Share-o-matic - Portfolio

Sun, Jan 23rd, 2022, 12:56UTC

Assessment - Kospi 50 - 1/17/22 - RS = 9

		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	11/15/21	prc diff	⇓ Δ9	⇓∅-RS
	S	Kospi 50	2,624.000	Fri	-1.11	2,676.420	-1.96	2,752.200	-75.780	-2.75	-7.16
		Hanmi Science	48,000.000	Fri	2.64	48,550.000	-1.13	58,000.000	-9,450.000	-16.29	-25.71
	S	LG HH & HC	990,000.000	Fri	2.17	957,000.000	3.45	1,205,000.000	-248,000.000	-20.58	-32.55
		Netmarble Games	118,500.000	Fri	2.16	112,000.000	5.80	131,500.000	-19,500.000	-14.83	-12.71
		Korea Zinc	557,000.000	Fri	1.64	548,000.000	1.64	504,000.000	44,000.000	8.73	17.13
	S	Amorepacific	159,500.000	Fri	1.59	149,500.000	6.69	184,500.000	-35,000.000	-18.97	-31.28
		KB Financial	60,300.000	Fri	1.34	61,200.000	-1.47	56,300.000	4,900.000	8.70	15.72
		Shinhan	39,250.000	Fri	1.16	38,850.000	1.03	37,800.000	1,050.000	2.78	3.21
	S	Coway	72,000.000	Fri	0.98	73,100.000	-1.50	79,400.000	-6,300.000	-7.93	-1.83
		Korea Electric Power	21,250.000	Fri	0.95	21,300.000	-0.23	22,850.000	-1,550.000	-6.78	-10.19
	L	Hyundai Glovis	165,000.000	Fri	0.92	170,000.000	-2.94	163,000.000	7,000.000	4.29	-7.98
		SK Telecom	57,300.000	Fri	0.88	55,800.000	2.69	61,900.000	-6,100.000	-9.85	-4.59
		Samsung Life	65,200.000	Fri	0.77	66,100.000	-1.36	66,400.000	-300.000	-0.45	-11.36
		Samsung F&M Ins	209,000.000	Fri	0.72	214,500.000	-2.56	229,500.000	-15,000.000	-6.54	3.28
		KT	31,750.000	Fri	0.63	31,000.000	2.42	31,450.000	-450.000	-1.43	3.26
	S	KT & G	79,200.000	Fri	0.51	78,900.000	0.38	85,000.000	-6,100.000	-7.18	-4.02
	S	Amorepacific Group	41,900.000	Fri	0.48	41,000.000	2.20	48,650.000	-7,650.000	-15.72	-28.94
		IBK	10,500.000	Fri	0.48	10,650.000	-1.41	11,150.000	-500.000	-4.48	6.66
		Hana Financial	45,550.000	Fri	0.44	45,100.000	1.00	43,500.000	1,600.000	3.68	5.53
	S	Kangwon Land	25,450.000	Fri	0.39	25,650.000	-0.78	26,350.000	-700.000	-2.66	-1.40
	L	Woori Financial	14,850.000	Fri	0.34	14,800.000	0.34	13,450.000	1,350.000	10.04	32.58
	S	Samsung BioLogics	818,000.000	Fri	0.25	826,000.000	-0.97	864,000.000	-38,000.000	-4.40	-2.43
	S	LG	79,200.000	Fri		80,500.000	-1.61	90,300.000	-9,800.000	-10.85	-16.31
	S	Samsung SDS	150,500.000	Fri		150,000.000	0.33	155,000.000	-5,000.000	-3.23	-14.48
	S	Lotte Shopping	82,400.000	Fri	-0.12	84,400.000	-2.37	103,000.000	-18,600.000	-18.06	-22.96
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	11/15/21	prc diff	⇓ Δ9	⇓∅-RS
	S	LG Chemical	694,000.000	Fri	-0.29	707,000.000	-1.84	765,000.000	-58,000.000	-7.58	-13.10
		Hyundai Heavy	89,600.000	Fri	-0.44	93,300.000	-3.97	102,500.000	-9,200.000	-8.98	-18.66
		Samsung C&T	111,500.000	Fri	-0.45	113,000.000	-1.33	114,500.000	-1,500.000	-1.31	-11.31
	S	Kakao	91,800.000	Fri	-0.54	92,900.000	-1.18	129,000.000	-36,100.000	-27.98	-21.31
	S	Samsung SDI	684,000.000	Fri	-0.58	641,000.000	6.71	754,000.000	-113,000.000	-14.99	-8.51
	S	Naver	333,000.000	Fri	-0.60	343,500.000	-3.06	411,000.000	-67,500.000	-16.42	-11.56
	S	CJ	80,000.000	Fri	-0.62	79,700.000	0.38	94,900.000	-15,200.000	-16.02	-18.22
		Korea Aerospace	37,100.000	Fri	-0.80	34,950.000	6.15	30,350.000	4,600.000	15.16	6.05
	S	Celltrion	163,500.000	Fri	-0.91	160,000.000	2.19	233,000.000	-73,000.000	-31.33	-38.30
		Hanwha Life	3,195.000	Fri	-0.93	3,230.000	-1.08	3,335.000	-105.000	-3.15	-2.76
		Hyundai Motor	200,000.000	Fri	-0.99	205,000.000	-2.44	209,000.000	-4,000.000	-1.91	-7.41
	L	Samsung Electronics	75,600.000	Fri	-1.18	77,500.000	-2.45	71,400.000	6,100.000	8.54	-1.46
	S	Kia Motor	80,100.000	Fri	-1.35	82,700.000	-3.14	86,500.000	-3,800.000	-4.39	-1.81
		Posco	282,000.000	Fri	-1.40	292,500.000	-3.59	285,000.000	7,500.000	2.63	-7.46
	S	E-Mart	139,000.000	Fri	-1.42	143,000.000	-2.80	162,500.000	-19,500.000	-12.00	-13.42
		Hyundai Mobis	238,000.000	Fri	-1.45	250,500.000	-4.99	247,500.000	3,000.000	1.21	-9.64
	S	SK Holdings	234,000.000	Fri	-1.47	241,500.000	-3.11	248,000.000	-6,500.000	-2.62	-10.78
		Hyundai Steel	42,050.000	Fri	-1.75	43,200.000	-2.66	41,700.000	1,500.000	3.60	-8.08
		Lotte Chemical	211,500.000	Fri	-1.86	213,000.000	-0.70	218,500.000	-5,500.000	-2.52	-18.34
		S-Oil	89,300.000	Fri	-2.19	93,600.000	-4.59	96,300.000	-2,700.000	-2.80	2.53
		NCsoft	565,000.000	Fri	-2.25	588,000.000	-3.91	660,000.000	-72,000.000	-10.91	-23.07
	S	Hankook Tire	35,600.000	Fri	-2.33	37,300.000	-4.56	42,300.000	-5,000.000	-11.82	-18.86
	L	LG Display	22,150.000	Fri	-4.11	23,600.000	-6.14	20,700.000	2,900.000	14.01	6.92
		LG Electronics	133,500.000	Fri	-4.64	140,500.000	-4.98	124,500.000	16,000.000	12.85	-3.01
	L	SK Hynix	119,000.000	Fri	-4.80	127,000.000	-6.30	111,000.000	16,000.000	14.41	6.30
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	11/15/21	prc diff	⇓ Δ9	⇓∅-RS
		SK Innovation	252,000.000	Fri	-5.08	265,000.000	-4.91	228,500.000	36,500.000	15.97	5.96
Kospi 50 - 50 out of 50 instruments rated - 1/17/22 / 11/15/21 - 15 did rise, Market-Ratio(9) = 30.00 %
Stock Exchange Currency: KRW ₩ South Korean won

Technical Chart

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

1/01/18	scale up chart	1/17/22

Transactions Kospi 50 * 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	149	67.100	63.800	70.571	3.471	5	10,517	46
long	7/31/06	1/07/08	525		Korea Zinc	100	124	84.700	140.500		55.800	66	17,436	42
short	1/07/08	3/24/08	77		NCsoft	100	361	48.300	46.700	49.955	1.655	3	18,034	17
long	3/24/08	7/07/08	105		LG Electronics	100	158	113.500	120.000		6.500	6	19,061	21
short	7/07/08	12/22/08	168		Lotte Chemical	100	268	71.000	53.500	94.224	23.224	33	25,285	85
long	12/22/08	8/08/11	959		NCsoft	100	507	49.800	312.500		262.700	528	158,474	101
short	8/08/11	10/10/11	63		LG Display	100	7,600	20.850	22.200	19.500	-1.350	-6	148,214	-32
long	10/10/11	12/19/11	70		SK Holdings	100	978	151.500	121.500		-30.000	-20	118,874	-68
short	12/19/11	1/23/12	35		Hyundai Heavy	100	432	275.000	307.000	243.000	-32.000	-12	105,050	-72
long	1/23/12	5/21/12	119		Samsung Electronics	100	4,668	22.500	24.180		1.680	7	112,892	25
short	5/21/12	7/23/12	63		SK Holdings	100	1,343	84.000	95.200	72.800	-11.200	-13	97,850	-56
long	7/23/12	10/20/14	819		Amorepacific Group	100	2,691	36.350	118.300		81.950	225	318,378	69
short	10/20/14	12/08/14	49		Hyundai Heavy	100	2,817	113.000	129.000	97.000	-16.000	-14	273,306	-68
long	12/08/14	7/06/15	210		Amorepacific Group	100	2,405	113.600	196.500		82.900	73	472,680	159
short	7/06/15	10/12/15	98		Daewoo SB&ME	100	35,673	13.250	6.620	26.520	13.270	100	946,061	1,226
long	10/12/15	4/02/18	903		Lotte Chemical	100	3,491	271.000	429.500		158.500	58	1,499,385	20
short	4/02/18	5/07/18	35		Kangwon Land	100	52,609	28.500	29.050	27.950	-0.550	-2	1,470,450	-18
long	5/07/18	7/02/18	56		LG HH & HC	100	1,127	1,304.000	1,398.000		94.000	7	1,576,388	57
short	7/02/18	8/27/18	56		LG Display	100	86,853	18.150	21.150	15.150	-3.000	-17	1,315,829	-69
long	8/27/18	10/29/18	63		Samsung BioLogics	100	2,895	454.500	362.500		-92.000	-20	1,049,489	-73
short	10/29/18	12/17/18	49		Amorepacific Group	100	16,954	61.900	66.600	57.200	-4.700	-8	969,805	-44
long	12/17/18	6/10/19	175		NCsoft	100	2,020	480.000	474.000		-6.000	-1	957,685	-3
short	6/10/19	7/22/19	42		Hanwha Life	100	298,344	3.210	2.760	3.733	0.523	16	1,113,838	272
long	7/22/19	8/26/19	35		Kia Motor	100	25,993	42.850	42.100		-0.750	-2	1,094,343	-17
short	8/26/19	9/30/19	35		Hanmi Science	100	27,188	40.250	39.600	40.911	0.661	2	1,112,306	19
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	7,084	157.000	184.000		27.000	17	1,303,574	48
short	2/24/20	5/18/20	84		Hanmi Science	100	43,022	30.300	27.450	33.446	3.146	10	1,438,917	54
long	5/18/20	8/16/21	455		Samsung BioLogics	100	2,410	597.000	983.000		386.000	65	2,369,177	49
short	8/16/21	10/25/21	70		NCsoft	100	3,014	786.000	622.000	993.241	207.241	26	2,993,802	239
long	10/25/21	11/29/21	35		Korea Zinc	100	5,233	572.000	503.000		-69.000	-12	2,632,725	-74
short	11/29/21	1/21/22	53		Amorepacific Group	100	60,872	43.250	41.900	44.644	1.394	3	2,717,550	24
accum	6/12/06	1/21/22	5704	days out of 5865 invested (97%)							27,076		2,717,550	43

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	48.30	46.70	49.95	1.65	3.43
	long	12/22/08	8/08/11	959	49.80	312.50		262.70	527.51
	long	12/17/18	6/10/19	175	480.00	474.00		-6.00	-1.25
	short	8/16/21	10/25/21	70	786.00	622.00	993.24	207.24	26.37	709.88
Amorepacific Group	long	7/23/12	10/20/14	819	36.35	118.30		81.95	225.45
	long	12/08/14	7/06/15	210	113.60	196.50		82.90	72.98
	short	10/29/18	12/17/18	49	61.90	66.60	57.20	-4.70	-7.59
	short	11/29/21	1/21/22	53	43.25	41.90	44.64	1.39	3.22	436.96
Lotte Chemical	short	7/07/08	12/22/08	168	71.00	53.50	94.22	23.22	32.71
	long	10/12/15	4/02/18	903	271.00	429.50		158.50	58.49	110.33
Daewoo SB&ME	short	7/06/15	10/12/15	98	13.25	6.62	26.52	13.27	100.15	100.15
Korea Zinc	long	7/31/06	1/07/08	525	84.70	140.50		55.80	65.88
	long	10/25/21	11/29/21	35	572.00	503.00		-69.00	-12.06	45.87
Samsung BioLogics	long	8/27/18	10/29/18	63	454.50	362.50		-92.00	-20.24
	long	5/18/20	8/16/21	455	597.00	983.00		386.00	64.66	31.33
Naver	long	9/30/19	2/24/20	147	157.00	184.00		27.00	17.20	17.20
Hanwha Life	short	6/10/19	7/22/19	42	3.21	2.76	3.73	0.52	16.31	16.31
Hanmi Science	short	8/26/19	9/30/19	35	40.25	39.60	40.91	0.66	1.64
	short	2/24/20	5/18/20	84	30.30	27.45	33.45	3.15	10.38	12.19
Samsung Electronics	long	1/23/12	5/21/12	119	22.50	24.18		1.68	7.47	7.47
LG HH & HC	long	5/07/18	7/02/18	56	1,304.00	1,398.00		94.00	7.21	7.21
LG Electronics	long	3/24/08	7/07/08	105	113.50	120.00		6.50	5.73	5.73
Samsung SDI	short	6/12/06	7/31/06	49	67.10	63.80	70.57	3.47	5.17	5.17
Kia Motor	long	7/22/19	8/26/19	35	42.85	42.10		-0.75	-1.75	-1.75
Kangwon Land	short	4/02/18	5/07/18	35	28.50	29.05	27.95	-0.55	-1.93	-1.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
LG Display	short	8/08/11	10/10/11	63	20.85	22.20	19.50	-1.35	-6.47
	short	7/02/18	8/27/18	56	18.15	21.15	15.15	-3.00	-16.53	-21.93
Hyundai Heavy	short	12/19/11	1/23/12	35	275.00	307.00	243.00	-32.00	-11.64
	short	10/20/14	12/08/14	49	113.00	129.00	97.00	-16.00	-14.16	-24.15
SK Holdings	long	10/10/11	12/19/11	70	151.50	121.50		-30.00	-19.80
	short	5/21/12	7/23/12	63	84.00	95.20	72.80	-11.20	-13.33	-30.50

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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