Share-o-matic - Portfolio

Mon, Aug 2nd, 2021, 3:46UTC

Assessment - Kospi 50 in Swiss Franc - 7/26/21 - RS = 9

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	5/24/21	prc diff	⇓ Δ9	∅-RS
		Kospi 50	2.345	Fri	-1.39	2.366	-0.92	2.333	0.034	1.44	13.15
		Kakao	116.846	Fri	-1.01	117.243	-0.34	92.988	24.255	26.08	63.32
		Hanwha Life	2.699	Fri	-1.45	2.707	-0.29	3.093	-0.386	-12.49	45.03
		Hyundai Steel	42.923	Fri	1.12	41.492	3.45	42.463	-0.971	-2.29	39.48
		LG Electronics	125.192	Fri	-5.41	129.563	-3.37	119.328	10.236	8.58	39.12
		Naver	344.575	Fri	-1.37	359.280	-4.09	283.753	75.528	26.62	34.94
		Posco	291.319	Fri	2.09	281.383	3.53	283.753	-2.369	-0.83	34.06
		Kia Motor	66.451	Fri	-3.13	68.279	-2.68	65.690	2.589	3.94	34.16
		S-Oil	78.136	Fri	-2.67	76.864	1.65	75.268	1.595	2.12	32.29
	L	Korea Zinc	434.793	Fri	1.67	430.024	1.11	368.359	61.664	16.74	29.38
		Samsung SDI	588.997	Fri	-3.14	585.818	0.54	506.843	78.974	15.58	29.64
		SK Innovation	201.102	Fri	-1.94	205.076	-1.94	216.706	-11.630	-5.37	28.76
	L	KT	26.867	Fri		26.708	0.60	26.021	0.687	2.64	28.18
		Hankook Tire	38.432	Fri	-1.12	38.829	-1.02	38.911	-0.082	-0.21	22.62
		Hyundai Heavy	103.730	Fri	-3.33	104.128	-0.38	118.130	-14.003	-11.85	21.39
		Hana Financial	34.537	Fri	-2.80	34.815	-0.80	36.157	-1.342	-3.71	20.33
		LG Display	17.527	Fri	-2.00	17.845	-1.78	18.278	-0.434	-2.37	19.00
		Korea Aerospace	25.754	Fri	-3.57	26.787	-3.86	26.100	0.687	2.63	17.98
		SK Telecom	239.255	Fri	-3.68	244.819	-2.27	251.027	-6.208	-2.47	17.65
	L	Coway	68.200	Fri	-0.58	69.551	-1.94	64.493	5.058	7.84	17.24
		Hyundai Glovis	154.602	Fri	-2.99	163.743	-5.58	148.860	14.882	10.00	17.54
		Hanmi Science	56.992	Fri	-3.11	59.615	-4.40	53.159	6.456	12.15	15.75
	L	Samsung BioLogics	707.433	Fri	-2.31	710.612	-0.45	684.837	25.775	3.76	13.04
		IBK	8.187	Fri	-0.48	8.147	0.49	8.461	-0.313	-3.70	12.68
		KB Financial	40.777	Fri	-2.47	41.174	-0.97	45.416	-4.242	-9.34	12.29
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	5/24/21	prc diff	⇓ Δ9	∅-RS
		Samsung F&M Ins	170.499	Fri	-0.92	170.499		166.021	4.478	2.70	11.53
		Woori Financial	8.624	Fri	-1.81	8.744	-1.36	8.820	-0.076	-0.87	11.61
		Shinhan	31.119	Fri	-2.25	30.165	3.16	32.725	-2.560	-7.82	11.10
		Amorepacific	176.063	Fri	-3.28	185.999	-5.34	228.279	-42.280	-18.52	10.84
		Hyundai Motor	173.281	Fri	-1.80	178.448	-2.90	181.985	-3.537	-1.94	10.84
		Samsung Electronics	62.397	Fri	-0.63	62.636	-0.38	63.615	-0.979	-1.54	9.14
		CJ	77.897	Fri	-2.49	79.487	-2.00	86.203	-6.716	-7.79	8.74
		SK Holdings	213.025	Fri	-1.83	215.409	-1.11	211.517	3.892	1.84	8.72
		Samsung C&T	112.474	Fri	-1.74	108.102	4.04	108.951	-0.849	-0.78	8.56
		SK Hynix	89.423	Fri	-1.32	93.000	-3.85	95.382	-2.383	-2.50	8.36
		Korea Electric Power	19.792	Fri	-0.60	19.792		19.875	-0.082	-0.41	7.73
		LG	74.877	Fri	-2.28	76.705	-2.38	100.970	-24.265	-24.03	7.04
		Kangwon Land	20.587	Fri	-0.96	20.428	0.78	20.393	0.035	0.17	6.18
		Lotte Chemical	206.268	Fri	-2.26	215.409	-4.24	223.490	-8.081	-3.62	6.17
		Lotte Shopping	85.448	Fri	-2.27	86.641	-1.38	89.795	-3.154	-3.51	6.04
		Samsung Life	59.933	Fri	-1.69	60.013	-0.13	67.446	-7.434	-11.02	4.98
		E-Mart	133.935	Fri	-1.17	127.179	5.31	123.718	3.461	2.80	3.23
		LG Chemical	669.279	Fri	0.84	649.407	3.06	711.975	-62.568	-8.79	3.15
		Netmarble Games	110.089	Fri	-2.81	111.282	-1.07	109.750	1.532	1.40	1.88
		Hyundai Mobis	211.832	Fri	-2.38	215.807	-1.84	222.692	-6.885	-3.09	1.61
		Amorepacific Group	45.784	Fri	-0.17	47.692	-4.00	59.065	-11.373	-19.26	1.45
		Samsung SDS	145.063	Fri	-1.35	146.653	-1.08	143.273	3.380	2.36	0.75
		KT & G	65.418	Fri	-0.48	65.656	-0.36	65.850	-0.194	-0.29	-1.46
	S	NCsoft	654.971	Fri	-2.02	654.176	0.12	675.259	-21.083	-3.12	-5.02
		LG HH & HC	1,159.712	Fri	-2.08	1,176.405	-1.42	1,201.259	-24.854	-2.07	-5.88
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	5/24/21	prc diff	⇓ Δ9	∅-RS
	S	Celltrion	201.499	Fri	-3.06	209.845	-3.98	209.123	0.722	0.35	-11.46
Kospi 50 - 50 out of 50 instruments rated - 7/26/21 / 5/24/21 - 20 did rise, Market-Ratio(9) in CHF = 40.00 %
Stock Exchange Currency: KRW ₩ South Korean won

Technical Chart

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

1/02/17	scale up chart	7/26/21

Transactions Kospi 50 in Swiss Franc * 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	115,814	0.086	0.083	0.090	0.004	4	10,446	38
long	7/31/06	1/07/08	525		Korea Zinc	100	95,164	0.110	0.166		0.056	51	15,758	33
short	1/07/08	3/24/08	77		NCsoft	100	276,823	0.057	0.047	0.069	0.012	21	19,045	146
long	3/24/08	7/07/08	105		LG Electronics	100	166,304	0.115	0.117		0.003	3	19,527	9
short	7/07/08	12/22/08	168		Lotte Chemical	100	281,078	0.069	0.046	0.105	0.036	51	29,513	145
long	12/22/08	8/08/11	959		NCsoft	100	689,623	0.043	0.224		0.182	424	154,720	88
short	8/08/11	10/10/11	63		LG Display	100	10,336,076	0.015	0.017	0.013	-0.002	-16	129,201	-65
long	10/10/11	12/19/11	70		SK Holdings	100	1,086,252	0.119	0.098		-0.021	-17	106,820	-63
short	12/19/11	1/23/12	35		Hyundai Heavy	100	479,925	0.223	0.253	0.192	-0.030	-14	92,194	-78
long	1/23/12	5/21/12	119		Samsung Electronics	100	4,971,663	0.019	0.019		0.001	5	96,739	16
short	5/21/12	7/23/12	63		SK Holdings	100	1,431,128	0.068	0.082	0.053	-0.015	-22	75,707	-76
long	7/23/12	10/20/14	819		Amorepacific Group	100	2,409,100	0.031	0.106		0.074	236	254,381	72
short	10/20/14	12/08/14	49		Hyundai Heavy	100	2,522,093	0.101	0.113	0.089	-0.012	-12	223,205	-62
long	12/08/14	7/06/15	210		Amorepacific Group	100	2,238,705	0.100	0.165		0.065	65	368,358	139
short	7/06/15	10/12/15	98		Daewoo SB&ME	100	33,200,423	0.011	0.006	0.022	0.011	99	733,729	1,202
long	10/12/15	4/02/18	903		Lotte Chemical	100	3,218,286	0.228	0.388		0.160	70	1,248,902	24
short	4/02/18	5/07/18	35		Kangwon Land	100	48,500,140	0.026	0.027	0.025	-0.001	-5	1,188,253	-40
long	5/07/18	7/02/18	56		LG HH & HC	100	980,597	1.212	1.243		0.031	3	1,219,118	18
short	7/02/18	8/27/18	56		LG Display	100	75,530,312	0.016	0.019	0.014	-0.003	-16	1,027,212	-67
long	8/27/18	10/29/18	63		Samsung BioLogics	100	2,555,698	0.402	0.319		-0.083	-21	815,072	-74
short	10/29/18	12/17/18	49		Amorepacific Group	100	14,966,735	0.054	0.059	0.050	-0.004	-7	754,323	-44
long	12/17/18	6/10/19	175		NCsoft	100	1,787,338	0.422	0.397		-0.025	-6	708,856	-12
short	6/10/19	7/22/19	42		Hanwha Life	100	263,924,717	0.003	0.002	0.003	0.000	15	818,167	248
long	7/22/19	8/26/19	35		Kia Motor	100	22,839,006	0.036	0.034		-0.002	-5	776,716	-42
short	8/26/19	9/30/19	35		Hanmi Science	100	23,888,750	0.033	0.033	0.032	-0.001	-2	764,440	-15
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	5,839,363	0.131	0.148		0.017	13	863,236	35
short	2/24/20	5/18/20	84		Hanmi Science	100	35,460,159	0.024	0.022	0.027	0.003	12	968,062	65
long	5/18/20	7/30/21	438		Samsung BioLogics	100	2,048,246	0.473	0.707		0.235	50	1,448,996	40
accum	6/12/06	7/30/21	5530	days out of 5691 invested (97%)							14,390		1,448,996	39

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	0.06	0.05	0.07	0.01	20.86
	long	12/22/08	8/08/11	959	0.04	0.22		0.18	424.24
	long	12/17/18	6/10/19	175	0.42	0.40		-0.03	-6.03	495.42
Amorepacific Group	long	7/23/12	10/20/14	819	0.03	0.11		0.07	236.01
	long	12/08/14	7/06/15	210	0.10	0.16		0.06	65.03
	short	10/29/18	12/17/18	49	0.05	0.06	0.05	-0.00	-7.45	413.19
Lotte Chemical	short	7/07/08	12/22/08	168	0.07	0.05	0.11	0.04	51.14
	long	10/12/15	4/02/18	903	0.23	0.39		0.16	70.21	157.26
Daewoo SB&ME	short	7/06/15	10/12/15	98	0.01	0.01	0.02	0.01	99.19	99.19
Korea Zinc	long	7/31/06	1/07/08	525	0.11	0.17		0.06	50.84	50.84
Samsung BioLogics	long	8/27/18	10/29/18	63	0.40	0.32		-0.08	-20.65
	long	5/18/20	7/30/21	438	0.47	0.71		0.23	49.68	18.77
Hanwha Life	short	6/10/19	7/22/19	42	0.00	0.00	0.00	0.00	15.42	15.42
Naver	long	9/30/19	2/24/20	147	0.13	0.15		0.02	12.92	12.92
Hanmi Science	short	8/26/19	9/30/19	35	0.03	0.03	0.03	-0.00	-1.58
	short	2/24/20	5/18/20	84	0.02	0.02	0.03	0.00	12.14	10.37
Samsung Electronics	long	1/23/12	5/21/12	119	0.02	0.02		0.00	4.93	4.93
Samsung SDI	short	6/12/06	7/31/06	49	0.09	0.08	0.09	0.00	4.46	4.46
LG HH & HC	long	5/07/18	7/02/18	56	1.21	1.24		0.03	2.60	2.60
LG Electronics	long	3/24/08	7/07/08	105	0.11	0.12		0.00	2.53	2.53
Kangwon Land	short	4/02/18	5/07/18	35	0.03	0.03	0.02	-0.00	-4.86	-4.86
Kia Motor	long	7/22/19	8/26/19	35	0.04	0.03		-0.00	-5.07	-5.07
Hyundai Heavy	short	12/19/11	1/23/12	35	0.22	0.25	0.19	-0.03	-13.69
	short	10/20/14	12/08/14	49	0.10	0.11	0.09	-0.01	-12.26	-24.27
LG Display	short	8/08/11	10/10/11	63	0.01	0.02	0.01	-0.00	-16.49
	short	7/02/18	8/27/18	56	0.02	0.02	0.01	-0.00	-15.74	-29.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SK Holdings	long	10/10/11	12/19/11	70	0.12	0.10		-0.02	-17.32
	short	5/21/12	7/23/12	63	0.07	0.08	0.05	-0.01	-21.74	-35.30

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.


	is taking down something concerning