Active Quant Strategy

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