Active Quant Strategy
Active Quant Strategy
Active Quant Strategy
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이진우, <strong>Quant</strong> Analyst, 3774 1469 zeenu@miraeasset.com <strong>Active</strong> <strong>Quant</strong> <strong>Strategy</strong><br />
정의민, 3774 3976 em.jung@miraeasset.com<br />
1. Sector Summary (1) – Weekly Earnings Estimate Change & Breakdown<br />
Weekly Sector Earning Summary<br />
(%)<br />
2<br />
1<br />
0<br />
-1<br />
-2<br />
(%)<br />
1<br />
0<br />
-1<br />
-2<br />
-3<br />
0.2 0.2<br />
-0.1<br />
Mirae Asset Securities<br />
0.0<br />
IT 자동차 및<br />
부품<br />
-1.7<br />
-0.4<br />
0.0<br />
-0.5<br />
0.0<br />
0.3 0.2<br />
1.1 1.0<br />
0.0 0.0<br />
2013(E) OP Chg. 2013(E) NP Chg.<br />
0.0<br />
-0.6 -0.6 -0.7<br />
-0.1<br />
0.4<br />
0.2<br />
-0.3 -0.4 -0.3 -0.3 -0.2<br />
은행 철강금속 지주회사 정유 보험 화학 통신 및 장비 조선 건설 유통 음식료 인터넷,엔터 유틸리티<br />
-1.1<br />
-0.3<br />
-0.2<br />
2013(E) OP Chg. 2013(E) NP Chg.<br />
0.1<br />
0.5<br />
-0.6<br />
0.1<br />
0.3 0.3 0.4<br />
0.2<br />
-2.2<br />
증권 화장품<br />
-2.6<br />
운송 호텔,레져 서비스 & 기타 기계,전선 상사 패션,의류 홈쇼핑,소매 광고,미디어 제약<br />
2013(E) Earning Breakdown (단위: 억원, 배,%)<br />
Sector & Industry<br />
MP (KOSPI200+α) 10,038,787<br />
IT 2,796,473<br />
자동차 및 부품<br />
은행<br />
철강금속<br />
지주회사<br />
정유<br />
보험<br />
화학<br />
통신 및 장비<br />
조선<br />
건설<br />
유통<br />
음식료<br />
인터넷,엔터<br />
유틸리티<br />
증권<br />
화장품<br />
운송<br />
호텔,레져<br />
서비스 & 기타<br />
기계,전선<br />
상사<br />
패션,의류<br />
홈쇼핑,소매<br />
광고,미디어<br />
제약<br />
Market Cap<br />
(억원)<br />
1,124,053<br />
654,415<br />
499,022<br />
319,219<br />
325,372<br />
465,937<br />
426,831<br />
311,443<br />
355,807<br />
354,535<br />
279,421<br />
283,660<br />
245,209<br />
342,624<br />
179,176<br />
203,525<br />
193,149<br />
138,868<br />
128,879<br />
80,200<br />
78,751<br />
53,366<br />
65,409<br />
63,731<br />
69,714<br />
자료: Dataguide, 미래에셋증권 리서치센터<br />
-0.6<br />
Chg.(%) Chg.(%)<br />
Chg.(%)<br />
Market Cap Earnings(NP) Diff.<br />
P/E<br />
SALES OP NP<br />
1M 1W 1M 1W 1M Weight(A) Weight(B) A-B 2012(E) 2013(E)<br />
17,654,490<br />
3,483,490<br />
1,907,558<br />
644,406<br />
734,910<br />
1,820,515<br />
1,177,184<br />
840,527<br />
682,547<br />
573,203<br />
1,042,746<br />
893,348<br />
545,224<br />
244,367<br />
71,187<br />
1,010,024<br />
53,057<br />
123,830<br />
582,553<br />
54,487<br />
107,774<br />
251,565<br />
606,735<br />
64,754<br />
45,088<br />
60,092<br />
33,320<br />
0.0 1,392,971<br />
0.2 419,923<br />
-0.2 175,528<br />
-0.2 116,422<br />
-0.1 55,636<br />
-0.6 113,949<br />
0.1 48,914<br />
0.7 34,418<br />
-0.2 45,934<br />
-0.1 44,818<br />
0.7 44,141<br />
-0.2 37,999<br />
0.0 36,252<br />
0.8 27,170<br />
-0.4 15,000<br />
0.3 64,355<br />
-3.3 16,273<br />
-0.8 15,285<br />
-0.7 18,378<br />
-0.5 10,123<br />
-0.5 8,086<br />
-0.3 13,894<br />
-0.5 8,224<br />
-4.0 9,156<br />
0.1 5,443<br />
0.4 4,579<br />
-0.2 3,070<br />
0.0 -0.6 1,041,939<br />
0.2 0.6 339,264<br />
-0.1 -0.8 181,062<br />
0.0 -1.2 82,442<br />
0.3 -0.3 41,727<br />
1.1 0.6 44,539<br />
0.0 0.0 36,639<br />
0.0 -1.1 37,245<br />
-0.6 -2.1 33,959<br />
-0.1 -2.3 32,752<br />
-0.3 0.0 27,000<br />
-0.4 -1.7 27,054<br />
-0.3 -0.3 25,005<br />
-0.7 -2.3 17,994<br />
0.1 -2.9 15,223<br />
0.1 -0.4 27,341<br />
-2.2 -6.1 11,954<br />
-0.4 -1.1 9,212<br />
-1.1 -9.0 8,127<br />
-0.3 -1.7 7,961<br />
0.1 -0.6 6,589<br />
-0.6 -0.5 5,930<br />
0.1 -2.0 6,094<br />
-1.0 -7.6 5,813<br />
0.2 0.3 4,834<br />
0.2 -0.8 3,492<br />
-0.9 -1.5 2,687<br />
-1.0<br />
-0.7<br />
0.0 -0.7 100 100 11.8<br />
0.2 0.2 27.9 32.6 -4.7 10.7<br />
0.0 -0.4 11.2 17.4 -6.2 6.4<br />
0.0 -1.2 6.5 7.9 -1.4 7.4<br />
0.2 -0.9 5.0 4.0 1.0 11.8<br />
1.0 1.3 3.2 4.3 -1.1 9.7<br />
0.0 -0.6 3.2 3.5 -0.3 12.7<br />
-0.6 -1.5 4.6 3.6 1.1 13.4<br />
-0.7 -2.3 4.3 3.3 1.0 16.4<br />
0.4 -1.2 3.1 3.1 0.0 12.8<br />
0.2 -2.5 3.5 2.6 1.0 11.6<br />
-0.3 -2.1 3.5 2.6 0.9 14.8<br />
-0.2 -0.3 2.8 2.4 0.4 12.7<br />
-1.3 -2.5 2.8 1.7 1.1 19.0<br />
-0.1 -3.2 2.4 1.5 1.0 20.1<br />
-0.4 -0.1 3.4 2.6 0.8 N/A 12.5<br />
-1.7 -8.7 1.8 1.1 0.6 19.7<br />
-0.5 -2.7 2.0 0.9 1.1 24.3<br />
-2.6 -4.6 1.9 0.8 1.1 N/A 23.8<br />
-0.2 -1.6 1.4 0.8 0.6 20.0<br />
0.5 2.9 1.3 0.6 0.7 25.4<br />
-0.6 -0.6 0.8 0.6 0.2 12.2<br />
0.3 -3.5 0.8 0.6 0.2 12.6<br />
0.3 -4.2 0.5 0.6 0.0 10.2<br />
0.4 0.8 0.7 0.5 0.2 15.9<br />
0.3 -0.9 0.6 0.3 0.3 22.1<br />
-1.0 -2.2 0.7 0.3 0.4 34.1<br />
-1.3<br />
0.2<br />
0.3<br />
0.1<br />
-0.1<br />
-0.9<br />
0.1<br />
-0.4<br />
-1.0<br />
9.6<br />
8.2<br />
6.2<br />
7.9<br />
12.0<br />
7.2<br />
8.9<br />
12.5<br />
12.6<br />
9.5<br />
13.2<br />
13.1<br />
11.2<br />
15.8<br />
16.1<br />
15.0<br />
22.1<br />
17.4<br />
19.6<br />
13.5<br />
12.9<br />
9.2<br />
13.5<br />
18.3<br />
25.9<br />
11 11