Assessment - Kospi 50 in Dollar - 7/01/24 - RS = 8
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
⇓ Δ8
∅-RS
Kospi 50
1.774
8/12/24
1.10
1.932
-8.16
1.854
0.078
4.22
7.36
L
SK Hynix
127.994
8/12/24
3.21
170.297
-24.84
127.879
42.418
33.17
62.21
L
Amorepacific
87.210
8/12/24
1.34
120.835
-27.83
124.557
-3.722
-2.99
24.85
L
Krafton
211.877
8/12/24
-0.51
197.776
7.13
185.322
12.454
6.72
32.84
Kia
73.832
8/12/24
0.20
92.995
-20.61
84.096
8.898
10.58
30.74
KB Financial
59.658
8/12/24
0.73
57.561
3.64
54.415
3.146
5.78
30.65
L
Hyundai Motor
176.082
8/12/24
0.21
206.815
-14.86
177.938
28.877
16.23
31.90
Hana Financial
43.749
8/12/24
0.33
43.532
0.50
42.823
0.709
1.66
24.09
Samsung F&M Ins
256.350
8/12/24
1.00
269.005
-4.70
222.239
46.766
21.04
30.60
Posco International
36.663
8/12/24
2.94
46.063
-20.41
34.074
11.989
35.19
8.34
L
Doosan Enerbility
13.262
8/12/24
3.67
14.426
-8.07
12.219
2.207
18.06
17.41
L
Hyundai Heavy
143.975
8/12/24
-1.44
115.629
24.52
94.728
20.900
22.06
32.18
Shinhan
39.121
8/12/24
0.19
34.602
13.06
34.296
0.306
0.89
17.31
Samsung Life
64.865
8/12/24
-0.33
63.274
2.51
61.872
1.402
2.27
11.56
IBK
9.748
8/12/24
0.37
10.015
-2.67
10.086
-0.070
-0.70
10.55
SK Holdings
99.575
8/12/24
0.73
113.387
-12.18
118.503
-5.116
-4.32
-6.99
L
HD Hyundai Heavy
150.773
8/12/24
-1.65
112.158
34.43
98.641
13.516
13.70
20.59
Celltrion
144.626
8/12/24
2.04
133.128
8.64
139.545
-6.417
-4.60
6.18
Woori Financial
10.666
8/12/24
0.55
10.413
2.43
10.433
-0.020
-0.19
6.49
Samsung Electronics
54.596
8/12/24
1.07
59.152
-7.70
57.295
1.857
3.24
7.63
KT
27.479
8/12/24
-0.26
26.684
2.98
25.473
1.211
4.75
3.98
Samsung C&T
103.118
8/12/24
1.06
101.817
1.28
107.797
-5.980
-5.55
9.42
Hyundai Glovis
77.303
8/12/24
0.75
173.913
-55.55
135.337
38.576
28.50
28.35
Samsung Elec-Mech
105.432
8/12/24
1.60
112.808
-6.54
111.562
1.246
1.12
3.86
SK Telecom
39.266
8/12/24
-1.09
37.241
5.44
37.507
-0.266
-0.71
-0.74
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
⇓ Δ8
∅-RS
L
HMM
12.705
8/12/24
1.15
14.238
-10.77
11.304
2.935
25.96
10.55
L
LG HH & HC
246.226
8/12/24
0.59
261.412
-5.81
318.960
-57.548
-18.04
-9.12
Hyundai Mobis
158.004
8/12/24
2.82
178.975
-11.72
166.863
12.111
7.26
3.05
Samsung SDS
102.468
8/12/24
0.57
110.567
-7.33
117.247
-6.681
-5.70
-0.99
Korea Electric Power
13.956
8/12/24
1.37
14.123
-1.18
15.690
-1.567
-9.99
-3.79
L
Korea Zinc
374.582
8/12/24
0.78
369.520
1.37
341.849
27.671
8.09
1.62
L
LG Electronics
69.131
8/12/24
1.49
79.255
-12.77
68.222
11.033
16.17
4.67
S
KT & G
72.458
8/12/24
-0.40
63.129
14.78
68.001
-4.871
-7.16
-4.86
S
Samsung BioLogics
686.974
8/12/24
-1.04
548.856
25.16
569.255
-20.399
-3.58
-3.65
S
LG
56.983
8/12/24
1.03
58.212
-2.11
56.926
1.286
2.26
-7.45
S
S-Oil
47.220
8/12/24
-0.61
49.318
-4.25
51.905
-2.587
-4.98
-8.84
L
Hybe
124.451
8/12/24
-0.06
144.988
-14.16
150.251
-5.263
-3.50
-13.68
S
SK Biopharmaceutical
71.445
8/12/24
7.04
57.055
25.22
63.940
-6.885
-10.77
-12.61
S
Kakao
26.828
8/12/24
0.27
29.648
-9.51
36.326
-6.678
-18.38
-19.77
S
KakaoBank
15.800
8/12/24
1.39
15.186
4.05
18.680
-3.494
-18.71
-20.04
S
Naver
115.918
8/12/24
-2.08
117.798
-1.60
143.680
-25.882
-18.01
-21.20
L
NCsoft
132.767
8/12/24
0.33
133.128
-0.27
132.679
0.450
0.34
-20.27
Lotte Chemical
58.935
8/12/24
2.13
81.569
-27.75
80.035
1.534
1.92
-18.01
S
Posco Holdings
236.825
8/12/24
0.61
267.920
-11.61
297.918
-29.998
-10.07
-21.94
Samsung SDI
231.040
8/12/24
3.06
265.389
-12.94
323.390
-58.001
-17.94
-24.17
S
Posco Future M
150.411
8/12/24
1.22
194.522
-22.68
207.103
-12.580
-6.07
-19.97
SK Innovation
73.759
8/12/24
0.99
83.377
-11.54
80.921
2.456
3.03
-16.85
S
LG Energy Solution
237.548
8/12/24
2.02
250.926
-5.33
288.689
-37.762
-13.08
-22.32
LG Chemical
209.708
8/12/24
1.40
257.073
-18.42
297.918
-40.845
-13.71
-27.98
S
KakaoPay
18.042
8/12/24
2.67
19.669
-8.27
26.432
-6.763
-25.59
-37.22
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
⇓ Δ8
∅-RS
EcoPro Materials
61.900
8/12/24
2.76
70.288
-11.93
81.069
-10.781
-13.30
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 5/06/24 - 25 did rise, Market-Ratio(8) in USD = 50.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Dollar * S8 - 27/30 (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
6/05/06
154
- cash -
short
6/05/06
7/24/06
49
NCsoft
100
188,841
0.053
0.043
0.065
0.012
22
12,199
340
7/24/06
1/07/08
532
- cash -
1/07/08
1/14/08
7
NCsoft
100
237,549
0.051
0.051
0.051
-0.000
0
12,186
-5
1/14/08
1/21/08
7
- cash -
1/21/08
3/17/08
56
NCsoft
100
238,601
0.051
0.044
0.060
0.009
17
14,245
177
3/17/08
6/23/08
98
- cash -
6/23/08
8/18/08
56
Lotte Chemical
100
182,537
0.078
0.068
0.089
0.011
14
16,301
141
8/18/08
8/25/08
7
- cash -
8/25/08
9/01/08
7
Hyundai Heavy
100
74,533
0.219
0.197
0.243
0.024
11
18,089
22,695
9/01/08
9/22/08
21
- cash -
9/22/08
9/29/08
7
Kangwon Land
100
1,417,508
0.013
0.012
0.013
0.000
3
18,569
292
9/29/08
10/06/08
7
- cash -
10/06/08
12/15/08
70
Daewoo SB&ME
100
1,027,863
0.018
0.014
0.024
0.006
31
24,360
312
12/15/08
3/02/09
77
- cash -
3/02/09
3/09/09
7
IBK
100
6,666,928
0.004
0.003
0.004
0.000
7
26,001
2,892
3/09/09
11/16/09
252
- cash -
11/16/09
11/30/09
14
Daewoo SB&ME
100
1,859,793
0.014
0.012
0.016
0.002
13
29,385
2,328
11/30/09
2/08/10
70
- cash -
2/08/10
3/01/10
21
Samsung Heavy
100
1,480,985
0.020
0.021
0.018
-0.002
-8
27,102
-75
3/01/10
3/07/11
371
- cash -
3/07/11
3/21/11
14
Korea Electric Power
100
1,119,528
0.024
0.024
0.025
0.001
2
27,764
88
3/21/11
8/08/11
140
- cash -
8/08/11
10/03/11
56
LG Display
100
1,419,846
0.020
0.017
0.023
0.003
16
32,231
164
10/03/11
12/19/11
77
- cash -
12/19/11
1/09/12
21
Hyundai Heavy
100
135,580
0.238
0.249
0.227
-0.011
-5
30,722
-57
1/09/12
5/14/12
126
- cash -
5/14/12
7/09/12
56
SK Holdings
100
382,530
0.080
0.090
0.071
-0.009
-12
27,160
-55
7/09/12
4/15/13
280
- cash -
4/15/13
4/29/13
14
Lotte Chemical
100
188,157
0.144
0.144
0.145
0.001
1
27,302
15
4/29/13
6/24/13
56
- cash -
6/24/13
7/15/13
21
Lotte Chemical
100
247,226
0.110
0.130
0.091
-0.020
-18
22,374
-97
7/15/13
1/27/14
196
- cash -
1/27/14
2/03/14
7
Samsung Elec-Mech
100
357,192
0.063
0.060
0.065
0.003
4
23,325
776
2/03/14
10/13/14
252
- cash -
10/13/14
11/03/14
21
Daewoo SB&ME
100
1,468,066
0.016
0.017
0.014
-0.001
-9
21,140
-82
11/03/14
6/15/15
224
- cash -
6/15/15
8/03/15
49
Daewoo SB&ME
100
1,644,917
0.013
0.006
0.028
0.015
115
45,400
29,593
8/03/15
8/24/15
21
- cash -
8/24/15
8/31/15
7
Daewoo SB&ME
100
9,404,470
0.005
0.006
0.004
-0.001
-17
37,618
-100
8/31/15
9/07/15
7
- cash -
9/07/15
9/14/15
7
Daewoo SB&ME
100
6,932,117
0.005
0.006
0.005
-0.001
-12
33,274
-100
9/14/15
12/21/15
98
- cash -
12/21/15
12/28/15
7
Daewoo SB&ME
100
7,516,247
0.004
0.004
0.004
-0.000
-1
33,072
-27
12/28/15
1/18/16
21
- cash -
1/18/16
2/01/16
14
Daewoo SB&ME
100
8,340,973
0.004
0.003
0.005
0.001
16
38,369
4,710
2/01/16
6/20/16
140
- cash -
6/20/16
7/04/16
14
Samsung SDS
100
291,789
0.131
0.124
0.140
0.008
6
40,792
394
7/04/16
9/11/17
434
- cash -
9/11/17
10/02/17
21
Korea Aerospace
100
1,001,692
0.041
0.038
0.043
0.003
7
43,473
202
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
10/02/17
2/12/18
133
- cash -
2/12/18
2/19/18
7
Korea Electric Power
100
1,383,188
0.031
0.031
0.032
0.000
1
43,985
84
2/19/18
3/05/18
14
- cash -
3/05/18
3/12/18
7
Korea Electric Power
100
1,457,675
0.030
0.031
0.029
-0.001
-3
42,564
-82
3/12/18
3/26/18
14
- cash -
3/26/18
4/02/18
7
Korea Electric Power
100
1,482,680
0.029
0.031
0.026
-0.003
-10
38,401
-100
4/02/18
7/02/18
91
- cash -
7/02/18
7/09/18
7
LG Display
100
2,362,235
0.016
0.017
0.016
-0.001
-5
36,615
-92
7/09/18
7/16/18
7
- cash -
7/16/18
7/30/18
14
Hyundai Heavy
100
424,529
0.086
0.096
0.076
-0.010
-12
32,264
-96
7/30/18
10/29/18
91
- cash -
10/29/18
11/19/18
21
Amorepacific Group
100
593,174
0.054
0.055
0.054
-0.000
0
32,150
-6
11/19/18
11/26/18
7
- cash -
11/26/18
12/03/18
7
Amorepacific Group
100
580,767
0.055
0.059
0.051
-0.004
-7
29,793
-98
12/03/18
5/13/19
161
- cash -
5/13/19
7/01/19
49
Samsung BioLogics
100
123,983
0.240
0.277
0.204
-0.037
-15
25,255
-71
7/01/19
7/29/19
28
- cash -
7/29/19
8/12/19
14
Hanwha Life
100
11,889,297
0.002
0.002
0.002
0.000
8
27,345
695
8/12/19
1/13/20
154
- cash -
1/13/20
2/10/20
28
Hanmi Science
100
866,154
0.032
0.029
0.034
0.002
8
29,449
163
2/10/20
2/24/20
14
- cash -
2/24/20
4/27/20
63
Hanmi Science
100
1,183,633
0.025
0.023
0.027
0.002
9
32,076
64
4/27/20
8/09/21
469
- cash -
8/09/21
9/06/21
28
Celltrion
100
138,154
0.232
0.241
0.223
-0.009
-4
30,864
-39
9/06/21
9/13/21
7
- cash -
9/13/21
9/27/21
14
NCsoft
100
61,191
0.504
0.495
0.514
0.010
2
31,446
63
9/27/21
10/04/21
7
- cash -
10/04/21
10/18/21
14
NCsoft
100
62,552
0.503
0.504
0.502
-0.001
0
31,395
-4
10/18/21
11/22/21
35
- cash -
11/22/21
11/29/21
7
LG HH & HC
100
31,895
0.984
0.934
1.037
0.053
5
33,082
1,431
11/29/21
12/13/21
14
- cash -
12/13/21
12/27/21
14
Celltrion
100
191,059
0.173
0.172
0.174
0.001
1
33,283
17
12/27/21
1/31/22
35
- cash -
1/31/22
2/28/22
28
Celltrion
100
265,625
0.125
0.133
0.118
-0.007
-6
31,291
-55
2/28/22
3/07/22
7
- cash -
3/07/22
3/14/22
7
NCsoft
100
90,627
0.345
0.358
0.332
-0.013
-4
30,097
-87
3/14/22
6/20/22
98
- cash -
6/20/22
8/08/22
49
LG HH & HC
100
62,608
0.481
0.583
0.378
-0.103
-21
23,666
-83
8/08/22
9/26/22
49
- cash -
9/26/22
10/31/22
35
Netmarble Games
100
620,209
0.038
0.031
0.047
0.008
22
28,902
704
10/31/22
7/10/23
252
- cash -
7/10/23
7/24/23
14
LG HH & HC
100
85,383
0.338
0.339
0.338
-0.000
0
28,877
-2
7/24/23
10/30/23
98
- cash -
10/30/23
11/06/23
7
LG HH & HC
100
125,049
0.231
0.269
0.193
-0.038
-16
24,160
-100
11/06/23
4/15/24
161
- cash -
4/15/24
4/22/24
7
NCsoft
100
196,799
0.123
0.124
0.122
-0.001
-1
23,951
-36
4/22/24
5/14/26
752
- cash -
accum 6/05/06
4/22/24 1071
days out of 7437 invested (14%)
140
23,951
35
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Daewoo SB&ME short 10/06/08 12/15/08 70 0.02 0.01 0.02 0.01 31.19
11/16/09 11/30/09 14 0.01 0.01 0.02 0.00 13.01
10/13/14 11/03/14 21 0.02 0.02 0.01 -0.00 -9.37
6/15/15 8/03/15 49 0.01 0.01 0.03 0.01 114.76
8/24/15 8/31/15 7 0.00 0.01 0.00 -0.00 -17.14
9/07/15 9/14/15 7 0.01 0.01 0.00 -0.00 -11.55
12/21/15 12/28/15 7 0.00 0.00 0.00 -0.00 -0.61
1/18/16 2/01/16 14 0.00 0.00 0.00 0.00 16.02 143.88
NCsoft 6/05/06 7/24/06 49 0.05 0.04 0.06 0.01 21.99
1/07/08 1/14/08 7 0.05 0.05 0.05 -0.00 -0.11
1/21/08 3/17/08 56 0.05 0.04 0.06 0.01 16.89
9/13/21 9/27/21 14 0.50 0.50 0.51 0.01 1.89
10/04/21 10/18/21 14 0.50 0.50 0.50 -0.00 -0.16
3/07/22 3/14/22 7 0.35 0.36 0.33 -0.01 -3.81
4/15/24 4/22/24 7 0.12 0.12 0.12 -0.00 -0.87 38.16
Netmarble Games 9/26/22 10/31/22 35 0.04 0.03 0.05 0.01 22.12 22.12
Hanmi Science 1/13/20 2/10/20 28 0.03 0.03 0.03 0.00 7.69
2/24/20 4/27/20 63 0.02 0.02 0.03 0.00 8.92 17.30
LG Display 8/08/11 10/03/11 56 0.02 0.02 0.02 0.00 16.09
7/02/18 7/09/18 7 0.02 0.02 0.02 -0.00 -4.65 10.68
Hanwha Life 7/29/19 8/12/19 14 0.00 0.00 0.00 0.00 8.28 8.28
IBK 3/02/09 3/09/09 7 0.00 0.00 0.00 0.00 6.73 6.73
Korea Aerospace 9/11/17 10/02/17 21 0.04 0.04 0.04 0.00 6.57 6.57
Samsung SDS 6/20/16 7/04/16 14 0.13 0.12 0.14 0.01 6.32 6.32
Samsung Elec-Mech 1/27/14 2/03/14 7 0.06 0.06 0.07 0.00 4.25 4.25
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kangwon Land 9/22/08 9/29/08 7 0.01 0.01 0.01 0.00 2.65 2.65
Lotte Chemical 6/23/08 8/18/08 56 0.08 0.07 0.09 0.01 14.43
4/15/13 4/29/13 14 0.14 0.14 0.15 0.00 0.52
6/24/13 7/15/13 21 0.11 0.13 0.09 -0.02 -18.05 -5.73
Hyundai Heavy 8/25/08 9/01/08 7 0.22 0.20 0.24 0.02 10.97
12/19/11 1/09/12 21 0.24 0.25 0.23 -0.01 -4.68
7/16/18 7/30/18 14 0.09 0.10 0.08 -0.01 -11.88 -6.79
Amorepacific Group 10/29/18 11/19/18 21 0.05 0.05 0.05 -0.00 -0.35
11/26/18 12/03/18 7 0.06 0.06 0.05 -0.00 -7.33 -7.66
Samsung Heavy 2/08/10 3/01/10 21 0.02 0.02 0.02 -0.00 -7.77 -7.77
Celltrion 8/09/21 9/06/21 28 0.23 0.24 0.22 -0.01 -3.78
12/13/21 12/27/21 14 0.17 0.17 0.17 0.00 0.61
1/31/22 2/28/22 28 0.13 0.13 0.12 -0.01 -5.98 -8.99
Korea Electric Power 3/07/11 3/21/11 14 0.02 0.02 0.02 0.00 2.44
2/12/18 2/19/18 7 0.03 0.03 0.03 0.00 1.18
3/05/18 3/12/18 7 0.03 0.03 0.03 -0.00 -3.23
3/26/18 4/02/18 7 0.03 0.03 0.03 -0.00 -9.78 -9.51
SK Holdings 5/14/12 7/09/12 56 0.08 0.09 0.07 -0.01 -11.60 -11.60
Samsung BioLogics 5/13/19 7/01/19 49 0.24 0.28 0.20 -0.04 -15.23 -15.23
LG HH & HC 11/22/21 11/29/21 7 0.98 0.93 1.04 0.05 5.37
6/20/22 8/08/22 49 0.48 0.58 0.38 -0.10 -21.37
7/10/23 7/24/23 14 0.34 0.34 0.34 -0.00 -0.09
10/30/23 11/06/23 7 0.23 0.27 0.19 -0.04 -16.34 -30.74
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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