Assessment - Kospi 50 in Pound sterling - 7/01/24 - RS = 8
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
⇓ Δ8
∅-RS
Kospi 50
1.404
8/12/24
1.10
1.528
-8.16
1.475
0.053
3.62
6.94
L
SK Hynix
101.247
8/12/24
3.21
134.710
-24.84
101.738
32.971
32.41
61.56
L
Amorepacific
68.985
8/12/24
1.34
95.584
-27.83
99.095
-3.511
-3.54
24.41
L
Krafton
167.600
8/12/24
-0.51
156.446
7.13
147.438
9.008
6.11
32.22
Kia
58.403
8/12/24
0.20
73.561
-20.61
66.905
6.656
9.95
30.18
KB Financial
47.191
8/12/24
0.73
45.532
3.64
43.292
2.241
5.18
30.19
L
Hyundai Motor
139.286
8/12/24
0.21
163.596
-14.86
141.564
22.032
15.56
31.34
Hana Financial
34.607
8/12/24
0.33
34.435
0.50
34.069
0.366
1.07
23.63
Samsung F&M Ins
202.779
8/12/24
1.00
212.790
-4.70
176.808
35.981
20.35
30.13
Posco International
29.001
8/12/24
2.94
36.437
-20.41
27.109
9.329
34.41
8.03
L
Doosan Enerbility
10.491
8/12/24
3.67
11.412
-8.07
9.722
1.690
17.39
16.90
L
Hyundai Heavy
113.888
8/12/24
-1.44
91.465
24.52
75.364
16.101
21.37
31.60
Shinhan
30.946
8/12/24
0.19
27.371
13.06
27.285
0.086
0.32
16.87
Samsung Life
51.310
8/12/24
-0.33
50.051
2.51
49.224
0.827
1.68
11.15
IBK
7.711
8/12/24
0.37
7.922
-2.67
8.024
-0.102
-1.27
10.16
SK Holdings
78.766
8/12/24
0.73
89.692
-12.18
94.278
-4.586
-4.86
-7.36
L
HD Hyundai Heavy
119.265
8/12/24
-1.65
88.720
34.43
78.477
10.243
13.05
20.09
Celltrion
114.403
8/12/24
2.04
105.308
8.64
111.019
-5.711
-5.14
5.73
Woori Financial
8.437
8/12/24
0.55
8.237
2.43
8.300
-0.063
-0.76
6.11
Samsung Electronics
43.187
8/12/24
1.07
46.791
-7.70
45.582
1.208
2.65
7.22
KT
21.737
8/12/24
-0.26
21.107
2.98
20.265
0.842
4.15
3.61
Samsung C&T
81.569
8/12/24
1.06
80.540
1.28
85.761
-5.221
-6.09
9.00
Hyundai Glovis
61.148
8/12/24
0.75
137.570
-55.55
107.671
29.899
27.77
27.87
Samsung Elec-Mech
83.400
8/12/24
1.60
89.234
-6.54
88.756
0.478
0.54
3.45
SK Telecom
31.060
8/12/24
-1.09
29.459
5.44
29.840
-0.381
-1.28
-1.07
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
⇓ Δ8
∅-RS
L
HMM
10.050
8/12/24
1.15
11.263
-10.77
8.993
2.270
25.24
10.05
L
LG HH & HC
194.771
8/12/24
0.59
206.783
-5.81
253.758
-46.974
-18.51
-9.45
Hyundai Mobis
124.985
8/12/24
2.82
141.574
-11.72
132.753
8.821
6.64
2.68
Samsung SDS
81.055
8/12/24
0.57
87.461
-7.33
93.279
-5.818
-6.24
-1.36
Korea Electric Power
11.040
8/12/24
1.37
11.171
-1.18
12.482
-1.311
-10.50
-4.19
L
Korea Zinc
296.304
8/12/24
0.78
292.300
1.37
271.967
20.332
7.48
1.28
L
LG Electronics
54.685
8/12/24
1.49
62.693
-12.77
54.276
8.417
15.51
4.27
S
KT & G
57.316
8/12/24
-0.40
49.937
14.78
54.100
-4.163
-7.69
-5.18
S
Samsung BioLogics
543.414
8/12/24
-1.04
434.159
25.16
452.887
-18.728
-4.14
-4.02
S
LG
45.075
8/12/24
1.03
46.047
-2.11
45.289
0.758
1.67
-7.79
S
S-Oil
37.353
8/12/24
-0.61
39.011
-4.25
41.294
-2.283
-5.53
-9.14
L
Hybe
98.444
8/12/24
-0.06
114.689
-14.16
119.536
-4.847
-4.06
-14.00
S
SK Biopharmaceutical
56.515
8/12/24
7.04
45.132
25.22
50.869
-5.737
-11.28
-12.94
S
Kakao
21.222
8/12/24
0.27
23.453
-9.51
28.900
-5.448
-18.85
-20.14
S
KakaoBank
12.499
8/12/24
1.39
12.012
4.05
14.861
-2.849
-19.17
-20.38
S
Naver
91.694
8/12/24
-2.08
93.181
-1.60
114.309
-21.127
-18.48
-21.50
L
NCsoft
105.022
8/12/24
0.33
105.308
-0.27
105.556
-0.248
-0.24
-20.57
Lotte Chemical
46.619
8/12/24
2.13
64.523
-27.75
63.674
0.849
1.33
-18.30
S
Posco Holdings
187.335
8/12/24
0.61
211.932
-11.61
237.017
-25.085
-10.58
-22.20
Samsung SDI
182.759
8/12/24
3.06
209.930
-12.94
257.282
-47.353
-18.40
-24.46
S
Posco Future M
118.979
8/12/24
1.22
153.872
-22.68
164.766
-10.894
-6.61
-20.30
SK Innovation
58.346
8/12/24
0.99
65.953
-11.54
64.379
1.574
2.44
-17.15
S
LG Energy Solution
187.907
8/12/24
2.02
198.489
-5.33
229.674
-31.185
-13.58
-22.60
LG Chemical
165.884
8/12/24
1.40
203.351
-18.42
237.017
-33.665
-14.20
-28.26
S
KakaoPay
14.272
8/12/24
2.67
15.559
-8.27
21.029
-5.470
-26.01
-37.48
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
5/06/24
prc diff
⇓ Δ8
∅-RS
EcoPro Materials
48.964
8/12/24
2.76
55.600
-11.93
64.497
-8.897
-13.79
-na-
Kospi 50 - 50 out of 50 instruments rated - 7/01/24 / 5/06/24 - 24 did rise, Market-Ratio(8) in GBP = 48.00 %
Stock Exchange Currency: KRW ₩ South Korean won
Technical Chart
Transactions Kospi 50 in Pound sterling * 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
355,425
0.028
0.023
0.034
0.006
20
12,049
301
7/24/06
1/07/08
532
- cash -
1/07/08
1/14/08
7
NCsoft
100
463,122
0.026
0.026
0.026
-0.000
-1
11,902
-47
1/14/08
1/21/08
7
- cash -
1/21/08
3/17/08
56
NCsoft
100
455,732
0.026
0.022
0.032
0.005
21
14,401
246
3/17/08
6/23/08
98
- cash -
6/23/08
8/18/08
56
Lotte Chemical
100
364,673
0.039
0.037
0.043
0.003
8
15,572
66
8/18/08
8/25/08
7
- cash -
8/25/08
9/01/08
7
Hyundai Heavy
100
131,921
0.118
0.108
0.129
0.011
9
16,978
8,992
9/01/08
9/22/08
21
- cash -
9/22/08
9/29/08
7
Kangwon Land
100
2,437,192
0.007
0.007
0.007
0.000
3
17,548
459
9/29/08
10/06/08
7
- cash -
10/06/08
12/15/08
70
Daewoo SB&ME
100
1,720,329
0.010
0.009
0.011
0.001
11
19,440
71
12/15/08
3/02/09
77
- cash -
3/02/09
3/09/09
7
IBK
100
7,614,870
0.003
0.002
0.003
0.000
6
20,560
1,758
3/09/09
11/16/09
252
- cash -
11/16/09
11/30/09
14
Daewoo SB&ME
100
2,452,569
0.008
0.007
0.009
0.001
12
23,054
1,879
11/30/09
2/08/10
70
- cash -
2/08/10
3/01/10
21
Samsung Heavy
100
1,819,896
0.013
0.014
0.011
-0.001
-11
20,565
-86
3/01/10
3/07/11
371
- cash -
3/07/11
3/21/11
14
Korea Electric Power
100
1,382,027
0.015
0.015
0.015
0.000
2
21,007
74
3/21/11
8/08/11
140
- cash -
8/08/11
10/03/11
56
LG Display
100
1,763,584
0.012
0.011
0.013
0.001
10
23,103
86
10/03/11
12/19/11
77
- cash -
12/19/11
1/09/12
21
Hyundai Heavy
100
151,070
0.153
0.161
0.145
-0.008
-6
21,830
-63
1/09/12
5/14/12
126
- cash -
5/14/12
7/09/12
56
SK Holdings
100
436,820
0.050
0.058
0.042
-0.008
-16
18,390
-67
7/09/12
4/15/13
280
- cash -
4/15/13
4/29/13
14
Lotte Chemical
100
195,473
0.094
0.093
0.095
0.001
1
18,648
44
4/29/13
6/24/13
56
- cash -
6/24/13
7/15/13
21
Lotte Chemical
100
260,414
0.072
0.086
0.057
-0.015
-20
14,844
-98
7/15/13
1/27/14
196
- cash -
1/27/14
2/03/14
7
Samsung Elec-Mech
100
392,732
0.038
0.037
0.039
0.001
3
15,238
292
2/03/14
10/13/14
252
- cash -
10/13/14
11/03/14
21
Daewoo SB&ME
100
1,541,463
0.010
0.011
0.009
-0.001
-10
13,719
-84
11/03/14
6/15/15
224
- cash -
6/15/15
8/03/15
49
Daewoo SB&ME
100
1,665,508
0.008
0.004
0.018
0.009
115
29,480
29,721
8/03/15
8/24/15
21
- cash -
8/24/15
8/31/15
7
Daewoo SB&ME
100
9,634,178
0.003
0.004
0.002
-0.001
-22
23,122
-100
8/31/15
9/07/15
7
- cash -
9/07/15
9/14/15
7
Daewoo SB&ME
100
6,509,585
0.004
0.004
0.003
-0.000
-10
20,831
-100
9/14/15
12/21/15
98
- cash -
12/21/15
12/28/15
7
Daewoo SB&ME
100
7,003,248
0.003
0.003
0.003
0.000
1
21,010
56
12/28/15
1/18/16
21
- cash -
1/18/16
2/01/16
14
Daewoo SB&ME
100
7,548,438
0.003
0.002
0.003
0.001
19
24,910
8,372
2/01/16
6/20/16
140
- cash -
6/20/16
7/04/16
14
Samsung SDS
100
278,122
0.090
0.093
0.086
-0.003
-4
23,946
-64
7/04/16
9/11/17
434
- cash -
9/11/17
10/02/17
21
Korea Aerospace
100
774,102
0.031
0.029
0.033
0.002
8
25,778
260
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
10/02/17
2/12/18
133
- cash -
2/12/18
2/19/18
7
Korea Electric Power
100
1,132,319
0.023
0.022
0.023
0.001
3
26,496
319
2/19/18
3/05/18
14
- cash -
3/05/18
3/12/18
7
Korea Electric Power
100
1,215,632
0.022
0.022
0.021
-0.001
-3
25,771
-76
3/12/18
3/26/18
14
- cash -
3/26/18
4/02/18
7
Korea Electric Power
100
1,277,027
0.020
0.022
0.018
-0.002
-11
22,859
-100
4/02/18
7/02/18
91
- cash -
7/02/18
7/09/18
7
LG Display
100
1,850,485
0.012
0.013
0.012
-0.000
-4
22,021
-86
7/09/18
7/16/18
7
- cash -
7/16/18
7/30/18
14
Hyundai Heavy
100
337,903
0.065
0.073
0.057
-0.008
-13
19,261
-97
7/30/18
10/29/18
91
- cash -
10/29/18
11/19/18
21
Amorepacific Group
100
453,446
0.042
0.042
0.043
0.000
0
19,272
1
11/19/18
11/26/18
7
- cash -
11/26/18
12/03/18
7
Amorepacific Group
100
446,371
0.043
0.047
0.040
-0.003
-8
17,721
-99
12/03/18
5/13/19
161
- cash -
5/13/19
7/01/19
49
Samsung BioLogics
100
95,614
0.185
0.219
0.152
-0.034
-18
14,505
-78
7/01/19
7/29/19
28
- cash -
7/29/19
8/12/19
14
Hanwha Life
100
8,351,303
0.002
0.002
0.002
0.000
9
15,868
939
8/12/19
1/13/20
154
- cash -
1/13/20
2/10/20
28
Hanmi Science
100
661,562
0.024
0.023
0.025
0.001
5
16,738
101
2/10/20
2/24/20
14
- cash -
2/24/20
4/27/20
63
Hanmi Science
100
869,258
0.019
0.018
0.020
0.001
5
17,559
32
4/27/20
8/09/21
469
- cash -
8/09/21
9/06/21
28
Celltrion
100
104,768
0.168
0.174
0.161
-0.006
-4
16,878
-40
9/06/21
9/13/21
7
- cash -
9/13/21
9/27/21
14
NCsoft
100
46,332
0.364
0.361
0.368
0.003
1
17,032
27
9/27/21
10/04/21
7
- cash -
10/04/21
10/18/21
14
NCsoft
100
46,124
0.369
0.367
0.372
0.003
1
17,158
21
10/18/21
11/22/21
35
- cash -
11/22/21
11/29/21
7
LG HH & HC
100
23,355
0.735
0.703
0.768
0.034
5
17,941
924
11/29/21
12/13/21
14
- cash -
12/13/21
12/27/21
14
Celltrion
100
136,938
0.131
0.128
0.134
0.003
2
18,363
83
12/27/21
1/31/22
35
- cash -
1/31/22
2/28/22
28
Celltrion
100
196,967
0.093
0.099
0.087
-0.006
-6
17,215
-57
2/28/22
3/07/22
7
- cash -
3/07/22
3/14/22
7
NCsoft
100
65,415
0.263
0.275
0.251
-0.012
-5
16,433
-91
3/14/22
6/20/22
98
- cash -
6/20/22
8/08/22
49
LG HH & HC
100
41,907
0.392
0.483
0.301
-0.091
-23
12,631
-86
8/08/22
9/26/22
49
- cash -
9/26/22
10/31/22
35
Netmarble Games
100
353,629
0.036
0.027
0.047
0.011
31
16,550
1,574
10/31/22
7/10/23
252
- cash -
7/10/23
7/24/23
14
LG HH & HC
100
62,831
0.263
0.264
0.263
-0.001
0
16,518
-5
7/24/23
10/30/23
98
- cash -
10/30/23
11/06/23
7
LG HH & HC
100
86,966
0.190
0.217
0.163
-0.027
-14
14,150
-100
11/06/23
4/15/24
161
- cash -
4/15/24
4/22/24
7
NCsoft
100
143,547
0.099
0.100
0.097
-0.002
-2
13,924
-57
4/22/24
12/06/25
593
- cash -
accum 6/05/06
4/22/24 1071
days out of 7278 invested (15%)
39
13,924
12
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Daewoo SB&ME short 10/06/08 12/15/08 70 0.01 0.01 0.01 0.00 10.78
11/16/09 11/30/09 14 0.01 0.01 0.01 0.00 12.13
10/13/14 11/03/14 21 0.01 0.01 0.01 -0.00 -9.97
6/15/15 8/03/15 49 0.01 0.00 0.02 0.01 114.88
8/24/15 8/31/15 7 0.00 0.00 0.00 -0.00 -21.57
9/07/15 9/14/15 7 0.00 0.00 0.00 -0.00 -9.91
12/21/15 12/28/15 7 0.00 0.00 0.00 0.00 0.86
1/18/16 2/01/16 14 0.00 0.00 0.00 0.00 18.56 103.06
NCsoft 6/05/06 7/24/06 49 0.03 0.02 0.03 0.01 20.49
1/07/08 1/14/08 7 0.03 0.03 0.03 -0.00 -1.22
1/21/08 3/17/08 56 0.03 0.02 0.03 0.01 21.00
9/13/21 9/27/21 14 0.36 0.36 0.37 0.00 0.91
10/04/21 10/18/21 14 0.37 0.37 0.37 0.00 0.74
3/07/22 3/14/22 7 0.26 0.28 0.25 -0.01 -4.55
4/15/24 4/22/24 7 0.10 0.10 0.10 -0.00 -1.59 37.52
Netmarble Games 9/26/22 10/31/22 35 0.04 0.03 0.05 0.01 31.03 31.03
Hanmi Science 1/13/20 2/10/20 28 0.02 0.02 0.03 0.00 5.48
2/24/20 4/27/20 63 0.02 0.02 0.02 0.00 4.91 10.66
Hanwha Life 7/29/19 8/12/19 14 0.00 0.00 0.00 0.00 9.40 9.40
Korea Aerospace 9/11/17 10/02/17 21 0.03 0.03 0.03 0.00 7.65 7.65
LG Display 8/08/11 10/03/11 56 0.01 0.01 0.01 0.00 9.98
7/02/18 7/09/18 7 0.01 0.01 0.01 -0.00 -3.67 5.95
IBK 3/02/09 3/09/09 7 0.00 0.00 0.00 0.00 5.76 5.76
Kangwon Land 9/22/08 9/29/08 7 0.01 0.01 0.01 0.00 3.35 3.35
Samsung Elec-Mech 1/27/14 2/03/14 7 0.04 0.04 0.04 0.00 2.66 2.66
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Samsung SDS 6/20/16 7/04/16 14 0.09 0.09 0.09 -0.00 -3.87 -3.87
Celltrion 8/09/21 9/06/21 28 0.17 0.17 0.16 -0.01 -3.88
12/13/21 12/27/21 14 0.13 0.13 0.13 0.00 2.35
1/31/22 2/28/22 28 0.09 0.10 0.09 -0.01 -6.25 -7.77
Amorepacific Group 10/29/18 11/19/18 21 0.04 0.04 0.04 0.00 0.06
11/26/18 12/03/18 7 0.04 0.05 0.04 -0.00 -8.05 -7.99
Korea Electric Power 3/07/11 3/21/11 14 0.01 0.01 0.02 0.00 2.15
2/12/18 2/19/18 7 0.02 0.02 0.02 0.00 2.79
3/05/18 3/12/18 7 0.02 0.02 0.02 -0.00 -2.74
3/26/18 4/02/18 7 0.02 0.02 0.02 -0.00 -11.30 -9.42
Hyundai Heavy 8/25/08 9/01/08 7 0.12 0.11 0.13 0.01 9.03
12/19/11 1/09/12 21 0.15 0.16 0.14 -0.01 -5.51
7/16/18 7/30/18 14 0.07 0.07 0.06 -0.01 -12.53 -9.89
Samsung Heavy 2/08/10 3/01/10 21 0.01 0.01 0.01 -0.00 -10.80 -10.80
Lotte Chemical 6/23/08 8/18/08 56 0.04 0.04 0.04 0.00 8.13
4/15/13 4/29/13 14 0.09 0.09 0.10 0.00 1.40
6/24/13 7/15/13 21 0.07 0.09 0.06 -0.01 -20.40 -12.72
SK Holdings 5/14/12 7/09/12 56 0.05 0.06 0.04 -0.01 -15.76 -15.76
Samsung BioLogics 5/13/19 7/01/19 49 0.19 0.22 0.15 -0.03 -18.15 -18.15
LG HH & HC 11/22/21 11/29/21 7 0.73 0.70 0.77 0.03 4.56
6/20/22 8/08/22 49 0.39 0.48 0.30 -0.09 -23.13
7/10/23 7/24/23 14 0.26 0.26 0.26 -0.00 -0.19
10/30/23 11/06/23 7 0.19 0.22 0.16 -0.03 -14.34 -31.28
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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