Share-o-matic - Portfolio

Thu, Jun 8th, 2023, 16:09UTC

Assessment - Kospi 50 in Dollar - 6/05/23 - RS = 9

		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	4/03/23	prc diff	⇓ Δ9	∅-RS
	L	Kospi 50	1.825	06:30	-0.32	1.835	-0.54	1.686	0.149	8.84	12.39
	L	Posco	298.357	06:30	-0.13	297.972	0.13	298.936	-0.964	-0.32	39.85
	L	LG Electronics	97.427	06:30	0.80	97.812	-0.39	86.783	11.029	12.71	33.67
	L	Hyundai Heavy	80.741	06:30	0.57	79.818	1.16	60.169	19.650	32.66	30.10
	L	SK Hynix	84.355	06:30	1.57	83.586	0.92	66.498	17.088	25.70	23.65
	L	Samsung Electronics	54.519	06:30	-0.14	55.134	-1.12	48.120	7.015	14.58	20.43
	L	Kia Motor	62.593	06:30	-0.73	66.284	-5.57	61.923	4.362	7.04	17.55
	L	SK Innovation	152.331	06:30	-4.07	153.561	-0.80	137.267	16.295	11.87	16.24
	L	Samsung F&M Ins	186.089	06:30	2.76	178.014	4.54	157.857	20.158	12.77	15.63
		LG Chemical	566.724	06:30	-1.21	555.959	1.94	542.966	12.993	2.39	15.44
		Samsung SDI	560.572	06:30	-0.82	551.345	1.67	568.132	-16.787	-2.95	14.17
	L	Hyundai Motor	151.255	06:30	0.15	154.561	-2.14	140.012	14.549	10.39	14.01
	L	LG Display	12.519	06:30	-0.79	12.603	-0.67	12.339	0.265	2.14	14.06
	L	LG	69.745	06:30	0.55	68.668	1.57	63.448	5.220	8.23	11.38
	L	Hanwha Life	2.030	06:30	2.13	1.995	1.73	1.838	0.158	8.58	9.91
	L	Hyundai Mobis	169.171	06:30	0.23	174.939	-3.30	163.195	11.744	7.20	8.82
	L	Korea Aerospace	41.678	06:30	0.93	40.832	2.07	36.566	4.265	11.67	8.59
		CJ	65.900	06:30	-0.12	66.669	-1.15	81.445	-14.776	-18.14	7.81
		Samsung Life	52.597	06:30	0.15	51.905	1.33	47.586	4.319	9.08	4.52
	L	Hankook Tire	27.452	06:30	0.85	27.490	-0.14	25.776	1.715	6.65	3.82
		Hanmi Science	28.182	06:30	0.55	28.452	-0.95	29.932	-1.480	-4.95	3.77
		Hyundai Steel	26.145	06:30	0.89	26.183	-0.15	26.653	-0.470	-1.76	3.89
	L	IBK	7.936	06:30	0.10	7.890	0.58	7.534	0.355	4.71	3.54
	L	Samsung SDS	97.043	06:30	0.16	96.966	0.08	89.223	7.743	8.68	3.04
		Hana Financial	31.912	06:30	-0.95	32.258	-1.07	30.961	1.297	4.19	3.15
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	4/03/23	prc diff	⇓ Δ9	∅-RS
	L	Hyundai Glovis	136.875	06:30	5.89	132.261	3.49	120.261	12.000	9.98	2.60
	L	Celltrion	129.339	06:30	-1.29	132.415	-2.32	114.389	18.026	15.76	2.26
	L	Woori Financial	9.235	06:30	0.33	9.258	-0.25	8.594	0.664	7.72	2.12
	L	Korea Electric Power	14.849	06:30	0.10	15.041	-1.28	13.643	1.398	10.25	1.32
	L	SK Telecom	38.064	06:30	-0.20	38.025	0.10	36.261	1.764	4.86	0.92
	L	Naver	154.177	06:30	-2.20	157.252	-1.96	151.146	6.107	4.04	0.93
		Lotte Chemical	136.952	06:30	1.48	133.338	2.71	141.919	-8.581	-6.05	0.51
		KB Financial	37.256	06:30	0.10	37.333	-0.21	36.071	1.262	3.50	-0.64
		Samsung C&T	85.124	06:30	-0.81	84.739	0.45	82.513	2.227	2.70	-1.86
	S	Samsung BioLogics	603.634	06:30	-0.13	603.634		593.297	10.337	1.74	-2.63
		Netmarble Games	43.831	06:30	1.79	43.446	0.88	50.026	-6.580	-13.15	-2.35
		Shinhan	27.144	06:30	0.28	27.106	0.14	26.348	0.758	2.88	-2.50
	S	KT & G	63.824	06:30		63.901	-0.12	63.753	0.148	0.23	-3.11
	L	Kakao	43.446	06:30	-1.57	43.908	-1.05	45.908	-2.000	-4.36	-5.61
		Lotte Shopping	62.055	06:30	0.50	62.132	-0.12	62.609	-0.477	-0.76	-8.73
		KT	23.376	06:30	-0.98	23.722	-1.46	22.725	0.997	4.39	-9.27
	S	Korea Zinc	381.020	06:30	1.54	374.484	1.75	423.239	-48.755	-11.52	-10.87
	S	Amorepacific Group	22.646	06:30	-1.67	23.030	-1.67	29.512	-6.482	-21.96	-11.28
		Coway	36.987	06:30		37.141	-0.41	39.121	-1.980	-5.06	-12.41
		SK Holdings	131.262	06:30	-2.35	130.570	0.53	131.013	-0.444	-0.34	-12.61
		S-Oil	58.057	06:30	0.27	57.211	1.48	62.685	-5.474	-8.73	-12.75
	S	E-Mart	63.209	06:30	-1.56	64.439	-1.91	79.310	-14.871	-18.75	-13.57
	S	Amorepacific	80.818	06:30	-1.96	81.971	-1.41	104.018	-22.046	-21.19	-13.84
	S	LG HH & HC	409.856	06:30	-1.11	413.701	-0.93	457.556	-43.855	-9.58	-16.30
		NCsoft	239.147	06:30	-1.27	246.067	-2.81	282.541	-36.473	-12.91	-17.42
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	4/03/23	prc diff	⇓ Δ9	∅-RS
		Kangwon Land	14.010	06:30	0.22	13.987	0.16	15.252	-1.264	-8.29	-18.92
Kospi 50 - 50 out of 50 instruments rated - 6/05/23 / 4/03/23 - 31 did rise, Market-Ratio(9) in USD = 62.00 %
Stock Exchange Currency: KRW ₩ South Korean won

Technical Chart

	Kospi 50 RS = 9 - B/S = 42/22

1/07/19	scale up chart	6/05/23

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
1/02/06		6/12/06	161		- cash -
short	6/12/06	7/31/06	49		Samsung SDI	100	142,589	0.070	0.067	0.073	0.003	5	10,452	39
long	7/31/06	1/07/08	525		Korea Zinc	100	117,368	0.089	0.149		0.060	68	17,533	43
short	1/07/08	3/24/08	77		NCsoft	100	341,413	0.051	0.047	0.057	0.005	10	19,290	57
long	3/24/08	7/07/08	105		LG Electronics	100	169,966	0.113	0.115		0.001	1	19,469	3
short	7/07/08	12/22/08	168		Lotte Chemical	100	287,268	0.068	0.042	0.110	0.043	63	31,686	188
long	12/22/08	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	12/19/11	70		SK Holdings	100	1,939,291	0.128	0.105		-0.023	-18	203,684	-65
short	12/19/11	1/23/12	35		Hyundai Heavy	100	856,814	0.238	0.271	0.205	-0.033	-14	175,476	-79
long	1/23/12	5/21/12	119		Samsung Electronics	100	8,846,329	0.020	0.021		0.001	4	183,039	14
short	5/21/12	7/23/12	63		SK Holdings	100	2,546,479	0.072	0.083	0.061	-0.011	-16	154,062	-63
long	7/23/12	10/20/14	819		Amorepacific Group	100	4,844,397	0.032	0.112		0.080	252	542,472	75
short	10/20/14	12/08/14	49		Hyundai Heavy	100	5,071,612	0.107	0.116	0.098	-0.009	-8	496,511	-48
long	12/08/14	7/06/15	210		Amorepacific Group	100	4,860,241	0.102	0.175		0.072	71	848,361	154
short	7/06/15	10/12/15	98		Daewoo SB&ME	100	72,078,297	0.012	0.006	0.024	0.012	103	1,722,671	1,299
long	10/12/15	4/02/18	903		Lotte Chemical	100	7,273,968	0.237	0.407		0.170	72	2,957,050	24
short	4/02/18	5/07/18	35		Kangwon Land	100	109,619,979	0.027	0.027	0.027	0.000	0	2,959,739	1
long	5/07/18	7/02/18	56		LG HH & HC	100	2,449,878	1.208	1.252		0.044	4	3,067,604	26
short	7/02/18	8/27/18	56		LG Display	100	188,701,395	0.016	0.019	0.013	-0.003	-18	2,528,599	-72
long	8/27/18	10/29/18	63		Samsung BioLogics	100	6,159,834	0.410	0.319		-0.092	-22	1,962,121	-77
short	10/29/18	12/17/18	49		Amorepacific Group	100	36,073,342	0.054	0.059	0.050	-0.005	-8	1,796,452	-48
long	12/17/18	6/10/19	175		NCsoft	100	4,223,139	0.425	0.401		-0.025	-6	1,692,917	-12
short	6/10/19	7/22/19	42		Hanwha Life	100	623,603,758	0.003	0.002	0.003	0.000	14	1,933,172	217
long	7/22/19	8/26/19	35		Kia Motor	100	52,981,388	0.036	0.035		-0.002	-5	1,840,172	-40
short	8/26/19	9/30/19	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	9/30/19	2/24/20	147		Naver	100	14,067,366	0.131	0.151		0.020	15	2,125,421	42
short	2/24/20	5/18/20	84		Hanmi Science	100	85,425,589	0.025	0.022	0.028	0.003	11	2,357,746	57
long	5/18/20	8/16/21	455		Samsung BioLogics	100	4,836,756	0.487	0.843		0.356	73	4,077,714	55
short	8/16/21	10/25/21	70		NCsoft	100	6,049,021	0.674	0.533	0.853	0.178	26	5,156,791	240
long	10/25/21	11/29/21	35		Korea Zinc	100	10,519,898	0.490	0.422		-0.068	-14	4,441,155	-79
short	11/29/21	3/28/22	119		Amorepacific Group	100	122,347,025	0.036	0.035	0.037	0.001	3	4,575,779	10
long	3/28/22	6/20/22	84		Korea Aerospace	100	124,350,147	0.037	0.043		0.006	16	5,293,252	88
short	6/20/22	8/15/22	56		LG HH & HC	100	11,011,004	0.481	0.560	0.402	-0.079	-16	4,424,222	-69
long	8/15/22	10/03/22	49		Korea Aerospace	100	104,260,667	0.042	0.034		-0.009	-20	3,520,689	-82
short	10/03/22	11/14/22	42		Netmarble Games	100	98,468,408	0.036	0.037	0.035	-0.001	-2	3,436,547	-19
long	11/14/22	6/08/23	206		Samsung SDI	100	5,993,119	0.573	0.561		-0.013	-2	3,359,577	-4
accum	6/12/06	6/08/23	6205	days out of 6366 invested (97%)							33,496		3,359,577	41

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
NCsoft	short	1/07/08	3/24/08	77	0.05	0.05	0.06	0.01	10.02
	long	12/22/08	8/08/11	959	0.04	0.29		0.25	656.01
	long	12/17/18	6/10/19	175	0.43	0.40		-0.02	-5.76
	short	8/16/21	10/25/21	70	0.67	0.53	0.85	0.18	26.46	891.25
Amorepacific Group	long	7/23/12	10/20/14	819	0.03	0.11		0.08	252.11
	long	12/08/14	7/06/15	210	0.10	0.17		0.07	70.86
	short	10/29/18	12/17/18	49	0.05	0.06	0.05	-0.00	-8.44
	short	11/29/21	3/28/22	119	0.04	0.04	0.04	0.00	3.03	467.54
Lotte Chemical	short	7/07/08	12/22/08	168	0.07	0.04	0.11	0.04	62.75
	long	10/12/15	4/02/18	903	0.24	0.41		0.17	71.65	179.37
Daewoo SB&ME	short	7/06/15	10/12/15	98	0.01	0.01	0.02	0.01	103.06	103.06
Korea Zinc	long	7/31/06	1/07/08	525	0.09	0.15		0.06	67.75
	long	10/25/21	11/29/21	35	0.49	0.42		-0.07	-13.88	44.47
Samsung BioLogics	long	8/27/18	10/29/18	63	0.41	0.32		-0.09	-22.40
	long	5/18/20	8/16/21	455	0.49	0.84		0.36	72.95	34.20
Naver	long	9/30/19	2/24/20	147	0.13	0.15		0.02	15.18	15.18
Hanwha Life	short	6/10/19	7/22/19	42	0.00	0.00	0.00	0.00	14.19	14.19
Hanmi Science	short	8/26/19	9/30/19	35	0.03	0.03	0.03	0.00	0.28
	short	2/24/20	5/18/20	84	0.02	0.02	0.03	0.00	10.93	11.24
Samsung Electronics	long	1/23/12	5/21/12	119	0.02	0.02		0.00	4.31	4.31
Samsung SDI	short	6/12/06	7/31/06	49	0.07	0.07	0.07	0.00	4.52
	long	11/14/22	6/08/23	206	0.57	0.56		-0.01	-2.24	2.18
LG Electronics	long	3/24/08	7/07/08	105	0.11	0.11		0.00	0.93	0.93
Kangwon Land	short	4/02/18	5/07/18	35	0.03	0.03	0.03	0.00	0.09	0.09
Netmarble Games	short	10/03/22	11/14/22	42	0.04	0.04	0.03	-0.00	-2.39	-2.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Kia Motor	long	7/22/19	8/26/19	35	0.04	0.03		-0.00	-4.81	-4.81
Korea Aerospace	long	3/28/22	6/20/22	84	0.04	0.04		0.01	15.68
	long	8/15/22	10/03/22	49	0.04	0.03		-0.01	-20.42	-7.94
LG HH & HC	long	5/07/18	7/02/18	56	1.21	1.25		0.04	3.64
	short	6/20/22	8/15/22	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	7/02/18	8/27/18	56	0.02	0.02	0.01	-0.00	-17.57	-14.43
Hyundai Heavy	short	12/19/11	1/23/12	35	0.24	0.27	0.20	-0.03	-13.85
	short	10/20/14	12/08/14	49	0.11	0.12	0.10	-0.01	-8.47	-21.15
SK Holdings	long	10/10/11	12/19/11	70	0.13	0.11		-0.02	-18.09
	short	5/21/12	7/23/12	63	0.07	0.08	0.06	-0.01	-15.83	-31.06

Annotations

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
3/05/15	Amore Group	forward stock split 1:10 (ten for one)
2/18/15	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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