Assessment - Kospi 50 in Japanese yen - 13/06/22 - RS = 9
⇐
⇓ instrument
freshest
⇓ Δday
13/06/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ9
∅-RS
Kospi 50
255.173
12/08/24
1.10
233.667
248.066
-14.399
-5.80
-10.07
S
S-Oil
6,790.754
12/08/24
-0.61
12,375.187
10,523.386
1,851.800
17.60
31.60
KT
3,951.740
12/08/24
-0.26
3,806.150
3,741.648
64.501
1.72
19.57
Woori Financial
1,533.899
12/08/24
0.55
1,461.104
1,570.882
-109.778
-6.99
16.44
Posco International
5,272.453
12/08/24
2.94
2,495.836
2,186.017
309.819
14.17
14.99
Hyundai Glovis
11,116.869
12/08/24
0.75
19,550.715
19,318.294
232.421
1.20
11.48
L
Korea Zinc
53,868.459
12/08/24
0.78
56,780.268
62,936.967
-6,156.699
-9.78
11.29
Shinhan
5,626.030
12/08/24
0.19
4,216.923
4,183.936
32.987
0.79
10.73
SK Innovation
10,607.303
12/08/24
0.99
24,698.377
20,995.935
3,702.442
17.63
10.25
S
KT & G
10,420.115
12/08/24
-0.40
8,652.231
8,367.871
284.360
3.40
8.61
IBK
1,401.828
12/08/24
0.37
1,102.328
1,143.846
-41.519
-3.63
6.05
Hana Financial
6,291.586
12/08/24
0.33
4,648.494
4,778.736
-130.241
-2.73
5.82
Kia
10,617.702
12/08/24
0.20
8,236.259
7,879.830
356.428
4.52
3.71
KB Financial
8,579.436
12/08/24
0.73
5,594.832
6,059.844
-465.011
-7.67
2.28
Samsung C&T
14,829.425
12/08/24
1.06
11,803.224
11,133.438
669.787
6.02
1.89
Korea Electric Power
2,007.068
12/08/24
1.37
2,277.450
2,226.688
50.763
2.28
1.71
SK Holdings
14,319.859
12/08/24
0.73
24,802.370
25,266.294
-463.925
-1.84
0.94
Samsung Life
9,328.187
12/08/24
-0.33
6,624.365
6,680.063
-55.698
-0.83
-0.11
S
Posco Future M
21,630.578
12/08/24
1.22
13,103.139
12,861.916
241.222
1.88
-1.11
S
Samsung BioLogics
98,793.506
12/08/24
-1.04
81,738.627
81,441.858
296.769
0.36
-1.22
S
LG
8,194.661
12/08/24
1.03
8,090.668
7,615.475
475.194
6.24
-1.32
SK Telecom
5,646.829
12/08/24
-1.09
5,688.426
6,354.702
-666.276
-10.48
-1.52
L
HMM
1,827.160
12/08/24
1.15
2,943.007
2,699.477
243.529
9.02
-2.11
Samsung F&M Ins
36,865.577
12/08/24
1.00
20,278.667
22,317.713
-2,039.046
-9.14
-2.31
L
Hyundai Heavy
20,705.039
12/08/24
-1.44
9,234.593
8,561.054
673.539
7.87
-4.50
⇓ instrument
freshest
⇓ Δday
13/06/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ9
∅-RS
Lotte Chemical
8,475.443
12/08/24
2.13
20,798.633
19,979.182
819.450
4.10
-4.79
S
Posco Holdings
34,057.761
12/08/24
0.61
27,870.168
29,079.115
-1,208.947
-4.16
-5.46
Samsung SDS
14,735.831
12/08/24
0.57
14,195.067
13,878.669
316.398
2.28
-6.13
L
Hyundai Motor
25,322.335
12/08/24
0.21
18,198.804
18,250.704
-51.900
-0.28
-6.22
Hyundai Mobis
22,722.506
12/08/24
2.82
21,838.564
21,148.448
690.117
3.26
-7.04
L
SK Hynix
18,406.790
12/08/24
3.21
10,295.323
11,336.788
-1,041.465
-9.19
-6.88
Samsung Elec-Mech
15,162.203
12/08/24
1.60
15,338.992
15,861.336
-522.344
-3.29
-7.60
L
Doosan Enerbility
1,907.235
12/08/24
3.67
1,877.077
2,053.840
-176.763
-8.61
-8.80
LG Chemical
30,158.018
12/08/24
1.40
58,444.158
51,854.367
6,589.792
12.71
-9.41
Samsung SDI
33,225.816
12/08/24
3.06
57,092.247
59,480.009
-2,387.762
-4.01
-9.50
Samsung Electronics
7,851.484
12/08/24
1.07
6,457.975
6,903.748
-445.773
-6.46
-9.52
L
Amorepacific
12,541.576
12/08/24
1.34
15,546.978
15,861.336
-314.358
-1.98
-12.69
Celltrion
20,798.633
12/08/24
2.04
16,482.917
16,471.387
11.529
0.07
-15.38
S
SK Biopharmaceutical
10,274.525
12/08/24
7.04
7,945.078
8,855.912
-910.835
-10.29
-16.44
L
NCsoft
19,093.145
12/08/24
0.33
45,393.016
46,109.716
-716.700
-1.55
-19.37
L
LG Electronics
9,941.746
12/08/24
1.49
9,889.750
12,709.404
-2,819.654
-22.19
-21.89
S
Naver
16,670.104
12/08/24
-2.08
26,414.264
31,824.347
-5,410.083
-17.00
-24.43
L
Hybe
17,897.224
12/08/24
-0.06
20,694.640
28,672.415
-7,977.775
-27.82
-26.09
S
Kakao
3,858.146
12/08/24
0.27
7,955.477
9,669.314
-1,713.837
-17.72
-26.62
L
LG HH & HC
35,409.672
12/08/24
0.59
69,155.454
89,575.877
-20,420.423
-22.80
-35.25
EcoPro Materials
8,901.815
12/08/24
2.76
-na-
L
HD Hyundai Heavy
21,682.575
12/08/24
-1.65
13,831.091
12,963.592
867.499
6.69
-na-
S
KakaoBank
2,272.251
12/08/24
1.39
3,743.754
4,610.972
-867.218
-18.81
-na-
S
KakaoPay
2,594.629
12/08/24
2.67
7,945.078
13,065.267
-5,120.189
-39.19
-na-
L
Krafton
30,469.997
12/08/24
-0.51
27,038.223
28,621.577
-1,583.354
-5.53
-na-
⇓ instrument
freshest
⇓ Δday
13/06/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ9
∅-RS
S
LG Energy Solution
34,161.754
12/08/24
2.02
43,157.163
43,211.972
-54.809
-0.13
-na-
Kospi 50 - 49 out of 50 instruments rated - 13/06/22 / 11/04/22 - 21 did rise, Market-Ratio(9) in JPY = 42.86 %
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.
write an annotation