Assessment - Kospi 50 - 3/18/24 - RS = 9
⇐
⇓ instrument
freshest
⇓ Δday
3/18/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ9
∅-RS
L
Kospi 50
2,521.240
Mon
0.49
2,521.240
2,346.980
174.260
7.42
8.51
L
Kia
128,000.000
Mon
2.40
128,000.000
90,900.000
37,100.000
40.81
47.28
L
Hana Financial
62,000.000
Mon
-0.16
62,000.000
42,500.000
19,500.000
45.88
45.81
L
KB Financial
74,400.000
Mon
-2.36
74,400.000
51,600.000
22,800.000
44.19
41.79
L
SK Hynix
164,300.000
Mon
1.92
164,300.000
134,100.000
30,200.000
22.52
41.10
L
Samsung Life
97,200.000
Mon
-1.92
97,200.000
63,500.000
33,700.000
53.07
39.41
L
IBK
15,050.000
Mon
-1.31
15,050.000
11,620.000
3,430.000
29.52
35.87
L
Shinhan
48,950.000
Mon
-1.31
48,950.000
37,200.000
11,750.000
31.59
34.29
L
Samsung C&T
152,200.000
Mon
-1.23
152,200.000
120,500.000
31,700.000
26.31
32.73
L
Krafton
238,000.000
Mon
3.25
238,000.000
204,000.000
34,000.000
16.67
28.55
L
Korea Electric Power
24,300.000
Mon
-2.21
24,300.000
18,690.000
5,610.000
30.02
28.31
L
Samsung F&M Ins
314,000.000
Mon
1.45
314,000.000
257,000.000
57,000.000
22.18
27.17
Posco International
56,900.000
Mon
-0.35
56,900.000
52,800.000
4,100.000
7.77
25.64
L
Hyundai Motor
242,500.000
Mon
-0.41
242,500.000
187,500.000
55,000.000
29.33
23.85
L
Woori Financial
14,910.000
Mon
-2.10
14,910.000
12,620.000
2,290.000
18.15
21.17
Hyundai Heavy
125,400.000
Mon
1.29
125,400.000
112,800.000
12,600.000
11.17
20.02
L
Hyundai Mobis
268,000.000
Mon
-0.37
268,000.000
216,500.000
51,500.000
23.79
17.96
L
KT
38,000.000
Mon
-0.65
38,000.000
33,550.000
4,450.000
13.26
16.59
SK Biopharmaceutical
94,400.000
Mon
0.53
94,400.000
94,700.000
-300.000
-0.32
15.87
Samsung SDS
157,000.000
Mon
-0.44
157,000.000
171,500.000
-14,500.000
-8.45
13.98
L
SK Holdings
184,200.000
Mon
-1.66
184,200.000
161,500.000
22,700.000
14.06
13.98
L
Samsung BioLogics
859,000.000
Mon
4.00
859,000.000
764,000.000
95,000.000
12.43
13.21
Celltrion
182,500.000
Mon
0.94
182,500.000
188,100.000
-5,600.000
-2.98
12.61
KakaoBank
27,950.000
Mon
-1.58
27,950.000
31,450.000
-3,500.000
-11.13
10.54
L
Doosan Enerbility
17,860.000
Mon
-0.67
17,860.000
15,320.000
2,540.000
16.58
10.41
⇓ instrument
freshest
⇓ Δday
3/18/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ9
∅-RS
L
SK Telecom
53,200.000
Mon
0.19
53,200.000
49,350.000
3,850.000
7.80
8.55
L
S-Oil
78,300.000
Mon
-1.26
78,300.000
66,500.000
11,800.000
17.74
7.73
L
KT & G
92,700.000
Mon
0.11
92,700.000
87,500.000
5,200.000
5.94
6.59
L
Hyundai Glovis
186,200.000
Mon
-1.59
186,200.000
178,300.000
7,900.000
4.43
6.01
L
LG
89,600.000
Mon
-5.58
89,600.000
77,000.000
12,600.000
16.36
5.10
Samsung Electronics
72,800.000
Mon
0.69
72,800.000
73,900.000
-1,100.000
-1.49
4.10
HD Hyundai Heavy
123,100.000
Mon
5.12
123,100.000
121,200.000
1,900.000
1.57
3.76
Kakao
53,000.000
Mon
-2.03
53,000.000
61,100.000
-8,100.000
-13.26
2.56
Samsung Elec-Mech
145,200.000
Mon
-0.27
145,200.000
147,500.000
-2,300.000
-1.56
1.41
S
Posco Holdings
439,500.000
Mon
1.03
439,500.000
442,000.000
-2,500.000
-0.57
-1.99
Posco Future M
322,000.000
Mon
1.74
322,000.000
306,000.000
16,000.000
5.23
-4.93
S
Amorepacific
112,900.000
Mon
-0.18
112,900.000
122,100.000
-9,200.000
-7.53
-6.86
S
Korea Zinc
452,500.000
Mon
0.44
452,500.000
470,000.000
-17,500.000
-3.72
-8.21
LG Electronics
96,100.000
Mon
-2.83
96,100.000
95,100.000
1,000.000
1.05
-8.97
S
Naver
184,100.000
Mon
-1.07
184,100.000
229,500.000
-45,400.000
-19.78
-10.01
HMM
16,050.000
Mon
0.56
16,050.000
20,600.000
-4,550.000
-22.09
-10.19
L
LG HH & HC
355,500.000
Mon
2.89
355,500.000
317,500.000
38,000.000
11.97
-14.33
LG Energy Solution
407,500.000
Mon
2.26
407,500.000
399,500.000
8,000.000
2.00
-15.63
S
Hybe
197,400.000
Mon
-0.80
197,400.000
233,500.000
-36,100.000
-15.46
-15.98
L
Samsung SDI
444,000.000
Mon
4.47
444,000.000
400,000.000
44,000.000
11.00
-16.59
KakaoPay
39,650.000
Mon
-0.75
39,650.000
58,800.000
-19,150.000
-32.57
-17.22
SK Innovation
125,600.000
Mon
4.67
125,600.000
123,400.000
2,200.000
1.78
-17.95
S
Lotte Chemical
120,200.000
Mon
-0.91
120,200.000
132,000.000
-11,800.000
-8.94
-19.55
L
LG Chemical
440,000.000
Mon
2.09
440,000.000
438,500.000
1,500.000
0.34
-21.29
NCsoft
192,700.000
Mon
-0.98
192,700.000
216,000.000
-23,300.000
-10.79
-26.17
⇓ instrument
freshest
⇓ Δday
3/18/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ9
∅-RS
EcoPro Materials
151,800.000
Mon
1.07
151,800.000
216,500.000
-64,700.000
-29.88
-na-
Kospi 50 - 50 out of 50 instruments rated - 3/18/24 / 1/15/24 - 33 did rise, Market-Ratio(9) = 66.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
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
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
3/28/22
119
Amorepacific Group
100
60,872
43.250
43.150
43.350
0.100
0
2,638,825
1
long
3/28/22
6/20/22
84
Korea Aerospace
100
58,575
45.050
54.900
9.850
22
3,215,788
136
short
6/20/22
8/15/22
56
LG HH & HC
100
5,186
620.000
732.000
508.000
-112.000
-18
2,634,956
-73
long
8/15/22
10/03/22
49
Korea Aerospace
100
47,476
55.500
48.450
-7.050
-13
2,300,251
-64
short
10/03/22
11/14/22
42
Netmarble Games
100
44,839
51.300
48.450
54.318
3.018
6
2,435,557
64
long
11/14/22
3/18/24
490
Samsung SDI
100
3,208
759.000
444.000
-315.000
-42
1,425,037
-33
accum 6/12/06
3/18/24 6490
days out of 6651 invested (98%)
14,150
1,425,037
32
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 3/28/22 119 43.25 43.15 43.35 0.10 0.23 421.40
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
Korea Aerospace long 3/28/22 6/20/22 84 45.05 54.90 9.85 21.86
long 8/15/22 10/03/22 49 55.50 48.45 -7.05 -12.70 6.38
Netmarble Games short 10/03/22 11/14/22 42 51.30 48.45 54.32 3.02 5.88 5.88
LG Electronics long 3/24/08 7/07/08 105 113.50 120.00 6.50 5.73 5.73
Kia long 7/22/19 8/26/19 35 42.85 42.10 -0.75 -1.75 -1.75
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kangwon Land short 4/02/18 5/07/18 35 28.50 29.05 27.95 -0.55 -1.93 -1.93
LG HH & HC long 5/07/18 7/02/18 56 1,304.00 1,398.00 94.00 7.21
short 6/20/22 8/15/22 56 620.00 732.00 508.00 -112.00 -18.06 -12.16
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
Samsung SDI short 6/12/06 7/31/06 49 67.10 63.80 70.57 3.47 5.17
long 11/14/22 3/18/24 490 759.00 444.00 -315.00 -41.50 -38.48
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