Assessment - Kospi 50 in Japanese yen - 1/07/24 - RS = mixed
⇐
instrument
freshest
⇓ 1/07/24
⇓ 1/01/24
prc diff
⇓
⇓
Kospi 50
286.695
12/08/24
1.10
312.182
-8.16
271.193
40.989
15.11
16.76
L
Amorepacific
14,090.841
12/08/24
1.34
19,523.876
-27.83
15,834.846
3,689.030
23.30
36.13
Celltrion
23,367.895
12/08/24
2.04
21,510.147
8.64
22,004.975
-494.828
-2.25
15.54
L
Doosan Enerbility
2,142.836
12/08/24
3.67
2,330.948
-8.07
1,736.373
594.575
34.24
27.66
EcoPro Materials
10,001.459
12/08/24
2.76
11,356.797
-11.93
21,830.246
-10,473.449
-47.98
-na-
Hana Financial
7,068.788
12/08/24
0.33
7,033.736
0.50
4,739.533
2,294.203
48.41
35.42
L
HD Hyundai Heavy
24,361.030
12/08/24
-1.65
18,121.803
34.43
13,869.141
4,252.662
30.66
31.01
L
HMM
2,052.870
12/08/24
1.15
2,300.569
-10.77
2,249.640
50.929
2.26
20.03
L
Hybe
20,108.074
12/08/24
-0.06
23,426.315
-14.16
26,373.209
-2,946.894
-11.17
-6.42
Hyundai Glovis
12,490.140
12/08/24
0.75
28,099.894
-55.55
20,912.917
7,186.977
34.37
39.48
L
Hyundai Heavy
23,262.739
12/08/24
-1.44
18,682.632
24.52
13,202.985
5,479.647
41.50
43.74
Hyundai Mobis
25,529.425
12/08/24
2.82
28,917.770
-11.72
25,881.783
3,035.987
11.73
11.99
L
Hyundai Motor
28,450.412
12/08/24
0.21
33,416.090
-14.86
22,223.387
11,192.703
50.36
43.70
IBK
1,574.996
12/08/24
0.37
1,618.227
-2.67
1,295.181
323.046
24.94
20.45
S
Kakao
4,334.745
12/08/24
0.27
4,790.418
-9.51
5,929.877
-1,139.458
-19.22
-12.92
S
KakaoBank
2,552.943
12/08/24
1.39
2,453.629
4.05
3,057.763
-604.134
-19.76
-13.18
S
KakaoPay
2,915.145
12/08/24
2.67
3,178.034
-8.27
5,432.990
-2,254.957
-41.50
-32.06
KB Financial
9,639.257
12/08/24
0.73
9,300.422
3.64
5,908.036
3,392.387
57.42
42.58
Kia
11,929.310
12/08/24
0.20
15,025.556
-20.61
10,920.583
4,104.973
37.59
42.52
Korea Electric Power
2,255.002
12/08/24
1.37
2,281.875
-1.18
2,063.990
217.885
10.56
4.63
L
Korea Zinc
60,522.848
12/08/24
0.78
59,704.972
1.37
54,384.505
5,320.467
9.78
10.43
L
Krafton
34,233.966
12/08/24
-0.51
31,955.596
7.13
21,382.502
10,573.094
49.45
44.82
KT
4,439.900
12/08/24
-0.26
4,311.377
2.98
3,756.681
554.696
14.77
13.17
S
KT & G
11,707.315
12/08/24
-0.40
10,200.086
14.78
9,489.987
710.099
7.48
3.44
S
LG
9,206.951
12/08/24
1.03
9,405.578
-2.11
9,380.781
24.797
0.26
0.54
instrument
freshest
⇓ 1/07/24
⇓ 1/01/24
prc diff
⇓
⇓
LG Chemical
33,883.448
12/08/24
1.40
41,536.433
-18.42
54,493.711
-12,957.278
-23.78
-22.08
L
LG Electronics
11,169.854
12/08/24
1.49
12,805.606
-12.77
11,117.154
1,688.453
15.19
13.61
S
LG Energy Solution
38,381.767
12/08/24
2.02
40,543.298
-5.33
46,903.905
-6,360.608
-13.56
-15.86
L
LG HH & HC
39,783.841
12/08/24
0.59
42,237.470
-5.81
38,768.071
3,469.399
8.95
-1.25
Lotte Chemical
9,522.417
12/08/24
2.13
13,179.493
-27.75
16,730.334
-3,550.841
-21.22
-11.17
S
Naver
18,729.368
12/08/24
-2.08
19,033.150
-1.60
24,462.107
-5,428.956
-22.19
-14.53
L
NCsoft
21,451.728
12/08/24
0.33
21,510.147
-0.27
26,264.003
-4,753.856
-18.10
-13.65
S
Posco Future M
24,302.611
12/08/24
1.22
31,429.819
-22.68
38,440.453
-7,010.635
-18.24
-13.38
S
Posco Holdings
38,264.928
12/08/24
0.61
43,289.025
-11.61
54,548.314
-11,259.288
-20.64
-15.39
Posco International
5,923.761
12/08/24
2.94
7,442.675
-20.41
6,464.985
977.689
15.12
17.55
S
S-Oil
7,629.618
12/08/24
-0.61
7,968.452
-4.25
7,600.726
367.726
4.84
-0.92
S
Samsung BioLogics
110,997.501
12/08/24
-1.04
88,681.161
25.16
82,996.433
5,684.728
6.85
4.75
Samsung C&T
16,661.309
12/08/24
1.06
16,450.998
1.28
14,142.155
2,308.843
16.33
19.26
Samsung Elec-Mech
17,035.195
12/08/24
1.60
18,226.958
-6.54
16,730.334
1,496.624
8.95
12.89
Samsung Electronics
8,821.380
12/08/24
1.07
9,557.469
-7.70
8,572.658
984.811
11.49
17.06
Samsung F&M Ins
41,419.594
12/08/24
1.00
43,464.285
-4.70
28,721.134
14,743.150
51.33
42.36
Samsung Life
10,480.501
12/08/24
-0.33
10,223.454
2.51
7,546.123
2,677.331
35.48
21.54
Samsung SDI
37,330.212
12/08/24
3.06
42,880.087
-12.94
51,545.153
-8,665.066
-16.81
-17.89
Samsung SDS
16,556.154
12/08/24
0.57
17,864.756
-7.33
18,564.992
-700.236
-3.77
7.72
Shinhan
6,321.016
12/08/24
0.19
5,590.769
13.06
4,384.614
1,206.155
27.51
27.84
S
SK Biopharmaceutical
11,543.740
12/08/24
7.04
9,218.635
25.22
11,259.121
-2,040.487
-18.12
-5.04
SK Holdings
16,088.796
12/08/24
0.73
18,320.430
-12.18
19,438.638
-1,118.209
-5.75
1.17
L
SK Hynix
20,680.587
12/08/24
3.21
27,515.696
-24.84
15,452.625
12,063.071
78.06
77.05
SK Innovation
11,917.626
12/08/24
0.99
13,471.591
-11.54
15,321.578
-1,849.987
-12.07
-10.03
SK Telecom
6,344.383
12/08/24
-1.09
6,017.233
5.44
5,471.212
546.021
9.98
7.98
instrument
freshest
⇓ 1/07/24
⇓ 1/01/24
prc diff
⇓
⇓
Woori Financial
1,723.382
12/08/24
0.55
1,682.488
2.43
1,419.676
262.813
18.51
15.95
Kospi 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 32 did rise, Market-Ratio(26) in JPY = 64.00 % Stock Exchange Currency: KRW ₩ South Korean won
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Kospi 50 in Japanese yen * Mixed Straddles L14 - 57/55 (1) - 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
2/01/06 5/06/06 154 - cash -
short
5/06/06
24/07/06
49
NCsoft
100
1,689
5.917
5.047
6.938
1.021
17
11,724
227
24/07/06 11/09/06 49 - cash -
long
11/09/06
8/01/07
119
Korea Zinc
100
1,148
10.207
11.025
0.817
8
12,662
27
8/01/07 15/01/07 7 - cash -
15/01/07
22/01/07
7
LG HH & HC
100
833
15.194
15.395
0.201
1
12,830
98
22/01/07 9/04/07 77 - cash -
9/04/07
22/10/07
196
Hyundai Heavy
100
497
25.797
57.371
31.574
122
28,522
343
22/10/07 29/10/07 7 - cash -
29/10/07
10/12/07
42
Hyundai Heavy
100
468
60.861
49.163
-11.698
-19
23,047
-84
10/12/07 17/12/07 7 - cash -
17/12/07
24/12/07
7
Hyundai Heavy
100
469
49.113
52.338
3.225
7
24,560
2,655
24/12/07 7/01/08 14 - cash -
short
7/01/08
14/01/08
7
NCsoft
100
4,403
5.577
5.599
5.556
-0.021
0
24,465
-18
14/01/08 21/01/08 7 - cash -
21/01/08
17/03/08
56
NCsoft
100
4,483
5.457
4.325
6.884
1.428
26
30,865
355
17/03/08 28/04/08 42 - cash -
long
28/04/08
7/07/08
70
LG Electronics
100
1,947
15.851
12.232
-3.619
-23
23,819
-74
short
23/06/08
18/08/08
56
Lotte Chemical
100
2,843
8.376
7.537
9.309
0.932
11
26,470
99
18/08/08 25/08/08 7 - cash -
25/08/08
1/09/08
7
Hyundai Heavy
100
1,099
24.071
21.444
27.021
2.950
12
29,711
41,349
1/09/08 22/09/08 21 - cash -
22/09/08
29/09/08
7
Kangwon Land
100
21,667
1.371
1.319
1.426
0.055
4
30,898
671
29/09/08 6/10/08 7 - cash -
6/10/08
15/12/08
70
Daewoo SB&ME
100
16,245
1.902
1.253
2.887
0.985
52
46,905
782
15/12/08 2/02/09 49 - cash -
long
2/02/09
16/02/09
14
NCsoft
100
11,114
4.220
4.857
0.637
15
53,981
3,800
16/02/09 2/03/09 14 - cash -
short
2/03/09
9/03/09
7
IBK
100
151,391
0.357
0.339
0.375
0.018
5
56,757
1,266
long
21/12/09
294
NCsoft
100
12,504
4.317
12.033
7.716
179
153,238
257
short
16/11/09
30/11/09
14
Daewoo SB&ME
100
122,309
1.253
1.069
1.468
0.215
17
179,587
6,160
21/12/09 11/01/10 21 - cash -
long
11/01/10
18/01/10
7
SK Hynix
100
90,777
1.978
2.093
0.115
6
189,986
1,782
18/01/10 8/02/10 21 - cash -
short
8/02/10
1/03/10
21
Samsung Heavy
100
107,286
1.771
1.899
1.642
-0.128
-7
176,207
-73
1/03/10 8/03/10 7 - cash -
long
8/03/10
15/03/10
7
Lotte Chemical
100
17,849
9.872
9.757
-0.115
-1
174,153
-46
15/03/10 5/04/10 21 - cash -
5/04/10
7/06/10
63
Kia
100
76,773
2.268
2.457
0.188
8
188,598
59
7/06/10 14/06/10 7 - cash -
14/06/10
5/07/10
21
Kia
100
80,259
2.350
2.336
-0.014
-1
187,450
-10
5/07/10 26/07/10 21 - cash -
26/07/10
14/02/11
203
Lotte Chemical
100
15,465
12.121
25.382
13.261
109
392,537
278
14/02/11 7/03/11 21 - cash -
short
7/03/11
21/03/11
14
Korea Electric Power
100
196,989
1.993
1.903
2.087
0.094
5
411,038
232
21/03/11 2/05/11 42 - cash -
long
2/05/11
18/07/11
77
S-Oil
100
35,379
11.618
10.954
-0.664
-6
387,538
-24
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
18/07/11 25/07/11 7 - cash -
25/07/11
1/08/11
7
S-Oil
100
33,960
11.412
11.401
-0.011
0
387,174
-5
1/08/11 8/08/11 7 - cash -
short
8/08/11
3/10/11
56
LG Display
100
252,676
1.532
1.299
1.807
0.275
18
456,536
193
3/10/11 12/12/11 70 - cash -
long
12/12/11
19/12/11
7
KT & G
100
80,741
5.654
5.392
-0.262
-5
435,385
-92
short
19/12/11
9/01/12
21
Hyundai Heavy
100
23,547
18.490
19.152
17.828
-0.662
-4
419,800
-47
long
2/01/12
30/01/12
28
KT & G
100
79,905
5.254
5.253
-0.001
0
419,730
0
30/01/12 6/02/12 7 - cash -
6/02/12
30/04/12
84
Samsung Electronics
100
288,095
1.457
1.999
0.542
37
575,829
295
30/04/12 14/05/12 14 - cash -
short
14/05/12
9/07/12
56
SK Holdings
100
89,694
6.420
7.143
5.697
-0.723
-11
510,973
-54
9/07/12 27/08/12 49 - cash -
long
27/08/12
12/11/12
77
Amorepacific Group
100
170,971
2.989
3.673
0.685
23
628,037
166
12/11/12 21/01/13 70 - cash -
21/01/13
4/02/13
14
Korea Electric Power
100
215,085
2.920
2.802
-0.118
-4
602,687
-66
4/02/13 18/02/13 14 - cash -
18/02/13
18/03/13
28
Coway
100
144,651
4.166
4.062
-0.104
-3
587,580
-28
18/03/13 15/04/13 28 - cash -
short
15/04/13
29/04/13
14
Lotte Chemical
100
41,362
14.206
14.075
14.337
0.132
1
593,033
27
29/04/13 24/06/13 56 - cash -
24/06/13
15/07/13
21
Lotte Chemical
100
54,855
10.811
12.931
8.691
-2.120
-20
476,720
-98
15/07/13 29/07/13 14 - cash -
long
29/07/13
12/08/13
14
Coway
100
92,356
5.162
5.159
-0.002
0
476,510
-1
12/08/13 9/09/13 28 - cash -
9/09/13
16/12/13
98
Naver
100
53,490
8.908
13.852
4.943
55
740,924
418
16/12/13 27/01/14 42 - cash -
short
27/01/14
3/02/14
7
Samsung Elec-Mech
100
115,208
6.431
6.074
6.809
0.378
6
784,478
1,866
3/02/14 5/05/14 91 - cash -
long
5/05/14
12/05/14
7
Naver
100
53,520
14.658
14.337
-0.320
-2
767,341
-68
12/05/14 19/05/14 7 - cash -
19/05/14
21/07/14
63
Amorepacific Group
100
127,696
6.009
8.185
2.176
36
1,045,165
499
21/07/14 28/07/14 7 - cash -
28/07/14
6/10/14
70
Amorepacific Group
100
125,751
8.311
11.840
3.528
42
1,488,864
533
6/10/14 13/10/14 7 - cash -
short
13/10/14
3/11/14
21
Daewoo SB&ME
100
876,078
1.699
1.976
1.423
-0.276
-16
1,246,748
-95
3/11/14 20/04/15 168 - cash -
long
20/04/15
8/06/15
49
Amorepacific
100
29,013
42.971
44.456
1.485
3
1,289,823
29
8/06/15 15/06/15 7 - cash -
short
15/06/15
3/08/15
49
Daewoo SB&ME
100
813,065
1.586
0.742
3.390
1.803
114
2,755,967
28,493
3/08/15 24/08/15 21 - cash -
24/08/15
31/08/15
7
Daewoo SB&ME
100
4,820,524
0.572
0.690
0.454
-0.118
-21
2,186,590
-100
31/08/15 7/09/15 7 - cash -
7/09/15
14/09/15
7
Daewoo SB&ME
100
3,378,513
0.647
0.731
0.564
-0.083
-13
1,904,806
-100
14/09/15 26/10/15 42 - cash -
long
26/10/15
9/11/15
14
Lotte Chemical
100
62,231
30.609
24.599
-6.010
-20
1,530,814
-100
9/11/15 30/11/15 21 - cash -
30/11/15
7/12/15
7
LG Chemical
100
45,395
33.722
32.148
-1.574
-5
1,459,374
-92
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
7/12/15 21/12/15 14 - cash -
short
21/12/15
28/12/15
7
Daewoo SB&ME
100
2,719,780
0.537
0.530
0.543
0.006
1
1,476,569
84
28/12/15 18/01/16 21 - cash -
18/01/16
1/02/16
14
Daewoo SB&ME
100
3,173,578
0.465
0.413
0.524
0.059
13
1,663,590
2,140
1/02/16 21/03/16 49 - cash -
long
21/03/16
28/03/16
7
SK Innovation
100
105,875
15.713
15.754
0.041
0
1,667,961
15
28/03/16 11/04/16 14 - cash -
11/04/16
30/05/16
49
SK Innovation
100
103,878
16.057
15.240
-0.817
-5
1,583,098
-32
30/05/16 20/06/16 21 - cash -
short
20/06/16
4/07/16
14
Samsung SDS
100
115,872
13.662
12.678
14.723
1.061
8
1,706,034
603
4/07/16 5/09/16 63 - cash -
long
5/09/16
12/09/16
7
Hyundai Heavy
100
128,326
13.294
12.246
-1.048
-8
1,571,544
-99
12/09/16 26/09/16 14 - cash -
26/09/16
21/11/16
56
Samsung Card
100
344,345
4.564
4.191
-0.373
-8
1,443,012
-43
21/11/16 27/02/17 98 - cash -
27/02/17
20/03/17
21
SK Hynix
100
314,777
4.584
4.814
0.229
5
1,515,201
134
20/03/17 17/04/17 28 - cash -
17/04/17
4/09/17
140
NCsoft
100
43,766
34.620
39.909
5.289
15
1,746,666
45
4/09/17 11/09/17 7 - cash -
short
11/09/17
2/10/17
21
Korea Aerospace
100
392,092
4.455
4.305
4.609
0.155
3
1,807,313
81
2/10/17 20/11/17 49 - cash -
long
20/11/17
5/02/18
77
Hanmi Science
100
150,869
11.979
9.670
-2.309
-19
1,458,957
-64
5/02/18 12/02/18 7 - cash -
short
12/02/18
19/02/18
7
Korea Electric Power
100
427,609
3.412
3.306
3.521
0.109
3
1,505,569
415
19/02/18 5/03/18 14 - cash -
5/03/18
12/03/18
7
Korea Electric Power
100
469,704
3.205
3.315
3.096
-0.109
-3
1,454,204
-84
12/03/18 26/03/18 14 - cash -
26/03/18
2/04/18
7
Korea Electric Power
100
480,675
3.025
3.332
2.719
-0.307
-10
1,306,813
-100
2/04/18 2/07/18 91 - cash -
2/07/18
9/07/18
7
LG Display
100
725,234
1.802
1.880
1.724
-0.078
-4
1,250,305
-90
9/07/18 16/07/18 7 - cash -
16/07/18
30/07/18
14
Hyundai Heavy
100
129,070
9.687
10.697
8.677
-1.010
-10
1,119,916
-94
30/07/18 29/10/18 91 - cash -
29/10/18
19/11/18
21
Amorepacific Group
100
183,095
6.117
6.140
6.093
-0.023
0
1,115,676
-6
19/11/18 26/11/18 7 - cash -
26/11/18
3/12/18
7
Amorepacific Group
100
177,595
6.282
6.749
5.816
-0.467
-7
1,032,823
-98
3/12/18 4/02/19 63 - cash -
long
4/02/19
25/03/19
49
NCsoft
100
22,170
46.585
46.535
-0.049
0
1,031,727
-1
25/03/19 8/04/19 14 - cash -
8/04/19
29/04/19
21
NCsoft
100
21,213
48.635
49.325
0.690
1
1,046,362
28
29/04/19 13/05/19 14 - cash -
short
13/05/19
1/07/19
49
Samsung BioLogics
100
39,866
26.247
30.017
22.477
-3.770
-14
896,067
-68
1/07/19 29/07/19 28 - cash -
29/07/19
12/08/19
14
Hanwha Life
100
3,879,737
0.231
0.205
0.261
0.030
13
1,011,060
2,229
12/08/19 11/11/19 91 - cash -
long
11/11/19
9/12/19
28
Kakao
100
350,519
2.884
2.770
-0.114
-4
971,028
-41
9/12/19 16/12/19 7 - cash -
16/12/19
6/01/20
21
Naver
100
57,562
16.869
16.774
-0.095
-1
965,533
-9
6/01/20 13/01/20 7 - cash -
13/01/20
20/01/20
7
Naver
100
57,562
16.774
16.774
0.000
0
965,533
0
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
10/02/20
28
Hanmi Science
100
282,335
3.420
3.217
3.636
0.216
6
1,026,459
122
long
27/01/20
3/02/20
7
Samsung BioLogics
100
22,911
44.800
43.800
-1.000
-2
1,003,548
-69
10/02/20 24/02/20 14 - cash -
short
24/02/20
27/04/20
63
Hanmi Science
100
364,584
2.753
2.448
3.095
0.343
12
1,128,463
97
27/04/20 8/06/20 42 - cash -
long
8/06/20
15/06/20
7
Samsung BioLogics
100
18,777
60.095
71.942
11.847
20
1,350,908
> 999,999
15/06/20 22/06/20 7 - cash -
22/06/20
3/05/21
315
Samsung BioLogics
100
19,268
70.110
75.303
5.192
7
1,450,952
9
3/05/21 10/05/21 7 - cash -
10/05/21
17/05/21
7
Hyundai Steel
100
246,862
5.878
5.278
-0.599
-10
1,303,064
-100
17/05/21 31/05/21 14 - cash -
31/05/21
26/07/21
56
Hanwha Life
100
3,425,238
0.380
0.326
-0.054
-14
1,117,510
-63
26/07/21 9/08/21 14 - cash -
short
9/08/21
6/09/21
28
Celltrion
100
43,640
25.607
26.459
24.755
-0.852
-3
1,080,342
-36
long
16/08/21
7
Kakao
100
78,436
14.248
13.820
-0.427
-3
1,046,834
-80
6/09/21 13/09/21 7 - cash -
short
13/09/21
27/09/21
14
NCsoft
100
18,879
55.448
54.929
55.972
0.524
1
1,056,729
28
27/09/21 4/10/21 7 - cash -
4/10/21
18/10/21
14
NCsoft
100
18,965
55.717
57.492
53.942
-1.775
-3
1,023,071
-57
18/10/21 22/11/21 35 - cash -
22/11/21
29/11/21
7
LG HH & HC
100
9,048
113.069
106.244
120.332
7.263
6
1,088,790
2,470
29/11/21 13/12/21 14 - cash -
13/12/21
27/12/21
14
Celltrion
100
55,444
19.637
19.768
19.507
-0.130
-1
1,081,560
-16
27/12/21 31/01/22 35 - cash -
31/01/22
28/02/22
28
Celltrion
100
74,999
14.421
15.277
13.564
-0.856
-6
1,017,330
-55
28/02/22 7/03/22 7 - cash -
7/03/22
14/03/22
7
NCsoft
100
25,542
39.828
42.280
37.377
-2.452
-6
954,708
-96
14/03/22 9/05/22 56 - cash -
long
9/05/22
23/05/22
14
Korea Aerospace
100
191,163
4.994
4.952
-0.043
-1
946,572
-20
23/05/22 30/05/22 7 - cash -
30/05/22
13/06/22
14
Korea Aerospace
100
176,980
5.348
6.042
0.694
13
1,069,317
2,302
13/06/22 20/06/22 7 - cash -
short
20/06/22
8/08/22
49
LG HH & HC
100
16,475
64.904
78.561
51.247
-13.657
-21
844,315
-83
8/08/22 26/09/22 49 - cash -
26/09/22
31/10/22
35
Netmarble Games
100
153,106
5.515
4.645
6.547
1.032
19
1,002,355
499
31/10/22 26/12/22 56 - cash -
long
26/12/22
20/02/23
56
Samsung Life
100
131,139
7.643
6.957
-0.687
-9
912,284
-46
20/02/23 6/03/23 14 - cash -
6/03/23
13/03/23
7
Samsung SDI
100
11,153
81.790
75.785
-6.005
-7
845,314
-98
13/03/23 10/04/23 28 - cash -
10/04/23
17/04/23
7
Posco Holdings
100
20,962
40.325
43.200
2.875
7
905,572
3,526
17/04/23 10/07/23 84 - cash -
short
10/07/23
24/07/23
14
LG HH & HC
100
18,914
47.878
47.860
47.896
0.018
0
905,917
1
24/07/23 30/10/23 98 - cash -
30/10/23
6/11/23
7
LG HH & HC
100
26,328
34.409
40.257
28.561
-5.848
-17
751,953
-100
6/11/23 27/11/23 21 - cash -
long
27/11/23
18/12/23
21
SK Hynix
100
50,192
14.981
14.321
-0.660
-4
718,829
-54
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
18/12/23 1/01/24 14 - cash -
1/01/24
8/01/24
7
SK Hynix
100
46,518
15.453
14.915
-0.538
-3
693,804
-84
8/01/24 15/01/24 7 - cash -
15/01/24
22/01/24
7
Samsung SDS
100
36,618
18.947
18.225
-0.722
-4
667,367
-87
22/01/24 29/01/24 7 - cash -
29/01/24
1/04/24
63
Hankook Tire
100
120,798
5.525
6.082
0.557
10
734,674
74
1/04/24 15/04/24 14 - cash -
short
15/04/24
22/04/24
7
NCsoft
100
38,818
18.926
19.162
18.690
-0.236
-1
725,522
-48
long
22/04/24
13/05/24
21
SK Hynix
100
37,598
19.297
21.033
1.736
9
790,793
347
13/05/24 16/08/26 825 - cash -
accum 5/06/06
13/05/24 3801
days out of 7531 invested (50%)
7,808
790,793
52
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total NCsoft short 5/06/06 24/07/06 49 5.92 5.05 6.94 1.02 17.25 short 7/01/08 14/01/08 7 5.58 5.60 5.56 -0.02 -0.38 short 21/01/08 17/03/08 56 5.46 4.33 6.88 1.43 26.16 long 2/02/09 16/02/09 14 4.22 4.86 0.64 15.09 long 2/03/09 21/12/09 294 4.32 12.03 7.72 178.74 long 17/04/17 4/09/17 140 34.62 39.91 5.29 15.28 long 4/02/19 25/03/19 49 46.58 46.54 -0.05 -0.11 long 8/04/19 29/04/19 21 48.64 49.32 0.69 1.42 short 13/09/21 27/09/21 14 55.45 54.93 55.97 0.52 0.95 short 4/10/21 18/10/21 14 55.72 57.49 53.94 -1.77 -3.19 short 7/03/22 14/03/22 7 39.83 42.28 37.38 -2.45 -6.16 short 15/04/24 22/04/24 7 18.93 19.16 18.69 -0.24 -1.25 400.02 Daewoo SB&ME short 6/10/08 15/12/08 70 1.90 1.25 2.89 0.99 51.80 short 16/11/09 30/11/09 14 1.25 1.07 1.47 0.22 17.19 short 13/10/14 3/11/14 21 1.70 1.98 1.42 -0.28 -16.26 short 15/06/15 3/08/15 49 1.59 0.74 3.39 1.80 113.67 short 24/08/15 31/08/15 7 0.57 0.69 0.45 -0.12 -20.66 short 7/09/15 14/09/15 7 0.65 0.73 0.56 -0.08 -12.89 short 21/12/15 28/12/15 7 0.54 0.53 0.54 0.01 1.18 short 18/01/16 1/02/16 14 0.47 0.41 0.52 0.06 12.67 150.79 Amorepacific Group long 27/08/12 12/11/12 77 2.99 3.67 0.68 22.91 long 19/05/14 21/07/14 63 6.01 8.18 2.18 36.21 long 28/07/14 6/10/14 70 8.31 11.84 3.53 42.45 short 29/10/18 19/11/18 21 6.12 6.14 6.09 -0.02 -0.38 short 26/11/18 3/12/18 7 6.28 6.75 5.82 -0.47 -7.43 119.94 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Hyundai Heavy long 9/04/07 22/10/07 196 25.80 57.37 31.57 122.40 long 29/10/07 10/12/07 42 60.86 49.16 -11.70 -19.22 long 17/12/07 24/12/07 7 49.11 52.34 3.22 6.57 short 25/08/08 1/09/08 7 24.07 21.44 27.02 2.95 12.25 short 19/12/11 9/01/12 21 18.49 19.15 17.83 -0.66 -3.58 long 5/09/16 12/09/16 7 13.29 12.25 -1.05 -7.88 short 16/07/18 30/07/18 14 9.69 10.70 8.68 -1.01 -10.43 70.97 Naver long 9/09/13 16/12/13 98 8.91 13.85 4.94 55.49 long 5/05/14 12/05/14 7 14.66 14.34 -0.32 -2.18 long 16/12/19 6/01/20 21 16.87 16.77 -0.10 -0.57 long 13/01/20 20/01/20 7 16.77 16.77 0.00 0.00 51.23 Lotte Chemical short 23/06/08 18/08/08 56 8.38 7.54 9.31 0.93 11.13 long 8/03/10 15/03/10 7 9.87 9.76 -0.12 -1.17 long 26/07/10 14/02/11 203 12.12 25.38 13.26 109.41 short 15/04/13 29/04/13 14 14.21 14.07 14.34 0.13 0.93 short 24/06/13 15/07/13 21 10.81 12.93 8.69 -2.12 -19.61 long 26/10/15 9/11/15 14 30.61 24.60 -6.01 -19.63 49.97 Samsung Electronics long 6/02/12 30/04/12 84 1.46 2.00 0.54 37.19 37.19 Netmarble Games short 26/09/22 31/10/22 35 5.51 4.65 6.55 1.03 18.72 18.72 Korea Aerospace short 11/09/17 2/10/17 21 4.45 4.31 4.61 0.15 3.47 long 9/05/22 23/05/22 14 4.99 4.95 -0.04 -0.85 long 30/05/22 13/06/22 14 5.35 6.04 0.69 12.97 15.89 LG Display short 8/08/11 3/10/11 56 1.53 1.30 1.81 0.27 17.91 short 2/07/18 9/07/18 7 1.80 1.88 1.72 -0.08 -4.32 12.82 SK Hynix long 11/01/10 18/01/10 7 1.98 2.09 0.11 5.79 long 27/02/17 20/03/17 21 4.58 4.81 0.23 5.00 long 27/11/23 18/12/23 21 14.98 14.32 -0.66 -4.41 long 1/01/24 8/01/24 7 15.45 14.91 -0.54 -3.48 long 22/04/24 13/05/24 21 19.30 21.03 1.74 9.00 11.71 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Hankook Tire long 29/01/24 1/04/24 63 5.52 6.08 0.56 10.09 10.09 Korea Zinc long 11/09/06 8/01/07 119 10.21 11.02 0.82 8.01 8.01 Samsung BioLogics short 13/05/19 1/07/19 49 26.25 30.02 22.48 -3.77 -14.36 long 27/01/20 3/02/20 7 44.80 43.80 -1.00 -2.23 long 8/06/20 15/06/20 7 60.10 71.94 11.85 19.71 long 22/06/20 3/05/21 315 70.11 75.30 5.19 7.41 7.65 Kia long 5/04/10 7/06/10 63 2.27 2.46 0.19 8.29 long 14/06/10 5/07/10 21 2.35 2.34 -0.01 -0.61 7.64 Posco Holdings long 10/04/23 17/04/23 7 40.33 43.20 2.87 7.13 7.13 Samsung Elec-Mech short 27/01/14 3/02/14 7 6.43 6.07 6.81 0.38 5.88 5.88 IBK short 2/03/09 9/03/09 7 0.36 0.34 0.37 0.02 5.14 5.14 Kangwon Land short 22/09/08 29/09/08 7 1.37 1.32 1.43 0.05 4.00 4.00 Samsung SDS short 20/06/16 4/07/16 14 13.66 12.68 14.72 1.06 7.77 long 15/01/24 22/01/24 7 18.95 18.22 -0.72 -3.81 3.66 Amorepacific long 20/04/15 8/06/15 49 42.97 44.46 1.48 3.46 3.46 Coway long 18/02/13 18/03/13 28 4.17 4.06 -0.10 -2.51 long 29/07/13 12/08/13 14 5.16 5.16 -0.00 -0.04 -2.55 Hanwha Life short 29/07/19 12/08/19 14 0.23 0.20 0.26 0.03 12.83 long 31/05/21 26/07/21 56 0.38 0.33 -0.05 -14.24 -3.23 Hanmi Science long 20/11/17 5/02/18 77 11.98 9.67 -2.31 -19.27 short 13/01/20 10/02/20 28 3.42 3.22 3.64 0.22 6.31 short 24/02/20 27/04/20 63 2.75 2.45 3.10 0.34 12.45 -3.50 KT & G long 12/12/11 19/12/11 7 5.65 5.39 -0.26 -4.63 long 2/01/12 30/01/12 28 5.25 5.25 -0.00 -0.02 -4.65 LG Chemical long 30/11/15 7/12/15 7 33.72 32.15 -1.57 -4.67 -4.67 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total SK Innovation long 21/03/16 28/03/16 7 15.71 15.75 0.04 0.26 long 11/04/16 30/05/16 49 16.06 15.24 -0.82 -5.09 -4.84 S-Oil long 2/05/11 18/07/11 77 11.62 10.95 -0.66 -5.72 long 25/07/11 1/08/11 7 11.41 11.40 -0.01 -0.09 -5.81 Kakao long 11/11/19 9/12/19 28 2.88 2.77 -0.11 -3.96 long 9/08/21 16/08/21 7 14.25 13.82 -0.43 -3.00 -6.84 Samsung Heavy short 8/02/10 1/03/10 21 1.77 1.90 1.64 -0.13 -7.25 -7.25 Samsung SDI long 6/03/23 13/03/23 7 81.79 75.79 -6.00 -7.34 -7.34 Samsung Card long 26/09/16 21/11/16 56 4.56 4.19 -0.37 -8.18 -8.18 Samsung Life long 26/12/22 20/02/23 56 7.64 6.96 -0.69 -8.99 -8.99 Celltrion short 9/08/21 6/09/21 28 25.61 26.46 24.76 -0.85 -3.33 short 13/12/21 27/12/21 14 19.64 19.77 19.51 -0.13 -0.66 short 31/01/22 28/02/22 28 14.42 15.28 13.56 -0.86 -5.94 -9.67 Korea Electric Power short 7/03/11 21/03/11 14 1.99 1.90 2.09 0.09 4.71 long 21/01/13 4/02/13 14 2.92 2.80 -0.12 -4.04 short 12/02/18 19/02/18 7 3.41 3.31 3.52 0.11 3.19 short 5/03/18 12/03/18 7 3.21 3.31 3.10 -0.11 -3.41 short 26/03/18 2/04/18 7 3.03 3.33 2.72 -0.31 -10.14 -9.99 Hyundai Steel long 10/05/21 17/05/21 7 5.88 5.28 -0.60 -10.19 -10.19 SK Holdings short 14/05/12 9/07/12 56 6.42 7.14 5.70 -0.72 -11.26 -11.26 LG Electronics long 28/04/08 7/07/08 70 15.85 12.23 -3.62 -22.83 -22.83 LG HH & HC long 15/01/07 22/01/07 7 15.19 15.39 0.20 1.32 short 22/11/21 29/11/21 7 113.07 106.24 120.33 7.26 6.42 short 20/06/22 8/08/22 49 64.90 78.56 51.25 -13.66 -21.04 short 10/07/23 24/07/23 14 47.88 47.86 47.90 0.02 0.04 short 30/10/23 6/11/23 7 34.41 40.26 28.56 -5.85 -17.00 -29.30
Annotations
8/03/24 Kospi 50 Component update: 8/10/18 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 4/05/18 Samsung Electronics stock split 1:50 (fifty for one) 22/12/16 Kospi 50 CJ, Hanmi Science and Korea Aerospace replace DSME, Hyunday E&C and Samsung Heavy 31/03/16 Kospi 50 Samsung C&T replaces Cheil 1/09/15 Kospi 50 Orion Confectionery replaces Samsung C&T 19/08/15 Kospi 50 complete analysis 3/08/15 Kospi 50 KCC replaces SK Holdings 12/06/15 Kospi 50 Amorepacific Group and Coway replace Doosan Heavy (DHICO) and OCI 8/05/15 Amorepacific forward stock split 1:10 (ten for one) 13/03/15 Kospi 50 Cheil Industries and Samsung SDS replace Daewoo E&C and Samsung Securities 18/02/15 Kospi 50 Hyundai Merchant Marine, Samsung Engineering and Woori Finance were replaced by Hankock Tire, SK C&C and Woori
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