1,850 names, weighted by market value
696 names, weighted by market value
1,154 names, weighted by market value
of all net foreign buying went to the ten largest recipients; the top fifty took 76.4%, across 679 names bought and 6,602bn KRW gross.
The daily change in shares held, valued at that day's close. Because it is a change in holdings rather than reported trading, it also moves on lending, custody transfers and in-kind index creation — the two series agree with the exchange's own net-buying figure at only 0.10, which is an open question in this project.
Every h sessions: rank the universe by its 20-session change in foreign ownership, buy the top 10% equal-weighted, hold h sessions, sell. Returns are EXCESS of the equal-weighted universe; costs charge 0.50% per round trip including the 0.20% sales tax. Figures are basis points per round trip.
| hold | trades | gross bp | net bp | t (NW) | hit | net /yr |
|---|---|---|---|---|---|---|
| 1d | 523 | +0.7 | -49.3 | +0.26 | 51% | -123.3% |
| 5d | 104 | +1.7 | -48.3 | +0.12 | 49% | -24.2% |
| 20d | 26 | +0.6 | -49.4 | +0.01 | 50% | -6.2% |
Ranked by change in percentage points held.
| code | name | mkt | Δpp | ADV days | KRW bn | held % |
|---|---|---|---|---|---|---|
| 069540 | 빛과전자 | KOSDAQ | +3.874 | +0.2 | +21 | 4.65 |
| 469480 | IBKS제24호스팩 | KOSDAQ | +3.637 | +1.4 | +1 | 4.36 |
| 003160 | 디아이 | KOSPI | +3.048 | +1.4 | +36 | 19.72 |
| 417840 | 저스템 | KOSDAQ | +2.651 | +0.6 | +13 | 8.82 |
| 056080 | 유진로봇 | KOSDAQ | +2.328 | +1.9 | +11 | 22.63 |
| 316140 | 우리금융지주Woori Financial Group | KOSPI | +2.318 | +4.5 | +553 | 52.20 |
| 224060 | 더코디 | KOSDAQ | +2.204 | +0.1 | +0 | 2.20 |
| 322000 | HD현대에너지솔루션 | KOSPI | +2.059 | +0.9 | +34 | 8.03 |
| 103230 | 에스앤더블류 | KOSDAQ | +2.015 | +1.9 | +0 | 4.57 |
| 098460 | 고영 | KOSDAQ | +2.014 | +1.1 | +52 | 31.86 |
| 090460 | 비에이치 | KOSPI | +2.013 | +0.8 | +15 | 12.49 |
| 011080 | 형지I&C | KOSDAQ | +1.873 | +0.2 | +0 | 2.41 |
| 498390 | 한화플러스제5호스팩 | KOSDAQ | +1.871 | +0.7 | +0 | 1.88 |
| 394800 | 쓰리빌리언 | KOSDAQ | +1.868 | +0.6 | +4 | 9.73 |
| 036540 | SFA반도체 | KOSDAQ | +1.839 | +0.4 | +35 | 14.41 |
Same measure, the other end of the ranking.
| code | name | mkt | Δpp | ADV days | KRW bn | held % |
|---|---|---|---|---|---|---|
| 035000 | HS애드 | KOSPI | -5.318 | -4.9 | -6 | 9.86 |
| 101490 | 에스앤에스텍 | KOSDAQ | -3.589 | -2.9 | -40 | 9.82 |
| 007110 | 일신석재 | KOSPI | -3.383 | -48.4 | -7 | 0.00 |
| 274090 | 켄코아에어로스페이스 | KOSDAQ | -2.803 | -0.2 | -4 | 1.12 |
| 033160 | 엠케이전자 | KOSDAQ | -2.714 | -0.8 | -13 | 10.93 |
| 058470 | 리노공업 | KOSDAQ | -2.681 | -2.3 | -180 | 25.45 |
| 065440 | 이루온 | KOSDAQ | -2.639 | -1.0 | -1 | 7.99 |
| 089970 | 브이엠 | KOSDAQ | -2.232 | -0.9 | -38 | 10.03 |
| 038500 | 삼표시멘트 | KOSDAQ | -1.979 | -1.0 | -15 | 3.09 |
| 003780 | 진양산업 | KOSPI | -1.818 | -1.1 | -1 | 2.70 |
| 290650 | 엘앤씨바이오 | KOSDAQ | -1.783 | -2.2 | -27 | 22.60 |
| 105740 | 디케이락 | KOSDAQ | -1.774 | -0.4 | -2 | 4.28 |
| 062970 | 한국첨단소재 | KOSDAQ | -1.751 | -0.1 | -2 | 0.00 |
| 099320 | 쎄트렉아이 | KOSDAQ | -1.714 | -2.7 | -13 | 9.30 |
| 338220 | 뷰노 | KOSDAQ | -1.445 | -0.5 | -2 | 1.56 |
Ranked by change in percentage points held.
| code | name | mkt | Δpp | ADV days | KRW bn | held % |
|---|---|---|---|---|---|---|
| 036540 | SFA반도체 | KOSDAQ | +8.867 | +2.0 | +169 | 14.41 |
| 051160 | 지어소프트 | KOSDAQ | +6.406 | +1.4 | +7 | 25.25 |
| 092870 | 엑시콘 | KOSDAQ | +5.460 | +2.4 | +38 | 9.56 |
| 064290 | 인텍플러스 | KOSDAQ | +5.441 | +2.2 | +43 | 5.72 |
| 098460 | 고영 | KOSDAQ | +5.027 | +2.7 | +129 | 31.86 |
| 096530 | 씨젠 | KOSDAQ | +5.004 | +4.4 | +50 | 23.74 |
| 417840 | 저스템 | KOSDAQ | +4.301 | +1.0 | +21 | 8.82 |
| 001820 | 삼화콘덴서 | KOSPI | +4.205 | +0.4 | +69 | 9.48 |
| 003160 | 디아이 | KOSPI | +4.201 | +1.9 | +50 | 19.72 |
| 089030 | 테크윙 | KOSDAQ | +4.145 | +2.3 | +85 | 21.54 |
| 069540 | 빛과전자 | KOSDAQ | +3.857 | +0.2 | +21 | 4.65 |
| 214450 | 파마리서치 | KOSDAQ | +3.592 | +3.4 | +113 | 13.65 |
| 058450 | 한주에이알티 | KOSDAQ | +3.586 | +1.0 | +0 | 8.33 |
| 469480 | IBKS제24호스팩 | KOSDAQ | +3.534 | +1.4 | +1 | 4.36 |
| 078340 | 컴투스 | KOSDAQ | +3.526 | +4.3 | +15 | 13.36 |
Same measure, the other end of the ranking.
| code | name | mkt | Δpp | ADV days | KRW bn | held % |
|---|---|---|---|---|---|---|
| 251270 | 넷마블 | KOSPI | -13.285 | -15.8 | -372 | 14.06 |
| 035000 | HS애드 | KOSPI | -13.111 | -12.0 | -14 | 9.86 |
| 079940 | 가비아 | KOSDAQ | -8.801 | -11.8 | -46 | 34.14 |
| 274090 | 켄코아에어로스페이스 | KOSDAQ | -8.175 | -0.7 | -13 | 1.12 |
| 097955 | CJ제일제당 우 | KOSPI | -6.879 | -8.9 | -10 | 26.70 |
| 058470 | 리노공업 | KOSDAQ | -6.540 | -5.7 | -438 | 25.45 |
| 042370 | 비츠로테크 | KOSDAQ | -6.396 | -1.0 | -18 | 1.78 |
| 089970 | 브이엠 | KOSDAQ | -6.364 | -2.7 | -111 | 10.03 |
| 000990 | DB하이텍 | KOSPI | -5.927 | -3.8 | -358 | 24.11 |
| 354320 | 알멕 | KOSDAQ | -5.765 | -2.5 | -21 | 2.89 |
| 100590 | 머큐리 | KOSDAQ | -5.272 | -0.5 | -5 | 1.50 |
| 425040 | 티이엠씨 | KOSDAQ | -5.256 | -1.2 | -18 | 0.72 |
| 028300 | HLB | KOSDAQ | -4.950 | -5.6 | -301 | 13.39 |
| 009620 | 삼보산업 | KOSDAQ | -4.906 | -30.8 | -4 | 0.00 |
| 126340 | 비나텍 | KOSDAQ | -4.733 | -2.3 | -30 | 7.22 |
| code | name | mkt | limit used | cap | held % |
|---|---|---|---|---|---|
| 030200 | KTKT Corporation | KOSPI | 100.0% | 49% | 49.00% |
| 032640 | LG유플러스 | KOSPI | 83.5% | 49% | 40.91% |
| 017670 | SK텔레콤SK Telecom | KOSPI | 71.2% | 49% | 34.88% |
| 003490 | 대한항공Korean Air Lines | KOSPI | 52.7% | 50% | 26.35% |
| 015760 | 한국전력Korea Electric Power | KOSPI | 51.1% | 40% | 20.43% |
| 036460 | 한국가스공사 | KOSPI | 44.5% | 30% | 13.36% |
| 035760 | CJ ENM | KOSDAQ | 21.9% | 49% | 10.72% |
| 053210 | 스카이라이프 | KOSPI | 12.2% | 49% | 5.98% |
| 037560 | LG헬로비전 | KOSPI | 8.9% | 49% | 4.36% |
| 020560 | 아시아나항공 | KOSPI | 7.8% | 50% | 3.92% |
| 089590 | 제주항공 | KOSPI | 5.1% | 50% | 2.55% |
| 036030 | 케이티알파 | KOSDAQ | 2.8% | 49% | 1.36% |
| 272450 | 진에어 | KOSPI | 2.5% | 50% | 1.25% |
| 040300 | YTN | KOSDAQ | 1.9% | 10% | 0.19% |
| 126560 | 현대퓨처넷 | KOSPI | 1.3% | 49% | 0.66% |
Only issuers whose foreign ownership is capped by statute appear here. Near 100% means foreign buyers cannot add without another foreign holder selling.