Assessment - Kospi 50 - 7/01/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
Kospi 50
2,453.750
8/12/24
1.10
2,671.890
-8.16
2,337.220
334.670
14.32
8.25
L
SK Hynix
177,000.000
8/12/24
3.21
235,500.000
-24.84
135,000.000
100,500.000
74.44
61.90
L
Amorepacific
120,600.000
8/12/24
1.34
167,100.000
-27.83
136,400.000
30,700.000
22.51
45.47
L
Krafton
293,000.000
8/12/24
-0.51
273,500.000
7.13
212,500.000
61,000.000
28.71
39.53
Kia
102,100.000
8/12/24
0.20
128,600.000
-20.61
99,900.000
28,700.000
28.73
37.80
KB Financial
82,500.000
8/12/24
0.73
79,600.000
3.64
55,600.000
24,000.000
43.17
35.15
L
Hyundai Motor
243,500.000
8/12/24
0.21
286,000.000
-14.86
195,600.000
90,400.000
46.22
34.51
Hana Financial
60,500.000
8/12/24
0.33
60,200.000
0.50
46,400.000
13,800.000
29.74
26.52
Samsung F&M Ins
354,500.000
8/12/24
1.00
372,000.000
-4.70
247,500.000
124,500.000
50.30
23.68
Posco International
50,700.000
8/12/24
2.94
63,700.000
-20.41
51,900.000
11,800.000
22.74
22.35
L
Doosan Enerbility
18,340.000
8/12/24
3.67
19,950.000
-8.07
15,320.000
4,630.000
30.22
20.49
L
Hyundai Heavy
199,100.000
8/12/24
-1.44
159,900.000
24.52
113,500.000
46,400.000
40.88
18.78
Shinhan
54,100.000
8/12/24
0.19
47,850.000
13.06
40,500.000
7,350.000
18.15
18.60
Samsung Life
89,700.000
8/12/24
-0.33
87,500.000
2.51
65,700.000
21,800.000
33.18
11.09
IBK
13,480.000
8/12/24
0.37
13,850.000
-2.67
12,100.000
1,750.000
14.46
9.98
SK Holdings
137,700.000
8/12/24
0.73
156,800.000
-12.18
176,100.000
-19,300.000
-10.96
9.27
L
HD Hyundai Heavy
208,500.000
8/12/24
-1.65
155,100.000
34.43
118,300.000
36,800.000
31.11
8.84
Celltrion
200,000.000
8/12/24
2.04
184,100.000
8.64
181,700.000
2,400.000
1.32
8.08
Woori Financial
14,750.000
8/12/24
0.55
14,400.000
2.43
13,480.000
920.000
6.82
7.69
Samsung Electronics
75,500.000
8/12/24
1.07
81,800.000
-7.70
74,400.000
7,400.000
9.95
7.07
KT
38,000.000
8/12/24
-0.26
36,900.000
2.98
34,750.000
2,150.000
6.19
6.50
Samsung C&T
142,600.000
8/12/24
1.06
140,800.000
1.28
127,900.000
12,900.000
10.09
6.18
Hyundai Glovis
106,900.000
8/12/24
0.75
240,500.000
-55.55
169,600.000
70,900.000
41.80
5.39
Samsung Elec-Mech
145,800.000
8/12/24
1.60
156,000.000
-6.54
143,100.000
12,900.000
9.01
4.37
SK Telecom
54,300.000
8/12/24
-1.09
51,500.000
5.44
49,600.000
1,900.000
3.83
2.41
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
L
HMM
17,570.000
8/12/24
1.15
19,690.000
-10.77
19,440.000
250.000
1.29
2.19
L
LG HH & HC
340,500.000
8/12/24
0.59
361,500.000
-5.81
314,000.000
47,500.000
15.13
2.16
Hyundai Mobis
218,500.000
8/12/24
2.82
247,500.000
-11.72
202,500.000
45,000.000
22.22
1.84
Samsung SDS
141,700.000
8/12/24
0.57
152,900.000
-7.33
153,100.000
-200.000
-0.13
1.66
Korea Electric Power
19,300.000
8/12/24
1.37
19,530.000
-1.18
19,920.000
-390.000
-1.96
1.23
L
Korea Zinc
518,000.000
8/12/24
0.78
511,000.000
1.37
467,000.000
44,000.000
9.42
-0.32
L
LG Electronics
95,600.000
8/12/24
1.49
109,600.000
-12.77
94,300.000
15,300.000
16.22
-0.78
S
KT & G
100,200.000
8/12/24
-0.40
87,300.000
14.78
89,000.000
-1,700.000
-1.91
-1.53
S
Samsung BioLogics
950,000.000
8/12/24
-1.04
759,000.000
25.16
800,000.000
-41,000.000
-5.13
-2.93
S
LG
78,800.000
8/12/24
1.03
80,500.000
-2.11
75,800.000
4,700.000
6.20
-4.11
S
S-Oil
65,300.000
8/12/24
-0.61
68,200.000
-4.25
69,000.000
-800.000
-1.16
-7.17
L
Hybe
172,100.000
8/12/24
-0.06
200,500.000
-14.16
204,500.000
-4,000.000
-1.96
-10.09
S
SK Biopharmaceutical
98,800.000
8/12/24
7.04
78,900.000
25.22
93,900.000
-15,000.000
-15.97
-10.35
S
Kakao
37,100.000
8/12/24
0.27
41,000.000
-9.51
55,300.000
-14,300.000
-25.86
-14.19
S
KakaoBank
21,850.000
8/12/24
1.39
21,000.000
4.05
27,650.000
-6,650.000
-24.05
-16.23
S
Naver
160,300.000
8/12/24
-2.08
162,900.000
-1.60
212,000.000
-49,100.000
-23.16
-16.88
L
NCsoft
183,600.000
8/12/24
0.33
184,100.000
-0.27
195,000.000
-10,900.000
-5.59
-17.29
Lotte Chemical
81,500.000
8/12/24
2.13
112,800.000
-27.75
136,100.000
-23,300.000
-17.12
-17.35
S
Posco Holdings
327,500.000
8/12/24
0.61
370,500.000
-11.61
423,000.000
-52,500.000
-12.41
-18.97
Samsung SDI
319,500.000
8/12/24
3.06
367,000.000
-12.94
379,000.000
-12,000.000
-3.17
-19.22
S
Posco Future M
208,000.000
8/12/24
1.22
269,000.000
-22.68
258,000.000
11,000.000
4.26
-19.30
SK Innovation
102,000.000
8/12/24
0.99
115,300.000
-11.54
120,300.000
-5,000.000
-4.16
-19.46
S
LG Energy Solution
328,500.000
8/12/24
2.02
347,000.000
-5.33
377,500.000
-30,500.000
-8.08
-22.61
LG Chemical
290,000.000
8/12/24
1.40
355,500.000
-18.42
425,000.000
-69,500.000
-16.35
-26.46
S
KakaoPay
24,950.000
8/12/24
2.67
27,200.000
-8.27
49,550.000
-22,350.000
-45.11
-32.68
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
EcoPro Materials
85,600.000
8/12/24
2.76
97,200.000
-11.93
144,300.000
-47,100.000
-32.64
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 1/29/24 - 30 did rise, Market-Ratio(22) = 60.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 * L22 - 39 ex 13 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
5/29/06
147
Naver
100
374
26.709
28.325
1.616
6
10,604
16
5/29/06
6/26/06
28
- cash -
6/26/06
7/03/06
7
Naver
100
365
29.007
31.635
2.628
9
11,564
9,107
7/03/06
7/10/06
7
- cash -
7/10/06
7/17/06
7
Korea Zinc
100
142
81.300
78.300
-3.000
-4
11,138
-86
7/17/06
7/31/06
14
- cash -
7/31/06
9/04/06
35
Korea Zinc
100
131
84.700
82.700
-2.000
-2
10,876
-22
9/04/06
10/23/06
49
- cash -
10/23/06
2/25/08
490
Hyundai Heavy
100
83
130.524
371.668
241.144
185
30,891
118
2/25/08
4/14/08
49
- cash -
4/14/08
9/01/08
140
LG Electronics
100
226
136.500
91.800
-44.700
-33
20,788
-64
9/01/08
9/08/08
7
Kia
100
1,592
13.050
13.050
0.000
0
20,788
0
9/08/08
3/23/09
196
- cash -
3/23/09
12/28/09
280
NCsoft
100
230
90.200
142.500
52.300
58
32,817
82
12/28/09
8/09/10
224
Samsung Elec-Mech
100
318
103.000
126.000
23.000
22
40,131
39
8/09/10
8/15/11
371
Posco Future M
100
4,543
8.832
18.925
10.093
114
85,983
112
8/15/11
1/09/12
147
- cash -
1/09/12
5/07/12
119
Samsung Electronics
100
4,110
20.920
26.840
5.920
28
110,314
115
5/07/12
5/14/12
7
- cash -
5/14/12
5/28/12
14
Samsung Electronics
100
4,197
26.280
24.760
-1.520
-6
103,935
-79
5/28/12
6/04/12
7
- cash -
6/04/12
6/25/12
21
Samsung Electronics
100
4,319
24.060
22.780
-1.280
-5
98,406
-61
6/25/12
7/02/12
7
- cash -
7/02/12
7/09/12
7
Samsung Elec-Mech
100
941
104.500
99.400
-5.100
-5
93,607
-93
7/09/12
7/23/12
14
- cash -
7/23/12
7/30/12
7
Samsung Electronics
100
3,795
24.660
24.860
0.200
1
94,366
52
7/30/12
8/13/12
14
- cash -
8/13/12
8/27/12
14
Samsung Electronics
100
3,643
25.900
23.900
-2.000
-8
87,080
-88
8/27/12
9/10/12
14
- cash -
9/10/12
1/28/13
140
Samsung Electronics
100
3,258
26.720
28.820
2.100
8
93,922
22
1/28/13
2/04/13
7
- cash -
2/04/13
2/11/13
7
Korea Electric Power
100
2,850
32.950
30.550
-2.400
-7
87,082
-98
2/11/13
3/25/13
42
- cash -
3/25/13
4/01/13
7
SK Telecom
100
2,412
36.100
37.200
1.100
3
89,735
378
4/01/13
4/22/13
21
- cash -
4/22/13
4/29/13
7
LG Electronics
100
998
89.900
88.500
-1.400
-2
88,338
-56
4/29/13
5/20/13
21
- cash -
5/20/13
6/10/13
21
SK Telecom
100
2,054
43.000
42.200
-0.800
-2
86,695
-28
6/10/13
7/29/13
49
- cash -
7/29/13
8/12/13
14
SK Telecom
100
1,926
45.000
42.100
-2.900
-6
81,109
-82
8/12/13
8/19/13
7
- cash -
8/19/13
8/26/13
7
HMM
100
611
132.654
111.616
-21.038
-16
68,255
-100
8/26/13
9/02/13
7
- cash -
9/02/13
2/10/14
161
Naver
100
759
89.900
146.800
56.900
63
111,442
204
2/10/14
2/17/14
7
- cash -
2/17/14
3/03/14
14
Naver
100
743
149.800
162.600
12.800
9
120,953
748
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
3/03/14
5/19/14
77
- cash -
5/19/14
6/02/14
14
Amorepacific
100
868
139.300
145.200
5.900
4
126,074
195
6/02/14
6/09/14
7
- cash -
6/09/14
12/29/14
203
Amorepacific
100
869
145.000
223.900
78.900
54
194,638
118
12/29/14
2/02/15
35
- cash -
2/02/15
2/09/15
7
Amorepacific
100
728
267.000
285.000
18.000
7
207,742
2,902
2/09/15
2/16/15
7
- cash -
2/16/15
2/23/15
7
Amorepacific
100
740
280.400
287.400
7.000
2
212,922
262
2/23/15
3/09/15
14
- cash -
3/09/15
3/16/15
7
Amorepacific
100
758
280.800
303.900
23.100
8
230,432
6,070
3/16/15
3/23/15
7
- cash -
3/23/15
4/06/15
14
Amorepacific
100
731
315.100
325.400
10.300
3
237,961
131
4/06/15
4/13/15
7
- cash -
4/13/15
7/06/15
84
Amorepacific
100
643
370.000
427.000
57.000
15
274,612
86
7/06/15
8/03/15
28
- cash -
8/03/15
8/10/15
7
Amorepacific
100
669
410.000
415.500
5.500
1
278,292
100
8/10/15
8/17/15
7
- cash -
8/17/15
8/24/15
7
Amorepacific
100
731
380.500
335.500
-45.000
-12
245,397
-100
8/24/15
8/31/15
7
- cash -
8/31/15
9/07/15
7
Amorepacific
100
648
378.500
331.500
-47.000
-12
214,941
-100
9/07/15
10/19/15
42
- cash -
10/19/15
11/16/15
28
Lotte Chemical
100
805
267.000
224.500
-42.500
-16
180,728
-90
11/16/15
3/14/16
119
LG Chemical
100
614
294.000
303.500
9.500
3
186,561
10
3/14/16
3/28/16
14
- cash -
3/28/16
8/29/16
154
SK Innovation
100
1,151
162.000
139.000
-23.000
-14
160,088
-30
8/29/16
9/19/16
21
Hyundai Heavy
100
1,217
131.500
136.000
4.500
3
165,565
79
9/19/16
10/03/16
14
- cash -
10/03/16
12/05/16
63
Naver
100
937
176.600
151.200
-25.400
-14
141,765
-59
12/05/16
1/15/18
406
SK Hynix
100
3,136
45.200
72.700
27.500
61
228,005
53
1/15/18
3/26/18
70
Posco Future M
100
5,113
44.591
47.313
2.721
6
241,919
36
3/26/18
4/23/18
28
- cash -
4/23/18
6/11/18
49
Samsung BioLogics
100
511
473.000
420.000
-53.000
-11
214,836
-59
6/11/18
10/01/18
112
- cash -
10/01/18
10/08/18
7
Posco Future M
100
3,107
69.131
63.879
-5.252
-8
198,519
-98
10/08/18
3/18/19
161
- cash -
3/18/19
4/22/19
35
Posco Future M
100
3,248
61.110
54.617
-6.493
-11
177,430
-69
4/22/19
5/20/19
28
Kia
100
4,145
42.800
42.650
-0.150
0
176,809
-4
5/20/19
6/03/19
14
- cash -
6/03/19
6/24/19
21
Hyundai Glovis
100
1,091
162.000
162.500
0.500
0
177,354
6
6/24/19
10/28/19
126
- cash -
10/28/19
11/11/19
14
Naver
100
1,129
157.000
163.000
6.000
4
184,128
166
11/11/19
11/18/19
7
- cash -
11/18/19
12/02/19
14
Naver
100
1,031
178.500
171.500
-7.000
-4
176,911
-65
12/02/19
12/09/19
7
- cash -
12/09/19
2/24/20
77
Naver
100
1,010
175.000
184.000
9.000
5
186,001
27
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/24/20
7/27/20
154
- cash -
7/27/20
10/11/21
441
Kakao
100
2,848
65.300
117.500
52.200
80
334,667
63
10/11/21
5/02/22
203
- cash -
5/02/22
5/09/22
7
Woori Financial
100
22,385
14.950
15.300
0.350
2
342,501
234
5/09/22
8/15/22
98
- cash -
8/15/22
8/22/22
7
Posco Future M
100
2,114
162.000
160.000
-2.000
-1
338,273
-48
8/22/22
11/21/22
91
- cash -
11/21/22
12/26/22
35
Posco Future M
100
1,516
223.000
184.500
-38.500
-17
279,907
-86
12/26/22
1/23/23
28
- cash -
1/23/23
5/08/23
105
Posco Future M
100
1,531
182.800
321.500
138.700
76
492,257
612
5/08/23
5/15/23
7
- cash -
5/15/23
10/09/23
147
Posco Future M
100
1,621
303.500
314.500
11.000
4
510,088
9
10/09/23
10/16/23
7
- cash -
10/16/23
10/23/23
7
Posco International
100
7,568
67.400
61.000
-6.400
-9
461,653
-99
10/23/23
11/06/23
14
- cash -
11/06/23
11/13/23
7
Posco International
100
7,080
65.200
58.100
-7.100
-11
411,385
-100
11/13/23
11/20/23
7
- cash -
11/20/23
4/01/24
133
Posco International
100
6,949
59.200
52.800
-6.400
-11
366,911
-27
4/01/24
8/12/24
133
SK Hynix
100
1,977
185.500
177.000
-8.500
-5
350,107
-12
accum 1/02/06
8/12/24 4987
days out of 7031 invested (71%)
3,401
350,107
30
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Hyundai Heavy long 10/23/06 2/25/08 490 130.52 371.67 241.14 184.75
8/29/16 9/19/16 21 131.50 136.00 4.50 3.42 194.50
Posco Future M 8/09/10 8/15/11 371 8.83 18.93 10.09 114.27
1/15/18 3/26/18 70 44.59 47.31 2.72 6.10
10/01/18 10/08/18 7 69.13 63.88 -5.25 -7.60
3/18/19 4/22/19 35 61.11 54.62 -6.49 -10.62
8/15/22 8/22/22 7 162.00 160.00 -2.00 -1.23
11/21/22 12/26/22 35 223.00 184.50 -38.50 -17.26
1/23/23 5/08/23 105 182.80 321.50 138.70 75.88
5/15/23 10/09/23 147 303.50 314.50 11.00 3.62 179.61
Naver 1/02/06 5/29/06 147 26.71 28.33 1.62 6.05
6/26/06 7/03/06 7 29.01 31.63 2.63 9.06
9/02/13 2/10/14 161 89.90 146.80 56.90 63.29
2/17/14 3/03/14 14 149.80 162.60 12.80 8.54
10/03/16 12/05/16 63 176.60 151.20 -25.40 -14.38
10/28/19 11/11/19 14 157.00 163.00 6.00 3.82
11/18/19 12/02/19 14 178.50 171.50 -7.00 -3.92
12/09/19 2/24/20 77 175.00 184.00 9.00 5.14 84.08
Kakao 7/27/20 10/11/21 441 65.30 117.50 52.20 79.94 79.94
Amorepacific 5/19/14 6/02/14 14 139.30 145.20 5.90 4.24
6/09/14 12/29/14 203 145.00 223.90 78.90 54.41
2/02/15 2/09/15 7 267.00 285.00 18.00 6.74
2/16/15 2/23/15 7 280.40 287.40 7.00 2.50
3/09/15 3/16/15 7 280.80 303.90 23.10 8.23
3/23/15 4/06/15 14 315.10 325.40 10.30 3.27
4/13/15 7/06/15 84 370.00 427.00 57.00 15.41
8/03/15 8/10/15 7 410.00 415.50 5.50 1.34
8/17/15 8/24/15 7 380.50 335.50 -45.00 -11.83
8/31/15 9/07/15 7 378.50 331.50 -47.00 -12.42 77.75
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
NCsoft 3/23/09 12/28/09 280 90.20 142.50 52.30 57.98 57.98
SK Hynix 12/05/16 1/15/18 406 45.20 72.70 27.50 60.84
4/01/24 8/12/24 133 185.50 177.00 -8.50 -4.58 53.47
Samsung Elec-Mech 12/28/09 8/09/10 224 103.00 126.00 23.00 22.33
7/02/12 7/09/12 7 104.50 99.40 -5.10 -4.88 16.36
Samsung Electronics 1/09/12 5/07/12 119 20.92 26.84 5.92 28.30
5/14/12 5/28/12 14 26.28 24.76 -1.52 -5.78
6/04/12 6/25/12 21 24.06 22.78 -1.28 -5.32
7/23/12 7/30/12 7 24.66 24.86 0.20 0.81
8/13/12 8/27/12 14 25.90 23.90 -2.00 -7.72
9/10/12 1/28/13 140 26.72 28.82 2.10 7.86 14.83
LG Chemical 11/16/15 3/14/16 119 294.00 303.50 9.50 3.23 3.23
Woori Financial 5/02/22 5/09/22 7 14.95 15.30 0.35 2.34 2.34
Hyundai Glovis 6/03/19 6/24/19 21 162.00 162.50 0.50 0.31 0.31
Kia 9/01/08 9/08/08 7 13.05 13.05 0.00 0.00
4/22/19 5/20/19 28 42.80 42.65 -0.15 -0.35 -0.35
SK Telecom 3/25/13 4/01/13 7 36.10 37.20 1.10 3.05
5/20/13 6/10/13 21 43.00 42.20 -0.80 -1.86
7/29/13 8/12/13 14 45.00 42.10 -2.90 -6.44 -5.39
Korea Zinc 7/10/06 7/17/06 7 81.30 78.30 -3.00 -3.69
7/31/06 9/04/06 35 84.70 82.70 -2.00 -2.36 -5.96
Korea Electric Power 2/04/13 2/11/13 7 32.95 30.55 -2.40 -7.28 -7.28
Samsung BioLogics 4/23/18 6/11/18 49 473.00 420.00 -53.00 -11.21 -11.21
SK Innovation 3/28/16 8/29/16 154 162.00 139.00 -23.00 -14.20 -14.20
HMM 8/19/13 8/26/13 7 132.65 111.62 -21.04 -15.86 -15.86
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Lotte Chemical 10/19/15 11/16/15 28 267.00 224.50 -42.50 -15.92 -15.92
Posco International 10/16/23 10/23/23 7 67.40 61.00 -6.40 -9.50
11/06/23 11/13/23 7 65.20 58.10 -7.10 -10.89
11/20/23 4/01/24 133 59.20 52.80 -6.40 -10.81 -28.07
LG Electronics 4/14/08 9/01/08 140 136.50 91.80 -44.70 -32.75
4/22/13 4/29/13 7 89.90 88.50 -1.40 -1.56 -33.79
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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