Wed, Apr 1st, 2026, 10:23UTC
Assessment - Kospi 50 - 7/01/24 - RS = mixed
⇐
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
Δ26
⇓
Kospi 50
2,453.750
8/12/24
1.10
2,671.890
-8.16
2,483.320
188.570
7.59
8.25
L
SK Hynix
177,000.000
8/12/24
3.21
235,500.000
-24.84
141,500.000
94,000.000
66.43
61.90
KB Financial
82,500.000
8/12/24
0.73
79,600.000
3.64
54,100.000
25,500.000
47.13
35.15
Samsung F&M Ins
354,500.000
8/12/24
1.00
372,000.000
-4.70
263,000.000
109,000.000
41.44
23.68
L
Hyundai Motor
243,500.000
8/12/24
0.21
286,000.000
-14.86
203,500.000
82,500.000
40.54
34.51
L
Krafton
293,000.000
8/12/24
-0.51
273,500.000
7.13
195,800.000
77,700.000
39.68
39.53
Hana Financial
60,500.000
8/12/24
0.33
60,200.000
0.50
43,400.000
16,800.000
38.71
26.52
L
Hyundai Heavy
199,100.000
8/12/24
-1.44
159,900.000
24.52
120,900.000
39,000.000
32.26
18.78
Kia
102,100.000
8/12/24
0.20
128,600.000
-20.61
100,000.000
28,600.000
28.60
37.80
Samsung Life
89,700.000
8/12/24
-0.33
87,500.000
2.51
69,100.000
18,400.000
26.63
11.09
Hyundai Glovis
106,900.000
8/12/24
0.75
240,500.000
-55.55
191,500.000
49,000.000
25.59
5.39
L
Doosan Enerbility
18,340.000
8/12/24
3.67
19,950.000
-8.07
15,900.000
4,050.000
25.47
20.49
L
HD Hyundai Heavy
208,500.000
8/12/24
-1.65
155,100.000
34.43
127,000.000
28,100.000
22.13
8.84
Shinhan
54,100.000
8/12/24
0.19
47,850.000
13.06
40,150.000
7,700.000
19.18
18.60
IBK
13,480.000
8/12/24
0.37
13,850.000
-2.67
11,860.000
1,990.000
16.78
9.98
L
Amorepacific
120,600.000
8/12/24
1.34
167,100.000
-27.83
145,000.000
22,100.000
15.24
45.47
Woori Financial
14,750.000
8/12/24
0.55
14,400.000
2.43
13,000.000
1,400.000
10.77
7.69
Samsung C&T
142,600.000
8/12/24
1.06
140,800.000
1.28
129,500.000
11,300.000
8.73
6.18
L
LG Electronics
95,600.000
8/12/24
1.49
109,600.000
-12.77
101,800.000
7,800.000
7.66
-0.78
Posco International
50,700.000
8/12/24
2.94
63,700.000
-20.41
59,200.000
4,500.000
7.60
22.35
KT
38,000.000
8/12/24
-0.26
36,900.000
2.98
34,400.000
2,500.000
7.27
6.50
Hyundai Mobis
218,500.000
8/12/24
2.82
247,500.000
-11.72
237,000.000
10,500.000
4.43
1.84
Samsung Electronics
75,500.000
8/12/24
1.07
81,800.000
-7.70
78,500.000
3,300.000
4.20
7.07
Korea Electric Power
19,300.000
8/12/24
1.37
19,530.000
-1.18
18,900.000
630.000
3.33
1.23
SK Telecom
54,300.000
8/12/24
-1.09
51,500.000
5.44
50,100.000
1,400.000
2.79
2.41
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
Δ26
⇓
L
Korea Zinc
518,000.000
8/12/24
0.78
511,000.000
1.37
498,000.000
13,000.000
2.61
-0.32
L
LG HH & HC
340,500.000
8/12/24
0.59
361,500.000
-5.81
355,000.000
6,500.000
1.83
2.16
Samsung Elec-Mech
145,800.000
8/12/24
1.60
156,000.000
-6.54
153,200.000
2,800.000
1.83
4.37
S
KT & G
100,200.000
8/12/24
-0.40
87,300.000
14.78
86,900.000
400.000
0.46
-1.53
S
Samsung BioLogics
950,000.000
8/12/24
-1.04
759,000.000
25.16
760,000.000
-1,000.000
-0.13
-2.93
S
S-Oil
65,300.000
8/12/24
-0.61
68,200.000
-4.25
69,600.000
-1,400.000
-2.01
-7.17
L
HMM
17,570.000
8/12/24
1.15
19,690.000
-10.77
20,600.000
-910.000
-4.42
2.19
S
LG
78,800.000
8/12/24
1.03
80,500.000
-2.11
85,900.000
-5,400.000
-6.29
-4.11
Celltrion
200,000.000
8/12/24
2.04
184,100.000
8.64
201,500.000
-17,400.000
-8.64
8.08
Samsung SDS
141,700.000
8/12/24
0.57
152,900.000
-7.33
170,000.000
-17,100.000
-10.06
1.66
SK Holdings
137,700.000
8/12/24
0.73
156,800.000
-12.18
178,000.000
-21,200.000
-11.91
9.27
L
Hybe
172,100.000
8/12/24
-0.06
200,500.000
-14.16
241,500.000
-41,000.000
-16.98
-10.09
SK Innovation
102,000.000
8/12/24
0.99
115,300.000
-11.54
140,300.000
-25,000.000
-17.82
-19.46
S
LG Energy Solution
328,500.000
8/12/24
2.02
347,000.000
-5.33
429,500.000
-82,500.000
-19.21
-22.61
Samsung SDI
319,500.000
8/12/24
3.06
367,000.000
-12.94
472,000.000
-105,000.000
-22.25
-19.22
L
NCsoft
183,600.000
8/12/24
0.33
184,100.000
-0.27
240,500.000
-56,400.000
-23.45
-17.29
S
SK Biopharmaceutical
98,800.000
8/12/24
7.04
78,900.000
25.22
103,100.000
-24,200.000
-23.47
-10.35
S
Posco Future M
208,000.000
8/12/24
1.22
269,000.000
-22.68
352,000.000
-83,000.000
-23.58
-19.30
S
Kakao
37,100.000
8/12/24
0.27
41,000.000
-9.51
54,300.000
-13,300.000
-24.49
-14.19
S
KakaoBank
21,850.000
8/12/24
1.39
21,000.000
4.05
28,000.000
-7,000.000
-25.00
-16.23
S
Posco Holdings
327,500.000
8/12/24
0.61
370,500.000
-11.61
499,500.000
-129,000.000
-25.83
-18.97
Lotte Chemical
81,500.000
8/12/24
2.13
112,800.000
-27.75
153,200.000
-40,400.000
-26.37
-17.35
S
Naver
160,300.000
8/12/24
-2.08
162,900.000
-1.60
224,000.000
-61,100.000
-27.28
-16.88
LG Chemical
290,000.000
8/12/24
1.40
355,500.000
-18.42
499,000.000
-143,500.000
-28.76
-26.46
S
KakaoPay
24,950.000
8/12/24
2.67
27,200.000
-8.27
49,750.000
-22,550.000
-45.33
-32.68
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
Δ26
⇓
EcoPro Materials
85,600.000
8/12/24
2.76
97,200.000
-11.93
199,900.000
-102,700.000
-51.38
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 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
1/02/06 6/05/06 154 - cash -
short
6/05/06
7/24/06
49
NCsoft
100
200
49.800
41.200
60.195
10.395
21
12,079
310
7/24/06 9/11/06 49 - cash -
long
9/11/06
1/08/07
119
Korea Zinc
100
144
83.500
86.900
3.400
4
12,569
13
1/08/07 1/15/07 7 - cash -
1/15/07
1/22/07
7
LG HH & HC
100
106
118.500
119.000
0.500
0
12,622
25
1/22/07 4/09/07 77 - cash -
4/09/07
10/22/07
196
Hyundai Heavy
100
62
201.155
456.909
255.754
127
28,478
361
10/22/07 10/29/07 7 - cash -
10/29/07
12/10/07
42
Hyundai Heavy
100
58
484.688
404.705
-79.983
-17
23,839
-79
12/10/07 12/17/07 7 - cash -
12/17/07
12/24/07
7
Hyundai Heavy
100
58
404.226
431.095
26.869
7
25,398
2,766
12/24/07 1/07/08 14 - cash -
short
1/07/08
1/14/08
7
NCsoft
100
525
48.300
48.250
48.350
0.050
0
25,424
6
1/14/08 1/21/08 7 - cash -
1/21/08
3/17/08
56
NCsoft
100
527
48.200
43.500
53.408
5.208
11
28,169
95
3/17/08 4/28/08 42 - cash -
long
4/28/08
7/07/08
70
LG Electronics
100
186
151.000
120.000
-31.000
-21
22,403
-70
short
6/23/08
8/18/08
56
Lotte Chemical
100
278
80.500
70.900
91.400
10.900
14
25,433
129
8/18/08 8/25/08 7 - cash -
8/25/08
9/01/08
7
Hyundai Heavy
100
109
233.327
215.304
252.859
19.532
8
27,562
6,514
9/01/08 9/22/08 21 - cash -
9/22/08
9/29/08
7
Kangwon Land
100
1,920
14.350
14.450
14.250
-0.100
-1
27,370
-31
9/29/08 10/06/08 7 - cash -
10/06/08
12/15/08
70
Daewoo SB&ME
100
1,227
22.300
18.800
26.452
4.152
19
32,464
144
12/15/08 2/02/09 49 - cash -
long
2/02/09
2/16/09
14
NCsoft
100
501
64.700
74.400
9.700
15
37,323
3,717
2/16/09 3/02/09 14 - cash -
short
3/02/09
3/09/09
7
IBK
100
6,664
5.600
5.360
5.851
0.251
4
38,994
881
long
12/21/09
294
NCsoft
100
550
67.800
155.500
87.700
129
87,229
180
short
11/16/09
11/30/09
14
Daewoo SB&ME
100
5,401
16.150
14.350
18.176
2.026
13
98,170
2,078
12/21/09 1/11/10 21 - cash -
long
1/11/10
1/18/10
7
SK Hynix
100
4,090
24.000
25.900
1.900
8
105,941
5,213
1/18/10 2/08/10 21 - cash -
short
2/08/10
3/01/10
21
Samsung Heavy
100
4,566
23.200
24.650
21.750
-1.450
-6
99,321
-67
3/01/10 3/08/10 7 - cash -
long
3/08/10
3/15/10
7
Lotte Chemical
100
797
124.500
121.500
-3.000
-2
96,930
-72
3/15/10 4/05/10 21 - cash -
4/05/10
6/07/10
63
Kia
100
3,589
27.000
32.350
5.350
20
116,131
185
6/07/10 6/14/10 7 - cash -
6/14/10
7/05/10
21
Kia
100
3,640
31.900
32.550
0.650
2
118,497
42
7/05/10 7/26/10 21 - cash -
7/26/10
2/14/11
203
Lotte Chemical
100
709
167.000
342.000
175.000
105
242,572
263
2/14/11 3/07/11 21 - cash -
short
3/07/11
3/21/11
14
Korea Electric Power
100
8,967
27.050
26.550
27.559
0.509
2
247,140
63
3/21/11 5/02/11 42 - cash -
long
5/02/11
7/18/11
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
7/18/11 7/25/11 7 - cash -
7/25/11
8/01/11
7
S-Oil
100
1,546
153.000
156.500
3.500
2
242,053
225
8/01/11 8/08/11 7 - cash -
short
8/08/11
10/03/11
56
LG Display
100
11,609
20.850
20.050
21.682
0.832
4
251,711
29
10/03/11 12/12/11 70 - cash -
long
12/12/11
12/19/11
7
KT & G
100
3,014
83.500
80.200
-3.300
-4
241,764
-88
short
12/19/11
1/09/12
21
Hyundai Heavy
100
879
275.000
289.000
261.000
-14.000
-5
229,458
-60
long
1/02/12
1/30/12
28
KT & G
100
2,893
79.300
76.700
-2.600
-3
221,937
-35
1/30/12 2/06/12 7 - cash -
2/06/12
4/30/12
84
Samsung Electronics
100
10,448
21.240
28.200
6.960
33
294,655
243
4/30/12 5/14/12 14 - cash -
short
5/14/12
7/09/12
56
SK Holdings
100
3,192
92.300
103.000
81.600
-10.700
-12
260,500
-55
7/09/12 8/27/12 49 - cash -
long
8/27/12
11/12/12
77
Amorepacific Group
100
6,037
43.150
50.000
6.850
16
301,854
101
11/12/12 1/21/13 70 - cash -
1/21/13
2/04/13
14
Korea Electric Power
100
8,774
34.400
32.950
-1.450
-4
289,132
-67
2/04/13 2/18/13 14 - cash -
2/18/13
3/18/13
28
Coway
100
6,036
47.900
47.350
-0.550
-1
285,812
-14
3/18/13 4/15/13 28 - cash -
short
4/15/13
4/29/13
14
Lotte Chemical
100
1,758
162.500
159.500
165.556
3.056
2
291,185
63
4/29/13 6/24/13 56 - cash -
6/24/13
7/15/13
21
Lotte Chemical
100
2,274
128.000
146.500
109.500
-18.500
-14
249,116
-93
7/15/13 7/29/13 14 - cash -
long
7/29/13
8/12/13
14
Coway
100
4,251
58.600
59.300
0.700
1
252,092
36
8/12/13 9/09/13 28 - cash -
9/09/13
12/16/13
98
Naver
100
2,593
97.200
141.600
44.400
46
367,221
306
12/16/13 1/27/14 42 - cash -
short
1/27/14
2/03/14
7
Samsung Elec-Mech
100
5,408
67.900
65.200
70.712
2.812
4
382,427
730
2/03/14 5/05/14 91 - cash -
long
5/05/14
5/12/14
7
Naver
100
2,587
147.800
143.800
-4.000
-3
372,079
-76
5/12/14 5/19/14 7 - cash -
5/19/14
7/21/14
63
Amorepacific Group
100
6,150
60.500
82.900
22.400
37
509,839
520
7/21/14 7/28/14 7 - cash -
7/28/14
10/06/14
70
Amorepacific Group
100
6,091
83.700
116.400
32.700
39
709,015
458
10/06/14 10/13/14 7 - cash -
short
10/13/14
11/03/14
21
Daewoo SB&ME
100
41,829
16.950
18.800
15.100
-1.850
-11
631,631
-87
11/03/14 4/20/15 168 - cash -
long
4/20/15
6/08/15
49
Amorepacific
100
1,617
390.500
399.500
9.000
2
646,184
18
6/08/15 6/15/15 7 - cash -
short
6/15/15
8/03/15
49
Daewoo SB&ME
100
45,030
14.350
7.010
29.376
15.026
105
1,322,782
20,679
8/03/15 8/24/15 21 - cash -
8/24/15
8/31/15
7
Daewoo SB&ME
100
230,049
5.750
6.730
4.770
-0.980
-17
1,097,334
-100
8/31/15 9/07/15 7 - cash -
9/07/15
9/14/15
7
Daewoo SB&ME
100
168,045
6.530
7.190
5.870
-0.660
-10
986,425
-100
9/14/15 10/26/15 42 - cash -
long
10/26/15
11/09/15
14
Lotte Chemical
100
3,449
286.000
231.500
-54.500
-19
798,454
-100
11/09/15 11/30/15 21 - cash -
11/30/15
12/07/15
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
12/07/15 12/21/15 14 - cash -
short
12/21/15
12/28/15
7
Daewoo SB&ME
100
147,997
5.200
5.150
5.251
0.050
1
777,063
66
12/28/15 1/18/16 21 - cash -
1/18/16
2/01/16
14
Daewoo SB&ME
100
161,719
4.805
4.105
5.624
0.819
17
909,575
5,965
2/01/16 3/21/16 49 - cash -
long
3/21/16
3/28/16
7
SK Innovation
100
5,580
163.000
162.000
-1.000
-1
903,995
-27
3/28/16 4/11/16 14 - cash -
4/11/16
5/30/16
49
SK Innovation
100
5,317
170.000
164.500
-5.500
-3
874,752
-22
5/30/16 6/20/16 21 - cash -
short
6/20/16
7/04/16
14
Samsung SDS
100
5,736
152.500
142.000
163.776
11.276
7
939,433
542
7/04/16 9/05/16 63 - cash -
long
9/05/16
9/12/16
7
Hyundai Heavy
100
6,615
142.000
133.500
-8.500
-6
883,206
-96
9/12/16 9/26/16 14 - cash -
9/26/16
11/21/16
56
Samsung Card
100
17,558
50.300
44.350
-5.950
-12
778,736
-56
11/21/16 2/27/17 98 - cash -
2/27/17
3/20/17
21
SK Hynix
100
16,929
46.000
47.600
1.600
3
805,822
81
3/20/17 4/17/17 28 - cash -
4/17/17
9/04/17
140
NCsoft
100
2,241
359.500
411.500
52.000
14
922,354
42
9/04/17 9/11/17 7 - cash -
short
9/11/17
10/02/17
21
Korea Aerospace
100
20,072
45.950
43.700
48.316
2.366
5
969,841
139
10/02/17 11/20/17 49 - cash -
long
11/20/17
2/05/18
77
Hanmi Science
100
8,324
116.500
95.400
-21.100
-18
794,204
-61
2/05/18 2/12/18 7 - cash -
short
2/12/18
2/19/18
7
Korea Electric Power
100
23,324
34.050
33.100
35.027
0.977
3
816,999
337
2/19/18 3/05/18 14 - cash -
3/05/18
3/12/18
7
Korea Electric Power
100
25,138
32.500
33.100
31.900
-0.600
-2
801,916
-62
3/12/18 3/26/18 14 - cash -
3/26/18
4/02/18
7
Korea Electric Power
100
25,994
30.850
33.250
28.450
-2.400
-8
739,530
-99
4/02/18 7/02/18 91 - cash -
7/02/18
7/09/18
7
LG Display
100
40,745
18.150
18.850
17.450
-0.700
-4
711,009
-87
7/09/18 7/16/18 7 - cash -
7/16/18
7/30/18
14
Hyundai Heavy
100
7,322
97.100
107.500
86.700
-10.400
-11
634,860
-95
7/30/18 10/29/18 91 - cash -
10/29/18
11/19/18
21
Amorepacific Group
100
10,256
61.900
61.400
62.404
0.504
1
640,030
15
11/19/18 11/26/18 7 - cash -
11/26/18
12/03/18
7
Amorepacific Group
100
10,273
62.300
65.800
58.800
-3.500
-6
604,075
-95
12/03/18 2/04/19 63 - cash -
long
2/04/19
3/25/19
49
NCsoft
100
1,274
474.000
478.500
4.500
1
609,808
7
3/25/19 4/08/19 14 - cash -
4/08/19
4/29/19
21
NCsoft
100
1,223
498.500
511.000
12.500
3
625,095
54
4/29/19 5/13/19 14 - cash -
short
5/13/19
7/01/19
49
Samsung BioLogics
100
2,193
285.000
321.000
249.000
-36.000
-13
546,147
-63
7/01/19 7/29/19 28 - cash -
7/29/19
8/12/19
14
Hanwha Life
100
217,588
2.510
2.345
2.687
0.177
7
584,573
489
8/12/19 11/11/19 91 - cash -
long
11/11/19
12/09/19
28
Kakao
100
18,979
30.800
30.300
-0.500
-2
575,084
-19
12/09/19 12/16/19 7 - cash -
12/16/19
1/06/20
21
Naver
100
3,203
179.500
180.500
1.000
1
578,287
10
1/06/20 1/13/20 7 - cash -
1/13/20
1/20/20
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
2/10/20
28
Hanmi Science
100
15,718
36.800
34.800
38.915
2.115
6
611,529
107
long
1/27/20
2/03/20
7
Samsung BioLogics
100
1,266
483.000
479.500
-3.500
-1
607,098
-32
2/10/20 2/24/20 14 - cash -
short
2/24/20
4/27/20
63
Hanmi Science
100
20,036
30.300
27.900
32.907
2.607
9
659,321
61
4/27/20 6/08/20 42 - cash -
long
6/08/20
6/15/20
7
Samsung BioLogics
100
992
664.000
808.000
144.000
22
802,169
> 999,999
6/15/20 6/22/20 7 - cash -
6/22/20
5/03/21
315
Samsung BioLogics
100
1,011
793.000
773.000
-20.000
-3
781,949
-3
5/03/21 5/10/21 7 - cash -
5/10/21
5/17/21
7
Hyundai Steel
100
13,010
60.100
54.900
-5.200
-9
714,297
-99
5/17/21 5/31/21 14 - cash -
5/31/21
7/26/21
56
Hanwha Life
100
185,531
3.850
3.405
-0.445
-12
631,736
-55
7/26/21 8/09/21 14 - cash -
short
8/09/21
9/06/21
28
Celltrion
100
2,374
266.000
278.500
253.500
-12.500
-5
602,061
-47
long
8/16/21
7
Kakao
100
4,270
148.000
146.000
-2.000
-1
593,521
-51
9/06/21 9/13/21 7 - cash -
short
9/13/21
9/27/21
14
NCsoft
100
1,004
591.000
583.000
599.110
8.110
1
601,663
43
9/27/21 10/04/21 7 - cash -
10/04/21
10/18/21
14
NCsoft
100
1,011
595.000
596.000
594.000
-1.000
0
600,652
-4
10/18/21 11/22/21 35 - cash -
11/22/21
11/29/21
7
LG HH & HC
100
513
1,170.000
1,113.000
1,229.919
59.919
5
631,391
1,252
11/29/21 12/13/21 14 - cash -
12/13/21
12/27/21
14
Celltrion
100
3,079
205.000
204.000
206.005
1.005
0
634,485
14
12/27/21 1/31/22 35 - cash -
1/31/22
2/28/22
28
Celltrion
100
4,201
151.000
159.500
142.500
-8.500
-6
598,776
-53
2/28/22 3/07/22 7 - cash -
3/07/22
3/14/22
7
NCsoft
100
1,410
424.500
444.500
404.500
-20.000
-5
570,576
-92
3/14/22 5/09/22 56 - cash -
long
5/09/22
5/23/22
14
Korea Aerospace
100
11,692
48.800
48.850
0.050
0
571,161
3
5/23/22 5/30/22 7 - cash -
5/30/22
6/13/22
14
Korea Aerospace
100
11,026
51.800
58.100
6.300
12
640,625
1,893
6/13/22 6/20/22 7 - cash -
short
6/20/22
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 9/26/22 49 - cash -
9/26/22
10/31/22
35
Netmarble Games
100
9,138
54.500
44.600
66.598
12.098
22
608,618
709
10/31/22 12/26/22 56 - cash -
long
12/26/22
2/20/23
56
Samsung Life
100
8,303
73.300
67.100
-6.200
-8
557,139
-44
2/20/23 3/06/23 14 - cash -
3/06/23
3/13/23
7
Samsung SDI
100
713
781.000
738.000
-43.000
-6
526,480
-95
3/13/23 4/10/23 28 - cash -
4/10/23
4/17/23
7
Posco Holdings
100
1,321
398.500
423.500
25.000
6
559,505
2,287
4/17/23 7/10/23 84 - cash -
short
7/10/23
7/24/23
14
LG HH & HC
100
1,271
440.000
432.500
447.630
7.630
2
569,203
57
7/24/23 10/30/23 98 - cash -
10/30/23
11/06/23
7
LG HH & HC
100
1,830
311.000
348.500
273.500
-37.500
-12
500,578
-100
11/06/23 11/27/23 21 - cash -
long
11/27/23
12/18/23
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
12/18/23 1/01/24 14 - cash -
1/01/24
1/08/24
7
SK Hynix
100
3,488
141.500
136.000
-5.500
-4
474,502
-87
1/08/24 1/15/24 7 - cash -
1/15/24
1/22/24
7
Samsung SDS
100
2,766
171.500
164.700
-6.800
-4
455,693
-88
1/22/24 1/29/24 7 - cash -
1/29/24
4/01/24
63
Hankook Tire
100
9,132
49.900
54.300
4.400
9
495,874
63
4/01/24 4/15/24 14 - cash -
short
4/15/24
4/22/24
7
NCsoft
100
2,913
170.200
170.400
170.000
-0.200
0
495,291
-6
long
4/22/24
5/13/24
21
SK Hynix
100
2,886
171.600
183.800
12.200
7
530,500
230
5/13/24 4/01/26 688 - cash -
accum 6/05/06
5/13/24 3801
days out of 7394 invested (51%)
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 6/05/06 7/24/06 49 49.80 41.20 60.20 10.40 20.87 short 1/07/08 1/14/08 7 48.30 48.25 48.35 0.05 0.10 short 1/21/08 3/17/08 56 48.20 43.50 53.41 5.21 10.80 long 2/02/09 2/16/09 14 64.70 74.40 9.70 14.99 long 3/02/09 12/21/09 294 67.80 155.50 87.70 129.35 long 4/17/17 9/04/17 140 359.50 411.50 52.00 14.46 long 2/04/19 3/25/19 49 474.00 478.50 4.50 0.95 long 4/08/19 4/29/19 21 498.50 511.00 12.50 2.51 short 9/13/21 9/27/21 14 591.00 583.00 599.11 8.11 1.37 short 10/04/21 10/18/21 14 595.00 596.00 594.00 -1.00 -0.17 short 3/07/22 3/14/22 7 424.50 444.50 404.50 -20.00 -4.71 short 4/15/24 4/22/24 7 170.20 170.40 170.00 -0.20 -0.12 303.42 Daewoo SB&ME short 10/06/08 12/15/08 70 22.30 18.80 26.45 4.15 18.62 short 11/16/09 11/30/09 14 16.15 14.35 18.18 2.03 12.54 short 10/13/14 11/03/14 21 16.95 18.80 15.10 -1.85 -10.91 short 6/15/15 8/03/15 49 14.35 7.01 29.38 15.03 104.71 short 8/24/15 8/31/15 7 5.75 6.73 4.77 -0.98 -17.04 short 9/07/15 9/14/15 7 6.53 7.19 5.87 -0.66 -10.11 short 12/21/15 12/28/15 7 5.20 5.15 5.25 0.05 0.97 short 1/18/16 2/01/16 14 4.81 4.11 5.62 0.82 17.05 114.57 Amorepacific Group long 8/27/12 11/12/12 77 43.15 50.00 6.85 15.87 long 5/19/14 7/21/14 63 60.50 82.90 22.40 37.02 long 7/28/14 10/06/14 70 83.70 116.40 32.70 39.07 short 10/29/18 11/19/18 21 61.90 61.40 62.40 0.50 0.81 short 11/26/18 12/03/18 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 4/09/07 10/22/07 196 201.16 456.91 255.75 127.14 long 10/29/07 12/10/07 42 484.69 404.71 -79.98 -16.50 long 12/17/07 12/24/07 7 404.23 431.10 26.87 6.65 short 8/25/08 9/01/08 7 233.33 215.30 252.86 19.53 8.37 short 12/19/11 1/09/12 21 275.00 289.00 261.00 -14.00 -5.09 long 9/05/16 9/12/16 7 142.00 133.50 -8.50 -5.99 short 7/16/18 7/30/18 14 97.10 107.50 86.70 -10.40 -10.71 74.64 Lotte Chemical short 6/23/08 8/18/08 56 80.50 70.90 91.40 10.90 13.54 long 3/08/10 3/15/10 7 124.50 121.50 -3.00 -2.41 long 7/26/10 2/14/11 203 167.00 342.00 175.00 104.79 short 4/15/13 4/29/13 14 162.50 159.50 165.56 3.06 1.88 short 6/24/13 7/15/13 21 128.00 146.50 109.50 -18.50 -14.45 long 10/26/15 11/09/15 14 286.00 231.50 -54.50 -19.06 60.08 Naver long 9/09/13 12/16/13 98 97.20 141.60 44.40 45.68 long 5/05/14 5/12/14 7 147.80 143.80 -4.00 -2.71 long 12/16/19 1/06/20 21 179.50 180.50 1.00 0.56 long 1/13/20 1/20/20 7 180.50 180.50 0.00 0.00 42.53 Samsung Electronics long 2/06/12 4/30/12 84 21.24 28.20 6.96 32.77 32.77 Kia long 4/05/10 6/07/10 63 27.00 32.35 5.35 19.81 long 6/14/10 7/05/10 21 31.90 32.55 0.65 2.04 22.26 Netmarble Games short 9/26/22 10/31/22 35 54.50 44.60 66.60 12.10 22.20 22.20 Korea Aerospace short 9/11/17 10/02/17 21 45.95 43.70 48.32 2.37 5.15 long 5/09/22 5/23/22 14 48.80 48.85 0.05 0.10 long 5/30/22 6/13/22 14 51.80 58.10 6.30 12.16 18.06 SK Hynix long 1/11/10 1/18/10 7 24.00 25.90 1.90 7.92 long 2/27/17 3/20/17 21 46.00 47.60 1.60 3.48 long 11/27/23 12/18/23 21 130.70 128.90 -1.80 -1.38 long 1/01/24 1/08/24 7 141.50 136.00 -5.50 -3.89 long 4/22/24 5/13/24 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 1/29/24 4/01/24 63 49.90 54.30 4.40 8.82 8.82 Posco Holdings long 4/10/23 4/17/23 7 398.50 423.50 25.00 6.27 6.27 IBK short 3/02/09 3/09/09 7 5.60 5.36 5.85 0.25 4.48 4.48 Samsung Elec-Mech short 1/27/14 2/03/14 7 67.90 65.20 70.71 2.81 4.14 4.14 Korea Zinc long 9/11/06 1/08/07 119 83.50 86.90 3.40 4.07 4.07 Samsung SDS short 6/20/16 7/04/16 14 152.50 142.00 163.78 11.28 7.39 long 1/15/24 1/22/24 7 171.50 164.70 -6.80 -3.97 3.14 Samsung BioLogics short 5/13/19 7/01/19 49 285.00 321.00 249.00 -36.00 -12.63 long 1/27/20 2/03/20 7 483.00 479.50 -3.50 -0.72 long 6/08/20 6/15/20 7 664.00 808.00 144.00 21.69 long 6/22/20 5/03/21 315 793.00 773.00 -20.00 -2.52 2.88 Amorepacific long 4/20/15 6/08/15 49 390.50 399.50 9.00 2.30 2.30 Coway long 2/18/13 3/18/13 28 47.90 47.35 -0.55 -1.15 long 7/29/13 8/12/13 14 58.60 59.30 0.70 1.19 0.03 LG Display short 8/08/11 10/03/11 56 20.85 20.05 21.68 0.83 3.99 short 7/02/18 7/09/18 7 18.15 18.85 17.45 -0.70 -3.86 -0.02 Kangwon Land short 9/22/08 9/29/08 7 14.35 14.45 14.25 -0.10 -0.70 -0.70 S-Oil long 5/02/11 7/18/11 77 153.00 146.50 -6.50 -4.25 long 7/25/11 8/01/11 7 153.00 156.50 3.50 2.29 -2.06 Kakao long 11/11/19 12/09/19 28 30.80 30.30 -0.50 -1.62 long 8/09/21 8/16/21 7 148.00 146.00 -2.00 -1.35 -2.95 LG Chemical long 11/30/15 12/07/15 7 318.00 306.50 -11.50 -3.62 -3.62 SK Innovation long 3/21/16 3/28/16 7 163.00 162.00 -1.00 -0.61 long 4/11/16 5/30/16 49 170.00 164.50 -5.50 -3.24 -3.83 Hanwha Life short 7/29/19 8/12/19 14 2.51 2.35 2.69 0.18 7.04 long 5/31/21 7/26/21 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 3/06/23 3/13/23 7 781.00 738.00 -43.00 -5.51 -5.51 Hanmi Science long 11/20/17 2/05/18 77 116.50 95.40 -21.10 -18.11 short 1/13/20 2/10/20 28 36.80 34.80 38.91 2.11 5.75 short 2/24/20 4/27/20 63 30.30 27.90 32.91 2.61 8.60 -5.96 Samsung Heavy short 2/08/10 3/01/10 21 23.20 24.65 21.75 -1.45 -6.25 -6.25 KT & G long 12/12/11 12/19/11 7 83.50 80.20 -3.30 -3.95 long 1/02/12 1/30/12 28 79.30 76.70 -2.60 -3.28 -7.10 Samsung Life long 12/26/22 2/20/23 56 73.30 67.10 -6.20 -8.46 -8.46 Hyundai Steel long 5/10/21 5/17/21 7 60.10 54.90 -5.20 -8.65 -8.65 Korea Electric Power short 3/07/11 3/21/11 14 27.05 26.55 27.56 0.51 1.88 long 1/21/13 2/04/13 14 34.40 32.95 -1.45 -4.22 short 2/12/18 2/19/18 7 34.05 33.10 35.03 0.98 2.87 short 3/05/18 3/12/18 7 32.50 33.10 31.90 -0.60 -1.85 short 3/26/18 4/02/18 7 30.85 33.25 28.45 -2.40 -7.78 -9.13 Celltrion short 8/09/21 9/06/21 28 266.00 278.50 253.50 -12.50 -4.70 short 12/13/21 12/27/21 14 205.00 204.00 206.00 1.00 0.49 short 1/31/22 2/28/22 28 151.00 159.50 142.50 -8.50 -5.63 -9.62 SK Holdings short 5/14/12 7/09/12 56 92.30 103.00 81.60 -10.70 -11.59 -11.59 Samsung Card long 9/26/16 11/21/16 56 50.30 44.35 -5.95 -11.83 -11.83 LG Electronics long 4/28/08 7/07/08 70 151.00 120.00 -31.00 -20.53 -20.53 LG HH & HC long 1/15/07 1/22/07 7 118.50 119.00 0.50 0.42 short 11/22/21 11/29/21 7 1,170.00 1,113.00 1,229.92 59.92 5.12 short 6/20/22 8/08/22 49 620.00 758.00 482.00 -138.00 -22.26 short 7/10/23 7/24/23 14 440.00 432.50 447.63 7.63 1.73 short 10/30/23 11/06/23 7 311.00 348.50 273.50 -37.50 -12.06 -26.58
Annotations
3/08/24 Kospi 50 Component update: 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 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
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