Assessment - Kospi 50 - 7/01/24 - RS = 14
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
∅-RS
Kospi 50
2,453.750
8/12/24
1.10
2,671.890
-8.16
2,582.260
89.630
3.47
8.25
L
SK Hynix
177,000.000
8/12/24
3.21
235,500.000
-24.84
169,400.000
66,100.000
39.02
61.90
L
Amorepacific
120,600.000
8/12/24
1.34
167,100.000
-27.83
118,100.000
49,000.000
41.49
45.47
L
Krafton
293,000.000
8/12/24
-0.51
273,500.000
7.13
240,000.000
33,500.000
13.96
39.53
Kia
102,100.000
8/12/24
0.20
128,600.000
-20.61
111,500.000
17,100.000
15.34
37.80
KB Financial
82,500.000
8/12/24
0.73
79,600.000
3.64
72,000.000
7,600.000
10.56
35.15
L
Hyundai Motor
243,500.000
8/12/24
0.21
286,000.000
-14.86
239,500.000
46,500.000
19.42
34.51
Hana Financial
60,500.000
8/12/24
0.33
60,200.000
0.50
62,600.000
-2,400.000
-3.83
26.52
Samsung F&M Ins
354,500.000
8/12/24
1.00
372,000.000
-4.70
334,000.000
38,000.000
11.38
23.68
Posco International
50,700.000
8/12/24
2.94
63,700.000
-20.41
56,600.000
7,100.000
12.54
22.35
L
Doosan Enerbility
18,340.000
8/12/24
3.67
19,950.000
-8.07
17,300.000
2,650.000
15.32
20.49
L
Hyundai Heavy
199,100.000
8/12/24
-1.44
159,900.000
24.52
124,400.000
35,500.000
28.54
18.78
Shinhan
54,100.000
8/12/24
0.19
47,850.000
13.06
50,600.000
-2,750.000
-5.43
18.60
Samsung Life
89,700.000
8/12/24
-0.33
87,500.000
2.51
97,300.000
-9,800.000
-10.07
11.09
IBK
13,480.000
8/12/24
0.37
13,850.000
-2.67
15,380.000
-1,530.000
-9.95
9.98
SK Holdings
137,700.000
8/12/24
0.73
156,800.000
-12.18
187,900.000
-31,100.000
-16.55
9.27
L
HD Hyundai Heavy
208,500.000
8/12/24
-1.65
155,100.000
34.43
124,700.000
30,400.000
24.38
8.84
Celltrion
200,000.000
8/12/24
2.04
184,100.000
8.64
188,900.000
-4,800.000
-2.54
8.08
Woori Financial
14,750.000
8/12/24
0.55
14,400.000
2.43
15,130.000
-730.000
-4.82
7.69
Samsung Electronics
75,500.000
8/12/24
1.07
81,800.000
-7.70
78,200.000
3,600.000
4.60
7.07
KT
38,000.000
8/12/24
-0.26
36,900.000
2.98
37,850.000
-950.000
-2.51
6.50
Samsung C&T
142,600.000
8/12/24
1.06
140,800.000
1.28
158,500.000
-17,700.000
-11.17
6.18
Hyundai Glovis
106,900.000
8/12/24
0.75
240,500.000
-55.55
182,300.000
58,200.000
31.93
5.39
Samsung Elec-Mech
145,800.000
8/12/24
1.60
156,000.000
-6.54
145,000.000
11,000.000
7.59
4.37
SK Telecom
54,300.000
8/12/24
-1.09
51,500.000
5.44
53,300.000
-1,800.000
-3.38
2.41
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
∅-RS
L
HMM
17,570.000
8/12/24
1.15
19,690.000
-10.77
15,610.000
4,080.000
26.14
2.19
L
LG HH & HC
340,500.000
8/12/24
0.59
361,500.000
-5.81
388,000.000
-26,500.000
-6.83
2.16
Hyundai Mobis
218,500.000
8/12/24
2.82
247,500.000
-11.72
258,000.000
-10,500.000
-4.07
1.84
Samsung SDS
141,700.000
8/12/24
0.57
152,900.000
-7.33
155,400.000
-2,500.000
-1.61
1.66
Korea Electric Power
19,300.000
8/12/24
1.37
19,530.000
-1.18
22,350.000
-2,820.000
-12.62
1.23
L
Korea Zinc
518,000.000
8/12/24
0.78
511,000.000
1.37
456,000.000
55,000.000
12.06
-0.32
L
LG Electronics
95,600.000
8/12/24
1.49
109,600.000
-12.77
98,900.000
10,700.000
10.82
-0.78
S
KT & G
100,200.000
8/12/24
-0.40
87,300.000
14.78
92,100.000
-4,800.000
-5.21
-1.53
S
Samsung BioLogics
950,000.000
8/12/24
-1.04
759,000.000
25.16
840,000.000
-81,000.000
-9.64
-2.93
S
LG
78,800.000
8/12/24
1.03
80,500.000
-2.11
89,800.000
-9,300.000
-10.36
-4.11
S
S-Oil
65,300.000
8/12/24
-0.61
68,200.000
-4.25
76,800.000
-8,600.000
-11.20
-7.17
L
Hybe
172,100.000
8/12/24
-0.06
200,500.000
-14.16
207,000.000
-6,500.000
-3.14
-10.09
S
SK Biopharmaceutical
98,800.000
8/12/24
7.04
78,900.000
25.22
95,700.000
-16,800.000
-17.55
-10.35
S
Kakao
37,100.000
8/12/24
0.27
41,000.000
-9.51
53,800.000
-12,800.000
-23.79
-14.19
S
KakaoBank
21,850.000
8/12/24
1.39
21,000.000
4.05
27,800.000
-6,800.000
-24.46
-16.23
S
Naver
160,300.000
8/12/24
-2.08
162,900.000
-1.60
188,000.000
-25,100.000
-13.35
-16.88
L
NCsoft
183,600.000
8/12/24
0.33
184,100.000
-0.27
191,800.000
-7,700.000
-4.01
-17.29
Lotte Chemical
81,500.000
8/12/24
2.13
112,800.000
-27.75
120,200.000
-7,400.000
-6.16
-17.35
S
Posco Holdings
327,500.000
8/12/24
0.61
370,500.000
-11.61
432,000.000
-61,500.000
-14.24
-18.97
Samsung SDI
319,500.000
8/12/24
3.06
367,000.000
-12.94
486,000.000
-119,000.000
-24.49
-19.22
S
Posco Future M
208,000.000
8/12/24
1.22
269,000.000
-22.68
320,500.000
-51,500.000
-16.07
-19.30
SK Innovation
102,000.000
8/12/24
0.99
115,300.000
-11.54
121,000.000
-5,700.000
-4.71
-19.46
S
LG Energy Solution
328,500.000
8/12/24
2.02
347,000.000
-5.33
414,500.000
-67,500.000
-16.28
-22.61
LG Chemical
290,000.000
8/12/24
1.40
355,500.000
-18.42
460,500.000
-105,000.000
-22.80
-26.46
S
KakaoPay
24,950.000
8/12/24
2.67
27,200.000
-8.27
39,250.000
-12,050.000
-30.70
-32.68
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
∅-RS
EcoPro Materials
85,600.000
8/12/24
2.76
97,200.000
-11.93
145,300.000
-48,100.000
-33.10
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 3/25/24 - 17 did rise, Market-Ratio(14) = 34.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 * L14 - 57/55 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
9/11/06
252
- cash -
long
9/11/06
1/08/07
119
Korea Zinc
100
119
83.500
86.900
3.400
4
10,405
13
1/08/07
1/15/07
7
- cash -
1/15/07
1/22/07
7
LG HH & HC
100
87
118.500
119.000
0.500
0
10,448
25
1/22/07
4/09/07
77
- cash -
4/09/07
10/22/07
196
Hyundai Heavy
100
51
201.155
456.909
255.754
127
23,492
361
10/22/07
10/29/07
7
- cash -
10/29/07
12/10/07
42
Hyundai Heavy
100
48
484.688
404.705
-79.983
-17
19,652
-79
12/10/07
12/17/07
7
- cash -
12/17/07
12/24/07
7
Hyundai Heavy
100
48
404.226
431.095
26.869
7
20,942
2,766
12/24/07
4/28/08
126
- cash -
4/28/08
7/07/08
70
LG Electronics
100
138
151.000
120.000
-31.000
-21
16,664
-70
7/07/08
2/02/09
210
- cash -
2/02/09
2/16/09
14
NCsoft
100
257
64.700
74.400
9.700
15
19,157
3,717
2/16/09
3/02/09
14
- cash -
3/02/09
12/21/09
294
NCsoft
100
282
67.800
155.500
87.700
129
43,888
180
12/21/09
1/11/10
21
- cash -
1/11/10
1/18/10
7
SK Hynix
100
1,828
24.000
25.900
1.900
8
47,362
5,213
1/18/10
3/08/10
49
- cash -
3/08/10
3/15/10
7
Lotte Chemical
100
380
124.500
121.500
-3.000
-2
46,222
-72
3/15/10
4/05/10
21
- cash -
4/05/10
6/07/10
63
Kia
100
1,711
27.000
32.350
5.350
20
55,375
185
6/07/10
6/14/10
7
- cash -
6/14/10
7/05/10
21
Kia
100
1,735
31.900
32.550
0.650
2
56,503
42
7/05/10
7/26/10
21
- cash -
7/26/10
2/14/11
203
Lotte Chemical
100
338
167.000
342.000
175.000
105
115,653
263
2/14/11
5/02/11
77
- cash -
5/02/11
7/18/11
77
S-Oil
100
755
153.000
146.500
-6.500
-4
110,746
-19
7/18/11
7/25/11
7
- cash -
7/25/11
8/01/11
7
S-Oil
100
723
153.000
156.500
3.500
2
113,276
225
8/01/11
12/12/11
133
- cash -
12/12/11
12/19/11
7
KT & G
100
1,356
83.500
80.200
-3.300
-4
108,801
-88
12/19/11
1/02/12
14
- cash -
1/02/12
1/30/12
28
KT & G
100
1,372
79.300
76.700
-2.600
-3
105,234
-35
1/30/12
2/06/12
7
- cash -
2/06/12
4/30/12
84
Samsung Electronics
100
4,954
21.240
28.200
6.960
33
139,714
243
4/30/12
8/27/12
119
- cash -
8/27/12
11/12/12
77
Amorepacific Group
100
3,237
43.150
50.000
6.850
16
161,887
101
11/12/12
1/21/13
70
- cash -
1/21/13
2/04/13
14
Korea Electric Power
100
4,706
34.400
32.950
-1.450
-4
155,064
-67
2/04/13
2/18/13
14
- cash -
2/18/13
3/18/13
28
Coway
100
3,237
47.900
47.350
-0.550
-1
153,283
-14
3/18/13
7/29/13
133
- cash -
7/29/13
8/12/13
14
Coway
100
2,615
58.600
59.300
0.700
1
155,114
36
8/12/13
9/09/13
28
- cash -
9/09/13
12/16/13
98
Naver
100
1,595
97.200
141.600
44.400
46
225,932
306
12/16/13
5/05/14
140
- cash -
5/05/14
5/12/14
7
Naver
100
1,528
147.800
143.800
-4.000
-3
219,820
-76
5/12/14
5/19/14
7
- cash -
5/19/14
7/21/14
63
Amorepacific Group
100
3,633
60.500
82.900
22.400
37
301,199
520
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
7/21/14
7/28/14
7
- cash -
7/28/14
10/06/14
70
Amorepacific Group
100
3,598
83.700
116.400
32.700
39
418,854
458
10/06/14
4/20/15
196
- cash -
4/20/15
6/08/15
49
Amorepacific
100
1,072
390.500
399.500
9.000
2
428,502
18
6/08/15
10/26/15
140
- cash -
10/26/15
11/09/15
14
Lotte Chemical
100
1,498
286.000
231.500
-54.500
-19
346,861
-100
11/09/15
11/30/15
21
- cash -
11/30/15
12/07/15
7
LG Chemical
100
1,090
318.000
306.500
-11.500
-4
334,326
-85
12/07/15
3/21/16
105
- cash -
3/21/16
3/28/16
7
SK Innovation
100
2,051
163.000
162.000
-1.000
-1
332,275
-27
3/28/16
4/11/16
14
- cash -
4/11/16
5/30/16
49
SK Innovation
100
1,954
170.000
164.500
-5.500
-3
321,528
-22
5/30/16
9/05/16
98
- cash -
9/05/16
9/12/16
7
Hyundai Heavy
100
2,264
142.000
133.500
-8.500
-6
302,284
-96
9/12/16
9/26/16
14
- cash -
9/26/16
11/21/16
56
Samsung Card
100
6,009
50.300
44.350
-5.950
-12
266,530
-56
11/21/16
2/27/17
98
- cash -
2/27/17
3/20/17
21
SK Hynix
100
5,794
46.000
47.600
1.600
3
275,801
81
3/20/17
4/17/17
28
- cash -
4/17/17
9/04/17
140
NCsoft
100
767
359.500
411.500
52.000
14
315,685
42
9/04/17
11/20/17
77
- cash -
11/20/17
2/05/18
77
Hanmi Science
100
2,709
116.500
95.400
-21.100
-18
258,525
-61
2/05/18
2/04/19
364
- cash -
2/04/19
3/25/19
49
NCsoft
100
545
474.000
478.500
4.500
1
260,977
7
3/25/19
4/08/19
14
- cash -
4/08/19
4/29/19
21
NCsoft
100
523
498.500
511.000
12.500
3
267,515
54
4/29/19
11/11/19
196
- cash -
11/11/19
12/09/19
28
Kakao
100
8,685
30.800
30.300
-0.500
-2
263,172
-19
12/09/19
12/16/19
7
- cash -
12/16/19
1/06/20
21
Naver
100
1,466
179.500
180.500
1.000
1
264,638
10
1/06/20
1/13/20
7
- cash -
1/13/20
1/20/20
7
Naver
100
1,466
180.500
180.500
0.000
0
264,638
0
1/20/20
1/27/20
7
- cash -
1/27/20
2/03/20
7
Samsung BioLogics
100
547
483.000
479.500
-3.500
-1
262,724
-32
2/03/20
6/08/20
126
- cash -
6/08/20
6/15/20
7
Samsung BioLogics
100
395
664.000
808.000
144.000
22
319,604
> 999,999
6/15/20
6/22/20
7
- cash -
6/22/20
5/03/21
315
Samsung BioLogics
100
403
793.000
773.000
-20.000
-3
311,544
-3
5/03/21
5/10/21
7
- cash -
5/10/21
5/17/21
7
Hyundai Steel
100
5,183
60.100
54.900
-5.200
-9
284,592
-99
5/17/21
5/31/21
14
- cash -
5/31/21
7/26/21
56
Hanwha Life
100
73,920
3.850
3.405
-0.445
-12
251,698
-55
7/26/21
8/09/21
14
- cash -
8/09/21
8/16/21
7
Kakao
100
1,700
148.000
146.000
-2.000
-1
248,298
-51
8/16/21
5/09/22
266
- cash -
5/09/22
5/23/22
14
Korea Aerospace
100
5,088
48.800
48.850
0.050
0
248,552
3
5/23/22
5/30/22
7
- cash -
5/30/22
6/13/22
14
Korea Aerospace
100
4,798
51.800
58.100
6.300
12
278,779
1,893
6/13/22
12/26/22
196
- cash -
12/26/22
2/20/23
56
Samsung Life
100
3,803
73.300
67.100
-6.200
-8
255,201
-44
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/20/23
3/06/23
14
- cash -
3/06/23
3/13/23
7
Samsung SDI
100
326
781.000
738.000
-43.000
-6
241,183
-95
3/13/23
4/10/23
28
- cash -
4/10/23
4/17/23
7
Posco Holdings
100
605
398.500
423.500
25.000
6
256,308
2,287
4/17/23
11/27/23
224
- cash -
11/27/23
12/18/23
21
SK Hynix
100
1,961
130.700
128.900
-1.800
-1
252,778
-21
12/18/23
1/01/24
14
- cash -
1/01/24
1/08/24
7
SK Hynix
100
1,786
141.500
136.000
-5.500
-4
242,955
-87
1/08/24
1/15/24
7
- cash -
1/15/24
1/22/24
7
Samsung SDS
100
1,416
171.500
164.700
-6.800
-4
233,326
-88
1/22/24
1/29/24
7
- cash -
1/29/24
4/01/24
63
Hankook Tire
100
4,675
49.900
54.300
4.400
9
253,896
63
4/01/24
4/22/24
21
- cash -
4/22/24
5/13/24
21
SK Hynix
100
1,479
171.600
183.800
12.200
7
271,940
230
5/13/24
3/11/25
302
- cash -
accum 9/11/06
5/13/24 2793
days out of 7008 invested (40%)
2,619
271,940
54
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
NCsoft long 2/02/09 2/16/09 14 64.70 74.40 9.70 14.99
3/02/09 12/21/09 294 67.80 155.50 87.70 129.35
4/17/17 9/04/17 140 359.50 411.50 52.00 14.46
2/04/19 3/25/19 49 474.00 478.50 4.50 0.95
4/08/19 4/29/19 21 498.50 511.00 12.50 2.51 212.39
Amorepacific Group 8/27/12 11/12/12 77 43.15 50.00 6.85 15.87
5/19/14 7/21/14 63 60.50 82.90 22.40 37.02
7/28/14 10/06/14 70 83.70 116.40 32.70 39.07 120.81
Hyundai Heavy 4/09/07 10/22/07 196 201.16 456.91 255.75 127.14
10/29/07 12/10/07 42 484.69 404.71 -79.98 -16.50
12/17/07 12/24/07 7 404.23 431.10 26.87 6.65
9/05/16 9/12/16 7 142.00 133.50 -8.50 -5.99 90.16
Lotte Chemical 3/08/10 3/15/10 7 124.50 121.50 -3.00 -2.41
7/26/10 2/14/11 203 167.00 342.00 175.00 104.79
10/26/15 11/09/15 14 286.00 231.50 -54.50 -19.06 61.77
Naver 9/09/13 12/16/13 98 97.20 141.60 44.40 45.68
5/05/14 5/12/14 7 147.80 143.80 -4.00 -2.71
12/16/19 1/06/20 21 179.50 180.50 1.00 0.56
1/13/20 1/20/20 7 180.50 180.50 0.00 0.00 42.53
Samsung Electronics 2/06/12 4/30/12 84 21.24 28.20 6.96 32.77 32.77
Kia 4/05/10 6/07/10 63 27.00 32.35 5.35 19.81
6/14/10 7/05/10 21 31.90 32.55 0.65 2.04 22.26
Samsung BioLogics 1/27/20 2/03/20 7 483.00 479.50 -3.50 -0.72
6/08/20 6/15/20 7 664.00 808.00 144.00 21.69
6/22/20 5/03/21 315 793.00 773.00 -20.00 -2.52 17.76
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
SK Hynix 1/11/10 1/18/10 7 24.00 25.90 1.90 7.92
2/27/17 3/20/17 21 46.00 47.60 1.60 3.48
11/27/23 12/18/23 21 130.70 128.90 -1.80 -1.38
1/01/24 1/08/24 7 141.50 136.00 -5.50 -3.89
4/22/24 5/13/24 21 171.60 183.80 12.20 7.11 13.38
Korea Aerospace 5/09/22 5/23/22 14 48.80 48.85 0.05 0.10
5/30/22 6/13/22 14 51.80 58.10 6.30 12.16 12.28
Hankook Tire 1/29/24 4/01/24 63 49.90 54.30 4.40 8.82 8.82
Posco Holdings 4/10/23 4/17/23 7 398.50 423.50 25.00 6.27 6.27
Korea Zinc 9/11/06 1/08/07 119 83.50 86.90 3.40 4.07 4.07
Amorepacific 4/20/15 6/08/15 49 390.50 399.50 9.00 2.30 2.30
LG HH & HC 1/15/07 1/22/07 7 118.50 119.00 0.50 0.42 0.42
Coway 2/18/13 3/18/13 28 47.90 47.35 -0.55 -1.15
7/29/13 8/12/13 14 58.60 59.30 0.70 1.19 0.03
S-Oil 5/02/11 7/18/11 77 153.00 146.50 -6.50 -4.25
7/25/11 8/01/11 7 153.00 156.50 3.50 2.29 -2.06
Kakao 11/11/19 12/09/19 28 30.80 30.30 -0.50 -1.62
8/09/21 8/16/21 7 148.00 146.00 -2.00 -1.35 -2.95
LG Chemical 11/30/15 12/07/15 7 318.00 306.50 -11.50 -3.62 -3.62
SK Innovation 3/21/16 3/28/16 7 163.00 162.00 -1.00 -0.61
4/11/16 5/30/16 49 170.00 164.50 -5.50 -3.24 -3.83
Samsung SDS 1/15/24 1/22/24 7 171.50 164.70 -6.80 -3.97 -3.97
Korea Electric Power 1/21/13 2/04/13 14 34.40 32.95 -1.45 -4.22 -4.22
Samsung SDI 3/06/23 3/13/23 7 781.00 738.00 -43.00 -5.51 -5.51
KT & G 12/12/11 12/19/11 7 83.50 80.20 -3.30 -3.95
1/02/12 1/30/12 28 79.30 76.70 -2.60 -3.28 -7.10
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Samsung Life 12/26/22 2/20/23 56 73.30 67.10 -6.20 -8.46 -8.46
Hyundai Steel 5/10/21 5/17/21 7 60.10 54.90 -5.20 -8.65 -8.65
Hanwha Life 5/31/21 7/26/21 56 3.85 3.41 -0.45 -11.56 -11.56
Samsung Card 9/26/16 11/21/16 56 50.30 44.35 -5.95 -11.83 -11.83
Hanmi Science 11/20/17 2/05/18 77 116.50 95.40 -21.10 -18.11 -18.11
LG Electronics 4/28/08 7/07/08 70 151.00 120.00 -31.00 -20.53 -20.53
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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