Assessment - Kospi 50 in Japanese yen - 18/04/22 - RS = 9
⇐
instrument
freshest
⇓ Δday
18/04/22
⇓ Δwk
14/02/22
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
252.366
12/08/24
1.10
248.597
244.764
3.833
1.57
-6.71
L
Amorepacific
12,403.613
12/08/24
1.34
17,278.665
16,673.299
605.366
3.63
-8.89
Celltrion
20,569.839
12/08/24
2.04
16,095.899
15,320.104
775.795
5.06
-23.49
L
Doosan Enerbility
1,886.254
12/08/24
3.67
2,190.688
1,507.846
682.842
45.29
13.22
EcoPro Materials
8,803.891
12/08/24
2.76
-na-
Hana Financial
6,222.376
12/08/24
0.33
4,803.057
4,832.840
-29.783
-0.62
11.01
L
HD Hyundai Heavy
21,444.057
12/08/24
-1.65
14,656.010
9,240.391
5,415.620
58.61
-na-
L
HMM
1,807.060
12/08/24
1.15
2,715.219
2,416.420
298.799
12.37
-13.09
L
Hybe
17,700.347
12/08/24
-0.06
28,746.350
24,550.829
4,195.521
17.09
2.22
Hyundai Glovis
10,994.579
12/08/24
0.75
20,055.593
16,190.015
3,865.578
23.88
16.20
L
Hyundai Heavy
20,477.275
12/08/24
-1.44
9,657.540
7,867.864
1,789.675
22.75
-5.76
Hyundai Mobis
22,472.549
12/08/24
2.82
21,752.605
21,554.468
198.137
0.92
-11.13
L
Hyundai Motor
25,043.779
12/08/24
0.21
18,358.582
17,059.927
1,298.655
7.61
-7.66
IBK
1,386.407
12/08/24
0.37
1,136.484
1,068.058
68.426
6.41
11.81
S
Kakao
3,815.705
12/08/24
0.27
9,708.964
8,583.125
1,125.840
13.12
-14.34
S
KakaoBank
2,247.255
12/08/24
1.39
4,669.354
4,248.067
421.287
9.92
-na-
S
KakaoPay
2,566.087
12/08/24
2.67
13,113.273
12,420.400
692.873
5.58
-na-
KB Financial
8,485.059
12/08/24
0.73
6,129.812
6,244.030
-114.218
-1.83
13.63
Kia
10,500.903
12/08/24
0.20
8,042.807
7,442.574
600.233
8.06
1.83
Korea Electric Power
1,984.989
12/08/24
1.37
2,247.255
2,145.781
101.474
4.73
-0.26
L
Korea Zinc
53,275.884
12/08/24
0.78
65,617.787
51,421.422
14,196.365
27.61
34.88
L
Krafton
30,134.815
12/08/24
-0.51
26,843.640
25,855.696
987.944
3.82
-na-
KT
3,908.269
12/08/24
-0.26
3,630.577
3,078.519
552.057
17.93
17.72
S
KT & G
10,305.489
12/08/24
-0.40
8,279.360
7,693.882
585.478
7.61
4.66
S
LG
8,104.517
12/08/24
1.03
7,518.276
7,297.589
220.687
3.02
-13.14
instrument
freshest
⇓ Δday
18/04/22
⇓ Δwk
14/02/22
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
29,826.267
12/08/24
1.40
51,424.598
59,830.564
-8,405.966
-14.05
-25.68
L
LG Electronics
9,832.383
12/08/24
1.49
12,804.725
11,888.787
915.938
7.70
-3.15
S
LG Energy Solution
33,785.961
12/08/24
2.02
44,533.702
44,752.102
-218.400
-0.49
-na-
L
LG HH & HC
35,020.151
12/08/24
0.59
92,872.824
91,823.968
1,048.856
1.14
-21.38
Lotte Chemical
8,382.210
12/08/24
2.13
19,798.470
21,119.513
-1,321.042
-6.26
-13.52
S
Naver
16,486.726
12/08/24
-2.08
31,523.279
31,123.492
399.786
1.28
-12.84
L
NCsoft
18,883.112
12/08/24
0.33
45,099.373
49,294.972
-4,195.600
-8.51
-27.18
S
Posco Future M
21,392.633
12/08/24
1.22
13,318.971
10,535.592
2,783.379
26.42
-0.92
S
Posco Holdings
33,683.112
12/08/24
0.61
29,106.323
27,450.534
1,655.789
6.03
-3.79
Posco International
5,214.454
12/08/24
2.94
2,411.814
1,923.470
488.343
25.39
13.94
S
S-Oil
6,716.053
12/08/24
-0.61
11,056.289
8,728.110
2,328.179
26.67
21.41
S
Samsung BioLogics
97,706.737
12/08/24
-1.04
85,570.531
73,749.145
11,821.387
16.03
3.94
Samsung C&T
14,666.295
12/08/24
1.06
11,313.412
10,390.607
922.805
8.88
-4.12
Samsung Elec-Mech
14,995.413
12/08/24
1.60
16,147.324
15,706.731
440.592
2.81
-3.70
Samsung Electronics
7,765.114
12/08/24
1.07
6,860.041
7,123.607
-263.565
-3.70
-6.01
Samsung F&M Ins
36,460.040
12/08/24
1.00
21,392.633
20,539.572
853.061
4.15
3.67
Samsung Life
9,225.573
12/08/24
-0.33
6,654.343
6,060.382
593.961
9.80
-2.39
Samsung SDI
32,860.318
12/08/24
3.06
61,812.367
50,841.481
10,970.886
21.58
-2.57
Samsung SDS
14,573.731
12/08/24
0.57
14,090.340
13,241.983
848.357
6.41
-9.44
Shinhan
5,564.142
12/08/24
0.19
4,129.395
3,904.935
224.460
5.75
9.81
S
SK Biopharmaceutical
10,161.501
12/08/24
7.04
8,999.305
7,616.556
1,382.748
18.15
-8.08
SK Holdings
14,162.334
12/08/24
0.73
25,660.874
21,409.483
4,251.391
19.86
3.73
L
SK Hynix
18,204.308
12/08/24
3.21
11,210.562
12,807.027
-1,596.465
-12.47
-0.16
SK Innovation
10,490.618
12/08/24
0.99
22,215.426
19,766.317
2,449.109
12.39
-3.70
SK Telecom
5,584.711
12/08/24
-1.09
6,150.382
5,287.127
863.255
16.33
6.12
instrument
freshest
⇓ Δday
18/04/22
⇓ Δwk
14/02/22
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
1,517.026
12/08/24
0.55
1,568.450
1,420.855
147.595
10.39
32.09
Kospi 50 - 49 out of 50 instruments rated - 18/04/22 / 14/02/22 - 41 did rise, Market-Ratio(9) in JPY = 83.67 %
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.
write an annotation