Sun, 27th Sep 2026, 23:34UTC
Assessment - Kospi 50 in Dollar - 1/07/24 - RS = mixed
⇐
⇓ freshest
⇓ 1/07/24
Δwk
1/01/24
prc diff
⇓
⇓
Kospi 50
1.774
12/08/24
1.10
1.932
-8.16
1.917
0.015
0.79
7.36
L
HD Hyundai Heavy
150.773
12/08/24
-1.65
112.158
34.43
98.041
14.116
14.40
20.59
S
SK Biopharmaceutical
71.445
12/08/24
7.04
57.055
25.22
79.591
-22.536
-28.31
-12.61
S
Samsung BioLogics
686.974
12/08/24
-1.04
548.856
25.16
586.703
-37.847
-6.45
-3.65
L
Hyundai Heavy
143.975
12/08/24
-1.44
115.629
24.52
93.332
22.297
23.89
32.18
S
KT & G
72.458
12/08/24
-0.40
63.129
14.78
67.085
-3.956
-5.90
-4.86
Shinhan
39.121
12/08/24
0.19
34.602
13.06
30.995
3.607
11.64
17.31
Celltrion
144.626
12/08/24
2.04
133.128
8.64
155.553
-22.425
-14.42
6.18
L
Krafton
211.877
12/08/24
-0.51
197.776
7.13
151.153
46.623
30.84
32.84
SK Telecom
39.266
12/08/24
-1.09
37.241
5.44
38.676
-1.435
-3.71
-0.74
S
KakaoBank
15.800
12/08/24
1.39
15.186
4.05
21.615
-6.430
-29.75
-20.04
KB Financial
59.658
12/08/24
0.73
57.561
3.64
41.764
15.797
37.83
30.65
KT
27.479
12/08/24
-0.26
26.684
2.98
26.556
0.128
0.48
3.98
Samsung Life
64.865
12/08/24
-0.33
63.274
2.51
53.344
9.930
18.62
11.56
Woori Financial
10.666
12/08/24
0.55
10.413
2.43
10.036
0.377
3.76
6.49
L
Korea Zinc
374.582
12/08/24
0.78
369.520
1.37
384.445
-14.925
-3.88
1.62
Samsung C&T
103.118
12/08/24
1.06
101.817
1.28
99.971
1.846
1.85
9.42
Hana Financial
43.749
12/08/24
0.33
43.532
0.50
33.504
10.029
29.93
24.09
L
NCsoft
132.767
12/08/24
0.33
133.128
-0.27
185.661
-52.532
-28.29
-20.27
Korea Electric Power
13.956
12/08/24
1.37
14.123
-1.18
14.590
-0.468
-3.21
-3.79
S
Naver
115.918
12/08/24
-2.08
117.798
-1.60
172.923
-55.125
-31.88
-21.20
S
LG
56.983
12/08/24
1.03
58.212
-2.11
66.313
-8.101
-12.22
-7.45
IBK
9.748
12/08/24
0.37
10.015
-2.67
9.156
0.860
9.39
10.55
S
S-Oil
47.220
12/08/24
-0.61
49.318
-4.25
53.730
-4.412
-8.21
-8.84
Samsung F&M Ins
256.350
12/08/24
1.00
269.005
-4.70
203.030
65.975
32.49
30.60
⇓ freshest
⇓ 1/07/24
Δwk
1/01/24
prc diff
⇓
⇓
S
LG Energy Solution
237.548
12/08/24
2.02
250.926
-5.33
331.564
-80.638
-24.32
-22.32
L
LG HH & HC
246.226
12/08/24
0.59
261.412
-5.81
274.052
-12.640
-4.61
-9.12
Samsung Elec-Mech
105.432
12/08/24
1.60
112.808
-6.54
118.267
-5.459
-4.62
3.86
Samsung SDS
102.468
12/08/24
0.57
110.567
-7.33
131.236
-20.669
-15.75
-0.99
Samsung Electronics
54.596
12/08/24
1.07
59.152
-7.70
60.600
-1.448
-2.39
7.63
L
Doosan Enerbility
13.262
12/08/24
3.67
14.426
-8.07
12.274
2.152
17.53
17.41
S
KakaoPay
18.042
12/08/24
2.67
19.669
-8.27
38.406
-18.737
-48.79
-37.22
S
Kakao
26.828
12/08/24
0.27
29.648
-9.51
41.918
-12.270
-29.27
-19.77
L
HMM
12.705
12/08/24
1.15
14.238
-10.77
15.903
-1.664
-10.47
10.55
SK Innovation
73.759
12/08/24
0.99
83.377
-11.54
108.308
-24.931
-23.02
-16.85
S
Posco Holdings
236.825
12/08/24
0.61
267.920
-11.61
385.603
-117.683
-30.52
-21.94
Hyundai Mobis
158.004
12/08/24
2.82
178.975
-11.72
182.959
-3.984
-2.18
3.05
EcoPro Materials
61.900
12/08/24
2.76
70.288
-11.93
154.318
-84.030
-54.45
-na-
SK Holdings
99.575
12/08/24
0.73
113.387
-12.18
137.412
-24.025
-17.48
-6.99
L
LG Electronics
69.131
12/08/24
1.49
79.255
-12.77
78.587
0.668
0.85
4.67
Samsung SDI
231.040
12/08/24
3.06
265.389
-12.94
364.373
-98.984
-27.17
-24.17
L
Hybe
124.451
12/08/24
-0.06
144.988
-14.16
186.433
-41.445
-22.23
-13.68
L
Hyundai Motor
176.082
12/08/24
0.21
206.815
-14.86
157.097
49.718
31.65
31.90
LG Chemical
209.708
12/08/24
1.40
257.073
-18.42
385.217
-128.144
-33.27
-27.98
Posco International
36.663
12/08/24
2.94
46.063
-20.41
45.701
0.362
0.79
8.34
Kia
73.832
12/08/24
0.20
92.995
-20.61
77.198
15.797
20.46
30.74
S
Posco Future M
150.411
12/08/24
1.22
194.522
-22.68
271.736
-77.214
-28.42
-19.97
L
SK Hynix
127.994
12/08/24
3.21
170.297
-24.84
109.235
61.063
55.90
62.21
Lotte Chemical
58.935
12/08/24
2.13
81.569
-27.75
118.267
-36.698
-31.03
-18.01
L
Amorepacific
87.210
12/08/24
1.34
120.835
-27.83
111.937
8.898
7.95
24.85
⇓ freshest
⇓ 1/07/24
Δwk
1/01/24
prc diff
⇓
⇓
Hyundai Glovis
77.303
12/08/24
0.75
173.913
-55.55
147.834
26.079
17.64
28.35
Kospi 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 20 did rise, Market-Ratio(26) in USD = 40.00 % Stock Exchange Currency: KRW ₩ South Korean won
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Kospi 50 in Dollar * Mixed Cut 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
2/01/06 5/06/06 154 - cash -
short
5/06/06
24/07/06
49
NCsoft
100
188,841
0.053
0.043
0.065
0.012
22
12,199
340
24/07/06 11/09/06 49 - cash -
long
11/09/06
8/01/07
119
Korea Zinc
100
139,750
0.087
0.093
0.006
6
12,987
21
8/01/07 15/01/07 7 - cash -
15/01/07
22/01/07
7
LG HH & HC
100
102,848
0.126
0.127
0.001
1
13,060
34
22/01/07 9/04/07 77 - cash -
9/04/07
22/10/07
196
Hyundai Heavy
100
60,364
0.216
0.501
0.285
132
30,249
378
22/10/07 29/10/07 7 - cash -
29/10/07
10/12/07
42
Hyundai Heavy
100
56,749
0.533
0.440
-0.093
-17
24,980
-81
10/12/07 17/12/07 7 - cash -
17/12/07
24/12/07
7
Hyundai Heavy
100
57,617
0.434
0.459
0.025
6
26,447
1,858
24/12/07 7/01/08 14 - cash -
short
7/01/08
14/01/08
7
NCsoft
100
514,990
0.051
0.051
0.051
-0.000
0
26,419
-5
14/01/08 21/01/08 7 - cash -
21/01/08
17/03/08
56
NCsoft
100
517,272
0.051
0.044
0.060
0.009
17
30,881
177
17/03/08 28/04/08 42 - cash -
long
28/04/08
7/07/08
70
LG Electronics
100
203,436
0.152
0.115
-0.037
-25
23,303
-77
7/07/08 25/08/08 49 - cash -
short
25/08/08
1/09/08
7
Hyundai Heavy
100
106,551
0.219
0.197
0.243
0.024
11
25,860
22,695
1/09/08 22/09/08 21 - cash -
22/09/08
29/09/08
7
Kangwon Land
100
2,026,434
0.013
0.012
0.013
0.000
3
26,546
292
29/09/08 6/10/08 7 - cash -
6/10/08
15/12/08
70
Daewoo SB&ME
100
1,469,408
0.018
0.014
0.024
0.006
31
34,825
312
15/12/08 2/02/09 49 - cash -
long
2/02/09
16/02/09
14
NCsoft
100
742,137
0.047
0.053
0.006
13
39,271
2,193
16/02/09 2/03/09 14 - cash -
2/03/09
21/12/09
294
NCsoft
100
887,715
0.044
0.133
0.089
201
118,069
292
21/12/09 11/01/10 21 - cash -
11/01/10
18/01/10
7
SK Hynix
100
5,529,177
0.021
0.023
0.002
8
127,480
5,354
18/01/10 8/02/10 21 - cash -
short
8/02/10
1/03/10
21
Samsung Heavy
100
6,424,992
0.020
0.021
0.018
-0.002
-8
117,577
-75
1/03/10 8/03/10 7 - cash -
long
8/03/10
15/03/10
7
Lotte Chemical
100
1,074,955
0.109
0.108
-0.002
-2
115,759
-56
15/03/10 5/04/10 21 - cash -
5/04/10
7/06/10
63
Kia
100
4,827,916
0.024
0.027
0.003
11
128,957
87
7/06/10 14/06/10 7 - cash -
14/06/10
5/07/10
21
Kia
100
5,030,717
0.026
0.027
0.001
4
133,919
93
5/07/10 26/07/10 21 - cash -
26/07/10
14/02/11
203
Lotte Chemical
100
966,553
0.139
0.304
0.166
120
294,033
311
14/02/11 7/03/11 21 - cash -
short
7/03/11
21/03/11
14
Korea Electric Power
100
12,145,882
0.024
0.024
0.025
0.001
2
301,218
88
21/03/11 2/05/11 42 - cash -
long
2/05/11
18/07/11
77
S-Oil
100
2,104,886
0.143
0.138
-0.005
-3
291,438
-14
18/07/11 25/07/11 7 - cash -
25/07/11
1/08/11
7
S-Oil
100
2,005,116
0.145
0.148
0.003
2
297,661
201
1/08/11 8/08/11 7 - cash -
short
8/08/11
3/10/11
56
LG Display
100
15,222,153
0.020
0.017
0.023
0.003
16
345,543
164
3/10/11 12/12/11 70 - cash -
long
12/12/11
19/12/11
7
KT & G
100
4,742,819
0.073
0.069
-0.004
-5
328,813
-92
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
19/12/11
9/01/12
21
Hyundai Heavy
100
1,383,178
0.238
0.249
0.227
-0.011
-5
313,428
-57
9/01/12 6/02/12 28 - cash -
long
6/02/12
30/04/12
84
Samsung Electronics
100
16,478,012
0.019
0.025
0.006
31
410,245
222
30/04/12 14/05/12 14 - cash -
short
14/05/12
9/07/12
56
SK Holdings
100
5,108,020
0.080
0.090
0.071
-0.009
-12
362,669
-55
9/07/12 27/08/12 49 - cash -
long
27/08/12
12/11/12
77
Amorepacific Group
100
9,542,695
0.038
0.046
0.008
22
440,971
153
12/11/12 21/01/13 70 - cash -
21/01/13
4/02/13
14
Korea Electric Power
100
13,603,172
0.032
0.030
-0.002
-7
410,643
-84
4/02/13 18/02/13 14 - cash -
18/02/13
18/03/13
28
Coway
100
9,215,592
0.045
0.043
-0.002
-4
392,911
-44
18/03/13 15/04/13 28 - cash -
short
15/04/13
29/04/13
14
Lotte Chemical
100
2,722,018
0.144
0.144
0.145
0.001
1
394,965
15
29/04/13 24/06/13 56 - cash -
24/06/13
15/07/13
21
Lotte Chemical
100
3,576,566
0.110
0.130
0.091
-0.020
-18
323,679
-97
15/07/13 29/07/13 14 - cash -
long
29/07/13
12/08/13
14
Coway
100
6,141,973
0.053
0.053
0.001
1
327,002
31
12/08/13 9/09/13 28 - cash -
9/09/13
16/12/13
98
Naver
100
3,656,432
0.089
0.134
0.045
50
491,577
356
16/12/13 27/01/14 42 - cash -
short
27/01/14
3/02/14
7
Samsung Elec-Mech
100
7,847,822
0.063
0.060
0.065
0.003
4
512,463
776
3/02/14 5/05/14 91 - cash -
long
5/05/14
12/05/14
7
Naver
100
3,571,427
0.143
0.140
-0.003
-2
501,257
-68
12/05/14 19/05/14 7 - cash -
19/05/14
21/07/14
63
Amorepacific Group
100
8,498,419
0.059
0.081
0.022
37
685,914
515
21/07/14 28/07/14 7 - cash -
28/07/14
6/10/14
70
Amorepacific Group
100
8,407,056
0.082
0.109
0.027
33
915,314
350
6/10/14 13/10/14 7 - cash -
short
13/10/14
3/11/14
21
Daewoo SB&ME
100
57,610,324
0.016
0.017
0.014
-0.001
-9
829,589
-82
3/11/14 20/04/15 168 - cash -
long
20/04/15
8/06/15
49
Amorepacific
100
2,301,511
0.360
0.357
-0.003
-1
821,677
-7
8/06/15 15/06/15 7 - cash -
short
15/06/15
3/08/15
49
Daewoo SB&ME
100
63,934,740
0.013
0.006
0.028
0.015
115
1,764,599
29,593
3/08/15 24/08/15 21 - cash -
24/08/15
31/08/15
7
Daewoo SB&ME
100
365,533,573
0.005
0.006
0.004
-0.001
-17
1,462,134
-100
31/08/15 7/09/15 7 - cash -
7/09/15
14/09/15
7
Daewoo SB&ME
100
269,437,996
0.005
0.006
0.005
-0.001
-12
1,293,302
-100
14/09/15 26/10/15 42 - cash -
long
26/10/15
9/11/15
14
Lotte Chemical
100
5,113,137
0.253
0.200
-0.053
-21
1,021,226
-100
9/11/15 30/11/15 21 - cash -
30/11/15
7/12/15
7
LG Chemical
100
3,728,024
0.274
0.261
-0.013
-5
971,511
-93
7/12/15 21/12/15 14 - cash -
short
21/12/15
28/12/15
7
Daewoo SB&ME
100
219,453,162
0.004
0.004
0.004
-0.000
-1
965,594
-27
28/12/15 18/01/16 21 - cash -
18/01/16
1/02/16
14
Daewoo SB&ME
100
243,532,842
0.004
0.003
0.005
0.001
16
1,120,251
4,710
1/02/16 21/03/16 49 - cash -
long
21/03/16
28/03/16
7
SK Innovation
100
7,980,569
0.140
0.139
-0.001
-1
1,108,357
-43
28/03/16 11/04/16 14 - cash -
11/04/16
30/05/16
49
SK Innovation
100
7,453,042
0.149
0.137
-0.012
-8
1,021,849
-45
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
30/05/16 20/06/16 21 - cash -
short
20/06/16
4/07/16
14
Samsung SDS
100
7,771,091
0.131
0.124
0.140
0.008
6
1,086,399
394
4/07/16 5/09/16 63 - cash -
long
5/09/16
12/09/16
7
Hyundai Heavy
100
8,449,796
0.129
0.120
-0.008
-6
1,016,030
-97
12/09/16 26/09/16 14 - cash -
26/09/16
21/11/16
56
Samsung Card
100
22,332,753
0.045
0.038
-0.008
-17
844,016
-70
21/11/16 27/02/17 98 - cash -
27/02/17
20/03/17
21
SK Hynix
100
20,767,321
0.041
0.043
0.002
5
888,555
144
20/03/17 17/04/17 28 - cash -
17/04/17
4/09/17
140
NCsoft
100
2,795,169
0.318
0.364
0.046
14
1,016,844
42
4/09/17 11/09/17 7 - cash -
short
11/09/17
2/10/17
21
Korea Aerospace
100
24,969,596
0.041
0.038
0.043
0.003
7
1,083,680
202
2/10/17 20/11/17 49 - cash -
long
20/11/17
5/02/18
77
Hanmi Science
100
10,188,816
0.106
0.088
-0.019
-17
895,113
-60
5/02/18 12/02/18 7 - cash -
short
12/02/18
19/02/18
7
Korea Electric Power
100
28,479,687
0.031
0.031
0.032
0.000
1
905,654
84
19/02/18 5/03/18 14 - cash -
5/03/18
12/03/18
7
Korea Electric Power
100
30,013,350
0.030
0.031
0.029
-0.001
-3
876,390
-82
12/03/18 26/03/18 14 - cash -
26/03/18
2/04/18
7
Korea Electric Power
100
30,528,209
0.029
0.031
0.026
-0.003
-10
790,681
-100
2/04/18 2/07/18 91 - cash -
2/07/18
9/07/18
7
LG Display
100
48,638,141
0.016
0.017
0.016
-0.001
-5
753,891
-92
9/07/18 16/07/18 7 - cash -
16/07/18
30/07/18
14
Hyundai Heavy
100
8,741,010
0.086
0.096
0.076
-0.010
-12
664,317
-96
30/07/18 29/10/18 91 - cash -
29/10/18
19/11/18
21
Amorepacific Group
100
12,213,381
0.054
0.055
0.054
-0.000
0
661,965
-6
19/11/18 26/11/18 7 - cash -
26/11/18
3/12/18
7
Amorepacific Group
100
11,957,923
0.055
0.059
0.051
-0.004
-7
613,441
-98
3/12/18 4/02/19 63 - cash -
long
4/02/19
25/03/19
49
NCsoft
100
1,446,997
0.424
0.423
-0.001
0
612,480
-1
25/03/19 8/04/19 14 - cash -
8/04/19
29/04/19
21
NCsoft
100
1,403,323
0.436
0.441
0.005
1
618,928
20
29/04/19 13/05/19 14 - cash -
short
13/05/19
1/07/19
49
Samsung BioLogics
100
2,575,630
0.240
0.277
0.204
-0.037
-15
524,656
-71
1/07/19 29/07/19 28 - cash -
29/07/19
12/08/19
14
Hanwha Life
100
246,988,561
0.002
0.002
0.002
0.000
8
568,074
695
12/08/19 11/11/19 91 - cash -
long
11/11/19
9/12/19
28
Kakao
100
21,458,493
0.026
0.026
-0.001
-4
547,446
-38
9/12/19 16/12/19 7 - cash -
16/12/19
6/01/20
21
Naver
100
3,555,860
0.154
0.155
0.001
1
550,634
11
6/01/20 13/01/20 7 - cash -
13/01/20
20/01/20
7
Naver
100
3,555,860
0.155
0.155
0.000
0
550,634
0
20/01/20 27/01/20 7 - cash -
27/01/20
3/02/20
7
Samsung BioLogics
100
1,339,317
0.411
0.403
-0.008
-2
539,979
-64
3/02/20 24/02/20 21 - cash -
short
24/02/20
27/04/20
63
Hanmi Science
100
21,703,008
0.025
0.023
0.027
0.002
9
588,152
64
27/04/20 8/06/20 42 - cash -
long
8/06/20
15/06/20
7
Samsung BioLogics
100
1,059,652
0.555
0.671
0.116
21
711,087
> 999,999
15/06/20 22/06/20 7 - cash -
22/06/20
3/05/21
315
Samsung BioLogics
100
1,083,518
0.656
0.691
0.034
5
748,179
6
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
3/05/21 10/05/21 7 - cash -
10/05/21
17/05/21
7
Hyundai Steel
100
13,846,563
0.054
0.048
-0.006
-10
670,003
-100
17/05/21 31/05/21 14 - cash -
31/05/21
26/07/21
56
Hanwha Life
100
192,705,615
0.003
0.003
-0.001
-15
570,052
-65
26/07/21 9/08/21 14 - cash -
9/08/21
16/08/21
7
Kakao
100
4,412,804
0.129
0.125
-0.004
-3
552,556
-80
16/08/21 13/09/21 28 - cash -
short
13/09/21
27/09/21
14
NCsoft
100
1,095,510
0.504
0.495
0.514
0.010
2
562,983
63
27/09/21 4/10/21 7 - cash -
4/10/21
18/10/21
14
NCsoft
100
1,119,878
0.503
0.504
0.502
-0.001
0
562,067
-4
18/10/21 22/11/21 35 - cash -
22/11/21
29/11/21
7
LG HH & HC
100
571,020
0.984
0.934
1.037
0.053
5
592,263
1,431
29/11/21 13/12/21 14 - cash -
13/12/21
27/12/21
14
Celltrion
100
3,420,543
0.173
0.172
0.174
0.001
1
595,859
17
27/12/21 31/01/22 35 - cash -
31/01/22
28/02/22
28
Celltrion
100
4,755,512
0.125
0.133
0.118
-0.007
-6
560,199
-55
28/02/22 7/03/22 7 - cash -
7/03/22
14/03/22
7
NCsoft
100
1,622,501
0.345
0.358
0.332
-0.013
-4
538,833
-87
14/03/22 9/05/22 56 - cash -
long
9/05/22
23/05/22
14
Korea Aerospace
100
14,052,731
0.038
0.039
0.000
1
544,494
31
23/05/22 30/05/22 7 - cash -
30/05/22
13/06/22
14
Korea Aerospace
100
12,979,985
0.042
0.045
0.003
7
584,619
538
13/06/22 20/06/22 7 - cash -
short
20/06/22
8/08/22
49
LG HH & HC
100
1,216,121
0.481
0.583
0.378
-0.103
-21
459,694
-83
8/08/22 26/09/22 49 - cash -
26/09/22
31/10/22
35
Netmarble Games
100
12,047,132
0.038
0.031
0.047
0.008
22
561,396
704
31/10/22 26/12/22 56 - cash -
long
26/12/22
20/02/23
56
Samsung Life
100
9,756,029
0.058
0.052
-0.006
-10
505,737
-49
20/02/23 6/03/23 14 - cash -
6/03/23
13/03/23
7
Samsung SDI
100
840,219
0.602
0.569
-0.033
-5
478,390
-94
13/03/23 10/04/23 28 - cash -
10/04/23
17/04/23
7
Posco Holdings
100
1,585,191
0.302
0.321
0.020
6
509,378
2,538
17/04/23 10/07/23 84 - cash -
short
10/07/23
24/07/23
14
LG HH & HC
100
1,504,835
0.338
0.339
0.338
-0.000
0
508,935
-2
24/07/23 30/10/23 98 - cash -
30/10/23
6/11/23
7
LG HH & HC
100
2,203,927
0.231
0.269
0.193
-0.038
-16
425,799
-100
6/11/23 27/11/23 21 - cash -
long
27/11/23
18/12/23
21
SK Hynix
100
4,232,058
0.101
0.098
-0.003
-3
413,965
-39
18/12/23 1/01/24 14 - cash -
1/01/24
8/01/24
7
SK Hynix
100
3,789,677
0.109
0.104
-0.006
-5
392,753
-94
8/01/24 15/01/24 7 - cash -
15/01/24
22/01/24
7
Samsung SDS
100
3,021,128
0.130
0.123
-0.007
-5
372,126
-94
22/01/24 29/01/24 7 - cash -
29/01/24
1/04/24
63
Hankook Tire
100
9,941,005
0.037
0.040
0.003
7
398,810
49
1/04/24 15/04/24 14 - cash -
short
15/04/24
22/04/24
7
NCsoft
100
3,248,638
0.123
0.124
0.122
-0.001
-1
395,359
-36
long
22/04/24
13/05/24
21
SK Hynix
100
3,170,779
0.125
0.135
0.010
8
427,057
282
13/05/24 27/09/26 867 - cash -
accum 5/06/06
13/05/24 3703
days out of 7573 invested (49%)
4,171
427,057
45
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total NCsoft short 5/06/06 24/07/06 49 0.05 0.04 0.06 0.01 21.99 short 7/01/08 14/01/08 7 0.05 0.05 0.05 -0.00 -0.11 short 21/01/08 17/03/08 56 0.05 0.04 0.06 0.01 16.89 long 2/02/09 16/02/09 14 0.05 0.05 0.01 12.77 long 2/03/09 21/12/09 294 0.04 0.13 0.09 200.65 long 17/04/17 4/09/17 140 0.32 0.36 0.05 14.44 long 4/02/19 25/03/19 49 0.42 0.42 -0.00 -0.16 long 8/04/19 29/04/19 21 0.44 0.44 0.00 1.05 short 13/09/21 27/09/21 14 0.50 0.50 0.51 0.01 1.89 short 4/10/21 18/10/21 14 0.50 0.50 0.50 -0.00 -0.16 short 7/03/22 14/03/22 7 0.35 0.36 0.33 -0.01 -3.81 short 15/04/24 22/04/24 7 0.12 0.12 0.12 -0.00 -0.87 440.85 Daewoo SB&ME short 6/10/08 15/12/08 70 0.02 0.01 0.02 0.01 31.19 short 13/10/14 3/11/14 21 0.02 0.02 0.01 -0.00 -9.37 short 15/06/15 3/08/15 49 0.01 0.01 0.03 0.01 114.76 short 24/08/15 31/08/15 7 0.00 0.01 0.00 -0.00 -17.14 short 7/09/15 14/09/15 7 0.01 0.01 0.00 -0.00 -11.55 short 21/12/15 28/12/15 7 0.00 0.00 0.00 -0.00 -0.61 short 18/01/16 1/02/16 14 0.00 0.00 0.00 0.00 16.02 115.80 Amorepacific Group long 27/08/12 12/11/12 77 0.04 0.05 0.01 21.59 long 19/05/14 21/07/14 63 0.06 0.08 0.02 36.84 long 28/07/14 6/10/14 70 0.08 0.11 0.03 33.44 short 29/10/18 19/11/18 21 0.05 0.05 0.05 -0.00 -0.35 short 26/11/18 3/12/18 7 0.06 0.06 0.05 -0.00 -7.33 105.03 Hyundai Heavy long 9/04/07 22/10/07 196 0.22 0.50 0.28 131.63 long 29/10/07 10/12/07 42 0.53 0.44 -0.09 -17.42 long 17/12/07 24/12/07 7 0.43 0.46 0.03 5.87 short 25/08/08 1/09/08 7 0.22 0.20 0.24 0.02 10.97 short 19/12/11 9/01/12 21 0.24 0.25 0.23 -0.01 -4.68 long 5/09/16 12/09/16 7 0.13 0.12 -0.01 -6.48 short 16/07/18 30/07/18 14 0.09 0.10 0.08 -0.01 -11.88 76.54 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Naver long 9/09/13 16/12/13 98 0.09 0.13 0.05 50.33 long 5/05/14 12/05/14 7 0.14 0.14 -0.00 -2.19 long 16/12/19 6/01/20 21 0.15 0.15 0.00 0.58 long 13/01/20 20/01/20 7 0.15 0.15 0.00 0.00 47.90 Lotte Chemical long 8/03/10 15/03/10 7 0.11 0.11 -0.00 -1.55 long 26/07/10 14/02/11 203 0.14 0.30 0.17 119.56 short 15/04/13 29/04/13 14 0.14 0.14 0.15 0.00 0.52 short 24/06/13 15/07/13 21 0.11 0.13 0.09 -0.02 -18.05 long 26/10/15 9/11/15 14 0.25 0.20 -0.05 -21.04 40.61 Samsung Electronics long 6/02/12 30/04/12 84 0.02 0.02 0.01 30.89 30.89 Netmarble Games short 26/09/22 31/10/22 35 0.04 0.03 0.05 0.01 22.12 22.12 Kia long 5/04/10 7/06/10 63 0.02 0.03 0.00 11.40 long 14/06/10 5/07/10 21 0.03 0.03 0.00 3.85 15.69 Korea Aerospace short 11/09/17 2/10/17 21 0.04 0.04 0.04 0.00 6.57 long 9/05/22 23/05/22 14 0.04 0.04 0.00 1.05 long 30/05/22 13/06/22 14 0.04 0.05 0.00 7.37 15.63 SK Hynix long 11/01/10 18/01/10 7 0.02 0.02 0.00 7.97 long 27/02/17 20/03/17 21 0.04 0.04 0.00 5.28 long 27/11/23 18/12/23 21 0.10 0.10 -0.00 -2.78 long 1/01/24 8/01/24 7 0.11 0.10 -0.01 -5.12 long 22/04/24 13/05/24 21 0.12 0.13 0.01 8.02 13.25 LG Display short 8/08/11 3/10/11 56 0.02 0.02 0.02 0.00 16.09 short 2/07/18 9/07/18 7 0.02 0.02 0.02 -0.00 -4.65 10.68 Hankook Tire long 29/01/24 1/04/24 63 0.04 0.04 0.00 7.17 7.17 Posco Holdings long 10/04/23 17/04/23 7 0.30 0.32 0.02 6.48 6.48 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Korea Zinc long 11/09/06 8/01/07 119 0.09 0.09 0.01 6.46 6.46 Samsung BioLogics short 13/05/19 1/07/19 49 0.24 0.28 0.20 -0.04 -15.23 long 27/01/20 3/02/20 7 0.41 0.40 -0.01 -1.93 long 8/06/20 15/06/20 7 0.56 0.67 0.12 20.90 long 22/06/20 3/05/21 315 0.66 0.69 0.03 5.22 5.75 Samsung Elec-Mech short 27/01/14 3/02/14 7 0.06 0.06 0.07 0.00 4.25 4.25 Kangwon Land short 22/09/08 29/09/08 7 0.01 0.01 0.01 0.00 2.65 2.65 Samsung SDS short 20/06/16 4/07/16 14 0.13 0.12 0.14 0.01 6.32 long 15/01/24 22/01/24 7 0.13 0.12 -0.01 -5.25 0.73 Amorepacific long 20/04/15 8/06/15 49 0.36 0.36 -0.00 -0.95 -0.95 S-Oil long 2/05/11 18/07/11 77 0.14 0.14 -0.00 -3.25 long 25/07/11 1/08/11 7 0.15 0.15 0.00 2.14 -1.18 Coway long 18/02/13 18/03/13 28 0.04 0.04 -0.00 -4.32 long 29/07/13 12/08/13 14 0.05 0.05 0.00 1.03 -3.34 KT & G long 12/12/11 19/12/11 7 0.07 0.07 -0.00 -4.84 -4.84 LG Chemical long 30/11/15 7/12/15 7 0.27 0.26 -0.01 -4.87 -4.87 Samsung SDI long 6/03/23 13/03/23 7 0.60 0.57 -0.03 -5.41 -5.41 Celltrion short 13/12/21 27/12/21 14 0.17 0.17 0.17 0.00 0.61 short 31/01/22 28/02/22 28 0.13 0.13 0.12 -0.01 -5.98 -5.41 Kakao long 11/11/19 9/12/19 28 0.03 0.03 -0.00 -3.63 long 9/08/21 16/08/21 7 0.13 0.13 -0.00 -3.07 -6.59 Samsung Heavy short 8/02/10 1/03/10 21 0.02 0.02 0.02 -0.00 -7.77 -7.77 Hanwha Life short 29/07/19 12/08/19 14 0.00 0.00 0.00 0.00 8.28 long 31/05/21 26/07/21 56 0.00 0.00 -0.00 -14.92 -7.88 SK Innovation long 21/03/16 28/03/16 7 0.14 0.14 -0.00 -1.06 long 11/04/16 30/05/16 49 0.15 0.14 -0.01 -7.81 -8.78 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Samsung Life long 26/12/22 20/02/23 56 0.06 0.05 -0.01 -9.91 -9.91 Hanmi Science long 20/11/17 5/02/18 77 0.11 0.09 -0.02 -17.40 short 24/02/20 27/04/20 63 0.02 0.02 0.03 0.00 8.92 -10.03 Hyundai Steel long 10/05/21 17/05/21 7 0.05 0.05 -0.01 -10.45 -10.45 SK Holdings short 14/05/12 9/07/12 56 0.08 0.09 0.07 -0.01 -11.60 -11.60 Korea Electric Power short 7/03/11 21/03/11 14 0.02 0.02 0.02 0.00 2.44 long 21/01/13 4/02/13 14 0.03 0.03 -0.00 -6.88 short 12/02/18 19/02/18 7 0.03 0.03 0.03 0.00 1.18 short 5/03/18 12/03/18 7 0.03 0.03 0.03 -0.00 -3.23 short 26/03/18 2/04/18 7 0.03 0.03 0.03 -0.00 -9.78 -15.73 Samsung Card long 26/09/16 21/11/16 56 0.05 0.04 -0.01 -16.93 -16.93 LG Electronics long 28/04/08 7/07/08 70 0.15 0.11 -0.04 -24.54 -24.54 LG HH & HC long 15/01/07 22/01/07 7 0.13 0.13 0.00 0.56 short 22/11/21 29/11/21 7 0.98 0.93 1.04 0.05 5.37 short 20/06/22 8/08/22 49 0.48 0.58 0.38 -0.10 -21.37 short 10/07/23 24/07/23 14 0.34 0.34 0.34 -0.00 -0.09 short 30/10/23 6/11/23 7 0.23 0.27 0.19 -0.04 -16.34 -30.35
Annotations
8/03/24 Kospi 50 Component update: 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 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
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