Assessment - Kospi 50 in Renminbi yuán - 7/01/24 - RS = 9
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/29/24
prc diff
⇓ Δ9
∅-RS
Kospi 50
12.922
8/12/24
1.10
14.071
-8.16
13.231
0.840
6.35
8.27
L
SK Hynix
932.123
8/12/24
3.21
1,240.197
-24.84
925.783
314.415
33.96
63.56
L
Amorepacific
635.107
8/12/24
1.34
879.987
-27.83
820.520
59.467
7.25
25.91
L
Krafton
1,543.006
8/12/24
-0.51
1,440.314
7.13
1,263.148
177.166
14.03
33.89
Kia
537.682
8/12/24
0.20
677.237
-20.61
622.627
54.610
8.77
31.81
KB Financial
434.464
8/12/24
0.73
419.192
3.64
403.155
16.037
3.98
31.78
L
Hyundai Motor
1,282.327
8/12/24
0.21
1,506.142
-14.86
1,323.674
182.468
13.78
33.01
Hana Financial
318.607
8/12/24
0.33
317.027
0.50
314.208
2.819
0.90
25.14
Samsung F&M Ins
1,866.879
8/12/24
1.00
1,959.038
-4.70
1,628.935
330.103
20.26
31.72
Posco International
266.998
8/12/24
2.94
335.459
-20.41
248.946
86.513
34.75
9.30
L
Doosan Enerbility
96.583
8/12/24
3.67
105.061
-8.07
88.368
16.694
18.89
18.41
L
Hyundai Heavy
1,048.506
8/12/24
-1.44
842.070
24.52
698.416
143.654
20.57
33.29
Shinhan
284.903
8/12/24
0.19
251.989
13.06
246.577
5.412
2.19
18.30
Samsung Life
472.381
8/12/24
-0.33
460.795
2.51
466.312
-5.517
-1.18
12.51
IBK
70.989
8/12/24
0.37
72.937
-2.67
73.421
-0.483
-0.66
11.48
SK Holdings
725.160
8/12/24
0.73
825.745
-12.18
888.941
-63.196
-7.11
-6.23
L
HD Hyundai Heavy
1,098.009
8/12/24
-1.65
816.792
34.43
741.047
75.745
10.22
21.61
Celltrion
1,053.246
8/12/24
2.04
969.513
8.64
966.835
2.678
0.28
7.04
Woori Financial
77.677
8/12/24
0.55
75.834
2.43
74.684
1.150
1.54
7.39
Samsung Electronics
397.600
8/12/24
1.07
430.778
-7.70
403.681
27.096
6.71
8.53
KT
200.117
8/12/24
-0.26
194.324
2.98
182.104
12.220
6.71
4.86
Samsung C&T
750.964
8/12/24
1.06
741.485
1.28
789.468
-47.983
-6.08
10.32
Hyundai Glovis
562.960
8/12/24
0.75
1,266.528
-55.55
962.624
303.904
31.57
29.44
Samsung Elec-Mech
767.816
8/12/24
1.60
821.532
-6.54
796.310
25.222
3.17
4.74
SK Telecom
285.956
8/12/24
-1.09
271.211
5.44
269.472
1.739
0.65
0.11
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/29/24
prc diff
⇓ Δ9
∅-RS
L
HMM
92.528
8/12/24
1.15
103.692
-10.77
84.315
19.377
22.98
11.46
L
LG HH & HC
1,793.151
8/12/24
0.59
1,903.742
-5.81
2,086.827
-183.084
-8.77
-8.29
Hyundai Mobis
1,150.671
8/12/24
2.82
1,303.392
-11.72
1,207.886
95.506
7.91
3.93
Samsung SDS
746.225
8/12/24
0.57
805.207
-7.33
836.310
-31.103
-3.72
-0.18
Korea Electric Power
101.638
8/12/24
1.37
102.849
-1.18
112.104
-9.255
-8.26
-2.99
L
Korea Zinc
2,727.907
8/12/24
0.78
2,691.044
1.37
2,455.245
235.799
9.60
2.49
L
LG Electronics
503.452
8/12/24
1.49
577.179
-12.77
488.417
88.761
18.17
5.56
S
KT & G
527.676
8/12/24
-0.40
459.742
14.78
472.628
-12.886
-2.73
-4.05
S
Samsung BioLogics
5,002.919
8/12/24
-1.04
3,997.069
25.16
4,078.917
-81.848
-2.01
-2.83
S
LG
414.979
8/12/24
1.03
423.932
-2.11
422.102
1.829
0.43
-6.66
S
S-Oil
343.885
8/12/24
-0.61
359.157
-4.25
385.260
-26.103
-6.78
-8.05
L
Hybe
906.318
8/12/24
-0.06
1,055.879
-14.16
1,078.939
-23.060
-2.14
-12.93
S
SK Biopharmaceutical
520.304
8/12/24
7.04
415.506
25.22
452.102
-36.596
-8.09
-11.88
S
Kakao
195.377
8/12/24
0.27
215.915
-9.51
255.261
-39.346
-15.41
-19.13
S
KakaoBank
115.067
8/12/24
1.39
110.591
4.05
132.104
-21.513
-16.29
-19.39
S
Naver
844.177
8/12/24
-2.08
857.869
-1.60
972.098
-114.229
-11.75
-20.55
L
NCsoft
966.880
8/12/24
0.33
969.513
-0.27
936.835
32.678
3.49
-19.59
Lotte Chemical
429.198
8/12/24
2.13
594.031
-27.75
566.838
27.193
4.80
-17.32
S
Posco Holdings
1,724.690
8/12/24
0.61
1,951.138
-11.61
2,142.089
-190.951
-8.91
-21.27
Samsung SDI
1,682.561
8/12/24
3.06
1,932.707
-12.94
2,215.773
-283.066
-12.78
-23.50
S
Posco Future M
1,095.376
8/12/24
1.22
1,416.616
-22.68
1,505.252
-88.636
-5.89
-19.29
SK Innovation
537.156
8/12/24
0.99
607.196
-11.54
593.153
14.043
2.37
-16.13
S
LG Energy Solution
1,729.957
8/12/24
2.02
1,827.382
-5.33
1,992.090
-164.708
-8.27
-21.64
LG Chemical
1,527.207
8/12/24
1.40
1,872.145
-18.42
2,081.563
-209.418
-10.06
-27.37
S
KakaoPay
131.392
8/12/24
2.67
143.241
-8.27
184.735
-41.494
-22.46
-36.72
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/29/24
prc diff
⇓ Δ9
∅-RS
EcoPro Materials
450.789
8/12/24
2.76
511.878
-11.93
641.048
-129.170
-20.15
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 4/29/24 - 28 did rise, Market-Ratio(9) in CNY = 56.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Renminbi yuán * A9 - 42/22 (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
6/12/06
161
- cash -
short
6/12/06
7/31/06
49
Samsung SDI
100
17,798
0.562
0.535
0.590
0.029
5
10,508
45
long
7/31/06
1/07/08
525
Korea Zinc
100
14,804
0.710
1.087
0.377
53
16,085
34
short
1/07/08
3/24/08
77
NCsoft
100
43,064
0.374
0.329
0.424
0.050
13
18,242
82
long
3/24/08
7/07/08
105
LG Electronics
100
22,790
0.800
0.786
-0.015
-2
17,903
-6
short
7/07/08
12/22/08
168
Lotte Chemical
100
38,519
0.465
0.285
0.758
0.293
63
29,190
189
long
12/22/08
8/08/11
959
NCsoft
100
110,013
0.265
1.886
1.621
611
207,497
111
short
8/08/11
10/10/11
63
LG Display
100
1,648,877
0.126
0.120
0.132
0.007
5
218,311
34
long
10/10/11
12/19/11
70
SK Holdings
100
267,404
0.816
0.670
-0.147
-18
179,057
-64
short
12/19/11
1/23/12
35
Hyundai Heavy
100
118,143
1.516
1.707
1.325
-0.191
-13
156,494
-75
long
1/23/12
5/21/12
119
Samsung Electronics
100
1,251,189
0.125
0.131
0.006
5
163,825
15
short
5/21/12
7/23/12
63
SK Holdings
100
360,163
0.455
0.525
0.385
-0.070
-15
138,483
-62
long
7/23/12
10/20/14
819
Amorepacific Group
100
690,556
0.201
0.686
0.485
242
473,665
73
short
10/20/14
12/08/14
49
Hyundai Heavy
100
722,944
0.655
0.716
0.595
-0.061
-9
429,791
-52
long
12/08/14
7/06/15
210
Amorepacific Group
100
681,789
0.630
1.084
0.453
72
738,899
156
short
7/06/15
10/12/15
98
Daewoo SB&ME
100
10,111,060
0.073
0.037
0.146
0.073
100
1,476,215
1,217
long
10/12/15
4/02/18
903
Lotte Chemical
100
985,818
1.497
2.553
1.056
71
2,517,189
24
short
4/02/18
5/07/18
35
Kangwon Land
100
14,856,456
0.169
0.171
0.168
-0.002
-1
2,489,942
-11
long
5/07/18
7/02/18
56
LG HH & HC
100
323,948
7.686
8.343
0.657
9
2,702,714
71
short
7/02/18
8/27/18
56
LG Display
100
24,952,043
0.108
0.130
0.087
-0.022
-20
2,158,352
-77
long
8/27/18
10/29/18
63
Samsung BioLogics
100
771,917
2.796
2.216
-0.580
-21
1,710,955
-74
short
10/29/18
12/17/18
49
Amorepacific Group
100
4,520,520
0.378
0.407
0.350
-0.028
-8
1,582,182
-44
long
12/17/18
6/10/19
175
NCsoft
100
539,479
2.933
2.777
-0.156
-5
1,498,032
-11
short
6/10/19
7/22/19
42
Hanwha Life
100
79,661,523
0.019
0.016
0.022
0.003
16
1,744,587
276
long
7/22/19
8/26/19
35
Kia
100
6,952,312
0.251
0.248
-0.003
-1
1,725,591
-11
short
8/26/19
9/30/19
35
Hanmi Science
100
7,271,859
0.237
0.237
0.238
0.001
0
1,731,430
4
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
9/30/19
2/24/20
147
Naver
100
1,846,501
0.938
1.061
0.124
13
1,960,024
36
short
2/24/20
5/18/20
84
Hanmi Science
100
11,213,080
0.175
0.159
0.192
0.017
10
2,151,790
50
long
5/18/20
8/16/21
455
Samsung BioLogics
100
621,242
3.464
5.459
1.995
58
3,391,353
44
short
8/16/21
10/25/21
70
NCsoft
100
776,947
4.365
3.402
5.600
1.235
28
4,350,751
267
long
10/25/21
11/29/21
35
Korea Zinc
100
1,390,485
3.129
2.696
-0.433
-14
3,748,232
-79
short
11/29/21
3/28/22
119
Amorepacific Group
100
16,171,433
0.232
0.224
0.239
0.008
3
3,869,824
10
long
3/28/22
6/20/22
84
Korea Aerospace
100
16,514,017
0.234
0.285
0.050
21
4,700,518
133
short
6/20/22
8/15/22
56
LG HH & HC
100
1,462,289
3.214
3.788
2.641
-0.574
-18
3,861,761
-72
long
8/15/22
10/03/22
49
Korea Aerospace
100
13,445,775
0.287
0.240
-0.047
-16
3,230,738
-74
short
10/03/22
11/14/22
42
Netmarble Games
100
12,698,787
0.254
0.259
0.250
-0.004
-2
3,175,967
-14
long
11/14/22
8/12/24
637
Samsung SDI
100
783,624
4.053
1.683
-2.370
-58
1,318,498
-40
accum 6/12/06
8/12/24 6886
days out of 7047 invested (98%)
13,085
1,318,498
30
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
NCsoft short 1/07/08 3/24/08 77 0.37 0.33 0.42 0.05 13.41
long 12/22/08 8/08/11 959 0.27 1.89 1.62 610.86
long 12/17/18 6/10/19 175 2.93 2.78 -0.16 -5.32
short 8/16/21 10/25/21 70 4.36 3.40 5.60 1.23 28.29 879.25
Amorepacific Group long 7/23/12 10/20/14 819 0.20 0.69 0.49 242.04
long 12/08/14 7/06/15 210 0.63 1.08 0.45 71.92
short 10/29/18 12/17/18 49 0.38 0.41 0.35 -0.03 -7.53
short 11/29/21 3/28/22 119 0.23 0.22 0.24 0.01 3.24 461.42
Lotte Chemical short 7/07/08 12/22/08 168 0.46 0.29 0.76 0.29 63.05
long 10/12/15 4/02/18 903 1.50 2.55 1.06 70.52 178.02
Daewoo SB&ME short 7/06/15 10/12/15 98 0.07 0.04 0.15 0.07 99.79 99.79
Korea Zinc long 7/31/06 1/07/08 525 0.71 1.09 0.38 53.07
long 10/25/21 11/29/21 35 3.13 2.70 -0.43 -13.85 31.87
Samsung BioLogics long 8/27/18 10/29/18 63 2.80 2.22 -0.58 -20.73
long 5/18/20 8/16/21 455 3.46 5.46 2.00 57.61 24.94
Hanwha Life short 6/10/19 7/22/19 42 0.02 0.02 0.02 0.00 16.46 16.46
Naver long 9/30/19 2/24/20 147 0.94 1.06 0.12 13.20 13.20
Hanmi Science short 8/26/19 9/30/19 35 0.24 0.24 0.24 0.00 0.34
short 2/24/20 5/18/20 84 0.17 0.16 0.19 0.02 9.78 10.16
Samsung Electronics long 1/23/12 5/21/12 119 0.13 0.13 0.01 4.68 4.68
Korea Aerospace long 3/28/22 6/20/22 84 0.23 0.28 0.05 21.47
long 8/15/22 10/03/22 49 0.29 0.24 -0.05 -16.34 1.62
Kangwon Land short 4/02/18 5/07/18 35 0.17 0.17 0.17 -0.00 -1.08 -1.08
Kia long 7/22/19 8/26/19 35 0.25 0.25 -0.00 -1.09 -1.09
Netmarble Games short 10/03/22 11/14/22 42 0.25 0.26 0.25 -0.00 -1.70 -1.70
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
LG Electronics long 3/24/08 7/07/08 105 0.80 0.79 -0.01 -1.86 -1.86
LG HH & HC long 5/07/18 7/02/18 56 7.69 8.34 0.66 8.55
short 6/20/22 8/15/22 56 3.21 3.79 2.64 -0.57 -17.84 -10.82
LG Display short 8/08/11 10/10/11 63 0.13 0.12 0.13 0.01 5.21
short 7/02/18 8/27/18 56 0.11 0.13 0.09 -0.02 -20.14 -15.98
Hyundai Heavy short 12/19/11 1/23/12 35 1.52 1.71 1.32 -0.19 -12.60
short 10/20/14 12/08/14 49 0.66 0.72 0.59 -0.06 -9.26 -20.70
SK Holdings long 10/10/11 12/19/11 70 0.82 0.67 -0.15 -17.98
short 5/21/12 7/23/12 63 0.45 0.53 0.38 -0.07 -15.47 -30.67
Samsung SDI short 6/12/06 7/31/06 49 0.56 0.53 0.59 0.03 5.08
long 11/14/22 8/12/24 637 4.05 1.68 -2.37 -58.49 -56.37
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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