Sat, 18th Oct 2025, 15:15UTC
Assessment - Kospi 50 - 1/07/24 - RS = mixed
⇐
⇓ freshest
Δday
1/07/24
⇓ 1/01/24
prc diff
⇓
⇓
Kospi 50
2,453.750
12/08/24
1.10
2,671.890
-8.16
2,483.320
188.570
7.59
8.25
S
SK Biopharmaceutical
98,800.000
12/08/24
7.04
78,900.000
25.22
103,100.000
-24,200.000
-23.47
-10.35
L
Doosan Enerbility
18,340.000
12/08/24
3.67
19,950.000
-8.07
15,900.000
4,050.000
25.47
20.49
L
SK Hynix
177,000.000
12/08/24
3.21
235,500.000
-24.84
141,500.000
94,000.000
66.43
61.90
Samsung SDI
319,500.000
12/08/24
3.06
367,000.000
-12.94
472,000.000
-105,000.000
-22.25
-19.22
Posco International
50,700.000
12/08/24
2.94
63,700.000
-20.41
59,200.000
4,500.000
7.60
22.35
Hyundai Mobis
218,500.000
12/08/24
2.82
247,500.000
-11.72
237,000.000
10,500.000
4.43
1.84
EcoPro Materials
85,600.000
12/08/24
2.76
97,200.000
-11.93
199,900.000
-102,700.000
-51.38
-na-
S
KakaoPay
24,950.000
12/08/24
2.67
27,200.000
-8.27
49,750.000
-22,550.000
-45.33
-32.68
Lotte Chemical
81,500.000
12/08/24
2.13
112,800.000
-27.75
153,200.000
-40,400.000
-26.37
-17.35
Celltrion
200,000.000
12/08/24
2.04
184,100.000
8.64
201,500.000
-17,400.000
-8.64
8.08
S
LG Energy Solution
328,500.000
12/08/24
2.02
347,000.000
-5.33
429,500.000
-82,500.000
-19.21
-22.61
Samsung Elec-Mech
145,800.000
12/08/24
1.60
156,000.000
-6.54
153,200.000
2,800.000
1.83
4.37
L
LG Electronics
95,600.000
12/08/24
1.49
109,600.000
-12.77
101,800.000
7,800.000
7.66
-0.78
LG Chemical
290,000.000
12/08/24
1.40
355,500.000
-18.42
499,000.000
-143,500.000
-28.76
-26.46
S
KakaoBank
21,850.000
12/08/24
1.39
21,000.000
4.05
28,000.000
-7,000.000
-25.00
-16.23
Korea Electric Power
19,300.000
12/08/24
1.37
19,530.000
-1.18
18,900.000
630.000
3.33
1.23
L
Amorepacific
120,600.000
12/08/24
1.34
167,100.000
-27.83
145,000.000
22,100.000
15.24
45.47
S
Posco Future M
208,000.000
12/08/24
1.22
269,000.000
-22.68
352,000.000
-83,000.000
-23.58
-19.30
L
HMM
17,570.000
12/08/24
1.15
19,690.000
-10.77
20,600.000
-910.000
-4.42
2.19
Samsung Electronics
75,500.000
12/08/24
1.07
81,800.000
-7.70
78,500.000
3,300.000
4.20
7.07
Samsung C&T
142,600.000
12/08/24
1.06
140,800.000
1.28
129,500.000
11,300.000
8.73
6.18
S
LG
78,800.000
12/08/24
1.03
80,500.000
-2.11
85,900.000
-5,400.000
-6.29
-4.11
Samsung F&M Ins
354,500.000
12/08/24
1.00
372,000.000
-4.70
263,000.000
109,000.000
41.44
23.68
SK Innovation
102,000.000
12/08/24
0.99
115,300.000
-11.54
140,300.000
-25,000.000
-17.82
-19.46
⇓ freshest
Δday
1/07/24
⇓ 1/01/24
prc diff
⇓
⇓
L
Korea Zinc
518,000.000
12/08/24
0.78
511,000.000
1.37
498,000.000
13,000.000
2.61
-0.32
Hyundai Glovis
106,900.000
12/08/24
0.75
240,500.000
-55.55
191,500.000
49,000.000
25.59
5.39
KB Financial
82,500.000
12/08/24
0.73
79,600.000
3.64
54,100.000
25,500.000
47.13
35.15
SK Holdings
137,700.000
12/08/24
0.73
156,800.000
-12.18
178,000.000
-21,200.000
-11.91
9.27
S
Posco Holdings
327,500.000
12/08/24
0.61
370,500.000
-11.61
499,500.000
-129,000.000
-25.83
-18.97
L
LG HH & HC
340,500.000
12/08/24
0.59
361,500.000
-5.81
355,000.000
6,500.000
1.83
2.16
Samsung SDS
141,700.000
12/08/24
0.57
152,900.000
-7.33
170,000.000
-17,100.000
-10.06
1.66
Woori Financial
14,750.000
12/08/24
0.55
14,400.000
2.43
13,000.000
1,400.000
10.77
7.69
IBK
13,480.000
12/08/24
0.37
13,850.000
-2.67
11,860.000
1,990.000
16.78
9.98
Hana Financial
60,500.000
12/08/24
0.33
60,200.000
0.50
43,400.000
16,800.000
38.71
26.52
L
NCsoft
183,600.000
12/08/24
0.33
184,100.000
-0.27
240,500.000
-56,400.000
-23.45
-17.29
S
Kakao
37,100.000
12/08/24
0.27
41,000.000
-9.51
54,300.000
-13,300.000
-24.49
-14.19
L
Hyundai Motor
243,500.000
12/08/24
0.21
286,000.000
-14.86
203,500.000
82,500.000
40.54
34.51
Kia
102,100.000
12/08/24
0.20
128,600.000
-20.61
100,000.000
28,600.000
28.60
37.80
Shinhan
54,100.000
12/08/24
0.19
47,850.000
13.06
40,150.000
7,700.000
19.18
18.60
L
Hybe
172,100.000
12/08/24
-0.06
200,500.000
-14.16
241,500.000
-41,000.000
-16.98
-10.09
KT
38,000.000
12/08/24
-0.26
36,900.000
2.98
34,400.000
2,500.000
7.27
6.50
Samsung Life
89,700.000
12/08/24
-0.33
87,500.000
2.51
69,100.000
18,400.000
26.63
11.09
S
KT & G
100,200.000
12/08/24
-0.40
87,300.000
14.78
86,900.000
400.000
0.46
-1.53
L
Krafton
293,000.000
12/08/24
-0.51
273,500.000
7.13
195,800.000
77,700.000
39.68
39.53
S
S-Oil
65,300.000
12/08/24
-0.61
68,200.000
-4.25
69,600.000
-1,400.000
-2.01
-7.17
S
Samsung BioLogics
950,000.000
12/08/24
-1.04
759,000.000
25.16
760,000.000
-1,000.000
-0.13
-2.93
SK Telecom
54,300.000
12/08/24
-1.09
51,500.000
5.44
50,100.000
1,400.000
2.79
2.41
L
Hyundai Heavy
199,100.000
12/08/24
-1.44
159,900.000
24.52
120,900.000
39,000.000
32.26
18.78
L
HD Hyundai Heavy
208,500.000
12/08/24
-1.65
155,100.000
34.43
127,000.000
28,100.000
22.13
8.84
⇓ freshest
Δday
1/07/24
⇓ 1/01/24
prc diff
⇓
⇓
S
Naver
160,300.000
12/08/24
-2.08
162,900.000
-1.60
224,000.000
-61,100.000
-27.28
-16.88
Kospi 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 28 did rise, Market-Ratio(26) = 56.00 % Stock Exchange Currency: KRW ₩ South Korean won
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Kospi 50 * 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
200
49.800
41.200
60.195
10.395
21
12,079
310
24/07/06 11/09/06 49 - cash -
long
11/09/06
8/01/07
119
Korea Zinc
100
144
83.500
86.900
3.400
4
12,569
13
8/01/07 15/01/07 7 - cash -
15/01/07
22/01/07
7
LG HH & HC
100
106
118.500
119.000
0.500
0
12,622
25
22/01/07 9/04/07 77 - cash -
9/04/07
22/10/07
196
Hyundai Heavy
100
62
201.155
456.909
255.754
127
28,478
361
22/10/07 29/10/07 7 - cash -
29/10/07
10/12/07
42
Hyundai Heavy
100
58
484.688
404.705
-79.983
-17
23,839
-79
10/12/07 17/12/07 7 - cash -
17/12/07
24/12/07
7
Hyundai Heavy
100
58
404.226
431.095
26.869
7
25,398
2,766
24/12/07 7/01/08 14 - cash -
short
7/01/08
14/01/08
7
NCsoft
100
525
48.300
48.250
48.350
0.050
0
25,424
6
14/01/08 21/01/08 7 - cash -
21/01/08
17/03/08
56
NCsoft
100
527
48.200
43.500
53.408
5.208
11
28,169
95
17/03/08 28/04/08 42 - cash -
long
28/04/08
7/07/08
70
LG Electronics
100
186
151.000
120.000
-31.000
-21
22,403
-70
short
23/06/08
18/08/08
56
Lotte Chemical
100
278
80.500
70.900
91.400
10.900
14
25,433
129
18/08/08 25/08/08 7 - cash -
25/08/08
1/09/08
7
Hyundai Heavy
100
109
233.327
215.304
252.859
19.532
8
27,562
6,514
1/09/08 22/09/08 21 - cash -
22/09/08
29/09/08
7
Kangwon Land
100
1,920
14.350
14.450
14.250
-0.100
-1
27,370
-31
29/09/08 6/10/08 7 - cash -
6/10/08
15/12/08
70
Daewoo SB&ME
100
1,227
22.300
18.800
26.452
4.152
19
32,464
144
15/12/08 2/02/09 49 - cash -
long
2/02/09
16/02/09
14
NCsoft
100
501
64.700
74.400
9.700
15
37,323
3,717
16/02/09 2/03/09 14 - cash -
short
2/03/09
9/03/09
7
IBK
100
6,664
5.600
5.360
5.851
0.251
4
38,994
881
long
21/12/09
294
NCsoft
100
550
67.800
155.500
87.700
129
87,229
180
short
16/11/09
30/11/09
14
Daewoo SB&ME
100
5,401
16.150
14.350
18.176
2.026
13
98,170
2,078
21/12/09 11/01/10 21 - cash -
long
11/01/10
18/01/10
7
SK Hynix
100
4,090
24.000
25.900
1.900
8
105,941
5,213
18/01/10 8/02/10 21 - cash -
short
8/02/10
1/03/10
21
Samsung Heavy
100
4,566
23.200
24.650
21.750
-1.450
-6
99,321
-67
1/03/10 8/03/10 7 - cash -
long
8/03/10
15/03/10
7
Lotte Chemical
100
797
124.500
121.500
-3.000
-2
96,930
-72
15/03/10 5/04/10 21 - cash -
5/04/10
7/06/10
63
Kia
100
3,589
27.000
32.350
5.350
20
116,131
185
7/06/10 14/06/10 7 - cash -
14/06/10
5/07/10
21
Kia
100
3,640
31.900
32.550
0.650
2
118,497
42
5/07/10 26/07/10 21 - cash -
26/07/10
14/02/11
203
Lotte Chemical
100
709
167.000
342.000
175.000
105
242,572
263
14/02/11 7/03/11 21 - cash -
short
7/03/11
21/03/11
14
Korea Electric Power
100
8,967
27.050
26.550
27.559
0.509
2
247,140
63
21/03/11 2/05/11 42 - cash -
long
2/05/11
18/07/11
77
S-Oil
100
1,615
153.000
146.500
-6.500
-4
236,642
-19
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
1,546
153.000
156.500
3.500
2
242,053
225
1/08/11 8/08/11 7 - cash -
short
8/08/11
3/10/11
56
LG Display
100
11,609
20.850
20.050
21.682
0.832
4
251,711
29
3/10/11 12/12/11 70 - cash -
long
12/12/11
19/12/11
7
KT & G
100
3,014
83.500
80.200
-3.300
-4
241,764
-88
short
19/12/11
9/01/12
21
Hyundai Heavy
100
879
275.000
289.000
261.000
-14.000
-5
229,458
-60
long
2/01/12
30/01/12
28
KT & G
100
2,893
79.300
76.700
-2.600
-3
221,937
-35
30/01/12 6/02/12 7 - cash -
6/02/12
30/04/12
84
Samsung Electronics
100
10,448
21.240
28.200
6.960
33
294,655
243
30/04/12 14/05/12 14 - cash -
short
14/05/12
9/07/12
56
SK Holdings
100
3,192
92.300
103.000
81.600
-10.700
-12
260,500
-55
9/07/12 27/08/12 49 - cash -
long
27/08/12
12/11/12
77
Amorepacific Group
100
6,037
43.150
50.000
6.850
16
301,854
101
12/11/12 21/01/13 70 - cash -
21/01/13
4/02/13
14
Korea Electric Power
100
8,774
34.400
32.950
-1.450
-4
289,132
-67
4/02/13 18/02/13 14 - cash -
18/02/13
18/03/13
28
Coway
100
6,036
47.900
47.350
-0.550
-1
285,812
-14
18/03/13 15/04/13 28 - cash -
short
15/04/13
29/04/13
14
Lotte Chemical
100
1,758
162.500
159.500
165.556
3.056
2
291,185
63
29/04/13 24/06/13 56 - cash -
24/06/13
15/07/13
21
Lotte Chemical
100
2,274
128.000
146.500
109.500
-18.500
-14
249,116
-93
15/07/13 29/07/13 14 - cash -
long
29/07/13
12/08/13
14
Coway
100
4,251
58.600
59.300
0.700
1
252,092
36
12/08/13 9/09/13 28 - cash -
9/09/13
16/12/13
98
Naver
100
2,593
97.200
141.600
44.400
46
367,221
306
16/12/13 27/01/14 42 - cash -
short
27/01/14
3/02/14
7
Samsung Elec-Mech
100
5,408
67.900
65.200
70.712
2.812
4
382,427
730
3/02/14 5/05/14 91 - cash -
long
5/05/14
12/05/14
7
Naver
100
2,587
147.800
143.800
-4.000
-3
372,079
-76
12/05/14 19/05/14 7 - cash -
19/05/14
21/07/14
63
Amorepacific Group
100
6,150
60.500
82.900
22.400
37
509,839
520
21/07/14 28/07/14 7 - cash -
28/07/14
6/10/14
70
Amorepacific Group
100
6,091
83.700
116.400
32.700
39
709,015
458
6/10/14 13/10/14 7 - cash -
short
13/10/14
3/11/14
21
Daewoo SB&ME
100
41,829
16.950
18.800
15.100
-1.850
-11
631,631
-87
3/11/14 20/04/15 168 - cash -
long
20/04/15
8/06/15
49
Amorepacific
100
1,617
390.500
399.500
9.000
2
646,184
18
8/06/15 15/06/15 7 - cash -
short
15/06/15
3/08/15
49
Daewoo SB&ME
100
45,030
14.350
7.010
29.376
15.026
105
1,322,782
20,679
3/08/15 24/08/15 21 - cash -
24/08/15
31/08/15
7
Daewoo SB&ME
100
230,049
5.750
6.730
4.770
-0.980
-17
1,097,334
-100
31/08/15 7/09/15 7 - cash -
7/09/15
14/09/15
7
Daewoo SB&ME
100
168,045
6.530
7.190
5.870
-0.660
-10
986,425
-100
14/09/15 26/10/15 42 - cash -
long
26/10/15
9/11/15
14
Lotte Chemical
100
3,449
286.000
231.500
-54.500
-19
798,454
-100
9/11/15 30/11/15 21 - cash -
30/11/15
7/12/15
7
LG Chemical
100
2,510
318.000
306.500
-11.500
-4
769,589
-85
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
147,997
5.200
5.150
5.251
0.050
1
777,063
66
28/12/15 18/01/16 21 - cash -
18/01/16
1/02/16
14
Daewoo SB&ME
100
161,719
4.805
4.105
5.624
0.819
17
909,575
5,965
1/02/16 21/03/16 49 - cash -
long
21/03/16
28/03/16
7
SK Innovation
100
5,580
163.000
162.000
-1.000
-1
903,995
-27
28/03/16 11/04/16 14 - cash -
11/04/16
30/05/16
49
SK Innovation
100
5,317
170.000
164.500
-5.500
-3
874,752
-22
30/05/16 20/06/16 21 - cash -
short
20/06/16
4/07/16
14
Samsung SDS
100
5,736
152.500
142.000
163.776
11.276
7
939,433
542
4/07/16 5/09/16 63 - cash -
long
5/09/16
12/09/16
7
Hyundai Heavy
100
6,615
142.000
133.500
-8.500
-6
883,206
-96
12/09/16 26/09/16 14 - cash -
26/09/16
21/11/16
56
Samsung Card
100
17,558
50.300
44.350
-5.950
-12
778,736
-56
21/11/16 27/02/17 98 - cash -
27/02/17
20/03/17
21
SK Hynix
100
16,929
46.000
47.600
1.600
3
805,822
81
20/03/17 17/04/17 28 - cash -
17/04/17
4/09/17
140
NCsoft
100
2,241
359.500
411.500
52.000
14
922,354
42
4/09/17 11/09/17 7 - cash -
short
11/09/17
2/10/17
21
Korea Aerospace
100
20,072
45.950
43.700
48.316
2.366
5
969,841
139
2/10/17 20/11/17 49 - cash -
long
20/11/17
5/02/18
77
Hanmi Science
100
8,324
116.500
95.400
-21.100
-18
794,204
-61
5/02/18 12/02/18 7 - cash -
short
12/02/18
19/02/18
7
Korea Electric Power
100
23,324
34.050
33.100
35.027
0.977
3
816,999
337
19/02/18 5/03/18 14 - cash -
5/03/18
12/03/18
7
Korea Electric Power
100
25,138
32.500
33.100
31.900
-0.600
-2
801,916
-62
12/03/18 26/03/18 14 - cash -
26/03/18
2/04/18
7
Korea Electric Power
100
25,994
30.850
33.250
28.450
-2.400
-8
739,530
-99
2/04/18 2/07/18 91 - cash -
2/07/18
9/07/18
7
LG Display
100
40,745
18.150
18.850
17.450
-0.700
-4
711,009
-87
9/07/18 16/07/18 7 - cash -
16/07/18
30/07/18
14
Hyundai Heavy
100
7,322
97.100
107.500
86.700
-10.400
-11
634,860
-95
30/07/18 29/10/18 91 - cash -
29/10/18
19/11/18
21
Amorepacific Group
100
10,256
61.900
61.400
62.404
0.504
1
640,030
15
19/11/18 26/11/18 7 - cash -
26/11/18
3/12/18
7
Amorepacific Group
100
10,273
62.300
65.800
58.800
-3.500
-6
604,075
-95
3/12/18 4/02/19 63 - cash -
long
4/02/19
25/03/19
49
NCsoft
100
1,274
474.000
478.500
4.500
1
609,808
7
25/03/19 8/04/19 14 - cash -
8/04/19
29/04/19
21
NCsoft
100
1,223
498.500
511.000
12.500
3
625,095
54
29/04/19 13/05/19 14 - cash -
short
13/05/19
1/07/19
49
Samsung BioLogics
100
2,193
285.000
321.000
249.000
-36.000
-13
546,147
-63
1/07/19 29/07/19 28 - cash -
29/07/19
12/08/19
14
Hanwha Life
100
217,588
2.510
2.345
2.687
0.177
7
584,573
489
12/08/19 11/11/19 91 - cash -
long
11/11/19
9/12/19
28
Kakao
100
18,979
30.800
30.300
-0.500
-2
575,084
-19
9/12/19 16/12/19 7 - cash -
16/12/19
6/01/20
21
Naver
100
3,203
179.500
180.500
1.000
1
578,287
10
6/01/20 13/01/20 7 - cash -
13/01/20
20/01/20
7
Naver
100
3,203
180.500
180.500
0.000
0
578,287
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
15,718
36.800
34.800
38.915
2.115
6
611,529
107
long
27/01/20
3/02/20
7
Samsung BioLogics
100
1,266
483.000
479.500
-3.500
-1
607,098
-32
10/02/20 24/02/20 14 - cash -
short
24/02/20
27/04/20
63
Hanmi Science
100
20,036
30.300
27.900
32.907
2.607
9
659,321
61
27/04/20 8/06/20 42 - cash -
long
8/06/20
15/06/20
7
Samsung BioLogics
100
992
664.000
808.000
144.000
22
802,169
> 999,999
15/06/20 22/06/20 7 - cash -
22/06/20
3/05/21
315
Samsung BioLogics
100
1,011
793.000
773.000
-20.000
-3
781,949
-3
3/05/21 10/05/21 7 - cash -
10/05/21
17/05/21
7
Hyundai Steel
100
13,010
60.100
54.900
-5.200
-9
714,297
-99
17/05/21 31/05/21 14 - cash -
31/05/21
26/07/21
56
Hanwha Life
100
185,531
3.850
3.405
-0.445
-12
631,736
-55
26/07/21 9/08/21 14 - cash -
short
9/08/21
6/09/21
28
Celltrion
100
2,374
266.000
278.500
253.500
-12.500
-5
602,061
-47
long
16/08/21
7
Kakao
100
4,270
148.000
146.000
-2.000
-1
593,521
-51
6/09/21 13/09/21 7 - cash -
short
13/09/21
27/09/21
14
NCsoft
100
1,004
591.000
583.000
599.110
8.110
1
601,663
43
27/09/21 4/10/21 7 - cash -
4/10/21
18/10/21
14
NCsoft
100
1,011
595.000
596.000
594.000
-1.000
0
600,652
-4
18/10/21 22/11/21 35 - cash -
22/11/21
29/11/21
7
LG HH & HC
100
513
1,170.000
1,113.000
1,229.919
59.919
5
631,391
1,252
29/11/21 13/12/21 14 - cash -
13/12/21
27/12/21
14
Celltrion
100
3,079
205.000
204.000
206.005
1.005
0
634,485
14
27/12/21 31/01/22 35 - cash -
31/01/22
28/02/22
28
Celltrion
100
4,201
151.000
159.500
142.500
-8.500
-6
598,776
-53
28/02/22 7/03/22 7 - cash -
7/03/22
14/03/22
7
NCsoft
100
1,410
424.500
444.500
404.500
-20.000
-5
570,576
-92
14/03/22 9/05/22 56 - cash -
long
9/05/22
23/05/22
14
Korea Aerospace
100
11,692
48.800
48.850
0.050
0
571,161
3
23/05/22 30/05/22 7 - cash -
30/05/22
13/06/22
14
Korea Aerospace
100
11,026
51.800
58.100
6.300
12
640,625
1,893
13/06/22 20/06/22 7 - cash -
short
20/06/22
8/08/22
49
LG HH & HC
100
1,033
620.000
758.000
482.000
-138.000
-22
498,071
-85
8/08/22 26/09/22 49 - cash -
26/09/22
31/10/22
35
Netmarble Games
100
9,138
54.500
44.600
66.598
12.098
22
608,618
709
31/10/22 26/12/22 56 - cash -
long
26/12/22
20/02/23
56
Samsung Life
100
8,303
73.300
67.100
-6.200
-8
557,139
-44
20/02/23 6/03/23 14 - cash -
6/03/23
13/03/23
7
Samsung SDI
100
713
781.000
738.000
-43.000
-6
526,480
-95
13/03/23 10/04/23 28 - cash -
10/04/23
17/04/23
7
Posco Holdings
100
1,321
398.500
423.500
25.000
6
559,505
2,287
17/04/23 10/07/23 84 - cash -
short
10/07/23
24/07/23
14
LG HH & HC
100
1,271
440.000
432.500
447.630
7.630
2
569,203
57
24/07/23 30/10/23 98 - cash -
30/10/23
6/11/23
7
LG HH & HC
100
1,830
311.000
348.500
273.500
-37.500
-12
500,578
-100
6/11/23 27/11/23 21 - cash -
long
27/11/23
18/12/23
21
SK Hynix
100
3,829
130.700
128.900
-1.800
-1
493,686
-21
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
3,488
141.500
136.000
-5.500
-4
474,502
-87
8/01/24 15/01/24 7 - cash -
15/01/24
22/01/24
7
Samsung SDS
100
2,766
171.500
164.700
-6.800
-4
455,693
-88
22/01/24 29/01/24 7 - cash -
29/01/24
1/04/24
63
Hankook Tire
100
9,132
49.900
54.300
4.400
9
495,874
63
1/04/24 15/04/24 14 - cash -
short
15/04/24
22/04/24
7
NCsoft
100
2,913
170.200
170.400
170.000
-0.200
0
495,291
-6
long
22/04/24
13/05/24
21
SK Hynix
100
2,886
171.600
183.800
12.200
7
530,500
230
13/05/24 18/10/25 523 - cash -
accum 5/06/06
13/05/24 3801
days out of 7229 invested (53%)
5,205
530,500
46
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 49.80 41.20 60.20 10.40 20.87 short 7/01/08 14/01/08 7 48.30 48.25 48.35 0.05 0.10 short 21/01/08 17/03/08 56 48.20 43.50 53.41 5.21 10.80 long 2/02/09 16/02/09 14 64.70 74.40 9.70 14.99 long 2/03/09 21/12/09 294 67.80 155.50 87.70 129.35 long 17/04/17 4/09/17 140 359.50 411.50 52.00 14.46 long 4/02/19 25/03/19 49 474.00 478.50 4.50 0.95 long 8/04/19 29/04/19 21 498.50 511.00 12.50 2.51 short 13/09/21 27/09/21 14 591.00 583.00 599.11 8.11 1.37 short 4/10/21 18/10/21 14 595.00 596.00 594.00 -1.00 -0.17 short 7/03/22 14/03/22 7 424.50 444.50 404.50 -20.00 -4.71 short 15/04/24 22/04/24 7 170.20 170.40 170.00 -0.20 -0.12 303.42 Daewoo SB&ME short 6/10/08 15/12/08 70 22.30 18.80 26.45 4.15 18.62 short 16/11/09 30/11/09 14 16.15 14.35 18.18 2.03 12.54 short 13/10/14 3/11/14 21 16.95 18.80 15.10 -1.85 -10.91 short 15/06/15 3/08/15 49 14.35 7.01 29.38 15.03 104.71 short 24/08/15 31/08/15 7 5.75 6.73 4.77 -0.98 -17.04 short 7/09/15 14/09/15 7 6.53 7.19 5.87 -0.66 -10.11 short 21/12/15 28/12/15 7 5.20 5.15 5.25 0.05 0.97 short 18/01/16 1/02/16 14 4.81 4.11 5.62 0.82 17.05 114.57 Amorepacific Group long 27/08/12 12/11/12 77 43.15 50.00 6.85 15.87 long 19/05/14 21/07/14 63 60.50 82.90 22.40 37.02 long 28/07/14 6/10/14 70 83.70 116.40 32.70 39.07 short 29/10/18 19/11/18 21 61.90 61.40 62.40 0.50 0.81 short 26/11/18 3/12/18 7 62.30 65.80 58.80 -3.50 -5.62 110.10 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Hyundai Heavy long 9/04/07 22/10/07 196 201.16 456.91 255.75 127.14 long 29/10/07 10/12/07 42 484.69 404.71 -79.98 -16.50 long 17/12/07 24/12/07 7 404.23 431.10 26.87 6.65 short 25/08/08 1/09/08 7 233.33 215.30 252.86 19.53 8.37 short 19/12/11 9/01/12 21 275.00 289.00 261.00 -14.00 -5.09 long 5/09/16 12/09/16 7 142.00 133.50 -8.50 -5.99 short 16/07/18 30/07/18 14 97.10 107.50 86.70 -10.40 -10.71 74.64 Lotte Chemical short 23/06/08 18/08/08 56 80.50 70.90 91.40 10.90 13.54 long 8/03/10 15/03/10 7 124.50 121.50 -3.00 -2.41 long 26/07/10 14/02/11 203 167.00 342.00 175.00 104.79 short 15/04/13 29/04/13 14 162.50 159.50 165.56 3.06 1.88 short 24/06/13 15/07/13 21 128.00 146.50 109.50 -18.50 -14.45 long 26/10/15 9/11/15 14 286.00 231.50 -54.50 -19.06 60.08 Naver long 9/09/13 16/12/13 98 97.20 141.60 44.40 45.68 long 5/05/14 12/05/14 7 147.80 143.80 -4.00 -2.71 long 16/12/19 6/01/20 21 179.50 180.50 1.00 0.56 long 13/01/20 20/01/20 7 180.50 180.50 0.00 0.00 42.53 Samsung Electronics long 6/02/12 30/04/12 84 21.24 28.20 6.96 32.77 32.77 Kia long 5/04/10 7/06/10 63 27.00 32.35 5.35 19.81 long 14/06/10 5/07/10 21 31.90 32.55 0.65 2.04 22.26 Netmarble Games short 26/09/22 31/10/22 35 54.50 44.60 66.60 12.10 22.20 22.20 Korea Aerospace short 11/09/17 2/10/17 21 45.95 43.70 48.32 2.37 5.15 long 9/05/22 23/05/22 14 48.80 48.85 0.05 0.10 long 30/05/22 13/06/22 14 51.80 58.10 6.30 12.16 18.06 SK Hynix long 11/01/10 18/01/10 7 24.00 25.90 1.90 7.92 long 27/02/17 20/03/17 21 46.00 47.60 1.60 3.48 long 27/11/23 18/12/23 21 130.70 128.90 -1.80 -1.38 long 1/01/24 8/01/24 7 141.50 136.00 -5.50 -3.89 long 22/04/24 13/05/24 21 171.60 183.80 12.20 7.11 13.38 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 49.90 54.30 4.40 8.82 8.82 Posco Holdings long 10/04/23 17/04/23 7 398.50 423.50 25.00 6.27 6.27 IBK short 2/03/09 9/03/09 7 5.60 5.36 5.85 0.25 4.48 4.48 Samsung Elec-Mech short 27/01/14 3/02/14 7 67.90 65.20 70.71 2.81 4.14 4.14 Korea Zinc long 11/09/06 8/01/07 119 83.50 86.90 3.40 4.07 4.07 Samsung SDS short 20/06/16 4/07/16 14 152.50 142.00 163.78 11.28 7.39 long 15/01/24 22/01/24 7 171.50 164.70 -6.80 -3.97 3.14 Samsung BioLogics short 13/05/19 1/07/19 49 285.00 321.00 249.00 -36.00 -12.63 long 27/01/20 3/02/20 7 483.00 479.50 -3.50 -0.72 long 8/06/20 15/06/20 7 664.00 808.00 144.00 21.69 long 22/06/20 3/05/21 315 793.00 773.00 -20.00 -2.52 2.88 Amorepacific long 20/04/15 8/06/15 49 390.50 399.50 9.00 2.30 2.30 Coway long 18/02/13 18/03/13 28 47.90 47.35 -0.55 -1.15 long 29/07/13 12/08/13 14 58.60 59.30 0.70 1.19 0.03 LG Display short 8/08/11 3/10/11 56 20.85 20.05 21.68 0.83 3.99 short 2/07/18 9/07/18 7 18.15 18.85 17.45 -0.70 -3.86 -0.02 Kangwon Land short 22/09/08 29/09/08 7 14.35 14.45 14.25 -0.10 -0.70 -0.70 S-Oil long 2/05/11 18/07/11 77 153.00 146.50 -6.50 -4.25 long 25/07/11 1/08/11 7 153.00 156.50 3.50 2.29 -2.06 Kakao long 11/11/19 9/12/19 28 30.80 30.30 -0.50 -1.62 long 9/08/21 16/08/21 7 148.00 146.00 -2.00 -1.35 -2.95 LG Chemical long 30/11/15 7/12/15 7 318.00 306.50 -11.50 -3.62 -3.62 SK Innovation long 21/03/16 28/03/16 7 163.00 162.00 -1.00 -0.61 long 11/04/16 30/05/16 49 170.00 164.50 -5.50 -3.24 -3.83 Hanwha Life short 29/07/19 12/08/19 14 2.51 2.35 2.69 0.18 7.04 long 31/05/21 26/07/21 56 3.85 3.41 -0.45 -11.56 -5.34 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Samsung SDI long 6/03/23 13/03/23 7 781.00 738.00 -43.00 -5.51 -5.51 Hanmi Science long 20/11/17 5/02/18 77 116.50 95.40 -21.10 -18.11 short 13/01/20 10/02/20 28 36.80 34.80 38.91 2.11 5.75 short 24/02/20 27/04/20 63 30.30 27.90 32.91 2.61 8.60 -5.96 Samsung Heavy short 8/02/10 1/03/10 21 23.20 24.65 21.75 -1.45 -6.25 -6.25 KT & G long 12/12/11 19/12/11 7 83.50 80.20 -3.30 -3.95 long 2/01/12 30/01/12 28 79.30 76.70 -2.60 -3.28 -7.10 Samsung Life long 26/12/22 20/02/23 56 73.30 67.10 -6.20 -8.46 -8.46 Hyundai Steel long 10/05/21 17/05/21 7 60.10 54.90 -5.20 -8.65 -8.65 Korea Electric Power short 7/03/11 21/03/11 14 27.05 26.55 27.56 0.51 1.88 long 21/01/13 4/02/13 14 34.40 32.95 -1.45 -4.22 short 12/02/18 19/02/18 7 34.05 33.10 35.03 0.98 2.87 short 5/03/18 12/03/18 7 32.50 33.10 31.90 -0.60 -1.85 short 26/03/18 2/04/18 7 30.85 33.25 28.45 -2.40 -7.78 -9.13 Celltrion short 9/08/21 6/09/21 28 266.00 278.50 253.50 -12.50 -4.70 short 13/12/21 27/12/21 14 205.00 204.00 206.00 1.00 0.49 short 31/01/22 28/02/22 28 151.00 159.50 142.50 -8.50 -5.63 -9.62 SK Holdings short 14/05/12 9/07/12 56 92.30 103.00 81.60 -10.70 -11.59 -11.59 Samsung Card long 26/09/16 21/11/16 56 50.30 44.35 -5.95 -11.83 -11.83 LG Electronics long 28/04/08 7/07/08 70 151.00 120.00 -31.00 -20.53 -20.53 LG HH & HC long 15/01/07 22/01/07 7 118.50 119.00 0.50 0.42 short 22/11/21 29/11/21 7 1,170.00 1,113.00 1,229.92 59.92 5.12 short 20/06/22 8/08/22 49 620.00 758.00 482.00 -138.00 -22.26 short 10/07/23 24/07/23 14 440.00 432.50 447.63 7.63 1.73 short 30/10/23 6/11/23 7 311.00 348.50 273.50 -37.50 -12.06 -26.58
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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