Share-o-matic - Portfolio

Fri, May 14th, 2021, 11:04UTC

Assessment - Kospi 50 in Swiss Franc - 5/10/21 - RS = 9

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ9	∅-RS
		Kospi 50	2.358	06:30	1.16	2.447	-3.63	2.360	0.086	3.66	29.74
	L	Hyundai Steel	49.011	06:30	-2.10	48.607	0.83	36.643	11.964	32.65	100.54
		Hanwha Life	3.106	06:30	2.13	3.001	3.50	2.749	0.251	9.14	93.19
	L	Posco	307.331	06:30	-0.91	329.168	-6.63	263.848	65.320	24.76	81.03
		SK Innovation	217.558	06:30	4.26	225.646	-3.58	196.552	29.094	14.80	71.77
		Kia Motor	67.209	06:30	2.09	67.128	0.12	67.952	-0.824	-1.21	66.21
	L	Hyundai Heavy	124.146	06:30	-4.36	128.998	-3.76	91.095	37.903	41.61	65.49
		LG Electronics	120.102	06:30	0.34	124.146	-3.26	117.357	6.789	5.78	65.50
		Kakao	91.391	06:30	-1.31	93.817	-2.59	74.518	19.299	25.90	59.91
	L	LG	102.309	06:32		102.309		74.107	28.202	38.06	57.84
		LG Display	17.793	06:30	0.46	19.936	-10.75	18.137	1.799	9.92	57.57
	L	Amorepacific	236.564	06:30	0.34	231.307	2.27	188.756	42.551	22.54	52.80
		Hankook Tire	39.751	06:30	0.31	40.438	-1.70	37.751	2.687	7.12	52.03
	L	KB Financial	47.232	06:30	-2.18	48.122	-1.85	40.993	7.129	17.39	46.40
	L	Hana Financial	36.961	06:30	-2.35	37.850	-2.35	32.786	5.064	15.45	45.93
	L	S-Oil	77.723	06:30	0.63	78.046	-0.41	72.302	5.744	7.94	45.11
		Hyundai Motor	183.994	06:30	0.44	185.612	-0.87	189.166	-3.554	-1.88	43.91
		LG Chemical	690.687	06:30	0.47	737.595	-6.36	730.403	7.192	0.98	39.58
		Hanmi Science	57.018	06:30	0.14	57.503	-0.84	47.599	9.904	20.81	39.31
		Samsung Life	68.664	06:30	-1.62	69.069	-0.59	65.244	3.825	5.86	38.69
	L	Amorepacific Group	60.981	06:30	-1.95	61.143	-0.26	52.441	8.701	16.59	38.09
		Lotte Shopping	92.604	06:30	-0.87	104.735	-11.58	105.867	-1.132	-1.07	38.36
	L	Shinhan	33.321	06:30	-0.72	34.575	-3.63	28.929	5.646	19.52	35.92
		Lotte Chemical	228.477	06:30	-0.18	249.100	-8.28	254.410	-5.310	-2.09	36.25
		Samsung SDI	506.288	06:30	3.99	527.316	-3.99	533.441	-6.125	-1.15	35.64
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ9	∅-RS
	L	SK Telecom	256.379	06:30	1.44	257.592	-0.47	200.656	56.937	28.38	35.24
		Hyundai Glovis	158.518	06:30	-1.01	160.945	-1.51	157.160	3.785	2.41	34.07
		SK Hynix	95.839	06:30	0.85	105.140	-8.85	111.202	-6.062	-5.45	33.77
		Samsung Electronics	64.782	06:30	2.04	67.289	-3.73	67.296	-0.006	-0.01	30.27
		Korea Aerospace	25.234	06:30	-2.50	26.285	-4.00	27.411	-1.126	-4.11	23.95
	L	Woori Financial	8.977	06:30	0.45	9.139	-1.77	8.133	1.006	12.37	23.60
		CJ	85.325	06:30	-3.21	85.729	-0.47	73.943	11.786	15.94	22.67
	L	IBK	8.290	06:30	-1.44	8.330	-0.49	7.263	1.067	14.70	21.83
		Naver	277.003	06:30	1.48	292.774	-5.39	302.420	-9.646	-3.19	21.61
		SK Holdings	218.367	06:30	2.27	234.138	-6.74	209.273	24.865	11.88	21.54
	L	KT	25.355	06:30	2.79	23.818	6.45	21.420	2.398	11.20	21.41
	L	Korea Zinc	386.995	06:30	-0.62	383.356	0.95	331.144	52.212	15.77	21.00
		Hyundai Mobis	225.242	06:30	0.36	229.285	-1.76	247.434	-18.149	-7.33	18.30
		E-Mart	126.572	06:30	-2.19	133.042	-4.86	143.208	-10.166	-7.10	18.17
		Samsung C&T	113.227	06:30	5.66	110.397	2.56	98.071	12.326	12.57	17.07
	L	Samsung F&M Ins	171.863	06:30	-1.16	167.415	2.66	154.287	13.127	8.51	13.02
	L	Kangwon Land	20.624	06:30	-2.11	21.028	-1.92	21.173	-0.146	-0.69	12.80
		Korea Electric Power	19.330	06:30	-2.45	19.774	-2.25	18.835	0.940	4.99	12.80
		Samsung BioLogics	766.711	06:30	9.47	659.954	16.18	571.192	88.762	15.54	10.32
		LG HH & HC	1,230.135	06:30	0.13	1,288.366	-4.52	1,243.327	45.039	3.62	7.90
		Netmarble Games	103.118	06:30	-0.78	107.566	-4.14	99.302	8.264	8.32	5.85
		Samsung SDS	145.982	06:30	2.85	149.218	-2.17	153.467	-4.249	-2.77	3.62
		NCsoft	672.085	06:30	-1.19	710.097	-5.35	764.051	-53.954	-7.06	3.58
	L	KT & G	66.804	06:30	-2.13	67.775	-1.43	65.490	2.285	3.49	2.90
		Coway	56.533	06:30	0.14	57.180	-1.13	54.493	2.687	4.93	-0.72
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ9	∅-RS
	S	Celltrion	212.301	06:30	-2.96	222.411	-4.55	238.817	-16.406	-6.87	-5.01
Kospi 50 - 50 out of 50 instruments rated - 5/10/21 / 3/08/21 - 35 did rise, Market-Ratio(9) in CHF = 70.00 %
Stock Exchange Currency: KRW ₩ South Korean won

Technical Chart

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

1/02/17	scale up chart	5/10/21

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	5/14/21	361		Samsung BioLogics	100	2,048,246	0.473	0.767		0.294	62	1,570,413	63
accum	6/12/06	5/14/21	5450	days out of 5611 invested (97%)							15,604		1,570,413	40

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	5/14/21	361	0.47	0.77		0.29	62.22	28.72
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.


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