Assessment - Kospi 50 in Dollar - 2/08/21 - RS = 9
⇐
instrument
freshest
⇓ Δday
2/08/21
⇓ Δwk
31/05/21
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
2.133
12/08/24
1.10
2.587
2.677
-0.090
-3.36
11.43
L
Amorepacific
104.852
12/08/24
1.34
191.708
259.181
-67.474
-26.03
2.93
Celltrion
173.884
12/08/24
2.04
229.093
247.893
-18.800
-7.58
-11.88
L
Doosan Enerbility
15.945
12/08/24
3.67
18.953
17.971
0.982
5.47
52.53
EcoPro Materials
74.423
12/08/24
2.76
-na-
Hana Financial
52.600
12/08/24
0.33
37.211
42.038
-4.827
-11.48
15.73
L
HD Hyundai Heavy
181.275
12/08/24
-1.65
-na-
L
HMM
15.276
12/08/24
1.15
33.603
43.257
-9.654
-22.32
182.81
L
Hybe
149.628
12/08/24
-0.06
256.045
239.314
16.731
6.99
-na-
Hyundai Glovis
92.941
12/08/24
0.75
170.407
170.680
-0.274
-0.16
9.48
L
Hyundai Heavy
173.102
12/08/24
-1.44
113.025
128.688
-15.663
-12.17
18.65
Hyundai Mobis
189.969
12/08/24
2.82
235.613
252.860
-17.246
-6.82
0.06
L
Hyundai Motor
211.704
12/08/24
0.21
191.273
212.222
-20.949
-9.87
6.29
IBK
11.720
12/08/24
0.37
8.868
9.753
-0.885
-9.07
10.87
S
Kakao
32.256
12/08/24
0.27
126.936
111.078
15.858
14.28
57.99
S
KakaoBank
18.997
12/08/24
1.39
-na-
S
KakaoPay
21.692
12/08/24
2.67
-na-
KB Financial
71.727
12/08/24
0.73
44.254
53.101
-8.847
-16.66
8.64
Kia
88.768
12/08/24
0.20
73.640
77.303
-3.663
-4.74
28.89
Korea Electric Power
16.780
12/08/24
1.37
22.083
23.299
-1.216
-5.22
8.57
L
Korea Zinc
450.361
12/08/24
0.78
469.488
407.736
61.752
15.14
27.73
L
Krafton
254.741
12/08/24
-0.51
-na-
KT
33.038
12/08/24
-0.26
29.517
30.885
-1.368
-4.43
27.72
S
KT & G
87.116
12/08/24
-0.40
71.814
76.129
-4.315
-5.67
-2.22
S
LG
68.510
12/08/24
1.03
82.421
91.210
-8.789
-9.64
3.86
instrument
freshest
⇓ Δday
2/08/21
⇓ Δwk
31/05/21
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
252.132
12/08/24
1.40
751.181
739.615
11.566
1.56
7.16
L
LG Electronics
83.117
12/08/24
1.49
136.065
137.267
-1.202
-0.88
30.35
S
LG Energy Solution
285.605
12/08/24
2.02
-na-
L
LG HH & HC
296.038
12/08/24
0.59
1,263.271
1,407.887
-144.617
-10.27
-8.44
Lotte Chemical
70.858
12/08/24
2.13
231.701
251.957
-20.256
-8.04
2.56
S
Naver
139.368
12/08/24
-2.08
376.895
327.363
49.531
15.13
27.31
L
NCsoft
159.626
12/08/24
0.33
716.404
783.865
-67.462
-8.61
-5.66
S
Posco Future M
180.840
12/08/24
1.22
133.891
130.945
2.946
2.25
36.51
S
Posco Holdings
284.736
12/08/24
0.61
312.992
320.590
-7.598
-2.37
33.76
Posco International
44.080
12/08/24
2.94
22.214
18.694
3.520
18.83
46.71
S
S-Oil
56.773
12/08/24
-0.61
85.551
84.527
1.024
1.21
32.50
S
Samsung BioLogics
825.951
12/08/24
-1.04
793.783
763.095
30.688
4.02
14.29
Samsung C&T
123.980
12/08/24
1.06
124.762
125.075
-0.313
-0.25
13.22
Samsung Elec-Mech
126.762
12/08/24
1.60
165.625
153.974
11.651
7.57
13.08
Samsung Electronics
65.641
12/08/24
1.07
68.945
72.697
-3.752
-5.16
8.27
Samsung F&M Ins
308.210
12/08/24
1.00
188.230
190.999
-2.770
-1.45
11.34
Samsung Life
77.987
12/08/24
-0.33
65.902
75.677
-9.775
-12.92
3.45
Samsung SDI
277.780
12/08/24
3.06
649.458
555.389
94.070
16.94
28.63
Samsung SDS
123.197
12/08/24
0.57
161.278
163.907
-2.630
-1.60
0.46
Shinhan
47.036
12/08/24
0.19
33.560
38.335
-4.776
-12.46
11.70
S
SK Biopharmaceutical
85.899
12/08/24
7.04
107.808
102.499
5.310
5.18
-11.49
SK Holdings
119.719
12/08/24
0.73
236.048
239.314
-3.266
-1.36
7.80
L
SK Hynix
153.888
12/08/24
3.21
100.853
114.690
-13.837
-12.06
5.90
SK Innovation
88.681
12/08/24
0.99
222.572
239.314
-16.742
-7.00
25.06
SK Telecom
47.210
12/08/24
-1.09
52.513
57.255
-4.742
-8.28
13.60
instrument
freshest
⇓ Δday
2/08/21
⇓ Δwk
31/05/21
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
12.824
12/08/24
0.55
9.433
10.069
-0.636
-6.32
8.81
Kospi 50 - 44 out of 50 instruments rated - 2/08/21 / 31/05/21 - 13 did rise, Market-Ratio(9) in USD = 29.55 %
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.
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