Sat, 12th Oct 2024, 7:09UTC
Assessment - Kospi 50 in Euro - 1/07/24 - RS = 9
⇐
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
29/04/24
prc diff
⇓ Δ9
⇓ ∅-RS
Kospi 50
1.654
12/08
1.10
1.801
-8.16
1.707
0.095
5.55
8.29
L
Amorepacific
81.305
12/08
1.34
112.654
-27.83
105.831
6.823
6.45
25.99
Celltrion
134.834
12/08
2.04
124.115
8.64
124.703
-0.588
-0.47
7.08
L
Doosan Enerbility
12.364
12/08
3.67
13.450
-8.07
11.398
2.052
18.00
18.40
EcoPro Materials
57.709
12/08
2.76
65.530
-11.93
82.683
-17.153
-20.75
-na-
Hana Financial
40.787
12/08
0.33
40.585
0.50
40.527
0.058
0.14
25.25
L
HD Hyundai Heavy
140.565
12/08
-1.65
104.564
34.43
95.581
8.983
9.40
21.60
L
HMM
11.845
12/08
1.15
13.274
-10.77
10.875
2.399
22.06
11.44
L
Hybe
116.025
12/08
-0.06
135.172
-14.16
139.162
-3.991
-2.87
-12.95
Hyundai Glovis
72.069
12/08
0.75
162.138
-55.55
124.160
37.979
30.59
29.46
L
Hyundai Heavy
134.228
12/08
-1.44
107.800
24.52
90.082
17.718
19.67
33.29
Hyundai Mobis
147.307
12/08
2.82
166.858
-11.72
155.794
11.064
7.10
3.96
L
Hyundai Motor
164.161
12/08
0.21
192.813
-14.86
170.728
22.085
12.94
33.06
IBK
9.088
12/08
0.37
9.337
-2.67
9.470
-0.133
-1.40
11.57
S
Kakao
25.012
12/08
0.27
27.641
-9.51
32.924
-5.283
-16.05
-19.13
S
KakaoBank
14.731
12/08
1.39
14.158
4.05
17.039
-2.881
-16.91
-19.38
S
KakaoPay
16.821
12/08
2.67
18.337
-8.27
23.827
-5.490
-23.04
-36.73
KB Financial
55.619
12/08
0.73
53.664
3.64
51.999
1.665
3.20
31.89
Kia
68.833
12/08
0.20
86.699
-20.61
80.307
6.392
7.96
31.89
Korea Electric Power
13.012
12/08
1.37
13.167
-1.18
14.459
-1.293
-8.94
-2.97
L
Korea Zinc
349.221
12/08
0.78
344.502
1.37
316.679
27.823
8.79
2.52
L
Krafton
197.533
12/08
-0.51
184.386
7.13
162.922
21.464
13.17
33.96
KT
25.619
12/08
-0.26
24.877
2.98
23.488
1.389
5.91
4.92
S
KT & G
67.552
12/08
-0.40
58.855
14.78
60.960
-2.105
-3.45
-4.01
S
LG
53.125
12/08
1.03
54.271
-2.11
54.443
-0.172
-0.32
-6.65
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
29/04/24
prc diff
⇓ Δ9
⇓ ∅-RS
LG Chemical
195.510
12/08
1.40
239.668
-18.42
268.481
-28.813
-10.73
-27.41
L
LG Electronics
64.451
12/08
1.49
73.889
-12.77
62.996
10.893
17.29
5.55
S
LG Energy Solution
221.466
12/08
2.02
233.938
-5.33
256.941
-23.003
-8.95
-21.67
L
LG HH & HC
229.556
12/08
0.59
243.713
-5.81
269.160
-25.447
-9.45
-8.32
Lotte Chemical
54.945
12/08
2.13
76.047
-27.75
73.111
2.936
4.02
-17.33
S
Naver
108.070
12/08
-2.08
109.823
-1.60
125.382
-15.559
-12.41
-20.54
L
NCsoft
123.778
12/08
0.33
124.115
-0.27
120.834
3.282
2.72
-19.63
S
Posco Future M
140.228
12/08
1.22
181.352
-22.68
194.148
-12.796
-6.59
-19.33
S
Posco Holdings
220.791
12/08
0.61
249.781
-11.61
276.288
-26.507
-9.59
-21.27
Posco International
34.181
12/08
2.94
42.945
-20.41
32.109
10.836
33.75
9.33
S
S-Oil
44.023
12/08
-0.61
45.979
-4.25
49.691
-3.713
-7.47
-8.02
S
Samsung BioLogics
640.464
12/08
-1.04
511.697
25.16
526.101
-14.405
-2.74
-2.81
Samsung C&T
96.137
12/08
1.06
94.923
1.28
101.826
-6.903
-6.78
10.40
Samsung Elec-Mech
98.294
12/08
1.60
105.171
-6.54
102.709
2.462
2.40
4.75
Samsung Electronics
50.900
12/08
1.07
55.147
-7.70
52.067
3.080
5.92
8.57
Samsung F&M Ins
238.994
12/08
1.00
250.792
-4.70
210.101
40.691
19.37
31.80
Samsung Life
60.473
12/08
-0.33
58.990
2.51
60.145
-1.155
-1.92
12.57
Samsung SDI
215.398
12/08
3.06
247.421
-12.94
285.792
-38.371
-13.43
-23.55
Samsung SDS
95.530
12/08
0.57
103.081
-7.33
107.868
-4.787
-4.44
-0.12
Shinhan
36.473
12/08
0.19
32.259
13.06
31.804
0.455
1.43
18.37
S
SK Biopharmaceutical
66.608
12/08
7.04
53.192
25.22
58.312
-5.120
-8.78
-11.86
SK Holdings
92.834
12/08
0.73
105.710
-12.18
114.656
-8.946
-7.80
-6.18
L
SK Hynix
119.329
12/08
3.21
158.768
-24.84
119.408
39.360
32.96
63.68
SK Innovation
68.766
12/08
0.99
77.732
-11.54
76.505
1.227
1.60
-16.17
SK Telecom
36.608
12/08
-1.09
34.720
5.44
34.757
-0.037
-0.11
0.16
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
29/04/24
prc diff
⇓ Δ9
⇓ ∅-RS
Woori Financial
9.944
12/08
0.55
9.708
2.43
9.633
0.075
0.78
7.45
Kospi 50 - 50 out of 50 instruments rated - 1/07/24 / 29/04/24 - 25 did rise, Market-Ratio(9) in EUR = 50.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Euro * 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
2/01/06
12/06/06
161
- cash -
short
12/06/06
31/07/06
49
Samsung SDI
100
180,219
0.055
0.053
0.059
0.003
6
10,561
50
long
31/07/06
7/01/08
525
Korea Zinc
100
151,312
0.070
0.101
0.032
45
15,332
30
short
7/01/08
24/03/08
77
NCsoft
100
440,153
0.035
0.030
0.040
0.005
15
17,650
95
long
24/03/08
7/07/08
105
LG Electronics
100
240,028
0.074
0.073
-0.001
-1
17,502
-3
short
7/07/08
22/12/08
168
Lotte Chemical
100
405,681
0.043
0.030
0.062
0.019
44
25,233
121
long
22/12/08
8/08/11
959
NCsoft
100
905,594
0.028
0.205
0.177
635
185,513
114
short
8/08/11
10/10/11
63
LG Display
100
13,573,053
0.014
0.014
0.013
-0.000
-3
180,522
-15
long
10/10/11
19/12/11
70
SK Holdings
100
1,882,893
0.096
0.081
-0.015
-16
151,634
-60
short
19/12/11
23/01/12
35
Hyundai Heavy
100
831,896
0.182
0.209
0.155
-0.027
-15
129,110
-81
long
23/01/12
21/05/12
119
Samsung Electronics
100
8,413,408
0.015
0.016
0.001
6
136,299
18
short
21/05/12
23/07/12
63
SK Holdings
100
2,421,859
0.056
0.069
0.044
-0.012
-22
106,562
-76
long
23/07/12
20/10/14
819
Amorepacific Group
100
4,072,538
0.026
0.087
0.061
234
356,337
71
short
20/10/14
8/12/14
49
Hyundai Heavy
100
4,263,550
0.084
0.094
0.073
-0.011
-13
311,239
-64
long
8/12/14
6/07/15
210
Amorepacific Group
100
3,752,871
0.083
0.158
0.075
90
592,554
206
short
6/07/15
12/10/15
98
Daewoo SB&ME
100
55,655,786
0.011
0.005
0.022
0.012
109
1,241,124
1,470
long
12/10/15
2/04/18
903
Lotte Chemical
100
5,953,365
0.208
0.330
0.122
59
1,967,475
20
short
2/04/18
7/05/18
35
Kangwon Land
100
89,718,258
0.022
0.023
0.021
-0.001
-3
1,910,999
-26
long
7/05/18
2/07/18
56
LG HH & HC
100
1,885,821
1.013
1.075
0.062
6
2,028,140
47
short
2/07/18
27/08/18
56
LG Display
100
145,255,024
0.014
0.016
0.012
-0.002
-17
1,684,958
-70
long
27/08/18
29/10/18
63
Samsung BioLogics
100
4,794,624
0.351
0.280
-0.072
-20
1,340,778
-73
short
29/10/18
17/12/18
49
Amorepacific Group
100
28,078,371
0.048
0.052
0.044
-0.004
-9
1,221,409
-50
long
17/12/18
10/06/19
175
NCsoft
100
3,259,890
0.375
0.354
-0.020
-5
1,154,676
-11
short
10/06/19
22/07/19
42
Hanwha Life
100
481,366,959
0.002
0.002
0.003
0.000
13
1,299,691
180
long
22/07/19
26/08/19
35
Kia
100
39,937,054
0.033
0.031
-0.001
-4
1,248,682
-34
short
26/08/19
30/09/19
35
Hanmi Science
100
41,772,671
0.030
0.030
0.029
-0.000
-2
1,228,117
-16
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
30/09/19
24/02/20
147
Naver
100
10,208,229
0.120
0.139
0.019
16
1,420,813
44
short
24/02/20
18/05/20
84
Hanmi Science
100
61,990,569
0.023
0.021
0.026
0.003
12
1,586,959
62
long
18/05/20
16/08/21
455
Samsung BioLogics
100
3,550,587
0.447
0.718
0.271
61
2,549,472
46
short
16/08/21
25/10/21
70
NCsoft
100
4,440,492
0.574
0.459
0.718
0.144
25
3,188,274
221
long
25/10/21
29/11/21
35
Korea Zinc
100
7,551,526
0.422
0.375
-0.048
-11
2,828,729
-71
short
29/11/21
28/03/22
119
Amorepacific Group
100
87,824,689
0.032
0.032
0.032
0.000
0
2,836,737
1
long
28/03/22
20/06/22
84
Korea Aerospace
100
84,705,418
0.033
0.040
0.007
21
3,425,403
127
short
20/06/22
15/08/22
56
LG HH & HC
100
7,500,528
0.457
0.550
0.364
-0.093
-20
2,726,442
-77
long
15/08/22
3/10/22
49
Korea Aerospace
100
65,395,305
0.042
0.034
-0.007
-17
2,253,327
-76
short
3/10/22
14/11/22
42
Netmarble Games
100
61,762,233
0.036
0.035
0.038
0.001
3
2,322,260
30
long
14/11/22
12/08/24
637
Samsung SDI
100
4,186,799
0.555
0.215
-0.339
-61
901,829
-42
accum 12/06/06
12/08/24 6697
days out of 6858 invested (98%)
8,918
901,829
28
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
NCsoft short 7/01/08 24/03/08 77 0.03 0.03 0.04 0.01 15.12
long 22/12/08 8/08/11 959 0.03 0.20 0.18 635.19
long 17/12/18 10/06/19 175 0.37 0.35 -0.02 -5.46
short 16/08/21 25/10/21 70 0.57 0.46 0.72 0.14 25.06 900.59
Amorepacific Group long 23/07/12 20/10/14 819 0.03 0.09 0.06 234.39
long 8/12/14 6/07/15 210 0.08 0.16 0.07 90.39
short 29/10/18 17/12/18 49 0.05 0.05 0.04 -0.00 -8.90
short 29/11/21 28/03/22 119 0.03 0.03 0.03 0.00 0.28 481.60
Lotte Chemical short 7/07/08 22/12/08 168 0.04 0.03 0.06 0.02 44.17
long 12/10/15 2/04/18 903 0.21 0.33 0.12 58.52 128.55
Daewoo SB&ME short 6/07/15 12/10/15 98 0.01 0.01 0.02 0.01 109.45 109.45
Korea Zinc long 31/07/06 7/01/08 525 0.07 0.10 0.03 45.18
long 25/10/21 29/11/21 35 0.42 0.37 -0.05 -11.28 28.80
Samsung BioLogics long 27/08/18 29/10/18 63 0.35 0.28 -0.07 -20.43
long 18/05/20 16/08/21 455 0.45 0.72 0.27 60.65 27.84
Naver long 30/09/19 24/02/20 147 0.12 0.14 0.02 15.69 15.69
Hanwha Life short 10/06/19 22/07/19 42 0.00 0.00 0.00 0.00 12.56 12.56
Hanmi Science short 26/08/19 30/09/19 35 0.03 0.03 0.03 -0.00 -1.65
short 24/02/20 18/05/20 84 0.02 0.02 0.03 0.00 11.69 9.85
Samsung Electronics long 23/01/12 21/05/12 119 0.02 0.02 0.00 5.57 5.57
Netmarble Games short 3/10/22 14/11/22 42 0.04 0.04 0.04 0.00 3.06 3.06
Korea Aerospace long 28/03/22 20/06/22 84 0.03 0.04 0.01 20.75
long 15/08/22 3/10/22 49 0.04 0.03 -0.01 -17.35 -0.20
LG Electronics long 24/03/08 7/07/08 105 0.07 0.07 -0.00 -0.84 -0.84
Kangwon Land short 2/04/18 7/05/18 35 0.02 0.02 0.02 -0.00 -2.87 -2.87
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kia long 22/07/19 26/08/19 35 0.03 0.03 -0.00 -3.92 -3.92
LG HH & HC long 7/05/18 2/07/18 56 1.01 1.08 0.06 6.13
short 20/06/22 15/08/22 56 0.46 0.55 0.36 -0.09 -20.41 -15.53
LG Display short 8/08/11 10/10/11 63 0.01 0.01 0.01 -0.00 -2.69
short 2/07/18 27/08/18 56 0.01 0.02 0.01 -0.00 -16.92 -19.16
Hyundai Heavy short 19/12/11 23/01/12 35 0.18 0.21 0.16 -0.03 -14.85
short 20/10/14 8/12/14 49 0.08 0.09 0.07 -0.01 -12.66 -25.63
SK Holdings long 10/10/11 19/12/11 70 0.10 0.08 -0.02 -16.00
short 21/05/12 23/07/12 63 0.06 0.07 0.04 -0.01 -21.82 -34.33
Samsung SDI short 12/06/06 31/07/06 49 0.06 0.05 0.06 0.00 5.61
long 14/11/22 12/08/24 637 0.55 0.22 -0.34 -61.17 -58.99
Annotations
8/03/24 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
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
Samsung E&M
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
Bank.
write an annotation