Assessment - Kospi 50 - 4/22/24 - RS = 8
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
2/26/24
prc diff
⇓ Δ8
∅-RS
Kospi 50
2,509.950
Wed
2.24
2,465.800
1.79
2,476.130
-10.330
-0.42
4.66
SK Hynix
179,800.000
Wed
5.15
171,600.000
4.78
161,800.000
9,800.000
6.06
37.73
L
Krafton
240,000.000
Wed
0.84
259,000.000
-7.34
217,500.000
41,500.000
19.08
36.17
Hana Financial
56,500.000
Wed
-1.91
57,000.000
-0.88
55,400.000
1,600.000
2.89
29.90
Kia
116,200.000
Wed
0.26
115,100.000
0.96
114,600.000
500.000
0.44
28.33
L
KB Financial
68,900.000
Wed
-1.85
69,500.000
-0.86
62,500.000
7,000.000
11.20
27.92
Samsung C&T
150,400.000
Wed
147,400.000
2.04
152,300.000
-4,900.000
-3.22
24.67
L
Hyundai Motor
252,500.000
Wed
1.20
245,000.000
3.06
239,000.000
6,000.000
2.51
22.20
IBK
13,590.000
Wed
-0.80
13,640.000
-0.37
13,400.000
240.000
1.79
19.20
Shinhan
43,300.000
Wed
-1.37
44,300.000
-2.26
41,350.000
2,950.000
7.13
18.53
L
Amorepacific
145,400.000
Wed
2.25
141,700.000
2.61
123,200.000
18,500.000
15.02
17.48
Samsung F&M Ins
297,500.000
Wed
-3.41
300,500.000
-1.00
300,000.000
500.000
0.17
16.94
Samsung Life
85,400.000
Wed
-0.81
84,200.000
1.43
92,200.000
-8,000.000
-8.68
16.71
Woori Financial
14,120.000
Wed
-0.56
14,150.000
-0.21
14,630.000
-480.000
-3.28
12.36
Celltrion
179,500.000
Wed
-0.11
178,700.000
0.45
181,500.000
-2,800.000
-1.54
8.85
Hyundai Heavy
129,400.000
Wed
3.27
119,300.000
8.47
111,500.000
7,800.000
7.00
8.74
Korea Electric Power
20,900.000
Wed
-2.56
20,900.000
24,850.000
-3,950.000
-15.90
8.38
Samsung SDS
151,500.000
Wed
-0.33
150,900.000
0.40
168,000.000
-17,100.000
-10.18
6.53
Samsung Electronics
78,600.000
Wed
4.11
76,100.000
3.29
72,800.000
3,300.000
4.53
6.42
Samsung BioLogics
790,000.000
Wed
-0.13
802,000.000
-1.50
810,000.000
-8,000.000
-0.99
5.42
L
S-Oil
76,900.000
Wed
-0.65
76,100.000
1.05
72,200.000
3,900.000
5.40
4.72
KT & G
89,400.000
Wed
-0.33
90,900.000
-1.65
92,100.000
-1,200.000
-1.30
3.88
Hyundai Mobis
243,500.000
Wed
2.10
239,000.000
1.88
241,000.000
-2,000.000
-0.83
3.66
KT
34,650.000
Wed
0.29
34,300.000
1.02
38,700.000
-4,400.000
-11.37
3.31
SK Telecom
51,100.000
Wed
0.39
51,000.000
0.20
52,900.000
-1,900.000
-3.59
3.21
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
2/26/24
prc diff
⇓ Δ8
∅-RS
L
Samsung Elec-Mech
148,000.000
Wed
3.35
144,900.000
2.14
134,100.000
10,800.000
8.05
1.35
HD Hyundai Heavy
130,200.000
Wed
2.36
122,600.000
6.20
109,700.000
12,900.000
11.76
1.24
S
Hyundai Glovis
178,000.000
Wed
0.56
177,900.000
0.06
186,800.000
-8,900.000
-4.76
-0.01
S
SK Holdings
162,000.000
Wed
0.81
162,100.000
-0.06
190,200.000
-28,100.000
-14.77
-0.14
S
SK Biopharmaceutical
85,000.000
Wed
1.19
84,200.000
0.95
93,100.000
-8,900.000
-9.56
-0.34
Doosan Enerbility
15,770.000
Wed
1.48
15,730.000
0.25
16,130.000
-400.000
-2.48
-2.56
L
Korea Zinc
455,500.000
Wed
-1.30
471,000.000
-3.29
459,000.000
12,000.000
2.61
-3.03
S
KakaoBank
24,700.000
Wed
0.82
24,700.000
30,150.000
-5,450.000
-18.08
-3.35
S
Kakao
48,100.000
Wed
1.26
49,000.000
-1.84
57,100.000
-8,100.000
-14.19
-3.86
L
LG HH & HC
390,500.000
Wed
-0.38
382,500.000
2.09
321,500.000
61,000.000
18.97
-4.12
S
LG
79,100.000
Wed
-0.13
79,000.000
0.13
93,900.000
-14,900.000
-15.87
-7.26
S
HMM
14,950.000
Wed
0.27
16,120.000
-7.26
19,170.000
-3,050.000
-15.91
-7.54
Hybe
211,000.000
Wed
0.48
212,500.000
-0.71
217,500.000
-5,000.000
-2.30
-10.02
S
Naver
183,700.000
Wed
2.00
180,900.000
1.55
199,900.000
-19,000.000
-9.50
-11.11
S
LG Electronics
92,200.000
Wed
-0.65
92,000.000
0.22
98,200.000
-6,200.000
-6.31
-11.41
S
Posco International
45,600.000
Wed
1.79
44,850.000
1.67
56,900.000
-12,050.000
-21.18
-11.53
S
Posco Holdings
396,000.000
Wed
1.15
395,000.000
0.25
432,500.000
-37,500.000
-8.67
-13.08
L
Samsung SDI
422,000.000
Wed
3.69
421,500.000
0.12
391,000.000
30,500.000
7.80
-17.05
S
Posco Future M
297,000.000
Wed
8.00
277,000.000
7.22
318,000.000
-41,000.000
-12.89
-18.34
LG Energy Solution
385,000.000
Wed
4.05
378,500.000
1.72
409,500.000
-31,000.000
-7.57
-18.65
SK Innovation
110,000.000
Wed
1.48
110,600.000
-0.54
120,800.000
-10,200.000
-8.44
-24.65
S
KakaoPay
34,100.000
Wed
0.74
33,850.000
0.74
46,600.000
-12,750.000
-27.36
-26.44
S
LG Chemical
381,500.000
Wed
2.55
378,000.000
0.93
472,500.000
-94,500.000
-20.00
-28.77
Lotte Chemical
100,100.000
Wed
1.42
100,300.000
-0.20
125,900.000
-25,600.000
-20.33
-30.05
S
NCsoft
173,600.000
Wed
1.82
170,400.000
1.88
201,500.000
-31,100.000
-15.43
-30.41
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
2/26/24
prc diff
⇓ Δ8
∅-RS
EcoPro Materials
122,200.000
Wed
8.53
118,200.000
3.38
190,600.000
-72,400.000
-37.99
-na-
Kospi 50 - 50 out of 50 instruments rated - 4/22/24 / 2/26/24 - 18 did rise, Market-Ratio(8) = 36.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 * S8 - 27 ex 2 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
6/12/06
161
- cash -
short
6/12/06
7/24/06
42
Samsung SDI
100
149
67.100
58.200
77.361
10.261
15
11,529
244
7/24/06
1/21/08
546
- cash -
1/21/08
3/10/08
49
NCsoft
100
239
48.200
40.800
56.942
8.742
18
13,618
246
3/10/08
6/30/08
112
- cash -
6/30/08
7/28/08
28
Lotte Chemical
100
182
74.600
77.000
72.200
-2.400
-3
13,181
-35
7/28/08
10/06/08
70
- cash -
10/06/08
10/27/08
21
Hyundai Heavy
100
68
191.923
162.209
227.080
35.157
18
15,572
1,761
10/27/08
11/10/08
14
Posco International
100
1,325
11.750
18.450
5.050
-6.700
-57
6,695
-100
11/10/08
12/15/08
35
SK Hynix
100
600
11.150
6.390
19.456
8.306
74
11,678
33,117
12/15/08
11/09/09
329
- cash -
11/09/09
11/23/09
14
HMM
100
86
135.750
144.573
126.927
-8.823
-6
10,919
-83
11/23/09
11/30/09
7
Hyundai Heavy
100
73
148.500
161.500
135.500
-13.000
-9
9,970
-99
11/30/09
6/20/11
567
- cash -
6/20/11
6/27/11
7
Samsung Elec-Mech
100
112
88.500
94.600
82.400
-6.100
-7
9,287
-98
6/27/11
8/22/11
56
- cash -
8/22/11
9/26/11
35
Samsung Elec-Mech
100
156
59.500
67.300
51.700
-7.800
-13
8,070
-77
9/26/11
10/03/11
7
Samsung SDI
100
80
100.000
111.500
88.500
-11.500
-12
7,150
-100
10/03/11
12/19/11
77
- cash -
12/19/11
1/09/12
21
Hyundai Heavy
100
26
275.000
289.000
261.000
-14.000
-5
6,786
-60
1/09/12
5/14/12
126
- cash -
5/14/12
6/04/12
21
SK Holdings
100
73
92.300
98.900
85.700
-6.600
-7
6,305
-72
6/04/12
7/02/12
28
Lotte Chemical
100
28
223.000
238.500
207.500
-15.500
-7
5,871
-61
7/02/12
4/15/13
287
- cash -
4/15/13
4/29/13
14
HMM
100
89
65.450
59.022
72.579
7.128
11
6,505
1,381
4/29/13
1/27/14
273
- cash -
1/27/14
2/03/14
7
Samsung Elec-Mech
100
95
67.900
65.200
70.712
2.812
4
6,772
730
2/03/14
10/13/14
252
- cash -
10/13/14
11/03/14
21
Hyundai Heavy
100
58
115.500
98.000
136.125
20.625
18
7,968
1,639
11/03/14
6/15/15
224
- cash -
6/15/15
7/06/15
21
HMM
100
175
45.378
45.252
45.504
0.126
0
7,990
5
7/06/15
7/13/15
7
Hyundai Glovis
100
43
182.500
194.000
171.000
-11.500
-6
7,496
-97
7/13/15
7/20/15
7
Hyundai Motor
100
59
125.500
124.000
127.018
1.518
1
7,586
87
7/20/15
7/27/15
7
LG Electronics
100
183
41.350
44.550
38.150
-3.200
-8
7,000
-99
7/27/15
8/03/15
7
Posco International
100
339
20.600
20.550
20.650
0.050
0
7,017
14
8/03/15
8/24/15
21
- cash -
8/24/15
8/31/15
7
Samsung SDI
100
91
76.800
84.500
69.100
-7.700
-10
6,316
-100
8/31/15
9/07/15
7
- cash -
9/07/15
9/14/15
7
Posco Holdings
100
34
181.500
189.000
174.000
-7.500
-4
6,061
-89
9/14/15
1/18/16
126
- cash -
1/18/16
2/01/16
14
HMM
100
329
18.409
20.109
16.710
-1.699
-9
5,502
-92
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/01/16
2/15/16
14
- cash -
2/15/16
2/22/16
7
HMM
100
337
16.301
18.504
14.098
-2.203
-14
4,760
-100
2/22/16
6/20/16
119
- cash -
6/20/16
6/27/16
7
HMM
100
423
11.239
13.622
8.856
-2.383
-21
3,752
-100
6/27/16
3/05/18
616
- cash -
3/05/18
3/12/18
7
HMM
100
885
4.235
4.380
4.090
-0.145
-3
3,624
-84
3/12/18
3/26/18
14
- cash -
3/26/18
4/02/18
7
HMM
100
840
4.310
4.420
4.200
-0.110
-3
3,531
-74
4/02/18
7/02/18
91
- cash -
7/02/18
7/09/18
7
Hyundai Heavy
100
35
99.200
101.500
96.900
-2.300
-2
3,451
-71
7/09/18
10/29/18
112
- cash -
10/29/18
12/03/18
35
Amorepacific
100
21
160.000
175.500
144.500
-15.500
-10
3,125
-65
12/03/18
5/20/19
168
- cash -
5/20/19
7/01/19
42
Doosan Enerbility
100
506
6.170
6.300
6.040
-0.130
-2
3,059
-17
7/01/19
8/05/19
35
- cash -
8/05/19
8/26/19
21
Doosan Enerbility
100
588
5.200
5.740
4.660
-0.540
-10
2,742
-85
8/26/19
9/09/19
14
Amorepacific
100
22
120.500
139.500
101.500
-19.000
-16
2,324
-99
9/09/19
3/02/20
175
- cash -
3/02/20
4/06/20
35
SK Innovation
100
20
114.000
94.400
137.670
23.670
21
2,797
615
4/06/20
4/13/20
7
Samsung Life
100
66
41.850
49.400
34.300
-7.550
-18
2,299
-100
4/13/20
4/27/20
14
IBK
100
296
7.750
7.620
7.882
0.132
2
2,338
55
4/27/20
5/04/20
7
- cash -
5/04/20
5/11/20
7
IBK
100
305
7.660
7.600
7.721
0.061
1
2,357
51
5/11/20
8/23/21
469
- cash -
8/23/21
9/06/21
14
SK Biopharmaceutical
100
20
114.000
121.500
106.500
-7.500
-7
2,207
-83
9/06/21
9/13/21
7
- cash -
9/13/21
10/18/21
35
NCsoft
100
3
591.000
596.000
586.000
-5.000
-1
2,192
-8
10/18/21
1/31/22
105
- cash -
1/31/22
2/28/22
28
Celltrion
100
14
151.000
159.500
142.500
-8.500
-6
2,073
-53
2/28/22
3/07/22
7
- cash -
3/07/22
3/14/22
7
NCsoft
100
4
424.500
444.500
404.500
-20.000
-5
1,993
-92
3/14/22
6/20/22
98
- cash -
6/20/22
8/08/22
49
Hybe
100
13
149.500
177.500
121.500
-28.000
-19
1,629
-79
8/08/22
9/26/22
49
- cash -
9/26/22
10/31/22
35
KakaoBank
100
74
21.800
17.100
27.792
5.992
27
2,072
1,158
10/31/22
10/23/23
357
- cash -
10/23/23
10/30/23
7
NCsoft
100
9
225.000
230.000
220.000
-5.000
-2
2,027
-69
10/30/23
11/06/23
7
LG HH & HC
100
6
311.000
348.500
273.500
-37.500
-12
1,802
-100
11/06/23
11/13/23
7
- cash -
11/13/23
11/20/23
7
LG HH & HC
100
5
329.500
344.000
315.000
-14.500
-4
1,729
-90
11/20/23
4/15/24
147
- cash -
4/15/24
4/22/24
7
NCsoft
100
10
170.200
170.400
170.000
-0.200
0
1,727
-6
accum 6/12/06
4/22/24 857
days out of 6688 invested (13%)
-83
1,727
-53
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
SK Hynix short 11/10/08 12/15/08 35 11.15 6.39 19.46 8.31 74.49 74.49
KakaoBank 9/26/22 10/31/22 35 21.80 17.10 27.79 5.99 27.49 27.49
SK Innovation 3/02/20 4/06/20 35 114.00 94.40 137.67 23.67 20.76 20.76
Hyundai Heavy 10/06/08 10/27/08 21 191.92 162.21 227.08 35.16 18.32
11/23/09 11/30/09 7 148.50 161.50 135.50 -13.00 -8.75
12/19/11 1/09/12 21 275.00 289.00 261.00 -14.00 -5.09
10/13/14 11/03/14 21 115.50 98.00 136.13 20.63 17.86
7/02/18 7/09/18 7 99.20 101.50 96.90 -2.30 -2.32 17.96
NCsoft 1/21/08 3/10/08 49 48.20 40.80 56.94 8.74 18.14
9/13/21 10/18/21 35 591.00 596.00 586.00 -5.00 -0.85
3/07/22 3/14/22 7 424.50 444.50 404.50 -20.00 -4.71
10/23/23 10/30/23 7 225.00 230.00 220.00 -5.00 -2.22
4/15/24 4/22/24 7 170.20 170.40 170.00 -0.20 -0.12 9.01
IBK 4/13/20 4/27/20 14 7.75 7.62 7.88 0.13 1.71
5/04/20 5/11/20 7 7.66 7.60 7.72 0.06 0.79 2.51
Hyundai Motor 7/13/15 7/20/15 7 125.50 124.00 127.02 1.52 1.21 1.21
Posco Holdings 9/07/15 9/14/15 7 181.50 189.00 174.00 -7.50 -4.13 -4.13
Celltrion 1/31/22 2/28/22 28 151.00 159.50 142.50 -8.50 -5.63 -5.63
Hyundai Glovis 7/06/15 7/13/15 7 182.50 194.00 171.00 -11.50 -6.30 -6.30
SK Biopharmaceutical 8/23/21 9/06/21 14 114.00 121.50 106.50 -7.50 -6.58 -6.58
SK Holdings 5/14/12 6/04/12 21 92.30 98.90 85.70 -6.60 -7.15 -7.15
LG Electronics 7/20/15 7/27/15 7 41.35 44.55 38.15 -3.20 -7.74 -7.74
Samsung SDI 6/12/06 7/24/06 42 67.10 58.20 77.36 10.26 15.29
9/26/11 10/03/11 7 100.00 111.50 88.50 -11.50 -11.50
8/24/15 8/31/15 7 76.80 84.50 69.10 -7.70 -10.03 -8.20
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Lotte Chemical 6/30/08 7/28/08 28 74.60 77.00 72.20 -2.40 -3.22
6/04/12 7/02/12 28 223.00 238.50 207.50 -15.50 -6.95 -9.94
Doosan Enerbility 5/20/19 7/01/19 42 6.17 6.30 6.04 -0.13 -2.11
8/05/19 8/26/19 21 5.20 5.74 4.66 -0.54 -10.38 -12.27
Samsung Elec-Mech 6/20/11 6/27/11 7 88.50 94.60 82.40 -6.10 -6.89
8/22/11 9/26/11 35 59.50 67.30 51.70 -7.80 -13.11
1/27/14 2/03/14 7 67.90 65.20 70.71 2.81 4.14 -15.75
LG HH & HC 10/30/23 11/06/23 7 311.00 348.50 273.50 -37.50 -12.06
11/13/23 11/20/23 7 329.50 344.00 315.00 -14.50 -4.40 -15.93
Samsung Life 4/06/20 4/13/20 7 41.85 49.40 34.30 -7.55 -18.04 -18.04
Hybe 6/20/22 8/08/22 49 149.50 177.50 121.50 -28.00 -18.73 -18.73
Amorepacific 10/29/18 12/03/18 35 160.00 175.50 144.50 -15.50 -9.69
8/26/19 9/09/19 14 120.50 139.50 101.50 -19.00 -15.77 -23.93
HMM 11/09/09 11/23/09 14 135.75 144.57 126.93 -8.82 -6.50
4/15/13 4/29/13 14 65.45 59.02 72.58 7.13 10.89
6/15/15 7/06/15 21 45.38 45.25 45.50 0.13 0.28
1/18/16 2/01/16 14 18.41 20.11 16.71 -1.70 -9.23
2/15/16 2/22/16 7 16.30 18.50 14.10 -2.20 -13.51
6/20/16 6/27/16 7 11.24 13.62 8.86 -2.38 -21.20
3/05/18 3/12/18 7 4.24 4.38 4.09 -0.15 -3.42
3/26/18 4/02/18 7 4.31 4.42 4.20 -0.11 -2.55 -39.47
Posco International 10/27/08 11/10/08 14 11.75 18.45 5.05 -6.70 -57.02
7/27/15 8/03/15 7 20.60 20.55 20.65 0.05 0.24 -56.92
Annotations
3/08/24 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
10/08/18 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
5/04/18 Samsung Electronics stock split 1:50 (fifty for one)
12/22/16 Kospi 50 CJ, Hanmi Science and Korea Aerospace replace DSME, Hyunday E&C and Samsung Heavy
3/31/16 Kospi 50 Samsung C&T replaces Cheil
9/01/15 Kospi 50 Orion Confectionery replaces Samsung C&T
8/19/15 Kospi 50 complete analysis
8/03/15 Kospi 50 KCC replaces SK Holdings
6/12/15 Kospi 50 Amorepacific Group and Coway replace Doosan Heavy (DHICO) and OCI
5/08/15 Amorepacific forward stock split 1:10 (ten for one)
3/13/15 Kospi 50 Cheil Industries and Samsung SDS replace Daewoo E&C and Samsung Securities
2/18/15 Kospi 50 Hyundai Merchant Marine, Samsung Engineering and Woori Finance were replaced by Hankock Tire, SK C&C and Woori
Bank.
write an annotation