12/08/24
0.59
960.666
1,094.749
-134.083
-12.25
1.65
Lotte Chemical
51.679
12/08/24
2.13
196.572
189.815
6.757
3.56
41.16
S
Naver
101.647
12/08/24
-2.08
233.667
198.984
34.683
17.43
36.72
L
NCsoft
116.421
12/08/24
0.33
590.350
664.184
-73.834
-11.12
10.88
S
Posco Future M
131.893
12/08/24
1.22
95.750
80.137
15.613
19.48
100.48
S
Posco Holdings
207.669
12/08/24
0.61
203.864
185.401
18.463
9.96
50.80
Posco International
32.149
12/08/24
2.94
13.665
9.881
3.784
38.29
43.99
S
S-Oil
41.407
12/08/24
-0.61
55.864
47.742
8.122
17.01
31.24
S
Samsung BioLogics
602.398
12/08/24
-1.04
441.336
562.994
-121.659
-21.61
-3.02
Samsung C&T
90.423
12/08/24
1.06
75.775
97.794
-22.019
-22.52
2.92
Samsung Elec-Mech
92.452
12/08/24
1.60
119.528
122.242
-2.714
-2.22
31.48
Samsung Electronics
47.875
12/08/24
1.07
51.996
56.367
-4.371
-7.75
32.66
Samsung F&M Ins
224.790
12/08/24
1.00
119.211
124.280
-5.068
-4.08
-0.84
Samsung Life
56.879
12/08/24
-0.33
50.411
52.972
-2.561
-4.83
34.56
Samsung SDI
202.596
12/08/24
3.06
412.167
455.693
-43.526
-9.55
53.11
Samsung SDS
89.852
12/08/24
0.57
118.577
126.317
-7.740
-6.13
2.89
Shinhan
34.305
12/08/24
0.19
22.352
21.426
0.926
4.32
11.15
S
SK Biopharmaceutical
62.649
12/08/24
7.04
67.532
104.925
-37.393
-35.64
-na-
SK Holdings
87.316
12/08/24
0.73
161.696
169.442
-7.745
-4.57
11.87
L
SK Hynix
112.236
12/08/24
3.21
85.921
85.570
0.351
0.41
42.66
SK Innovation
64.679
12/08/24
0.99
151.868
156.878
-5.010
-3.19
67.43
SK Telecom
34.432
12/08/24
-1.09
31.008
32.191
-1.183
-3.67
4.34
instrument
freshest
⇓ Δday
8/03/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
9.353
12/08/24
0.55
6.284
6.458
-0.175
-2.70
7.54
Kospi 50 - 44 out of 50 instruments rated - 8/03/21 / 4/01/21 - 17 did rise, Market-Ratio(9) in GBP = 38.64 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Pound sterling * 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
262,404
0.038
0.036
0.040
0.002
6
10,601
54
long
31/07/06
7/01/08
525
Korea Zinc
100
221,867
0.048
0.076
0.028
58
16,791
38
short
7/01/08
24/03/08
77
NCsoft
100
645,389
0.026
0.024
0.029
0.003
10
18,523
59
long
24/03/08
7/07/08
105
LG Electronics
100
323,521
0.057
0.058
0.001
1
18,691
3
short
7/07/08
22/12/08
168
Lotte Chemical
100
546,796
0.034
0.028
0.042
0.008
23
22,911
56
long
22/12/08
8/08/11
959
NCsoft
100
882,514
0.026
0.179
0.153
588
157,554
108
short
8/08/11
10/10/11
63
LG Display
100
13,227,129
0.012
0.012
0.012
-0.000
-2
154,757
-10
long
10/10/11
19/12/11
70
SK Holdings
100
1,877,155
0.082
0.068
-0.015
-18
126,833
-65
short
19/12/11
23/01/12
35
Hyundai Heavy
100
829,361
0.153
0.174
0.132
-0.021
-14
109,476
-78
long
23/01/12
21/05/12
119
Samsung Electronics
100
8,594,052
0.013
0.013
0.000
3
112,439
9
short
21/05/12
23/07/12
63
SK Holdings
100
2,473,859
0.045
0.053
0.038
-0.008
-17
93,017
-67
long
23/07/12
20/10/14
819
Amorepacific Group
100
4,568,682
0.020
0.069
0.049
240
316,520
73
short
20/10/14
8/12/14
49
Hyundai Heavy
100
4,782,965
0.066
0.074
0.058
-0.008
-12
278,369
-62
long
8/12/14
6/07/15
210
Amorepacific Group
100
4,265,500
0.065
0.112
0.047
71
477,104
155
short
6/07/15
12/10/15
98
Daewoo SB&ME
100
63,258,175
0.008
0.004
0.015
0.008
100
955,198
1,227
long
12/10/15
2/04/18
903
Lotte Chemical
100
6,188,345
0.154
0.290
0.135
88
1,791,994
29
short
2/04/18
7/05/18
35
Kangwon Land
100
93,259,446
0.019
0.020
0.019
-0.001
-3
1,734,626
-29
long
7/05/18
2/07/18
56
LG HH & HC
100
1,945,987
0.891
0.951
0.060
7
1,851,562
53
short
2/07/18
27/08/18
56
LG Display
100
149,889,270
0.012
0.015
0.010
-0.002
-20
1,483,904
-76
long
27/08/18
29/10/18
63
Samsung BioLogics
100
4,660,869
0.318
0.249
-0.070
-22
1,159,378
-76
short
29/10/18
17/12/18
49
Amorepacific Group
100
27,295,074
0.042
0.047
0.038
-0.004
-10
1,042,672
-55
long
17/12/18
10/06/19
175
NCsoft
100
3,092,533
0.337
0.316
-0.021
-6
976,613
-13
short
10/06/19
22/07/19
42
Hanwha Life
100
456,654,545
0.002
0.002
0.002
0.000
12
1,095,971
172
long
22/07/19
26/08/19
35
Kia
100
37,485,669
0.029
0.028
-0.001
-3
1,064,560
-26
short
26/08/19
30/09/19
35
Hanmi Science
100
39,208,613
0.027
0.027
0.027
0.000
1
1,074,316
10
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
10,071,874
0.107
0.117
0.010
10
1,177,681
26
short
24/02/20
18/05/20
84
Hanmi Science
100
61,162,535
0.019
0.018
0.020
0.001
5
1,235,483
23
long
18/05/20
16/08/21
455
Samsung BioLogics
100
3,095,492
0.399
0.610
0.211
53
1,888,490
41
short
16/08/21
25/10/21
70
NCsoft
100
3,871,334
0.488
0.387
0.615
0.127
26
2,378,935
233
long
25/10/21
29/11/21
35
Korea Zinc
100
6,680,398
0.356
0.318
-0.039
-11
2,121,296
-70
short
29/11/21
28/03/22
119
Amorepacific Group
100
77,693,423
0.027
0.027
0.028
0.000
1
2,152,108
5
long
28/03/22
20/06/22
84
Korea Aerospace
100
76,567,420
0.028
0.035
0.007
24
2,658,492
150
short
20/06/22
15/08/22
56
LG HH & HC
100
6,779,921
0.392
0.463
0.321
-0.071
-18
2,177,711
-73
long
15/08/22
3/10/22
49
Korea Aerospace
100
62,033,763
0.035
0.030
-0.005
-15
1,858,384
-69
short
3/10/22
14/11/22
42
Netmarble Games
100
58,587,443
0.032
0.031
0.032
0.001
2
1,892,374
17
long
14/11/22
12/08/24
637
Samsung SDI
100
3,881,895
0.487
0.183
-0.305
-63
709,451
-43
accum 12/06/06
12/08/24 7323
days out of 7484 invested (98%)
6,995
709,451
24
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 0.03 0.02 0.03 0.00 10.31
long 22/12/08 8/08/11 959 0.03 0.18 0.15 587.69
long 17/12/18 10/06/19 175 0.34 0.32 -0.02 -6.34
short 16/08/21 25/10/21 70 0.49 0.39 0.61 0.13 25.97 795.08
Amorepacific Group long 23/07/12 20/10/14 819 0.02 0.07 0.05 240.28
long 8/12/14 6/07/15 210 0.07 0.11 0.05 71.39
short 29/10/18 17/12/18 49 0.04 0.05 0.04 -0.00 -10.07
short 29/11/21 28/03/22 119 0.03 0.03 0.03 0.00 1.45 432.13
Lotte Chemical short 7/07/08 22/12/08 168 0.03 0.03 0.04 0.01 22.58
long 12/10/15 2/04/18 903 0.15 0.29 0.14 87.60 129.96
Daewoo SB&ME short 6/07/15 12/10/15 98 0.01 0.00 0.02 0.01 100.21 100.21
Korea Zinc long 31/07/06 7/01/08 525 0.05 0.08 0.03 58.39
long 25/10/21 29/11/21 35 0.36 0.32 -0.04 -10.83 41.23
Samsung BioLogics long 27/08/18 29/10/18 63 0.32 0.25 -0.07 -21.87
long 18/05/20 16/08/21 455 0.40 0.61 0.21 52.85 19.43
Hanwha Life short 10/06/19 22/07/19 42 0.00 0.00 0.00 0.00 12.22 12.22
Naver long 30/09/19 24/02/20 147 0.11 0.12 0.01 9.62 9.62
Hanmi Science short 26/08/19 30/09/19 35 0.03 0.03 0.03 0.00 0.92
short 24/02/20 18/05/20 84 0.02 0.02 0.02 0.00 4.91 5.87
Korea Aerospace long 28/03/22 20/06/22 84 0.03 0.03 0.01 23.53
long 15/08/22 3/10/22 49 0.04 0.03 -0.01 -14.66 5.42
Samsung Electronics long 23/01/12 21/05/12 119 0.01 0.01 0.00 2.71 2.71
Netmarble Games short 3/10/22 14/11/22 42 0.03 0.03 0.03 0.00 1.83 1.83
LG Electronics long 24/03/08 7/07/08 105 0.06 0.06 0.00 0.91 0.91
Kia long 22/07/19 26/08/19 35 0.03 0.03 -0.00 -2.87 -2.87
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kangwon Land short 2/04/18 7/05/18 35 0.02 0.02 0.02 -0.00 -3.20 -3.20
LG HH & HC long 7/05/18 2/07/18 56 0.89 0.95 0.06 6.74
short 20/06/22 15/08/22 56 0.39 0.46 0.32 -0.07 -18.08 -12.56
LG Display short 8/08/11 10/10/11 63 0.01 0.01 0.01 -0.00 -1.78
short 2/07/18 27/08/18 56 0.01 0.01 0.01 -0.00 -19.86 -21.28
Hyundai Heavy short 19/12/11 23/01/12 35 0.15 0.17 0.13 -0.02 -13.69
short 20/10/14 8/12/14 49 0.07 0.07 0.06 -0.01 -12.05 -24.09
SK Holdings long 10/10/11 19/12/11 70 0.08 0.07 -0.01 -18.04
short 21/05/12 23/07/12 63 0.05 0.05 0.04 -0.01 -17.27 -32.20
Samsung SDI short 12/06/06 31/07/06 49 0.04 0.04 0.04 0.00 6.01
long 14/11/22 12/08/24 637 0.49 0.18 -0.30 -62.51 -60.26
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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