Assessment - Kospi 50 in Japanese yen - 22/03/21 - RS = 9
⇐
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
18/01/21
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
237.020
12/08/24
1.10
279.236
271.561
7.675
2.83
41.17
L
Amorepacific
11,649.358
12/08/24
1.34
23,858.968
19,776.386
4,082.582
20.64
45.38
Celltrion
19,319.002
12/08/24
2.04
27,915.959
29,500.168
-1,584.209
-5.37
11.48
L
Doosan Enerbility
1,771.553
12/08/24
3.67
1,149.481
1,230.739
-81.259
-6.60
74.45
EcoPro Materials
8,268.533
12/08/24
2.76
-na-
Hana Financial
5,843.998
12/08/24
0.33
4,037.672
3,584.176
453.495
12.65
47.74
L
HD Hyundai Heavy
20,140.060
12/08/24
-1.65
-na-
L
HMM
1,697.174
12/08/24
1.15
2,564.598
1,319.992
1,244.606
94.29
349.78
L
Hybe
16,624.002
12/08/24
-0.06
21,955.274
15,365.642
6,589.632
42.89
-na-
Hyundai Glovis
10,326.007
12/08/24
0.75
18,546.242
17,051.849
1,494.394
8.76
50.86
L
Hyundai Heavy
19,232.067
12/08/24
-1.44
11,301.616
10,381.428
920.188
8.86
36.46
Hyundai Mobis
21,106.010
12/08/24
2.82
28,205.744
30,392.689
-2,186.945
-7.20
39.12
L
Hyundai Motor
23,520.885
12/08/24
0.21
22,120.258
22,641.849
-521.591
-2.30
74.08
IBK
1,302.101
12/08/24
0.37
879.981
804.208
75.772
9.42
16.53
S
Kakao
3,583.675
12/08/24
0.27
9,543.587
8,032.689
1,510.898
18.81
73.41
S
KakaoBank
2,110.601
12/08/24
1.39
-na-
S
KakaoPay
2,410.046
12/08/24
2.67
-na-
KB Financial
7,969.089
12/08/24
0.73
4,964.984
4,251.218
713.765
16.79
41.60
Kia
9,862.351
12/08/24
0.20
8,316.831
6,717.395
1,599.436
23.81
112.84
Korea Electric Power
1,864.284
12/08/24
1.37
2,221.685
2,329.950
-108.264
-4.65
13.44
L
Korea Zinc
50,036.216
12/08/24
0.78
39,072.682
38,237.479
835.204
2.18
10.23
L
Krafton
28,302.339
12/08/24
-0.51
-na-
KT
3,670.610
12/08/24
-0.26
2,559.768
2,217.210
342.558
15.45
18.68
S
KT & G
9,678.820
12/08/24
-0.40
7,785.558
7,572.336
213.222
2.82
4.97
S
LG
7,611.687
12/08/24
1.03
8,510.021
9,582.857
-1,072.836
-11.20
24.80
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
18/01/21
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
28,012.554
12/08/24
1.40
77,758.985
90,567.394
-12,808.409
-14.14
52.56
L
LG Electronics
9,234.483
12/08/24
1.49
14,972.227
13,058.991
1,913.235
14.65
105.59
S
LG Energy Solution
31,731.462
12/08/24
2.02
-na-
L
LG HH & HC
32,890.602
12/08/24
0.59
145,182.303
144,588.402
593.901
0.41
10.52
Lotte Chemical
7,872.494
12/08/24
2.13
30,620.619
27,151.428
3,469.191
12.78
56.82
S
Naver
15,484.180
12/08/24
-2.08
38,299.922
28,231.848
10,068.074
35.66
57.93
L
NCsoft
17,734.844
12/08/24
0.33
90,026.551
88,124.705
1,901.846
2.16
21.27
S
Posco Future M
20,091.763
12/08/24
1.22
14,102.872
11,602.773
2,500.099
21.55
108.16
S
Posco Holdings
31,634.867
12/08/24
0.61
29,316.586
24,990.588
4,325.998
17.31
54.97
Posco International
4,897.367
12/08/24
2.94
2,187.877
1,390.454
797.423
57.35
65.16
S
S-Oil
6,307.654
12/08/24
-0.61
7,872.494
6,792.555
1,079.939
15.90
32.67
S
Samsung BioLogics
91,765.262
12/08/24
-1.04
69,065.434
74,032.268
-4,966.834
-6.71
8.29
Samsung C&T
13,774.449
12/08/24
1.06
11,591.401
13,434.790
-1,843.388
-13.72
13.66
Samsung Elec-Mech
14,083.553
12/08/24
1.60
18,449.647
18,555.042
-105.394
-0.57
45.35
Samsung Electronics
7,292.923
12/08/24
1.07
7,920.791
7,985.714
-64.923
-0.81
45.11
Samsung F&M Ins
34,242.932
12/08/24
1.00
18,208.160
17,051.849
1,156.311
6.78
9.59
Samsung Life
8,664.573
12/08/24
-0.33
7,437.816
7,375.042
62.774
0.85
42.29
Samsung SDI
30,862.106
12/08/24
3.06
62,013.998
66,328.403
-4,314.405
-6.50
63.03
Samsung SDS
13,687.513
12/08/24
0.57
18,014.970
18,508.067
-493.097
-2.66
12.95
Shinhan
5,225.790
12/08/24
0.19
3,438.782
3,062.756
376.026
12.28
23.44
S
SK Biopharmaceutical
9,543.587
12/08/24
7.04
10,142.476
13,904.538
-3,762.061
-27.06
-na-
SK Holdings
13,301.133
12/08/24
0.73
23,762.373
28,184.874
-4,422.501
-15.69
17.69
L
SK Hynix
17,097.317
12/08/24
3.21
13,330.112
12,213.445
1,116.666
9.14
58.90
SK Innovation
9,852.691
12/08/24
0.99
19,753.680
23,722.269
-3,968.589
-16.73
53.81
SK Telecom
5,245.109
12/08/24
-1.09
4,945.665
4,584.739
360.925
7.87
20.25
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
18/01/21
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
1,424.776
12/08/24
0.55
975.610
916.008
59.601
6.51
20.53
Kospi 50 - 44 out of 50 instruments rated - 22/03/21 / 18/01/21 - 28 did rise, Market-Ratio(9) in JPY = 63.64 %
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 7323
days out of 7484 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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