Assessment - Kospi 50 in Japanese yen - 24/10/22 - RS = 9
⇐
instrument
freshest
⇓ Δday
24/10/22
⇓ Δwk
22/08/22
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
253.184
12/08/24
1.10
206.579
225.581
-19.003
-8.42
-13.34
L
Amorepacific
12,443.830
12/08/24
1.34
10,142.857
12,991.379
-2,848.522
-21.93
-31.50
Celltrion
20,636.535
12/08/24
2.04
18,366.516
20,458.865
-2,092.349
-10.23
3.99
L
Doosan Enerbility
1,892.370
12/08/24
3.67
1,403.284
2,178.869
-775.585
-35.60
-27.86
EcoPro Materials
8,832.437
12/08/24
2.76
-na-
Hana Financial
6,242.552
12/08/24
0.33
3,900.305
3,866.725
33.580
0.87
-8.80
L
HD Hyundai Heavy
21,513.587
12/08/24
-1.65
10,937.363
14,116.617
-3,179.253
-22.52
-6.51
L
HMM
1,812.920
12/08/24
1.15
1,975.948
2,311.852
-335.904
-14.53
-22.37
L
Hybe
17,757.738
12/08/24
-0.06
11,659.642
18,822.156
-7,162.514
-38.05
-47.13
Hyundai Glovis
11,030.228
12/08/24
0.75
17,025.141
18,157.243
-1,132.102
-6.23
-3.25
L
Hyundai Heavy
20,543.670
12/08/24
-1.44
7,387.879
9,308.784
-1,920.904
-20.64
-17.22
Hyundai Mobis
22,545.414
12/08/24
2.82
20,430.169
21,686.397
-1,256.227
-5.79
-7.22
L
Hyundai Motor
25,124.981
12/08/24
0.21
16,664.002
19,333.627
-2,669.626
-13.81
-11.75
IBK
1,390.902
12/08/24
0.37
1,036.986
990.209
46.777
4.72
-0.63
S
Kakao
3,828.077
12/08/24
0.27
4,999.201
7,672.074
-2,672.874
-34.84
-41.40
S
KakaoBank
2,254.541
12/08/24
1.39
1,728.310
2,869.356
-1,141.046
-39.77
-54.41
S
KakaoPay
2,574.408
12/08/24
2.67
3,693.940
6,618.443
-2,924.503
-44.19
-na-
KB Financial
8,512.571
12/08/24
0.73
4,658.698
5,089.143
-430.445
-8.46
-14.22
Kia
10,534.951
12/08/24
0.20
6,737.829
7,917.581
-1,179.752
-14.90
-14.99
Korea Electric Power
1,991.426
12/08/24
1.37
1,723.151
2,178.869
-455.718
-20.92
-20.79
L
Korea Zinc
53,448.625
12/08/24
0.78
62,115.969
59,433.003
2,682.967
4.51
13.90
L
Krafton
30,232.523
12/08/24
-0.51
18,418.107
25,829.317
-7,411.210
-28.69
-35.22
KT
3,920.942
12/08/24
-0.26
3,699.099
3,999.708
-300.609
-7.52
8.14
S
KT & G
10,338.904
12/08/24
-0.40
9,059.439
8,418.823
640.616
7.61
10.11
S
LG
8,130.795
12/08/24
1.03
8,141.113
8,398.364
-257.251
-3.06
3.38
instrument
freshest
⇓ Δday
24/10/22
⇓ Δwk
22/08/22
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
29,922.975
12/08/24
1.40
59,330.037
65,366.073
-6,036.036
-9.23
-0.19
L
LG Electronics
9,864.264
12/08/24
1.49
8,347.478
10,229.432
-1,881.954
-18.40
-23.36
S
LG Energy Solution
33,895.508
12/08/24
2.02
52,519.981
45,265.239
7,254.742
16.03
-na-
L
LG HH & HC
35,133.700
12/08/24
0.59
57,060.018
71,708.322
-14,648.303
-20.43
-31.57
Lotte Chemical
8,409.388
12/08/24
2.13
15,322.627
18,310.684
-2,988.057
-16.32
-21.46
S
Naver
16,540.183
12/08/24
-2.08
16,921.958
25,113.257
-8,191.298
-32.62
-40.68
L
NCsoft
18,944.339
12/08/24
0.33
38,229.181
38,104.636
124.545
0.33
-16.06
S
Posco Future M
21,461.996
12/08/24
1.22
20,069.030
16,367.092
3,701.938
22.62
52.28
S
Posco Holdings
33,792.326
12/08/24
0.61
25,589.303
25,471.287
118.016
0.46
-4.03
Posco International
5,231.362
12/08/24
2.94
2,171.995
2,787.520
-615.525
-22.08
-0.60
S
S-Oil
6,737.829
12/08/24
-0.61
8,626.071
9,973.697
-1,347.625
-13.51
-8.68
S
Samsung BioLogics
98,023.540
12/08/24
-1.04
90,078.474
87,052.470
3,026.004
3.48
9.22
Samsung C&T
14,713.849
12/08/24
1.06
11,453.277
12,377.613
-924.337
-7.47
0.90
Samsung Elec-Mech
15,044.034
12/08/24
1.60
12,278.738
13,758.587
-1,479.849
-10.76
-19.46
Samsung Electronics
7,790.292
12/08/24
1.07
5,933.004
6,137.659
-204.656
-3.33
-10.31
Samsung F&M Ins
36,578.258
12/08/24
1.00
20,223.804
20,458.865
-235.061
-1.15
-0.80
Samsung Life
9,255.486
12/08/24
-0.33
6,830.693
6,352.478
478.215
7.53
6.78
Samsung SDI
32,966.864
12/08/24
3.06
67,068.738
61,376.595
5,692.143
9.27
12.65
Samsung SDS
14,620.985
12/08/24
0.57
12,381.921
13,349.409
-967.489
-7.25
-10.68
Shinhan
5,582.183
12/08/24
0.19
3,683.621
3,626.334
57.288
1.58
-3.22
S
SK Biopharmaceutical
10,194.448
12/08/24
7.04
5,726.638
7,508.403
-1,781.765
-23.73
-29.43
SK Holdings
14,208.254
12/08/24
0.73
20,842.900
23,476.548
-2,633.647
-11.22
-10.62
L
SK Hynix
18,263.333
12/08/24
3.21
9,472.169
9,738.420
-266.250
-2.73
-11.22
SK Innovation
10,524.633
12/08/24
0.99
15,993.314
20,970.337
-4,977.022
-23.73
-21.40
SK Telecom
5,602.819
12/08/24
-1.09
5,102.383
5,257.928
-155.545
-2.96
-8.66
instrument
freshest
⇓ Δday
24/10/22
⇓ Δwk
22/08/22
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
1,521.944
12/08/24
0.55
1,181.442
1,247.991
-66.549
-5.33
-10.95
Kospi 50 - 49 out of 50 instruments rated - 24/10/22 / 22/08/22 - 12 did rise, Market-Ratio(9) in JPY = 24.49 %
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