Daily Report
## Warning: package 'quantmod' was built under R version 3.1.3## Warning: package 'zoo' was built under R version 3.1.3## Warning: package 'ggplot2' was built under R version 3.1.3차트
## PX_LAST PX_LAST.EMA.14
## 2015-04-22 4398.495 80.73404
## 2015-04-23 4414.507 81.12419
## 2015-04-24 4393.686 78.88709
## 2015-04-27 4527.396 82.26869
## 2015-04-28 4476.214 77.17327
## 2015-04-29 4476.620 77.18535
## PX_LAST PX_LAST.EMA.14
## 2015-04-22 3724.49 52.46296
## 2015-04-23 3697.88 49.08915
## 2015-04-24 3713.96 51.13418
## 2015-04-27 3771.45 57.67950
## 2015-04-28 3715.42 50.57010
## 2015-04-29 3617.11 41.01714
## PX_LAST PX_LAST.EMA.14
## 2015-04-22 1.0725 45.46446
## 2015-04-23 1.0824 51.31429
## 2015-04-24 1.0873 53.94736
## 2015-04-27 1.0891 54.91204
## 2015-04-28 1.0981 59.48218
## 2015-04-29 1.1128 65.61305
## PX_LAST PX_LAST.EMA.14
## 2015-04-22 14669.73 71.96608
## 2015-04-23 14478.20 67.73409
## 2015-04-24 14488.99 67.84880
## 2015-04-27 14741.20 70.48962
## 2015-04-28 14714.79 69.84270
## 2015-04-29 14603.04 67.03907
## fastK slowD
## 2015-04-22 99.72801 89.12350
## 2015-04-23 95.41505 90.50664
## 2015-04-24 90.82221 93.11846
## 2015-04-27 99.62856 95.20126
## 2015-04-28 85.69567 94.21973
## 2015-04-29 85.10727 92.49375
## x cci
## 2015-04-22 4398.495 139.2760
## 2015-04-23 4414.507 135.3391
## 2015-04-24 4393.686 112.3342
## 2015-04-27 4527.396 140.4040
## 2015-04-28 4476.214 125.5863
## 2015-04-29 4476.620 101.7072
## x cci
## 2015-04-22 14669.73 82.70863
## 2015-04-23 14478.20 74.53355
## 2015-04-24 14488.99 56.18571
## 2015-04-27 14741.20 72.21605
## 2015-04-28 14714.79 69.75820
## 2015-04-29 14603.04 57.39953
재무정보
## Price Earning.E.
## 2015-03-13 252.18 1272351
## 2015-03-16 252.44 1272240
## 2015-03-17 258.18 1273166
## 2015-03-18 258.22 1275717
## 2015-03-19 258.99 1275833
## Price Earning.E.
## 2015-03-17 258.18 287631.0
## 2015-03-18 258.22 289768.8
## 2015-03-19 258.99 289021.0
## Price y
## 2015-04-23 2112.93 17.97779
## 2015-04-24 2117.69 18.01983
## 2015-04-27 2108.92 17.94062
## 2015-04-28 2114.76 17.99183
## 2015-04-29 2106.85 17.92454
## Price y
## 2015-04-23 2112.93 117.53
## 2015-04-24 2117.69 117.52
## 2015-04-27 2108.92 117.55
## 2015-04-28 2114.76 117.54
## 2015-04-29 2106.85 117.54
## Price y
## 2015-04-23 3697.88 15.99360
## 2015-04-24 3713.96 16.06940
## 2015-04-27 3771.45 16.32097
## 2015-04-28 3715.42 16.12456
## 2015-04-29 3617.11 15.68293
## Price y
## 2015-04-23 3697.88 231.21
## 2015-04-24 3713.96 231.12
## 2015-04-27 3771.45 231.08
## 2015-04-28 3715.42 230.42
## 2015-04-29 3617.11 230.64
## Price y
## 2015-04-23 3697.88 599
## 2015-04-24 3713.96 600
## 2015-04-27 3771.45 600
## 2015-04-28 3715.42 601
## 2015-04-29 3617.11 595
## Price S.O
## 2015-04-25 271.05 11.41744
## 2015-04-26 271.05 11.41263
## 2015-04-27 270.05 11.34187
## 2015-04-28 268.55 11.25996
## 2015-04-29 268.03 11.73511
## x y
## 2015-04-23 272.59 57.74
## 2015-04-24 271.05 57.15
## 2015-04-27 270.05 56.99
## 2015-04-28 268.55 57.06
## 2015-04-29 268.03 58.58
## x y
## 2015-04-23 3697.88 16.62
## 2015-04-24 3713.96 16.62
## 2015-04-27 3771.45 16.62
## 2015-04-28 3715.42 16.62
## 2015-04-29 3617.11 16.58
## x y
## 2015-04-23 270.20 57.74
## 2015-04-24 275.30 57.15
## 2015-04-27 277.70 56.99
## 2015-04-28 278.65 57.06
## 2015-04-29 279.90 58.58
## x y
## 2015-04-23 661.0 57.74
## 2015-04-24 669.0 57.15
## 2015-04-27 678.5 56.99
## 2015-04-28 680.5 57.06
## 2015-04-29 670.0 58.58
## x1 x2
## 2015-04-23 374.1 57.74
## 2015-04-24 374.1 57.15
## 2015-04-27 374.1 56.99
## 2015-04-28 374.1 57.06
## 2015-04-29 374.1 58.58
## corr x2
## 2015-04-23 0.2708625 57.74
## 2015-04-24 0.2706523 57.15
## 2015-04-27 0.2757500 56.99
## 2015-04-28 0.2883268 57.06
## 2015-04-29 0.2874224 58.58
## Price y
## 2015-04-23 4414.507 17.85804
## 2015-04-24 4393.686 17.74080
## 2015-04-27 4527.396 18.39732
## 2015-04-28 4476.214 18.24420
## 2015-04-29 4476.620 18.22802
종목 재무정보
## NULL## [1] NA## Price PER12MF.E3.
## 2015-03-13 252.18 10.82
## 2015-03-16 252.44 10.83
## 2015-03-17 258.18 11.09
## 2015-03-18 258.22 11.06
## 2015-03-19 258.99 11.11
## NULL## [1] NA## NULL## [1] NA## NULL## [1] NA## NULL## [1] NA## Price 영업이익.E3.
## 2015-03-13 43850 20503.12
## 2015-03-16 43450 20503.12
## 2015-03-17 44500 20503.12
## 2015-03-18 44750 20503.12
## 2015-03-19 45600 20503.12
## NULL## [1] NA## NULL## [1] NA## NULL## [1] NA## Price 부채비율.E.
## 2015-03-13 43850 172.20
## 2015-03-16 43450 172.20
## 2015-03-17 44500 172.65
## 2015-03-18 44750 172.65
## 2015-03-19 45600 172.65
## Price 영업이익.E.
## 2015-03-13 650000 9995.86
## 2015-03-16 643000 9936.47
## 2015-03-17 660000 9936.47
## 2015-03-18 654000 9979.08
## 2015-03-19 641000 9979.08
## NULL## [1] NA## NULL## [1] NA## NULL## [1] NA## Price y
## 2015-03-13 27150 0.1335663
## 2015-03-16 27050 0.1339099
## 2015-03-17 28450 0.1355793
## 2015-03-18 28700 0.1351654
## 2015-03-19 29050 0.1354232
## Price y
## 2015-03-13 650000 0.5234942
## 2015-03-16 643000 0.5233554
## 2015-03-17 660000 0.5238812
## 2015-03-18 654000 0.5241285
## 2015-03-19 641000 0.5237637
## Price y
## 2015-03-13 82300 0.1129629
## 2015-03-16 80400 0.1134754
## 2015-03-17 81700 0.1145317
## 2015-03-18 81000 0.1151668
## 2015-03-19 82000 0.1168030
## Price y
## 2015-03-13 82300 -239644
## 2015-03-16 80400 -228269
## 2015-03-17 81700 -182661
## 2015-03-18 81000 -159214
## 2015-03-19 82000 -114089
## Price y
## 2015-03-13 82300 1283756
## 2015-03-16 80400 1268769
## 2015-03-17 81700 1254555
## 2015-03-18 81000 1226921
## 2015-03-19 82000 1203342
## Price y
## 2015-03-13 202500 0.3102689
## 2015-03-16 192000 0.3126810
## 2015-03-17 196500 0.3140294
## 2015-03-18 190500 0.3144713
## 2015-03-19 196000 0.3151084
## Price y
## 2015-03-13 202500 3206485
## 2015-03-16 192000 3288368
## 2015-03-17 196500 3333566
## 2015-03-18 190500 3348790
## 2015-03-19 196000 3371510
## Price y
## 2015-03-13 202500 -67501
## 2015-03-16 192000 -140131
## 2015-03-17 196500 -173071
## 2015-03-18 190500 -213079
## 2015-03-19 196000 -198909
## Price y
## 2015-03-13 46350 4288338
## 2015-03-16 46100 4213331
## 2015-03-17 47350 4452593
## 2015-03-18 47550 4472361
## 2015-03-19 47350 4410076
## Price y
## 2015-03-13 46350 -2659552
## 2015-03-16 46100 -2661396
## 2015-03-17 47350 -2512239
## 2015-03-18 47550 -2436606
## 2015-03-19 47350 -2505528
## Price y
## 2015-03-13 29750 14490078
## 2015-03-16 29650 14364465
## 2015-03-17 29850 14334021
## 2015-03-18 29800 14292396
## 2015-03-19 29950 14313974
## Price y
## 2015-03-13 29750 -1882196
## 2015-03-16 29650 -1862559
## 2015-03-17 29850 -1789418
## 2015-03-18 29800 -1799040
## 2015-03-19 29950 -1788428
## PX_LAST PX_LAST.EMA.14
## 2015-03-12 82000 34.18942
## 2015-03-13 82300 36.09314
## 2015-03-16 80400 30.14547
## 2015-03-17 81700 37.70896
## 2015-03-18 81000 35.48122
## 2015-03-19 82000 40.85665
## PX_LAST PX_LAST.EMA.14
## 2015-03-12 30800 63.90650
## 2015-03-13 31250 65.95857
## 2015-03-16 31150 65.07317
## 2015-03-17 33500 73.92972
## 2015-03-18 33400 73.08049
## 2015-03-19 33350 72.63124
## Price y
## 2015-03-13 183000 0.3900867
## 2015-03-16 181000 0.3892535
## 2015-03-17 181500 0.3890607
## 2015-03-18 174500 0.3888705
## 2015-03-19 169000 0.3899288
## Price y
## 2015-03-13 401000 0.1536744
## 2015-03-16 400000 0.1533314
## 2015-03-17 419000 0.1543759
## 2015-03-18 417000 0.1543953
## 2015-03-19 419000 0.1540365
## Price y
## 2015-03-13 43850 0.3036007
## 2015-03-16 43450 0.3032185
## 2015-03-17 44500 0.3036553
## 2015-03-18 44750 0.3037731
## 2015-03-19 45600 0.3045193
## Price y
## 2015-03-13 1457000 0.5539362
## 2015-03-16 1470000 0.5540355
## 2015-03-17 1497000 0.5543982
## 2015-03-18 1503000 0.5546144
## 2015-03-19 1470000 0.5544891
대차잔고비율
## Price y
## 2015-03-13 27150 0.08531937
## 2015-03-16 27050 0.08238339
## 2015-03-17 28450 0.08152242
## 2015-03-18 28700 0.08178087
## 2015-03-19 29050 0.08178087
## Price y
## 2015-03-13 82300 0.09954917
## 2015-03-16 80400 0.09900336
## 2015-03-17 81700 0.09854560
## 2015-03-18 81000 0.10012921
## 2015-03-19 82000 0.10012921
## Price y
## 2015-03-13 7140 0.1346974
## 2015-03-16 7230 0.1351536
## 2015-03-17 7210 0.1345508
## 2015-03-18 7410 0.1351658
## 2015-03-19 7410 0.1351658
## Price y
## 2015-03-13 38000 0.3259321
## 2015-03-16 35400 0.3255903
## 2015-03-17 36500 0.3247001
## 2015-03-18 38000 0.3253276
## 2015-03-19 38700 0.3253276
## Price y
## 2015-03-13 109500 0.2679126
## 2015-03-16 108000 0.2696207
## 2015-03-17 110500 0.2723447
## 2015-03-18 105000 0.2755204
## 2015-03-19 109000 0.2755204
## Price y
## 2015-03-13 31250 0.1939670
## 2015-03-16 31150 0.1961758
## 2015-03-17 33500 0.1986074
## 2015-03-18 33400 0.1969023
## 2015-03-19 33350 0.1969023
## Price y
## 2015-03-13 31250 -3614582
## 2015-03-16 31150 -3668092
## 2015-03-17 33500 -3633566
## 2015-03-18 33400 -3601129
## 2015-03-19 33350 -3626872
## Price y
## 2015-03-13 38000 2224531
## 2015-03-16 35400 2210733
## 2015-03-17 36500 2196935
## 2015-03-18 38000 2183137
## 2015-03-19 38700 2169339
## Price y
## 2015-03-13 109500 -345068
## 2015-03-16 108000 -334775
## 2015-03-17 110500 -324482
## 2015-03-18 105000 -314189
## 2015-03-19 109000 -303896
## Price y
## 2015-03-13 109500 -554856
## 2015-03-16 108000 -626509
## 2015-03-17 110500 -632347
## 2015-03-18 105000 -691225
## 2015-03-19 109000 -622472
## Price y
## 2015-03-13 109500 2465983
## 2015-03-16 108000 2550892
## 2015-03-17 110500 2546234
## 2015-03-18 105000 2605381
## 2015-03-19 109000 2522087
## Price y
## 2015-03-13 31250 -145184
## 2015-03-16 31150 25039
## 2015-03-17 33500 37277
## 2015-03-18 33400 17019
## 2015-03-19 33350 1659
## Price y
## 2015-03-13 38000 -47731
## 2015-03-16 35400 -134135
## 2015-03-17 36500 -152964
## 2015-03-18 38000 -166623
## 2015-03-19 38700 -171801
## Price y
## 2015-03-13 38000 4169811
## 2015-03-16 35400 4825599
## 2015-03-17 36500 4765690
## 2015-03-18 38000 4768132
## 2015-03-19 38700 4682604
Volatility
## x x_vol
## 2015-04-23 14478.20 0.2608450
## 2015-04-24 14488.99 0.2592306
## 2015-04-27 14741.20 0.2593205
## 2015-04-28 14714.79 0.2588520
## 2015-04-29 14603.04 0.2589327
## x x_vol
## 2015-04-23 3697.88 0.2006078
## 2015-04-24 3713.96 0.1976815
## 2015-04-27 3771.45 0.1979805
## 2015-04-28 3715.42 0.1978431
## 2015-04-29 3617.11 0.2005303
## x x_vol
## 2015-04-23 57.74 0.5233275
## 2015-04-24 57.15 0.5234199
## 2015-04-27 56.99 0.5228303
## 2015-04-28 57.06 0.5221637
## 2015-04-29 58.58 0.5229826
## x x_vol
## 2015-04-27 1073.01 0.08608586
## 2015-04-28 1070.02 0.08567885
## 2015-04-29 1068.54 0.08548176
## x x_vol
## 2015-04-23 1158.712 0.1030004
## 2015-04-24 1167.269 0.1037185
## 2015-04-27 1166.619 0.1037095
## 2015-04-28 1164.435 0.1035856
## 2015-04-29 1172.080 0.1032629
## x x_vol
## 2015-04-23 50.8150 0.4530702
## 2015-04-24 50.8745 0.4530635
## 2015-04-27 52.0204 0.4526787
## 2015-04-28 51.3321 0.4519798
## 2015-04-29 51.0110 0.4506630
## x x_vol
## 2015-04-23 272.59 0.1079974
## 2015-04-24 271.05 0.1083988
## 2015-04-27 270.05 0.1082588
## 2015-04-28 268.55 0.1080572
## 2015-04-29 268.03 0.1072413
## x x_vol
## 2015-04-23 2112.93 0.1256723
## 2015-04-24 2117.69 0.1254241
## 2015-04-27 2108.92 0.1245336
## 2015-04-28 2114.76 0.1245799
## 2015-04-29 2106.85 0.1246370
금리 및 지수 변동성
## x_vol x_vol.1
## 2015-04-23 2.275200 0.2777094
## 2015-04-24 2.273384 0.2772238
## 2015-04-27 2.270177 0.2791866
## 2015-04-28 2.270717 0.2802195
## 2015-04-29 2.270863 0.2801361
## x_vol x_vol.1
## 2015-04-23 0.4361447 0.2777094
## 2015-04-24 0.4366250 0.2772238
## 2015-04-27 0.4408217 0.2791866
## 2015-04-28 0.4407109 0.2802195
## 2015-04-29 0.4410964 0.2801361
## PX_LAST PX_LAST.1
## 2015-04-23 3.94 4414.507
## 2015-04-24 3.95 4393.686
## 2015-04-27 3.83 4527.396
## 2015-04-28 3.78 4476.214
## 2015-04-29 3.78 4476.620
## PX_LAST PX_LAST.1
## 2015-04-23 2.54 4414.507
## 2015-04-24 2.47 4393.686
## 2015-04-27 2.40 4527.396
## 2015-04-28 2.48 4476.214
## 2015-04-29 2.43 4476.620
## x_vol x_vol.1
## 2015-04-23 0.2011406 0.2777094
## 2015-04-24 0.2072086 0.2772238
## 2015-04-27 0.2119016 0.2791866
## 2015-04-28 0.2113193 0.2802195
## 2015-04-29 0.2123967 0.2801361
## data1 data2
## 2015-03-31 0.180 0.002811621
## 2015-04-01 0.167 0.002811621
## 2015-04-02 0.194 0.002811621
## 2015-04-03 0.194 0.002811621
## 2015-04-06 0.194 0.002811621
## 2015-04-07 0.186 0.002811621
## 2015-04-08 0.163 0.002811621
## 2015-04-09 0.160 0.002811621
## 2015-04-10 0.155 0.002811621
## 2015-04-13 0.157 0.002811621
## 2015-04-14 0.138 0.002811621
## 2015-04-15 0.107 0.002811621
## 2015-04-16 0.085 0.002811621
## 2015-04-17 0.078 0.002811621
## 2015-04-20 0.075 0.002811621
## 2015-04-21 0.101 0.002811621
## 2015-04-22 0.165 0.002811621
## 2015-04-23 0.165 0.002811621
## 2015-04-24 0.155 0.002811621
## 2015-04-27 0.162 0.002811621
## 2015-04-28 0.163 0.002811621
## 2015-04-29 0.285 0.002811621
## e1 data3
## 2015-04-16 0.2673 1088.72
## 2015-04-17 0.2467 1083.64
## 2015-04-20 0.2534 1079.21
## 2015-04-21 0.2653 1083.32
## 2015-04-22 0.1962 1079.59
## 2015-04-23 0.3083 1082.15
## 2015-04-24 0.3764 1079.53
## 2015-04-27 0.3692 1073.01
## 2015-04-28 0.3636 1070.02
## 2015-04-29 0.3412 1068.54
## data1 data2
## 2015-03-31 1.9231 -0.1
## 2015-04-01 1.8573 -0.1
## 2015-04-02 1.9117 -0.1
## 2015-04-03 1.8389 -0.1
## 2015-04-06 1.8952 -0.1
## 2015-04-07 1.8848 -0.1
## 2015-04-08 1.9047 -0.1
## 2015-04-09 1.9596 -0.1
## 2015-04-10 1.9473 -0.1
## 2015-04-13 1.9272 -0.1
## 2015-04-14 1.8985 -0.1
## 2015-04-15 1.8880 -0.1
## 2015-04-16 1.8897 -0.1
## 2015-04-17 1.8653 -0.1
## 2015-04-20 1.8896 -0.1
## 2015-04-21 1.9087 -0.1
## 2015-04-22 1.9788 -0.1
## 2015-04-23 1.9577 -0.1
## 2015-04-24 1.9086 -0.1
## 2015-04-27 1.9208 -0.1
## 2015-04-28 2.0034 -0.1
## 2015-04-29 2.0388 -0.1
## data1 data2
## 2015-03-31 -32.750 -32.375
## 2015-04-01 -31.750 -31.125
## 2015-04-02 -32.100 -31.400
## 2015-04-03 -32.200 -31.400
## 2015-04-06 -32.125 -31.375
## 2015-04-07 -31.900 -31.125
## 2015-04-08 -30.800 -30.875
## 2015-04-09 -31.800 -31.000
## 2015-04-10 -32.400 -31.700
## 2015-04-13 -32.500 -31.750
## 2015-04-14 -32.125 -31.375
## 2015-04-15 -33.200 -32.500
## 2015-04-16 -34.500 -33.750
## 2015-04-17 -36.000 -35.000
## 2015-04-20 -34.000 -33.000
## 2015-04-21 -34.875 -32.875
## 2015-04-22 -35.250 -32.250
## 2015-04-23 -35.375 -32.900
## 2015-04-24 -35.300 -32.500
## 2015-04-27 -35.625 -33.375
## 2015-04-28 -35.600 -33.300
## 2015-04-29 -34.375 -32.625
## data1 data2
## 2015-03-31 -65.950 -67.200
## 2015-04-01 -65.600 -67.625
## 2015-04-02 -64.300 -66.300
## 2015-04-03 -64.875 -66.625
## 2015-04-06 -65.726 -67.488
## 2015-04-07 -65.000 -66.800
## 2015-04-08 -64.800 -66.500
## 2015-04-09 -62.850 -64.400
## 2015-04-10 -62.600 -63.950
## 2015-04-13 -63.400 -64.550
## 2015-04-14 -64.000 -64.750
## 2015-04-15 -65.000 -65.900
## 2015-04-16 -66.800 -67.600
## 2015-04-17 -66.000 -67.125
## 2015-04-20 -67.200 -67.900
## 2015-04-21 -68.350 -68.950
## 2015-04-22 -68.500 -69.125
## 2015-04-23 -68.000 -68.500
## 2015-04-24 -68.300 -68.499
## 2015-04-27 -68.500 -68.900
## 2015-04-28 -68.300 -68.751
## 2015-04-29 -68.300 -68.800
## NULL## [1] NA## data1 data3
## 2015-04-16 1.8047 1.0761
## 2015-04-17 1.7873 1.0806
## 2015-04-20 1.8146 1.0738
## 2015-04-21 1.8077 1.0736
## 2015-04-22 1.8138 1.0725
## 2015-04-23 1.7927 1.0824
## 2015-04-24 1.7536 1.0873
## 2015-04-27 1.7588 1.0891
## 2015-04-28 1.8404 1.0981
## 2015-04-29 1.7538 1.1128
## data1 data2
## 2015-03-31 2.160 1.721
## 2015-04-01 2.150 1.720
## 2015-04-02 2.119 1.721
## 2015-04-03 2.086 1.714
## 2015-04-06 2.068 1.714
## 2015-04-07 2.104 1.721
## 2015-04-08 2.112 1.727
## 2015-04-09 2.077 1.698
## 2015-04-10 2.070 1.714
## 2015-04-13 2.103 1.732
## 2015-04-14 2.121 1.731
## 2015-04-15 2.122 1.721
## 2015-04-16 2.157 1.724
## 2015-04-17 2.112 1.691
## 2015-04-20 2.143 1.693
## 2015-04-21 2.174 1.710
## 2015-04-22 2.175 1.710
## 2015-04-23 2.266 1.745
## 2015-04-24 2.285 1.771
## 2015-04-27 2.290 1.786
## 2015-04-28 2.367 1.829
## 2015-04-29 2.380 1.842
수급
## Price S.O
## 2015-04-23 14478.20 772200
## 2015-04-24 14488.99 772200
## 2015-04-27 14741.20 772200
## 2015-04-28 14714.79 772200
## 2015-04-29 14603.04 772200
## Price S.O
## 2015-04-23 3697.88 302950
## 2015-04-24 3713.96 302950
## 2015-04-27 3771.45 303400
## 2015-04-28 3715.42 303550
## 2015-04-29 3617.11 303850
## Price S.O
## 2015-04-23 272.59 71000
## 2015-04-24 271.05 71000
## 2015-04-27 270.05 71000
## 2015-04-28 268.55 71700
## 2015-04-29 268.03 71700
## Price S.O
## 2015-04-23 4414.507 144150
## 2015-04-24 4393.686 144150
## 2015-04-27 4527.396 144150
## 2015-04-28 4476.214 145500
## 2015-04-29 4476.620 145500
## Price y
## 2015-03-13 252.18 -764.76
## 2015-03-16 252.44 5944.92
## 2015-03-17 258.18 25141.45
## 2015-03-18 258.22 28250.91
## 2015-03-19 258.99 31110.94
## Price Earning.E.
## 2015-03-13 252.18 16615534
## 2015-03-16 252.44 16674265
## 2015-03-17 258.18 16732996
## 2015-03-18 258.22 16791727
## 2015-03-19 258.99 16850458
## Stocks Futures
## 2015-03-13 9864911 -9941387
## 2015-03-16 9887298 -9292806
## 2015-03-17 10417525 -7903380
## 2015-03-18 10727064 -7901973
## 2015-03-19 11116685 -8005591
## data data3
## 2015-03-13 841479.6 252.18
## 2015-03-16 836314.4 252.44
## 2015-03-17 836314.4 258.18
## 2015-03-18 836113.8 258.22
## 2015-03-19 839141.6 258.99
Global Economic Measure
## Price S.O
## 2015-04-22 0.664 0.283
## 2015-04-23 0.659 0.289
## 2015-04-24 0.666 0.357
## 2015-04-27 0.677 0.418
## 2015-04-28 0.636 0.251
## Price S.O
## 2015-04-23 4414.507 -73.4
## 2015-04-24 4393.686 -73.0
## 2015-04-27 4527.396 -71.4
## 2015-04-28 4476.214 -70.7
## 2015-04-29 4476.620 -70.0
## Price1 X2015.12.31
## 2015-04-16 246.5740 26244670
## 2015-04-17 247.5730 26244670
## 2015-04-20 248.8394 26244670
## 2015-04-21 247.5446 26244670
## 2015-04-22 248.8352 26244670
## 2015-04-23 251.8967 26244670
## 2015-04-24 251.0815 26244670
## 2015-04-27 251.6752 26244670
## 2015-04-28 250.9766 26244670
## 2015-04-29 250.8376 26244670
## Price X2015.12.31
## 2015-04-23 1082.15 26244670
## 2015-04-24 1079.53 26244670
## 2015-04-27 1073.01 26244670
## 2015-04-28 1070.02 26244670
## 2015-04-29 1068.54 26244670
## Warning in log(data): NaNs produced## Price X2015.12.31
## 2015-04-23 1082.15 26244670
## 2015-04-24 1079.53 26244670
## 2015-04-27 1073.01 26244670
## 2015-04-28 1070.02 26244670
## 2015-04-29 1068.54 26244670
## Price S.O
## 2015-04-23 272.59 -19.42
## 2015-04-24 271.05 -19.62
## 2015-04-27 270.05 -19.48
## 2015-04-28 268.55 -19.45
## 2015-04-29 268.03 -19.91
ELS발행물량
## data1 x_vol
## 2015-03-13 3534.459 0.2732906
## 2015-03-16 3534.459 0.2726380
## 2015-03-17 3534.459 0.2728543
## 2015-03-18 3534.459 0.2728608
## 2015-03-19 3534.459 0.2735196## x_vol
## data1 -0.2219274
Quanto
## corr
## 2015-04-23 0.001559224
## 2015-04-24 0.001663563
## 2015-04-27 0.001548099
## 2015-04-28 0.001561018
## 2015-04-29 0.001544351
## [,1]
## 2015-03-26 -0.3408364
## 2015-04-02 -0.3591512
## 2015-04-09 -0.3284697
## 2015-04-16 -0.3443180
## 2015-04-23 -0.3313334
## [,1]
## 2015-04-23 0.06848722
## 2015-04-24 0.07429562
## 2015-04-27 0.06934736
## 2015-04-28 0.07038545
## 2015-04-29 0.06977275
## corr
## 2015-04-23 0.001589408
## 2015-04-24 0.001575925
## 2015-04-27 0.001665761
## 2015-04-28 0.001646275
## 2015-04-29 0.001664305
index correlation
## [,1]
## 2015-04-23 0.05088350
## 2015-04-24 0.05183327
## 2015-04-27 0.05249688
## 2015-04-28 0.04983440
## 2015-04-29 0.04652890
## [,1]
## 2015-04-23 0.5268740
## 2015-04-24 0.5217919
## 2015-04-27 0.5174874
## 2015-04-28 0.5197453
## 2015-04-29 0.5257443
## [,1]
## 2015-04-23 0.1353122
## 2015-04-24 0.1281165
## 2015-04-27 0.1306067
## 2015-04-28 0.1364001
## 2015-04-29 0.1554428
## [,1]
## 2015-04-23 0.1852393
## 2015-04-24 0.1847334
## 2015-04-27 0.2002145
## 2015-04-28 0.1990940
## 2015-04-29 0.1974242
## [,1]
## 2015-04-23 0.1510372
## 2015-04-24 0.1456774
## 2015-04-27 0.1438979
## 2015-04-28 0.1427313
## 2015-04-29 0.1477123
## [,1]
## 2015-04-23 0.1993694
## 2015-04-24 0.2092663
## 2015-04-27 0.2117722
## 2015-04-28 0.1943024
## 2015-04-29 0.1955003
## [,1]
## 2015-04-23 -0.2559559
## 2015-04-24 -0.2466558
## 2015-04-27 -0.2409429
## 2015-04-28 -0.2530617
## 2015-04-29 -0.2863782
## [,1]
## 2015-04-23 0.1603932
## 2015-04-24 0.1610949
## 2015-04-27 0.1610293
## 2015-04-28 0.1622354
## 2015-04-29 0.1646514
## [,1]
## 2015-04-23 0.2466149
## 2015-04-24 0.2464863
## 2015-04-27 0.2454816
## 2015-04-28 0.2498613
## 2015-04-29 0.2492438
## [,1]
## 2015-04-23 0.5078510
## 2015-04-24 0.5077517
## 2015-04-27 0.4961342
## 2015-04-28 0.4886005
## 2015-04-29 0.4898252
업종별 상황
Commodity
## Price S.O
## 2015-04-23 401.5 2322
## 2015-04-24 412.5 2365
## 2015-04-27 428.0 2389
## 2015-04-28 429.5 2406
## 2015-04-29 422.5 2373
Correlation
## corr PX_LAST
## 2015-04-23 -0.09181504 1082.15
## 2015-04-24 -0.08893679 1079.53
## 2015-04-27 -0.06197769 1073.01
## 2015-04-28 -0.05618156 1070.02
## 2015-04-29 -0.05822969 1068.54
## corr PX_LAST
## 2015-04-23 0.2607971 56.16
## 2015-04-24 0.2495218 57.74
## 2015-04-27 0.2475903 57.15
## 2015-04-28 0.2467933 56.99
## 2015-04-29 0.2442569 57.06
## corr PX_LAST
## 2015-04-23 0.06442960 1082.15
## 2015-04-24 0.06558697 1079.53
## 2015-04-27 0.08033211 1073.01
## 2015-04-28 0.09606733 1070.02
## 2015-04-29 0.09260634 1068.54
## corr PX_LAST
## 2015-04-23 0.1510372 1082.15
## 2015-04-24 0.1456774 1079.53
## 2015-04-27 0.1438979 1073.01
## 2015-04-28 0.1427313 1070.02
## 2015-04-29 0.1477123 1068.54
## PX_LAST PX_LAST.1
## 2015-04-23 9.0493 2.266
## 2015-04-24 9.0736 2.285
## 2015-04-27 9.0140 2.290
## 2015-04-28 9.0035 2.367
## 2015-04-29 8.9787 2.380
## PX_LAST PX_LAST.1
## 2015-04-23 1082.15 119.58
## 2015-04-24 1079.53 118.99
## 2015-04-27 1073.01 119.04
## 2015-04-28 1070.02 118.86
## 2015-04-29 1068.54 119.02
## PX_LAST corr
## 2015-04-23 1082.15 0.1988582
## 2015-04-24 1079.53 0.2179261
## 2015-04-27 1073.01 0.2226586
## 2015-04-28 1070.02 0.2132581
## 2015-04-29 1068.54 0.2166991
Economic Indicators
## PX_LAST PX_LAST.1
## 2014-03-31 541.76 334.29
## 2014-06-30 598.09 341.92
## 2014-09-30 599.08 346.74
## 2014-12-31 607.53 348.88
## 2015-03-31 610.60 348.88
## PX_LAST PX_LAST.1
## 2014-11-30 11.5 11.0
## 2014-12-31 34.9 31.8
## 2015-01-31 48.4 45.2
## 2015-02-28 53.0 52.7
## 2015-03-31 54.8 62.4
## PX_LAST PX_LAST.1
## 2015-04-23 -57.2 20.6
## 2015-04-24 -57.7 20.5
## 2015-04-27 -56.0 17.4
## 2015-04-28 -58.5 16.2
## 2015-04-29 -66.8 17.2
## corr1 corr2
## 2015-04-23 0.2073134 -0.04503801
## 2015-04-24 0.2066541 -0.04807817
## 2015-04-27 0.2037832 -0.05053358
## 2015-04-28 0.2092555 -0.03931053
## 2015-04-29 0.2321351 -0.05482458
## corr1 corr2
## 2015-04-23 -0.2760392 -0.3018555
## 2015-04-24 -0.2505506 -0.2977563
## 2015-04-27 -0.2527553 -0.2970699
## 2015-04-28 -0.2587324 -0.2950517
## 2015-04-29 -0.2489994 -0.3027339
## PX_LAST PX_LAST.1
## 2014-11-30 -2.7 1.4
## 2014-12-31 -3.3 1.5
## 2015-01-31 -4.3 0.8
## 2015-02-28 -4.8 1.4
## 2015-03-31 -4.6 1.4## [1] "CHEFTYOY+Index AVG1: 1.37 % , CNCPIYOY+Index AVG2: 2.99 %"
## PX_LAST PX_LAST.1
## 2014-11-30 0.10702322 852.7
## 2014-12-31 0.09921443 697.3
## 2015-01-31 0.09590303 1470.0
## 2015-02-28 0.09991976 1020.0
## 2015-03-31 0.08987117 1180.0## [1] "CNMSM2+Index AVG1: 14.78 %"
## PX_LAST PX_LAST.1
## 2015-03-23 0.01545129 1020
## 2015-03-30 0.01834870 1020
## 2015-03-31 0.01834870 1180
## 2015-04-06 0.01992860 1180
## 2015-04-13 0.01598540 1180## [1] "M2+Index AVG1: 1.43 %"
## PX_LAST PX_LAST.1
## 2014-11-30 766.9 852.7
## 2014-12-31 842.6 697.3
## 2015-01-31 842.6 1470.0
## 2015-02-28 842.6 1020.0
## 2015-03-31 842.6 1180.0
## PX_LAST PX_LAST.1
## 2015-04-23 57.74 2.9707
## 2015-04-24 57.15 2.9513
## 2015-04-27 56.99 2.9170
## 2015-04-28 57.06 2.9373
## 2015-04-29 58.58 2.9613
## PX_LAST
## 2015-04-23 130.14
## 2015-04-24 128.60
## 2015-04-27 131.25
## 2015-04-28 131.96
## 2015-04-29 131.95## [1] "mean: 116.219974640744"
## PX_LAST
## 2015-03-27 1667.967
## 2015-04-03 1561.316
## 2015-04-10 1680.872
## 2015-04-17 3257.068
## 2015-04-24 4130.328## [1] "mean: 287.761393617021"
## PX_LAST
## 2015-04-23 736.60
## 2015-04-24 761.56
## 2015-04-27 794.84
## 2015-04-28 806.01
## 2015-04-29 797.99## [1] "mean: 1065.06033846154"
## PX_LAST PX_LAST.1
## 2015-04-23 12.304 3.864
## 2015-04-24 12.712 3.887
## 2015-04-27 11.718 3.911
## 2015-04-28 10.993 3.911
## 2015-04-29 11.417 3.564
## PX_LAST
## 2014-11-30 157549
## 2014-12-31 154504
## 2015-01-31 142424
## 2015-02-28 135130
## 2015-03-31 133216## [1] "mean: 152018.733333333"
## [,1]
## 2015-03-13 0.6901989
## 2015-03-16 0.6616365
## 2015-03-17 0.6989372
## 2015-03-18 0.7372604
## 2015-03-19 0.7281321
## [1] "KOSPI2+Index / HSCEI+Index"## [1] "Row: min: -1 max: -0.005 Col: min: 0.01 max: 1"## [,1] [,2]
## [1,] 0.01145663 0.2062193
## [2,] 0.18821604 0.5941080## [1] "SHCOMP+Index / HSCEI+Index"## [1] "Row: min: 0.01 max: 1 Col: min: 0.005 max: 1"## [,1] [,2]
## [1,] 0.1202636 0.04777595
## [2,] 0.1911038 0.64085667Volatility
## K3100_D456.25 K2800_D456.25
## 2015-04-16 0.2298774 0.2484289
## 2015-04-17 0.2317539 0.2506256
## 2015-04-20 0.2298336 0.2483522
## 2015-04-21 0.2309818 0.2496380
## 2015-04-22 0.2306489 0.2493156
## 2015-04-23 0.2305880 0.2494187
## K3500_2016.04.17 K3800_2016.04.17
## 2015-04-16 0.2044574 0.1863175
## 2015-04-17 0.2069556 0.1893599
## 2015-04-20 0.2051802 0.1873427
## 2015-04-21 0.2062482 0.1882121
## 2015-04-22 0.2061725 0.1879928
## 2015-04-23 0.2055707 0.1874431
## MN3500_D273.75 MN3800_D273.75
## 2015-04-16 0.1872670 0.2615000
## 2015-04-17 0.1961846 0.2704615
## 2015-04-20 0.1912000 0.2653505
## 2015-04-21 0.1922945 0.2676637
## 2015-04-22 0.1915088 0.2662747
## 2015-04-23 0.1931890 0.2684165
## K250_D273.75 K230_D273.75
## 2015-04-16 0.1625777 0.1712030
## 2015-04-17 0.1636618 0.1723340
## 2015-04-20 0.1648474 0.1736103
## 2015-04-21 0.1651773 0.1745071
## 2015-04-22 0.1654025 0.1741383
## 2015-04-23 0.1654876 0.1742262
## K250_2015.12.11 K230_2015.12.11
## 2015-04-16 0.1610550 0.1701113
## 2015-04-17 0.1621301 0.1712367
## 2015-04-20 0.1631290 0.1723431
## 2015-04-21 0.1634333 0.1732966
## 2015-04-22 0.1635622 0.1727832
## 2015-04-23 0.1636030 0.1728426
## MN100_D273.75 MN90_D273.75
## 2015-04-16 0.1579885 0.1656231
## 2015-04-17 0.1590000 0.1668242
## 2015-04-20 0.1600821 0.1679179
## 2015-04-21 0.1600659 0.1686044
## 2015-04-22 0.1607951 0.1684346
## 2015-04-23 0.1605622 0.1670368
## K2000_D182 K1800_D182
## 2015-04-16 0.1662325 0.2130023
## 2015-04-17 0.1670365 0.2137563
## 2015-04-20 0.1663698 0.2132602
## 2015-04-21 0.1664409 0.2130352
## 2015-04-22 0.1659001 0.2127077
## 2015-04-23 0.1671876 0.2139172
## MN100_D182 MN80_D182
## 2015-04-17 0.1478692 0.2425769
## 2015-04-20 0.1423813 0.2384110
## 2015-04-21 0.1433385 0.2385088
## 2015-04-22 0.1400615 0.2360615
## 2015-04-23 0.1401593 0.2363088
