Assessment - Kospi 50 in Swiss Franc - 7/01/24 - RS = 9
⇐
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/29/24
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
1.603
8/12/24
1.10
1.746
-8.16
1.666
0.080
4.81
9.38
L
Amorepacific
78.805
8/12/24
1.34
109.190
-27.83
103.303
5.887
5.70
27.27
Celltrion
130.688
8/12/24
2.04
120.299
8.64
121.724
-1.425
-1.17
8.11
L
Doosan Enerbility
11.984
8/12/24
3.67
13.036
-8.07
11.125
1.911
17.17
19.64
EcoPro Materials
55.935
8/12/24
2.76
63.515
-11.93
80.707
-17.193
-21.30
-na-
Hana Financial
39.533
8/12/24
0.33
39.337
0.50
39.559
-0.221
-0.56
26.59
L
HD Hyundai Heavy
136.243
8/12/24
-1.65
101.349
34.43
93.297
8.051
8.63
22.84
L
HMM
11.481
8/12/24
1.15
12.866
-10.77
10.615
2.251
21.21
12.48
L
Hybe
112.457
8/12/24
-0.06
131.015
-14.16
135.838
-4.823
-3.55
-12.12
Hyundai Glovis
69.853
8/12/24
0.75
157.153
-55.55
121.194
35.959
29.67
30.75
L
Hyundai Heavy
130.100
8/12/24
-1.44
104.485
24.52
87.930
16.555
18.83
34.66
Hyundai Mobis
142.777
8/12/24
2.82
161.727
-11.72
152.072
9.655
6.35
4.99
L
Hyundai Motor
159.113
8/12/24
0.21
186.884
-14.86
166.650
20.235
12.14
34.47
IBK
8.808
8/12/24
0.37
9.050
-2.67
9.244
-0.193
-2.09
12.69
S
Kakao
24.243
8/12/24
0.27
26.791
-9.51
32.137
-5.346
-16.64
-18.38
S
KakaoBank
14.278
8/12/24
1.39
13.722
4.05
16.632
-2.910
-17.49
-18.64
S
KakaoPay
16.303
8/12/24
2.67
17.774
-8.27
23.258
-5.484
-23.58
-36.20
KB Financial
53.909
8/12/24
0.73
52.014
3.64
50.757
1.257
2.48
33.30
Kia
66.716
8/12/24
0.20
84.033
-20.61
78.388
5.644
7.20
33.25
Korea Electric Power
12.611
8/12/24
1.37
12.762
-1.18
14.114
-1.352
-9.58
-1.99
L
Korea Zinc
338.483
8/12/24
0.78
333.909
1.37
309.114
24.795
8.02
3.53
L
Krafton
191.458
8/12/24
-0.51
178.716
7.13
159.030
19.687
12.38
35.37
KT
24.831
8/12/24
-0.26
24.112
2.98
22.927
1.185
5.17
5.94
S
KT & G
65.475
8/12/24
-0.40
57.045
14.78
59.504
-2.458
-4.13
-3.08
S
LG
51.491
8/12/24
1.03
52.602
-2.11
53.142
-0.540
-1.02
-5.74
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/29/24
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
189.498
8/12/24
1.40
232.299
-18.42
262.067
-29.769
-11.36
-26.73
L
LG Electronics
62.469
8/12/24
1.49
71.617
-12.77
61.491
10.126
16.47
6.60
S
LG Energy Solution
214.656
8/12/24
2.02
226.744
-5.33
250.803
-24.059
-9.59
-20.91
L
LG HH & HC
222.497
8/12/24
0.59
236.219
-5.81
262.730
-26.511
-10.09
-7.31
Lotte Chemical
53.255
8/12/24
2.13
73.708
-27.75
71.365
2.344
3.28
-16.58
S
Naver
104.747
8/12/24
-2.08
106.446
-1.60
122.386
-15.941
-13.02
-19.83
L
NCsoft
119.972
8/12/24
0.33
120.299
-0.27
117.947
2.352
1.99
-18.86
S
Posco Future M
135.916
8/12/24
1.22
175.776
-22.68
189.510
-13.734
-7.25
-18.57
S
Posco Holdings
214.002
8/12/24
0.61
242.100
-11.61
269.688
-27.587
-10.23
-20.56
Posco International
33.129
8/12/24
2.94
41.624
-20.41
31.342
10.282
32.81
10.27
S
S-Oil
42.670
8/12/24
-0.61
44.565
-4.25
48.504
-3.939
-8.12
-7.10
S
Samsung BioLogics
620.770
8/12/24
-1.04
495.962
25.16
513.533
-17.571
-3.42
-1.86
Samsung C&T
93.181
8/12/24
1.06
92.005
1.28
99.393
-7.389
-7.43
11.52
Samsung Elec-Mech
95.272
8/12/24
1.60
101.937
-6.54
100.255
1.682
1.68
5.79
Samsung Electronics
49.335
8/12/24
1.07
53.452
-7.70
50.823
2.628
5.17
9.65
Samsung F&M Ins
231.645
8/12/24
1.00
243.080
-4.70
205.082
37.998
18.53
33.17
Samsung Life
58.614
8/12/24
-0.33
57.176
2.51
58.708
-1.532
-2.61
13.77
Samsung SDI
208.775
8/12/24
3.06
239.813
-12.94
278.964
-39.151
-14.03
-22.77
Samsung SDS
92.593
8/12/24
0.57
99.911
-7.33
105.291
-5.380
-5.11
0.81
Shinhan
35.351
8/12/24
0.19
31.267
13.06
31.044
0.223
0.72
19.59
S
SK Biopharmaceutical
64.560
8/12/24
7.04
51.557
25.22
56.919
-5.363
-9.42
-11.03
SK Holdings
89.979
8/12/24
0.73
102.460
-12.18
111.917
-9.457
-8.45
-5.30
L
SK Hynix
115.659
8/12/24
3.21
153.886
-24.84
116.555
37.330
32.03
65.42
SK Innovation
66.651
8/12/24
0.99
75.342
-11.54
74.678
0.664
0.89
-15.40
SK Telecom
35.482
8/12/24
-1.09
33.652
5.44
33.926
-0.274
-0.81
1.14
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/29/24
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
9.638
8/12/24
0.55
9.410
2.43
9.403
0.007
0.07
8.53
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 4/29/24 - 24 did rise, Market-Ratio(9) in CHF = 48.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
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
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
8/16/21
455
Samsung BioLogics
100
2,048,246
0.473
0.778
0.305
65
1,593,239
49
short
8/16/21
10/25/21
70
NCsoft
100
2,561,610
0.622
0.490
0.789
0.167
27
2,021,623
246
long
10/25/21
11/29/21
35
Korea Zinc
100
4,485,001
0.451
0.390
-0.061
-13
1,749,592
-78
short
11/29/21
3/28/22
119
Amorepacific Group
100
52,160,831
0.034
0.033
0.034
0.001
2
1,778,684
5
long
3/28/22
6/20/22
84
Korea Aerospace
100
51,706,411
0.034
0.041
0.007
20
2,127,966
118
short
6/20/22
8/15/22
56
LG HH & HC
100
4,578,519
0.465
0.529
0.401
-0.064
-14
1,834,155
-62
long
8/15/22
10/03/22
49
Korea Aerospace
100
45,733,434
0.040
0.034
-0.007
-16
1,533,479
-74
short
10/03/22
11/14/22
42
Netmarble Games
100
43,192,687
0.036
0.034
0.037
0.001
3
1,580,852
30
long
11/14/22
8/12/24
637
Samsung SDI
100
2,926,588
0.540
0.209
-0.331
-61
610,997
-42
accum 6/12/06
8/12/24 6961
days out of 7122 invested (98%)
6,010
610,997
24
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
short 8/16/21 10/25/21 70 0.62 0.49 0.79 0.17 26.89 655.51
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
short 11/29/21 3/28/22 119 0.03 0.03 0.03 0.00 1.66 421.72
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
Samsung BioLogics long 8/27/18 10/29/18 63 0.40 0.32 -0.08 -20.65
long 5/18/20 8/16/21 455 0.47 0.78 0.31 64.58 30.59
Korea Zinc long 7/31/06 1/07/08 525 0.11 0.17 0.06 50.84
long 10/25/21 11/29/21 35 0.45 0.39 -0.06 -13.46 30.55
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
Netmarble Games short 10/03/22 11/14/22 42 0.04 0.03 0.04 0.00 3.09 3.09
LG Electronics long 3/24/08 7/07/08 105 0.11 0.12 0.00 2.53 2.53
Korea Aerospace long 3/28/22 6/20/22 84 0.03 0.04 0.01 19.64
long 8/15/22 10/03/22 49 0.04 0.03 -0.01 -16.39 0.02
Kangwon Land short 4/02/18 5/07/18 35 0.03 0.03 0.02 -0.00 -4.86 -4.86
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kia long 7/22/19 8/26/19 35 0.04 0.03 -0.00 -5.07 -5.07
LG HH & HC long 5/07/18 7/02/18 56 1.21 1.24 0.03 2.60
short 6/20/22 8/15/22 56 0.46 0.53 0.40 -0.06 -13.81 -11.57
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
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
Samsung SDI short 6/12/06 7/31/06 49 0.09 0.08 0.09 0.00 4.46
long 11/14/22 8/12/24 637 0.54 0.21 -0.33 -61.35 -59.62
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.
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