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이진우, Quant Analyst, 3774 1469 zeenu@miraeasset.com Active Quant Strategy 정의민, 3774 3976 em.jung@miraeasset.com Name 1D Signal Signal 1Q 2013 -1M Chg. Chg. Present 1w Analy st Update (1M) 현대글로비스 ### ### ↓ ↓ -47 6 191,000 현대상선 ### ### ## ## 40 0 14,500 대한항공 ### ### ## ↑ -10 10 40,850 한진해운 ### ### ## ## -38 -13 10,950 CJ대한통운 ### ### ## ## -8 -42 102,000 아시아나항공 ### ### ## ## -50 -11 5,700 STX팬오션 ### ## ## -27 9 4,680 녹십자 ### ### ## ## -40 7 151,000 유한양행 ### ### ## ## -47 7 187,500 동아제약 ### ### ## ## 0 0 124,000 녹십자홀딩스 ### ### ## ## 0 0 17,550 LG생명과학 ### ### ## ## 88 0 58,600 씨젠 ### ### ## ## -29 -57 66,800 한전기술 ### ### ## ↓ -13 -13 90,200 NHN ### ### ↓ ↑ 30 48 266,500 다음 ### ### ↓ ## -43 -9 92,000 엔씨소프트 ### ### ↓ ## -59 -14 157,000 게임빌 ### ### ## ## -75 -5 92,300 컴투스 ### ### ↓ ## -38 14 51,000 SK C&C ### ### ↓ ↓ -22 -33 98,300 다우기술 ### ### ↓ ↓ 0 -100 17,900 강원랜드 ### ### ## ## -25 -6 30,900 호텔신라 ### ### ## ## -41 -24 52,700 현대그린푸드 ### ### ## ## -100 0 17,300 GKL ### ### ## ↑ -53 27 32,300 파라다이스 ### ### ## ## -40 -20 21,050 하나투어 ### ### ## ↑ 22 6 69,200 모두투어 ### ### ## ↓ -6 6 28,300 LG생활건강 ### ### ↓ ↑ -20 20 597,000 아모레퍼시픽 ### ### ↓ ↓ -63 -25 960,000 아모레G ### ### ↓ ↓ 0 -33 395,000 에이블씨엔씨 ### ### ## ## -33 0 82,800 코스맥스 ### ## ## 45,350 삼성테크윈 TRUE ### ↑ ↓ -39 33 63,800 한국항공우주 ### ### ## ## -67 0 25,100 에스원 ### ### ## ## -20 20 61,900 아이마켓코리아### ### ## ## 0 -50 25,300 코웨이 ### ### ## ↓ 80 -20 49,000 LG패션 ### ### ## ## -10 -30 29,900 영원무역 ### ### ↓ ↑ -43 -29 43,050 한섬 ### ### ↑ ↓ -27 36 29,200 휠라코리아 ### ### ## ↑ -43 -29 63,200 신세계인터내셔### ### ## ↓ -14 14 77,700 제일기획 ### ### ## ## -45 9 24,000 스카이라이프 ### ### ## ↓ -24 -24 32,350 SBS ### ### ## ↓ -27 -18 46,200 SBS콘텐츠허브### ### ## ↓ -60 0 15,200 CJ E&M ### ### ## ## 33 11 35,900 CJ CGV ### ### ## ↑ 53 16 49,100 한국전력 ### ### ## ↓ 13 40 29,000 한국가스공사 ### ### ## ## 20 -33 69,200 한전KPS ### ### ## ↑ -18 18 55,900 지역난방공사 ### ### ## ## 83 17 93,500 SK텔레콤 ### ### ↓ ↑ 32 37 180,000 KT ### ### ## ↓ -27 13 35,400 LG유플러스 ### ### ↓ ↓ -24 -29 8,030 SK브로드밴드 ### ### ↓ ↓ -27 27 4,110 Mirae Asset Securities Price(원) 종가 시가총액 Sales 71,625 22,370 29,760 13,688 23,269 11,121 9,634 15,298 20,911 13,807 8,253 9,714 10,913 34,474 128,260 12,451 34,397 5,124 5,144 49,150 8,031 66,108 20,684 16,903 19,979 19,143 8,038 4,410 93,241 56,120 31,517 9,397 6,164 33,897 24,466 23,521 9,094 37,791 8,743 19,076 7,192 6,281 5,548 27,610 15,459 8,433 3,262 13,619 10,123 186,170 53,481 25,155 10,826 145,342 92,434 35,060 12,164 24,870 19,560 29,915 24,866 7,317 14,545 13,955 1,882 2,096 2,224 - 935 142 2,170 6,772 1,272 1,796 222 242 5,267 472 3,459 4,968 3,307 1,305 1,184 745 365 10,733 8,079 9,818 953 867 6,510 - 2,874 5,158 4,660 3,660 1,618 1,305 1,698 1,999 4,789 1,520 1,450 516 3,610 1,676 145,297 120,361 2,515 10,216 41,830 61,720 28,059 6,066 1M (%) OP -0.9 1,180 -1.4 (595) -1.4 (446) -0.2 (70) -0.6 259 -0.3 188 0.1 (176) -0.1 209 0.3 122 -5.5 203 0.0 - -0.1 (8) -3.2 41 -4.5 440 1.5 1,934 -0.2 261 -1.3 418 -3.6 74 2.0 60 -0.6 384 -7.6 50 -0.2 1,102 -0.8 178 0.0 175 -2.8 400 2.1 274 0.0 123 -2.7 73 -0.7 1,429 -0.4 1,561 0.2 1,940 -3.1 120 -0.5 82 0.7 165 0.0 - -0.0 388 -2.3 - 0.0 697 -2.8 290 -0.9 238 -1.0 220 0.0 236 0.0 105 0.4 136 -0.9 274 -1.4 10 0.0 82 0.4 109 4.5 212 0.9 10,810 -1.1 7,750 0.5 371 -0.1 1,197 -0.4 5,243 0.2 3,819 1.3 1,349 -0.2 261 2013.1Q(E) 2013.2Q(E) 2013.3Q(E) 2013(Annual) EPS Rev ision(1M) 2013(Annual) 1W (%) 1M (%) NP -0.2 -0.3 1,089 0.0 0.0 (1,428) 0.0 -381.6 (1,186) 0.0 ##### (1,010) 0.0 -16.0 165 0.0 -22.8 (217) 0.0 0.0 (500) 0.0 -4.5 155 0.0 -1.9 293 0.0 -6.8 156 0.0 0.0 - 0.0 0.0 3 0.0 -14.8 39 0.0 -2.2 376 -0.7 -3.2 1,477 -1.5 -3.2 221 -2.0 -1.7 364 0.0 -4.1 63 -1.1 -0.3 62 -5.9 -5.9 1,065 -19.0 -19.0 39 0.0 -0.7 913 0.0 -1.8 139 0.0 0.0 195 0.0 -0.3 304 0.0 -1.8 240 0.0 0.0 100 0.0 -3.1 57 -0.1 -1.5 969 -0.7 -3.0 1,222 -3.4 -3.4 687 0.0 -8.0 97 0.0 0.8 59 18.4 85.6 100 0.0 0.0 - 0.0 -2.1 282 0.0 0.0 97 0.0 0.0 822 0.0 -4.5 228 -3.9 -7.0 163 0.3 -1.2 189 0.0 1.2 351 0.0 -1.2 91 0.0 -2.5 141 0.0 1.2 220 0.0 -151.5 18 0.0 -1.4 62 0.0 -13.7 72 0.0 6.1 181 0.0 27.8 4,406 0.0 1.1 4,328 0.0 2.7 310 0.0 0.0 783 -3.1 -6.4 4,058 0.0 -4.8 2,753 -2.5 -10.3 803 -2.7 -11.9 139 1M (%) Sales -0.8 26,597 0.0 21,478 0.0 31,563 0.0 28,218 -21.6 8,060 0.0 14,999 0.0 14,660 2.9 2,144 -0.4 2,272 -2.0 2,717 0.0 - 0.0 1,058 -16.7 176 -7.1 2,190 0.1 7,092 -1.2 1,384 -6.8 1,766 -7.3 243 -0.8 262 -12.8 5,838 -15.3 541 0.6 3,397 -3.1 5,587 0.0 3,285 -1.5 1,406 1.3 1,170 0.0 658 -4.8 334 -0.6 11,373 -2.2 7,943 -9.8 9,798 -7.3 1,034 2.6 1,024 25.0 7,789 0.0 - -0.7 2,887 -18.9 6,352 0.0 4,789 -2.3 3,602 -0.9 3,380 3.4 1,129 -2.7 1,808 -1.0 1,969 0.8 7,031 2.6 1,610 -52.6 2,100 -2.1 652 -1.4 3,886 12.4 1,772 8.1 117,134 2.3 75,144 3.5 3,096 -1.3 5,077 -2.6 42,428 -4.3 62,994 -13.7 29,242 -14.4 6,491 1M (%) OP -0.5 1,298 0.5 (102) -0.5 840 0.1 719 5.9 357 0.4 552 0.8 46 -0.1 177 0.0 151 2.8 256 0.0 - 0.3 29 1.1 65 -8.9 420 1.9 1,985 -0.1 302 -0.7 397 -3.3 74 3.1 67 0.2 496 -4.8 64 -2.0 1,148 -0.8 290 0.0 179 -0.8 453 1.4 265 0.0 68 -3.1 42 0.0 1,302 0.0 1,028 -0.4 1,310 -2.5 120 -1.3 102 2.1 442 0.0 - -0.3 363 4.1 - 0.0 726 -2.4 390 0.4 744 -1.4 177 -0.2 293 0.0 150 0.7 464 -0.7 316 -1.8 315 0.0 110 0.6 249 2.9 229 1.2 (2,942) -1.4 2,395 0.7 471 0.9 (44) -0.5 5,559 -0.0 4,072 0.2 1,324 0.3 313 1W (%) 1M (%) NP 0.6 1.1 1,181 0.0 0.0 (1,251) -0.7 -17.1 487 0.0 6.4 (155) 0.0 -3.4 232 0.0 -3.3 197 0.0 0.0 (215) 0.0 -0.1 128 0.0 0.0 148 0.0 -9.4 196 0.0 0.0 - 0.0 -10.7 15 0.0 2.4 52 0.0 -9.9 374 -1.5 -4.3 1,519 -0.0 -1.7 236 2.1 3.8 357 0.0 -2.6 71 0.0 1.4 59 1.3 1.3 1,039 -61.6 -61.6 121 0.0 -2.2 918 0.0 -1.8 204 0.0 0.0 154 0.0 -0.2 357 0.0 -5.4 229 0.0 0.0 59 0.0 -5.1 35 -0.7 -1.4 933 -0.0 -1.4 765 -2.6 -2.6 596 0.0 -9.3 101 0.0 1.3 80 1.1 12.9 352 0.0 0.0 - 0.0 -1.7 275 0.0 0.0 129 0.0 0.0 506 0.0 -2.5 300 0.7 0.6 507 1.4 -5.2 144 0.0 0.9 420 0.0 0.0 124 0.0 5.9 362 0.0 -0.6 250 0.0 -5.8 230 0.0 -1.2 83 0.0 7.0 167 0.0 -0.1 173 0.0 0.0 (5,132) 0.0 -6.3 290 0.0 0.7 389 0.0 0.0 94 0.5 0.2 4,092 -0.3 -0.0 3,023 -1.5 -3.5 748 -1.4 -9.1 187 1M (%) Sales 1.0 26,262 0.0 22,910 28.2 34,831 0.0 29,714 -1.8 7,934 3.9 16,617 0.0 14,613 -0.1 2,645 0.6 2,282 -0.5 2,672 0.0 - -16.7 1,128 -4.8 174 -14.7 2,230 -0.2 7,419 -1.2 1,351 -4.0 1,997 -6.2 261 0.9 276 -7.4 6,234 -4.8 482 -0.9 4,300 -2.0 6,595 0.0 3,502 0.4 1,460 -2.8 1,227 0.0 847 -6.0 465 0.5 12,203 -0.9 7,938 -3.3 9,557 -6.4 1,399 4.7 940 5.3 8,460 0.0 - -1.3 3,003 -6.5 6,597 0.0 4,852 -2.7 2,992 -0.3 4,129 -1.9 866 -2.4 1,527 0.0 2,023 2.1 6,784 -0.4 1,667 -2.6 1,872 -1.4 530 16.7 3,966 3.8 2,301 0.0 144,775 -38.3 65,457 0.1 2,590 -14.8 3,820 3.0 43,900 1.1 62,816 2.2 29,640 -7.2 6,970 1M (%) OP -0.6 1,229 2.0 454 -0.6 3,046 -0.1 1,653 8.0 408 -0.6 1,298 -0.3 323 -0.1 473 0.0 157 0.8 355 0.0 - 0.6 80 -5.1 50 -4.5 450 2.9 2,238 0.1 274 0.1 476 -2.1 84 2.3 67 0.6 585 3.5 63 0.5 1,578 -0.4 440 0.0 170 0.3 488 0.4 259 0.0 150 -1.9 99 0.1 1,572 -0.1 932 -0.7 1,213 -1.1 184 0.4 71 0.5 519 0.0 - 0.1 382 2.3 - 0.0 735 -1.8 65 0.4 906 0.4 112 -0.2 199 0.0 98 0.5 384 -0.4 326 -0.5 213 0.0 87 0.7 212 1.4 386 1.3 27,564 0.4 (343) -0.1 264 -0.7 (10) 0.0 5,520 -0.2 4,367 0.0 1,550 0.0 314 1W (%) 1M (%) NP -0.2 -0.6 1,140 0.0 -7.1 144 -0.3 -9.3 2,143 0.0 1.7 655 0.0 5.9 271 0.0 -10.4 685 0.0 30.4 (29) 0.0 -0.1 330 0.0 1.2 187 0.0 8.4 271 0.0 0.0 - 0.0 14.5 51 0.0 -14.4 46 0.0 0.0 391 0.1 3.5 1,645 -0.4 -1.7 236 -1.3 2.7 441 0.0 -1.0 73 0.0 1.6 67 0.4 -1.1 1,298 -35.8 -35.8 37 0.0 -0.8 1,183 0.0 -0.2 310 0.0 0.0 148 0.0 0.5 398 0.0 -2.9 222 0.0 0.0 124 0.0 -1.6 82 -0.9 -1.7 1,122 -0.1 -2.5 716 -4.1 -4.1 460 0.0 -2.5 150 0.0 -3.6 50 0.8 3.1 477 0.0 0.0 - 0.0 -2.0 287 0.0 0.0 136 0.0 0.0 526 0.0 -8.3 53 0.4 0.4 619 4.7 3.1 108 0.0 2.7 167 0.0 0.0 85 0.0 5.7 297 0.0 -2.8 260 0.0 -2.6 165 0.0 -1.4 66 0.0 9.5 154 0.0 0.7 284 0.0 4.9 19,662 0.0 0.0 (1,720) 0.0 -0.3 231 0.0 0.0 (88) -0.1 4.0 4,297 0.8 -3.0 3,346 1.5 4.0 988 -2.6 -3.0 214 16 1M (%) Sales -0.3 104,183 0.0 84,770 -9.1 129,170 1.5 110,607 1.8 31,165 -13.6 61,954 0.0 58,470 -0.1 8,888 1.1 9,089 14.4 10,064 0.0 - 12.0 4,408 -16.6 730 0.7 9,305 2.1 29,460 -0.8 5,500 0.3 8,220 -6.3 1,037 -0.7 1,090 0.8 24,490 -50.3 2,200 1.7 15,462 0.2 23,528 0.0 13,330 2.3 5,646 -1.2 4,880 0.0 2,999 1.8 1,515 0.3 45,233 -3.0 31,155 -8.9 38,300 -2.2 5,058 0.6 3,768 3.6 31,660 0.0 19,995 -0.8 11,972 4.0 25,591 0.0 19,140 -11.9 15,200 -0.1 11,755 3.2 5,220 -2.4 7,037 0.0 8,467 1.7 27,853 -2.4 6,530 1.8 7,661 -1.3 2,180 14.1 16,018 2.8 7,497 10.0 543,650 0.0 363,751 -2.0 11,371 0.0 29,470 2.6 172,506 -2.0 252,171 2.9 116,255 4.6 26,809 1W (%) 1M (%) OP 0.0 -0.6 4,838 0.0 0.2 (165) -0.2 -0.5 4,696 -0.1 -0.1 3,260 0.0 2.6 1,448 0.0 -0.0 2,835 0.0 0.4 584 0.0 -0.5 912 0.0 -0.1 581 0.0 -1.4 1,090 0.0 0.0 - 0.0 0.4 223 0.0 -3.9 249 0.0 -1.0 1,931 0.1 3.2 8,640 -0.1 -0.0 1,142 0.0 0.5 2,258 0.0 0.6 339 -0.1 1.9 258 -0.0 -0.1 2,235 1.9 1.9 260 0.0 -0.4 5,250 0.0 -0.6 1,360 0.0 0.0 655 0.0 -0.7 1,797 0.0 0.6 1,040 0.1 0.1 438 -0.3 -1.5 255 -0.0 -0.0 5,328 0.0 -0.3 3,900 -0.2 -0.2 4,980 0.0 -0.7 645 0.0 -1.4 323 -0.6 1.2 1,601 0.0 0.0 1,341 0.0 -0.1 1,542 0.0 2.3 590 0.0 -2.0 2,950 0.0 -1.9 1,337 0.4 -0.3 2,156 -0.4 -1.8 919 0.6 0.8 1,003 -0.0 -0.1 520 0.0 2.1 1,591 0.1 -0.4 1,210 -0.0 -1.7 746 0.0 0.9 360 0.0 0.7 880 0.2 1.7 974 -0.1 0.3 41,100 0.0 1.1 13,462 -0.0 0.1 1,597 0.0 1.8 2,579 -0.0 0.0 21,306 -0.0 0.0 14,698 0.1 0.1 5,630 -0.1 0.1 1,240 1W (%) 1M (%) NP -0.2 -0.3 4,660 0.0 -242.3 (272) -2.3 -10.9 2,630 2.4 2.9 (779) 0.0 -9.5 969 0.0 -5.8 1,020 0.0 28.1 (426) 0.0 -2.3 671 0.0 -0.7 890 0.0 -0.7 797 0.0 0.0 - 0.0 4.3 160 0.0 -10.1 207 0.0 -1.1 1,585 -0.3 0.3 6,700 -0.1 -0.7 975 -1.3 -4.9 2,010 0.0 0.8 296 -0.3 1.5 260 -0.1 -1.5 4,710 -39.5 -39.5 250 0.0 -1.1 4,113 0.0 -1.1 923 0.0 -0.3 602 0.0 -0.1 1,389 0.0 -0.4 879 0.0 0.3 360 -0.3 -2.1 207 -0.1 -0.6 3,688 0.0 -5.4 3,020 -4.4 -4.4 1,733 0.0 -1.5 517 0.0 -5.3 245 1.3 12.1 1,540 0.0 0.0 - 0.6 -1.1 1,213 0.0 -8.5 501 0.0 -1.9 2,328 0.0 -2.1 1,049 0.9 0.0 1,477 -3.1 -6.4 736 1.1 2.1 878 -1.6 -1.6 454 0.0 3.8 1,240 0.0 -1.4 968 0.0 -9.1 584 0.0 -1.6 239 0.0 1.1 658 0.0 1.3 790 -1.1 10.0 17,302 0.0 -1.9 4,489 0.0 1.7 1,400 0.0 6.0 1,550 -0.3 0.1 15,899 -0.7 -2.7 11,792 -0.8 -5.4 3,083 -2.3 -2.2 752 1W (%) 1M (%) T Up Dn H N Up date P/E P/B ROE -0.2 0.3 17 1 1 1 14 6 16.1 3.5 22.7 0.0 0.0 5 0 0 0 5 0 23.2 4.2 -38.7 3.2 -10.0 21 2 2 8 8 10 11.5 1.1 7.6 0.0 0.0 16 1 2 1 12 -13 N/A 1.2 -7.0 0.0 -18.7 12 2 5 2 2 -42 24.0 1.0 3.9 0.0 -16.1 18 0 2 2 14 -11 10.9 1.1 10.4 0.0 0.0 11 1 0 0 10 9 N/A 0.6 -3.0 0.0 -0.8 15 1 1 0 13 7 22.8 2.0 9.8 0.0 0.3 15 1 0 2 12 7 23.2 1.6 7.8 0.0 1.6 2 0 0 0 0 0 9.1 0.0 9.8 0.0 0.0 0 0 0 0 0 0 0.0 0.0 0.0 0.0 2.4 8 0 0 1 7 0 61.6 3.7 5.9 0.0 -12.1 7 0 4 1 2 -57 52.0 14.6 36.3 -0.8 -2.2 8 0 1 1 4 -13 21.6 6.8 34.3 0.3 1.9 27 13 2 7 3 48 19.1 4.6 27.9 0.0 -0.3 23 1 2 2 18 -9 12.8 2.3 17.8 0.0 -2.6 22 2 3 2 14 -14 17.1 2.4 17.7 0.0 0.1 20 0 1 5 13 -5 17.3 4.3 28.2 0.0 -1.9 21 3 2 2 13 14 12.7 3.4 24.4 -2.0 -5.7 9 1 3 2 3 -33 10.4 1.8 17.7 -24.2 -24.2 1 0 1 0 0 -100 32.1 1.5 17.8 0.0 -0.4 16 0 1 1 14 -6 16.1 2.6 16.4 0.0 -1.1 17 1 4 0 12 -24 22.1 2.4 13.2 0.0 0.1 2 0 0 1 1 0 27.2 1.3 5.0 0.1 0.2 15 4 1 3 7 27 14.4 4.5 37.8 0.0 -1.7 15 2 3 1 9 -20 20.6 2.6 14.6 0.1 0.3 18 1 0 0 17 6 21.7 4.3 24.3 -0.5 -2.4 17 1 1 1 13 6 16.7 3.7 23.4 0.1 -0.1 15 3 1 4 7 20 28.7 7.8 26.3 -0.2 -4.9 16 2 4 2 8 -25 21.9 2.7 12.1 -0.9 -0.9 3 0 1 0 2 -33 20.3 1.9 8.8 0.0 -0.7 6 0 0 2 4 0 16.3 4.2 29.8 0.0 -0.1 10 2 1 2 4 20 25.2 6.4 26.8 -3.3 4.4 18 6 1 2 6 33 22.0 1.9 9.1 0.0 0.0 3 0 0 0 3 0 28.3 2.5 9.1 0.0 -1.1 5 1 0 1 3 20 19.4 2.6 14.5 0.0 -9.8 2 0 1 0 0 -50 18.2 2.3 15.5 -7.7 -7.0 5 0 1 1 3 -20 15.8 3.8 27.4 0.0 -1.7 10 1 3 1 5 -30 8.4 0.9 10.9 1.0 0.1 7 1 2 0 3 -29 12.8 2.1 19.5 -2.2 -2.1 11 4 1 2 3 36 9.8 0.9 10.8 3.5 4.1 7 1 2 0 4 -29 7.2 1.3 19.4 -1.2 0.5 7 1 0 1 4 14 11.6 1.4 10.7 0.0 2.3 11 1 1 1 8 9 22.3 2.9 15.4 -0.6 -1.7 17 1 4 5 5 -24 16.0 3.6 24.8 -0.6 -6.2 11 0 2 2 7 -18 14.1 1.4 10.6 -0.0 -2.5 5 0 0 2 3 0 11.3 2.0 21.3 0.0 3.5 9 1 0 1 7 11 20.7 1.1 5.1 0.6 2.6 19 3 1 2 13 16 14.3 1.9 16.9 -2.0 -0.5 15 6 4 5 0 40 10.8 0.4 3.5 0.0 -3.4 15 2 5 6 2 -33 11.9 0.7 5.2 0.1 2.4 11 2 0 3 6 18 18.8 4.2 23.3 0.0 3.0 6 1 0 0 5 17 7.0 0.6 10.3 0.4 1.2 19 7 3 4 3 37 9.1 1.1 12.2 -0.6 -2.7 15 2 2 4 5 13 7.8 0.7 9.6 -1.0 -6.0 17 2 5 2 7 -29 11.4 1.0 8.0 -1.0 3.7 15 4 3 2 5 27 16.2 1.3 6.0 주 1: 2 분기 OP 상향→연간 NP 상향으로 이어진 종목 선호(Signal 1 일, 1 주로 구분) 주 2: Analyst Update(1M)란 최근 1 개월간 담당 애널리스트들이 해당종목에 대해 실적 업데이트를 한 비율을 말함. 이익추정의 감익, 증익 등의 정도를 판단하는 기준으로 70% 이상이면 대부분 이익전망이 주가에 반영됐다고 판단. 반면 30% 이하일 경우 이익전망 변동이 향후 커질 수 있음을 시사(주가 미반영) 자료: Dataguide, 미래에셋증권 리서치센터 16
이진우, Quant Analyst, 3774 1469 zeenu@miraeasset.com Active Quant Strategy 정의민, 3774 3976 em.jung@miraeasset.com 3. Liquidity Signals Name Price chg(1W) Signal Liquidity Strength(1W) 밀접도 Correlation(3M)-수급연동성 Strength(STD) Strength(revised) - 수급지배력 ITC FGN 정/역배열 ITC FGN 기관(ITC) 매매동향(억원) 외국인(FRN) 매매동향(억원) Dow n UP Weight(L/S) ITC FGN Bull/ Bear Strength (±2STD) GC/ DC 60MA 120MA ITC Sell BUY FGN Sell BUY ITC 추세 거래 Present -1M FGN Present -1M 1W ITC FGN 1W ITC(%) 1M -1M 1W FGN(%) 1M -1M 1W 1M 3M 6M 1W 1M 3M 6M ITC FGN ITC 1W 1M 3M 6M FRN 1W 1M 3M 6M 1D 1W 1M 3M 1D 1W 1M 3M ITC 삼성전자 || Short |||||||| |||||||||| FGN FGN (0.00) (0.14) 0.64 0.82 1.6 -1.4 21.2 5.4 (0.4) (26.0) (10.8) 7.5 ↑ ↓ + + + + + - - - - - 894 3,707 5,930 4,366 -200 -4,596 -13,677 -14,799 1.7 (0.3) 7 119 SK하이닉스 || |||| |||||| ITC FGN 0.89 0.74 0.89 0.40 -0.8 1.2 (10.8) 1.2 6.0 15.2 13.8 10.2 ↑ ++ - + ++ + + + + + + -180 -489 532 36 676 707 4,131 6,144 0.1 1.6 78 17 LG전자 || || ||||| FGN ITC 0.80 0.43 0.85 0.08 -0.4 0.9 (5.7) 6.7 11.5 13.0 5.0 1.4 ↑ - - + + + + + + + - 58 -211 906 2,372 141 532 1,006 1,345 (0.3) 1.7 113 11 삼성전기 ||| Long ||||| |||| ITC ITC 0.29 0.88 0.23 (0.62) 0.9 -0.9 14.9 15.2 (0.8) (10.1) (12.1) (2.7) + + + + + - - - - + 55 332 1,043 831 -30 -200 -740 -1,085 0.6 (0.2) 43 109 삼성SDI Short ||||| ITC ITC 0.91 0.90 (0.40) (0.71) -0.8 -0.2 (14.9) (11.5) (7.5) (1.3) (1.5) (5.1) ↓ + - - - - - -- + + + -49 -158 -462 -1,874 19 -8 35 687 0.3 (0.2) 60 108 LG이노텍 || Short ||||||| || FGN FGN (0.24) 0.21 0.67 0.51 1.3 -0.4 19.7 5.7 8.5 (5.6) (12.4) (15.8) ↑ ↓ + + + + + ++ - - - - 2 186 184 375 -5 -26 -190 -571 0.0 0.1 85 87 대덕전자 | ||||||| ||| FGN FGN 0.42 0.34 0.45 (0.60) -1.0 0.8 (18.6) (0.3) (6.6) 9.0 7.9 0.2 - - + - - -- + + + - -3 -35 34 3 5 19 67 86 (0.2) (0.4) 105 122 LG디스플레이 | ||| ||| ITC FGN 0.37 (0.35) (0.06) 0.70 -0.6 0.5 (9.4) 0.5 9.3 7.7 4.2 (9.7) - - + + + -- + + - - -37 -221 169 2,599 92 159 617 -2,719 (0.1) (0.5) 93 130 현대차 | ||||||| ||||||||| FGN ITC (0.02) (0.74) 0.51 0.85 1.4 -1.6 19.4 6.6 (2.9) (23.9) (5.8) 3.4 ↑ + + + + + - - -- - -- 314 677 1,151 3,079 75 -823 -547 -2,964 1.8 (2.3) 5 182 기아차 || || ||||| ITC ITC 0.42 0.88 0.27 0.68 0.6 0.7 7.2 6.8 10.4 12.9 (1.9) (6.1) -- + + + - + + - - - 234 261 1,124 1,131 -59 475 -245 -3,910 (0.2) 0.8 106 41 현대모비스 Long ||||||| ||||||| ITC ITC 0.74 0.33 0.53 0.46 1.2 -1.3 17.6 6.6 0.4 (19.4) (3.1) 17.8 ↑ + + + + + ++ - - - + 83 438 646 3,520 -12 -504 -209 -1,506 1.5 (0.2) 12 106 한국타이어 Long |||||||| ||||||||||| FGN FGN 0.03 0.19 0.57 (0.06) -0.8 0.9 (21.0) (2.9) (10.2) 27.5 10.6 12.3 ↑ - - - - - + + + + + -89 -195 -109 -57 100 227 346 557 (0.8) 1.3 148 23 현대위아 | Long |||| FGN ITC 0.50 0.90 0.70 (0.47) -0.5 -0.2 (10.3) 8.2 (6.9) 0.8 2.2 5.7 ↑ -- - + - - + + + + + 36 -64 443 -1,677 13 7 108 245 (0.8) 0.3 149 75 만도 |||||| ||||| ||||| ITC FGN 0.61 0.36 (0.08) 0.34 -0.6 -0.8 (12.8) (2.4) 11.0 (14.4) (8.3) (6.0) ↓ - - - + + -- - - - - 16 -71 -80 148 -64 -58 -131 -369 (0.3) (2.0) 112 177 한라공조 ||||||| |||| ||||||| ITC FGN 0.80 0.58 (0.09) (0.29) -0.4 0.6 (10.9) (8.5) 9.0 17.8 18.4 (8.5) ↑ ++ - - + - + + + + + 8 -25 -62 20 5 46 142 119 0.4 0.8 53 43 넥센타이어 | || |||| ITC ITC 0.96 0.97 0.04 0.73 -0.2 1.0 (5.0) 10.0 (0.8) 12.3 (0.8) (12.5) - - + - - + + - - - -12 -24 176 -35 8 34 -14 -458 (0.2) 1.5 99 19 금호타이어 Long | ITC ITC 0.42 (0.54) 0.02 0.49 0.0 0.0 3.5 7.4 8.0 (0.6) (5.9) (6.6) ↑ + + + + + - - - - - -12 10 76 284 3 -2 -14 -113 1.3 (0.2) 18 111 에스엘 || ITC FGN 0.76 0.74 0.52 0.06 -0.4 -0.2 (7.1) (0.5) 5.1 (1.4) (5.6) 2.5 - -- + + - + - - + + 7 -16 45 42 2 -10 -56 35 (1.4) 1.0 167 32 세방전지 | Long ||||||||||||||| ||||||||| ITC ITC 0.48 (0.57) 0.44 0.85 1.6 -1.3 37.9 15.4 2.1 (24.6) (3.2) (2.0) ↑ ↓ + + + + + ++ - + - - 0 14 25 37 0 -5 0 -29 1.0 0.9 26 37 LG화학 | |||||| ITC ITC 0.91 0.82 0.91 0.25 0.3 -1.2 1.4 (12.7) (7.0) (16.2) (10.4) (4.3) ↓ - + - - - - - - - -- -33 100 -2,499 -4,463 -197 -637 -1,665 -2,313 (0.7) (1.1) 145 152 롯데케미칼 || |||||||| ITC FGN 0.89 0.80 0.74 0.84 0.0 -1.4 0.0 (9.2) 10.6 (20.1) (13.1) (4.3) -- + - - - - - - - + -73 138 -1,150 -335 -38 -709 -1,400 -948 (1.4) (0.9) 168 145 OCI |||| || ||| ITC FGN 0.54 0.85 (0.23) 0.16 -0.4 -0.7 (6.4) (1.9) (6.5) (9.9) (2.0) 8.5 - - - + + - - - + + -4 -54 -63 122 -133 -190 -181 656 (1.5) (0.4) 172 125 제일모직 | Short ||| ||| ITC ITC 0.93 0.93 0.74 0.59 -0.4 -0.7 (8.8) (15.2) 2.6 (8.0) (6.5) (14.4) ↓ ++ - - - - ++ - - - - -12 -117 -623 -866 -4 -112 -376 -923 1.4 0.3 13 79 금호석유 |||| ||||| |||||||| ITC FGN 0.94 0.75 0.39 0.43 0.7 -1.8 14.5 0.3 (13.0) (20.4) (10.5) (0.0) -- + - - - - - - - - 19 231 -46 -671 -16 -212 -314 -161 (0.2) (1.5) 98 168 한화케미칼 | || | ITC ITC 0.73 0.79 (0.32) (0.06) -0.3 0.4 (5.2) 9.6 (0.9) 4.5 0.7 9.3 - -- + + + + + - - + -12 -15 420 760 17 17 -63 -25 (1.2) 1.2 163 24 락앤락 | ||| FGN FGN 0.75 0.86 0.79 0.65 -0.2 -0.5 (2.8) 3.5 (2.1) (8.0) 7.1 10.4 -- - + + + ++ - + + + -8 -16 117 334 6 -46 143 530 (0.5) 0.4 122 66 코오롱인더 |||| Short |||||||| |||| ITC ITC 0.92 0.70 (0.93) (0.04) -1.1 0.5 (20.0) (12.5) (9.1) 10.5 8.2 13.5 ↑ - - - - - + + + + + -15 -44 -156 -316 -2 25 105 340 (1.9) 1.6 179 15 SKC ||||| Short ||| ||| ITC ITC 0.87 0.94 (0.35) (0.44) -0.4 -0.8 (8.0) (7.9) (20.7) (8.0) (2.5) 2.2 ↓ - - - - - - - ++ + + -33 -21 -135 -700 -23 -18 4 42 (1.0) (0.1) 151 100 삼성정밀화학 | ||||| || ITC ITC 0.80 0.93 0.59 0.82 0.8 -0.6 14.1 1.3 (4.7) (7.2) (1.0) (9.7) ↓ -- + - - + ++ - - - - 9 38 -33 -552 7 -30 -15 -341 (1.0) 2.2 154 6 SK케미칼 Short |||| ||| ITC ITC 0.88 0.50 0.68 0.13 -0.5 0.7 (10.3) (9.5) (3.7) 9.6 1.8 (10.1) + - - - - + + ++ - + -14 -36 -123 -356 4 19 7 -49 0.5 2.0 46 8 휴켐스 | Short ||| | FGN ITC (0.36) 0.00 0.73 0.51 0.3 -0.2 8.0 18.7 (0.9) (4.2) (15.9) (15.7) ↑ ↓ + + + + + - - - - - 3 11 84 75 -1 -12 -76 -98 0.7 (1.3) 37 163 카프로 | Short | FGN FGN 0.28 (0.05) 0.46 (0.34) 0.0 -0.4 (1.1) 3.0 (6.4) (4.7) (13.1) 0.8 ↓ ++ - + - - ++ - - - - 5 -6 36 -35 1 -8 -150 -154 0.4 0.6 55 55 후성 ||| Short ||| || ITC ITC 0.83 0.75 0.45 0.74 -1.0 0.8 (8.0) (8.1) (10.7) 5.1 2.0 1.3 ↓ - - - - - + ++ + - - -0 -10 -32 -90 5 6 6 -1 (0.2) 1.8 97 10 대한유화 | Short SELL | ||||||| FGN FGN 0.34 (0.56) 0.91 0.51 -0.2 -1.3 (3.4) (7.2) (1.3) (19.7) (7.5) (15.9) ↓ ↓ -- - - - - - - - - - 0 -3 -40 -13 -0 -11 -23 -69 (0.7) (0.9) 137 141 KCC | | ||| ITC ITC 0.52 (0.27) (0.00) 0.75 0.2 -0.3 3.3 21.8 (2.3) (7.5) (13.5) (3.4) -- -- + + + ++ - - - - -21 -12 423 413 25 -6 -145 -231 (1.7) 0.9 177 39 한화 || | || FGN FGN 0.13 0.06 0.72 0.71 0.4 -0.7 4.8 4.9 2.0 (5.6) 6.0 4.8 ++ + + + - -- - + + + 0 11 63 118 0 -14 73 93 0.2 (1.1) 68 151 효성 | ||||||| |||| ITC FGN 0.70 0.78 (0.75) (0.59) -1.0 -0.8 (18.2) (6.8) (12.7) (10.9) (18.0) 8.9 ↓ ++ - ++ - + - - - + + 8 -112 -0 -376 -17 -83 -72 341 0.5 (1.3) 45 165 LG하우시스 || Long |||| ||||| ITC ITC 0.73 (0.42) 0.12 0.41 0.3 0.9 11.2 26.6 20.9 14.0 4.0 (10.0) ↑ -- + + + + + + + - + 3 12 188 325 1 16 38 -24 (0.6) 1.6 134 14 SK이노베이션 | Short |||| FGN FGN 0.10 0.52 0.27 0.02 -0.1 -1.1 (1.2) (2.4) 13.7 (12.2) (5.1) (5.2) ↓ -- -- - + + ++ - - - - -13 -30 -282 1,785 -3 -260 -420 -1,814 (0.6) (0.1) 132 96 S-Oil | |||||| ITC ITC 0.47 0.49 0.42 0.19 -0.3 -1.0 (2.8) (10.3) 7.4 (16.3) (0.4) (0.8) - - - - + ++ - - - - 25 -26 -466 -204 -30 -167 -100 -149 (0.8) 0.8 146 40 두산중공업 Short |||||||| ITC ITC 0.89 0.83 (0.65) (0.61) -1.0 -0.3 (20.8) (4.6) (1.6) (2.2) 0.9 (1.4) ↓ - - - - - ++ - ++ + - 7 -85 -82 -149 1 -9 25 19 (2.2) 0.7 182 49 GS |||||| ||||| ITC ITC 0.93 0.80 (0.39) (0.35) -0.9 0.9 (15.6) (17.2) 0.7 14.7 12.1 (6.0) - - - - + + + + + - -36 -101 -658 -950 38 99 390 398 (0.6) 1.0 128 33 POSCO | || FGN FGN 0.12 0.88 0.83 (0.79) -0.1 -0.4 (3.7) (5.1) 4.2 (5.9) (6.8) (1.8) ↓ -- - - + + - - - - + -72 -168 -890 1,065 94 -147 -836 -1,017 (0.8) (0.1) 147 101 현대제철 Short ||| |||||||| FGN FGN 0.15 0.71 0.46 0.43 0.4 -1.6 8.3 1.2 14.1 (22.3) (11.7) (7.5) + + + + + - - - - - -83 67 7 443 -11 -187 -485 -893 0.9 (2.1) 30 178 고려아연 | Short | ITC ITC 0.87 0.95 (0.45) (0.74) 0.0 -0.2 0.3 (4.6) (13.3) (3.1) 1.8 3.6 + - - - - + - - + + 35 -16 -254 -1,360 -21 -67 -12 599 0.2 0.2 67 83 현대하이스코 || Short | |||||| ITC FGN 0.89 0.88 0.88 0.72 -0.3 -0.9 (4.3) (0.2) (23.1) (15.4) (10.2) (3.3) ↓ - - - - - - - - - - -21 -28 -9 -687 -1 -62 -228 -456 (1.6) (0.1) 176 93 세아베스틸 || Long ||| FGN FGN 0.54 0.81 0.73 0.59 0.3 0.1 7.6 (4.8) 2.2 2.2 10.9 10.7 ↑ -- + - + - + + + + + 3 25 -60 6 1 5 100 226 (0.6) 0.7 131 47 동국제강 Short ||||| FGN FGN 0.52 0.15 0.92 0.45 0.1 -0.7 1.4 (2.3) 1.0 (12.9) (10.6) (13.5) ↓ ++ + - - - ++ - - - - -0 2 -15 -11 -2 -13 -54 -148 0.9 0.9 32 38 풍산 ||| Short |||||||| | ITC ITC 0.90 0.95 0.63 0.37 -0.9 0.3 (21.2) (12.0) (5.4) 3.8 1.9 (3.5) ↓ - - - - - ++ + + - + -50 -69 -194 -527 -2 10 8 -32 (1.4) 0.1 170 84 세아제강 ||| ||||||||| ITC ITC 0.55 (0.15) 0.07 0.03 0.8 0.0 23.9 10.2 (2.7) 0.3 0.1 (8.1) + + + + - -- + -- - + -4 9 25 7 1 2 -0 -10 0.1 (1.2) 74 160 LS산전 |||||||| | FGN ITC 0.23 (0.06) 0.59 0.69 -0.9 -0.3 (21.8) (14.0) 1.7 (3.1) 2.8 (2.8) ↓ - - - - - ++ - + - + -33 -73 -173 -80 8 -12 23 -301 (1.5) 0.5 175 63 현대중공업 || | ||||||| ITC FGN 0.91 0.85 0.50 0.33 0.2 -1.2 4.0 1.4 (6.7) (18.7) (14.1) (2.7) + ++ + - - - - - - - 34 73 121 -755 -51 -359 -1,197 -1,783 1.3 (0.3) 15 117 삼성중공업 Short || ||||||| FGN ITC 0.10 0.32 0.35 0.50 -0.6 -1.2 (6.9) (7.7) 13.1 (18.7) (5.2) (6.3) ++ - - + + - - - - - 16 -68 -438 587 -19 -242 -243 -872 1.4 (1.3) 14 166 대우조선해양 | Long ||||| |||||||||||| ITC FGN 0.56 0.93 (0.18) (0.56) 0.6 -2.0 13.2 4.5 7.2 (31.4) (13.9) 1.0 ↑ ↓ + + + + + - - - - - -17 225 260 1,912 -4 -530 -831 -1,289 1.5 (1.8) 11 175 현대미포조선 ||||| ||||||| FGN FGN 0.08 0.47 0.37 0.04 0.6 -1.0 14.1 5.5 0.2 (19.3) (6.4) (2.6) ↑ + + + + - - - - - + 5 52 91 312 -10 -67 -150 -401 1.3 (1.6) 16 171 STX조선해양 | |||| ITC FGN 0.42 0.24 0.29 (0.21) 0.0 -1.1 0.1 0.9 (5.3) (11.6) (6.8) 3.7 -- -- + - - ++ - - - - -0 -0 5 -56 2 -22 -42 -13 (0.2) 1.1 101 25 한진중공업 | Short | |||||| ITC FGN 0.96 0.98 (0.42) (0.92) -0.3 -1.0 (4.7) (5.9) 5.9 (15.8) (7.2) (3.1) ↓ - - - - - - - - - - 7 -7 -56 -230 -4 -16 -65 1 (0.2) (0.4) 102 126 성광벤드 | || ITC ITC 0.24 (0.12) 0.15 0.61 -0.3 -0.1 (6.2) (7.2) (0.7) (2.4) 1.5 0.3 -- - - + + -- - + - - 1 -19 -87 14 2 -16 17 -204 (0.9) (0.3) 150 121 대우인터내셔널 | Short |||||| || FGN ITC (0.09) (0.11) 0.47 0.73 0.7 -0.4 15.8 3.1 14.1 (7.1) (1.5) (11.5) ↓ -- + + + + ++ - - - - -41 158 164 599 18 -68 -57 -828 (0.7) 0.5 143 64 SK네트웍스 ||| Short | || ITC ITC 0.91 0.75 0.90 0.84 -0.1 -0.6 (2.8) (11.1) (11.6) (5.3) 2.0 (6.9) ↓ ++ - - - - ++ - + - - -1 -5 -101 -288 3 -11 29 -78 0.6 0.6 42 58 LG상사 Short ITC ITC 0.92 0.92 0.03 0.01 0.0 0.0 (0.4) (6.0) (4.8) 0.5 2.2 (5.6) ++ - - - - ++ - + + - -2 -18 -228 -648 -3 -2 46 61 1.0 1.0 28 35 Mirae Asset Securities 17 FGN FGN 17
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