차트

##             PX_LAST PX_LAST.EMA.14
## 2015-06-05 13914.61       45.85781
## 2015-06-08 14113.98       50.20384
## 2015-06-09 13861.96       45.25828
## 2015-06-10 13616.67       41.02253
## 2015-06-11 13743.25       43.93840
## 2015-06-12 13984.00       49.09354

##               fastK    slowD
## 2015-06-05 96.27459 90.12633
## 2015-06-08 97.89372 93.62387
## 2015-06-09 95.26185 95.38644
## 2015-06-10 92.06578 95.93252
## 2015-06-11 94.18932 95.12983
## 2015-06-12 98.41407 94.60083

##                   x      cci
## 2015-06-05 5023.095 116.8340
## 2015-06-08 5131.881 131.7252
## 2015-06-09 5113.534 120.8892
## 2015-06-10 5106.036 108.4975
## 2015-06-11 5121.593 103.6069
## 2015-06-12 5166.350 110.0171

##                   x        cci
## 2015-06-05 13914.61  -60.18427
## 2015-06-08 14113.98  -37.63688
## 2015-06-09 13861.96  -75.19469
## 2015-06-10 13616.67 -145.60790
## 2015-06-11 13743.25 -127.27023
## 2015-06-12 13984.00  -67.71626

재무정보

##             Price Earning.E.
## 2015-06-08 254.21    1311556
## 2015-06-09 253.51    1311275
## 2015-06-10 252.11    1310524
## 2015-06-11 252.32    1311256
## 2015-06-12 251.66    1314916

##             Price Earning.E.
## 2015-06-10 252.11   321664.8
## 2015-06-11 252.32   321839.7
## 2015-06-12 251.66   322331.9

##              Price Earning.E.
## 2015-06-08 1092.19   136552.6
## 2015-06-09 1107.70   136767.6
## 2015-06-10 1111.47   137012.8
## 2015-06-11 1109.48   138303.0
## 2015-06-12 1095.99   138330.2

##             Price Earning.E.
## 2015-06-08 733.46   145491.3
## 2015-06-09 729.45   145492.5
## 2015-06-10 740.80   145582.9
## 2015-06-11 741.86   145582.9
## 2015-06-12 727.11   145589.6

##             Price Earning.E.
## 2015-06-08 349.41   75284.53
## 2015-06-09 349.42   75324.48
## 2015-06-10 356.02   75273.67
## 2015-06-11 348.26   75187.26
## 2015-06-12 343.01   75155.90

##             Price Earning.E.
## 2015-06-08 369.89   31887.51
## 2015-06-09 372.15   31646.29
## 2015-06-10 366.42   31119.92
## 2015-06-11 364.94   30980.94
## 2015-06-12 359.08   31645.69

##             Price Earning.E.
## 2015-06-08 712.01   37318.03
## 2015-06-09 722.77   37383.80
## 2015-06-10 717.43   37376.89
## 2015-06-11 709.03   37354.78
## 2015-06-12 698.38   37354.78

##              Price Earning.E.
## 2015-06-08 1920.58   99041.74
## 2015-06-09 1958.61   99256.81
## 2015-06-10 1964.40   99472.76
## 2015-06-11 1961.42   99868.54
## 2015-06-12 1930.65   99868.54

##              Price Earning.E.
## 2015-06-08 2004.93   357013.0
## 2015-06-09 1996.70   356864.7
## 2015-06-10 1968.86   356590.9
## 2015-06-11 1955.95   356555.3
## 2015-06-12 1949.62   356489.1

##              Price Earning.E.
## 2015-06-08 1569.42   160017.4
## 2015-06-09 1569.53   159942.3
## 2015-06-10 1576.50   159942.3
## 2015-06-11 1628.95   159943.0
## 2015-06-12 1612.27   159943.0

##              Price Earning.E.
## 2015-06-08 1502.60   431814.2
## 2015-06-09 1487.65   431664.5
## 2015-06-10 1463.48   431438.6
## 2015-06-11 1461.03   431371.7
## 2015-06-12 1473.65   430209.6

##              Price        y
## 2015-06-08 2079.28 17.55704
## 2015-06-09 2080.15 17.56438
## 2015-06-10 2105.20 17.77890
## 2015-06-11 2108.86 17.80981
## 2015-06-12 2094.11 17.68226

##              Price      y
## 2015-06-08 2079.28 118.43
## 2015-06-09 2080.15 118.43
## 2015-06-10 2105.20 118.41
## 2015-06-11 2108.86 118.41
## 2015-06-12 2094.11 118.43

##              Price        y
## 2015-06-08 3468.31 14.97155
## 2015-06-09 3456.79 14.93214
## 2015-06-10 3526.48 15.24371
## 2015-06-11 3551.91 15.34700
## 2015-06-12 3502.77 15.13533

##             Price        y
## 2015-06-08 444.11 14.74958
## 2015-06-09 441.04 14.65249
## 2015-06-10 451.09 14.99136
## 2015-06-11 454.46 15.10838
## 2015-06-12 450.13 14.95945

##              Price      y
## 2015-06-08 3468.31 231.66
## 2015-06-09 3456.79 231.50
## 2015-06-10 3526.48 231.34
## 2015-06-11 3551.91 231.44
## 2015-06-12 3502.77 231.43

##             Price     y
## 2015-06-08 444.11 30.11
## 2015-06-09 441.04 30.10
## 2015-06-10 451.09 30.09
## 2015-06-11 454.46 30.08
## 2015-06-12 450.13 30.09

##             Price     y
## 2015-06-08 311.89 17.80
## 2015-06-09 310.87 17.73
## 2015-06-10 317.12 17.65
## 2015-06-11 318.57 17.79
## 2015-06-12 313.26 17.77

##             Price     y
## 2015-06-08 606.10 55.84
## 2015-06-09 612.18 55.87
## 2015-06-10 629.43 55.87
## 2015-06-11 634.03 55.85
## 2015-06-12 627.93 55.91

##             Price     y
## 2015-06-08 355.21 18.28
## 2015-06-09 353.56 18.27
## 2015-06-10 361.15 18.27
## 2015-06-11 364.13 18.32
## 2015-06-12 360.88 18.37

##              Price   y
## 2015-06-08 3468.31 610
## 2015-06-09 3456.79 612
## 2015-06-10 3526.48 618
## 2015-06-11 3551.91 629
## 2015-06-12 3502.77 642

##             Price      S.O
## 2015-06-08 254.21 10.60092
## 2015-06-09 253.51 10.58939
## 2015-06-10 252.11 10.70076
## 2015-06-11 252.32 10.53968
## 2015-06-12 251.66 10.88024

##                 x     y
## 2015-06-08 254.21 58.14
## 2015-06-09 253.51 60.14
## 2015-06-10 252.11 61.43
## 2015-06-11 252.32 60.77
## 2015-06-12 251.66 59.96

##                  x     y
## 2015-06-08 3468.31 15.69
## 2015-06-09 3456.79 15.69
## 2015-06-10 3526.48 15.58
## 2015-06-11 3551.91 15.58
## 2015-06-12 3502.77 15.58

##                 x     y
## 2015-06-08 269.65 58.14
## 2015-06-09 271.40 60.14
## 2015-06-10 274.70 61.43
## 2015-06-11 266.90 60.77
## 2015-06-12 268.30 59.96

##                x     y
## 2015-06-08 684.0 58.14
## 2015-06-09 685.0 60.14
## 2015-06-10 691.5 61.43
## 2015-06-11 693.0 60.77
## 2015-06-12 687.5 59.96

##                x1    x2
## 2015-06-08 369.89 58.14
## 2015-06-09 372.15 60.14
## 2015-06-10 366.42 61.43
## 2015-06-11 364.94 60.77
## 2015-06-12 359.08 59.96

##                 corr    x2
## 2015-06-08 0.2356565 58.14
## 2015-06-09 0.2358269 60.14
## 2015-06-10 0.2128625 61.43
## 2015-06-11 0.2105073 60.77
## 2015-06-12 0.2318043 59.96

##               Price        y
## 2015-06-08 5131.881 20.69724
## 2015-06-09 5113.534 20.63906
## 2015-06-10 5106.036 20.52265
## 2015-06-11 5121.593 20.58022
## 2015-06-12 5166.350 20.76424

종목 재무정보

##            Price 부채비율.E.
## 2015-06-08 25100      258.56
## 2015-06-09 25950      258.56
## 2015-06-10 25500      258.56
## 2015-06-11 25200      258.56
## 2015-06-12 24600      258.56

##             Price PER12MF.E3.
## 2015-06-08 254.21       10.61
## 2015-06-09 253.51       10.63
## 2015-06-10 252.11       10.58
## 2015-06-11 252.32       10.59
## 2015-06-12 251.66       10.68

##             Price 부채비율.E.
## 2015-06-08 193500       17.87
## 2015-06-09 190000       17.55
## 2015-06-10 181500       16.80
## 2015-06-11 186000       17.20
## 2015-06-12 190500       17.61

##             Price 영업이익.E3.
## 2015-06-08 193500       624.71
## 2015-06-09 190000       624.74
## 2015-06-10 181500       624.74
## 2015-06-11 186000       628.89
## 2015-06-12 190500       628.89

##             Price 영업이익.E3.
## 2015-06-08 123000       655.83
## 2015-06-09 122500       655.83
## 2015-06-10 123000       655.83
## 2015-06-11 121500       655.83
## 2015-06-12 117000       739.60

##            Price 영업이익.E3.
## 2015-06-08 29300      3130.83
## 2015-06-09 29500      3138.36
## 2015-06-10 29400      3138.36
## 2015-06-11 29150      3138.36
## 2015-06-12 29200      3138.36

##            Price 영업이익.E3.
## 2015-06-08 29300     11147.26
## 2015-06-09 29500     11198.90
## 2015-06-10 29400     11198.90
## 2015-06-11 29150     11198.90
## 2015-06-12 29200     11198.90

##            Price 영업이익.E3.
## 2015-06-08 44800     13630.35
## 2015-06-09 44700     13630.35
## 2015-06-10 43700     13630.35
## 2015-06-11 43850     13609.17
## 2015-06-12 43500     13609.17

##            Price 영업이익.E3.
## 2015-06-08 36500       315.62
## 2015-06-09 36000       315.62
## 2015-06-10 36000       315.62
## 2015-06-11 35900       315.62
## 2015-06-12 34500       315.62

##            Price 영업이익.E3.
## 2015-06-08 28800       402.37
## 2015-06-09 29100       391.08
## 2015-06-10 29550       391.08
## 2015-06-11 28300       391.08
## 2015-06-12 27400       391.08

##            Price 영업이익.E3.
## 2015-06-08 68500      4437.15
## 2015-06-09 69900      4435.77
## 2015-06-10 70300      4435.77
## 2015-06-11 70100      4435.77
## 2015-06-12 69600      4435.77

##            Price 부채비율.E.
## 2015-06-08 44800      169.21
## 2015-06-09 44700      169.21
## 2015-06-10 43700      169.21
## 2015-06-11 43850      169.34
## 2015-06-12 43500      169.33

##            Price 영업이익.E.
## 2015-06-08 48050    63027.38
## 2015-06-09 48000    63027.24
## 2015-06-10 47500    63019.74
## 2015-06-11 47100    62972.24
## 2015-06-12 46550    62972.24

##            Price 영업이익.E.
## 2015-06-08 77200     2403.35
## 2015-06-09 75600     2392.24
## 2015-06-10 75400     2392.24
## 2015-06-11 75000     2392.24
## 2015-06-12 75100     2392.24

##            Price 영업이익.E.
## 2015-06-08 77200      593.65
## 2015-06-09 75600      592.59
## 2015-06-10 75400      592.59
## 2015-06-11 75000      592.59
## 2015-06-12 75100      592.59

##            Price 영업이익.E.
## 2015-06-08 53500    15027.05
## 2015-06-09 53200    15082.91
## 2015-06-10 52800    15082.91
## 2015-06-11 53100    15020.53
## 2015-06-12 51900    15020.53

##             Price 영업이익.E.
## 2015-06-08 264500     17422.4
## 2015-06-09 267500     17407.5
## 2015-06-10 267500     17407.5
## 2015-06-11 269000     17407.5
## 2015-06-12 262000     17407.5

##             Price 영업이익.E.
## 2015-06-08 268000     9466.52
## 2015-06-09 274000     9533.86
## 2015-06-10 275500     9533.86
## 2015-06-11 280000     9533.86
## 2015-06-12 272000     9533.86

##            Price         y
## 2015-06-08 25100 0.1438052
## 2015-06-09 25950 0.1428862
## 2015-06-10 25500 0.1425054
## 2015-06-11 25200 0.1415137
## 2015-06-12 24600 0.1414793

##             Price         y
## 2015-06-08 587000 0.5486834
## 2015-06-09 590000 0.5490862
## 2015-06-10 568000 0.5491501
## 2015-06-11 566000 0.5526126
## 2015-06-12 601000 0.5560029

##            Price         y
## 2015-06-08 77200 0.1609333
## 2015-06-09 75600 0.1585359
## 2015-06-10 75400 0.1574072
## 2015-06-11 75000 0.1581376
## 2015-06-12 75100 0.1573646

##             Price         y
## 2015-06-08 134500 0.5106666
## 2015-06-09 135500 0.5109139
## 2015-06-10 134500 0.5108986
## 2015-06-11 138000 0.5105272
## 2015-06-12 136000 0.5101507

##            Price       y
## 2015-06-08 77200 1568075
## 2015-06-09 75600 1487390
## 2015-06-10 75400 1448397
## 2015-06-11 75000 1468092
## 2015-06-12 75100 1442700

##            Price       y
## 2015-06-08 77200 1903822
## 2015-06-09 75600 1901859
## 2015-06-10 75400 1931573
## 2015-06-11 75000 1928565
## 2015-06-12 75100 1931314

##             Price       y
## 2015-06-08 264500 1744871
## 2015-06-09 267500 1752537
## 2015-06-10 267500 1734554
## 2015-06-11 269000 1791714
## 2015-06-12 262000 1785385

##             Price       y
## 2015-06-08 264500 1052158
## 2015-06-09 267500 1055930
## 2015-06-10 267500 1072562
## 2015-06-11 269000 1036548
## 2015-06-12 262000 1048646

##             Price        y
## 2015-06-08 264500 -3255816
## 2015-06-09 267500 -3243335
## 2015-06-10 267500 -3217121
## 2015-06-11 269000 -3256748
## 2015-06-12 262000 -3258948

##             Price         y
## 2015-06-08 268000 0.3231510
## 2015-06-09 274000 0.3225089
## 2015-06-10 275500 0.3220406
## 2015-06-11 280000 0.3221870
## 2015-06-12 272000 0.3223767

##             Price       y
## 2015-06-08 268000 3576272
## 2015-06-09 274000 3568502
## 2015-06-10 275500 3552222
## 2015-06-11 280000 3557232
## 2015-06-12 272000 3563692

##             Price      y
## 2015-06-08 268000 162483
## 2015-06-09 274000 166397
## 2015-06-10 275500 203712
## 2015-06-11 280000 208612
## 2015-06-12 272000 207829

##            Price        y
## 2015-06-08 43050 11261057
## 2015-06-09 43200 11277300
## 2015-06-10 44250 11554837
## 2015-06-11 45850 11655276
## 2015-06-12 45850 11666876

##            Price        y
## 2015-06-08 43050 -2400693
## 2015-06-09 43200 -2483335
## 2015-06-10 44250 -2480635
## 2015-06-11 45850 -2357145
## 2015-06-12 45850 -2397408

##            Price        y
## 2015-06-08 29300 17679970
## 2015-06-09 29500 17870968
## 2015-06-10 29400 17986718
## 2015-06-11 29150 18112649
## 2015-06-12 29200 18203095

##            Price        y
## 2015-06-08 29300 -4193018
## 2015-06-09 29500 -4179502
## 2015-06-10 29400 -4251597
## 2015-06-11 29150 -4553839
## 2015-06-12 29200 -4539811

##            PX_LAST PX_LAST.EMA.14
## 2015-06-05   77400       36.71820
## 2015-06-08   77200       36.22969
## 2015-06-09   75600       32.50399
## 2015-06-10   75400       32.06017
## 2015-06-11   75000       31.14425
## 2015-06-12   75100       31.66982

##            PX_LAST PX_LAST.EMA.14
## 2015-06-05   28600       43.53603
## 2015-06-08   28800       44.60676
## 2015-06-09   29100       46.25316
## 2015-06-10   29550       48.71546
## 2015-06-11   28300       42.84383
## 2015-06-12   27400       39.18202

##             Price         y
## 2015-06-08 193500 0.4089662
## 2015-06-09 190000 0.4091380
## 2015-06-10 181500 0.4091509
## 2015-06-11 186000 0.4126387
## 2015-06-12 190500 0.4138700

##             Price         y
## 2015-06-08 500000 0.1560825
## 2015-06-09 511000 0.1558395
## 2015-06-10 516000 0.1556948
## 2015-06-11 507000 0.1554393
## 2015-06-12 511000 0.1554621

##            Price         y
## 2015-06-08 44800 0.3141555
## 2015-06-09 44700 0.3141296
## 2015-06-10 43700 0.3139255
## 2015-06-11 43850 0.3136080
## 2015-06-12 43500 0.3131531

##              Price         y
## 2015-06-08 1314000 0.5568814
## 2015-06-09 1282000 0.5564564
## 2015-06-10 1262000 0.5561734
## 2015-06-11 1257000 0.5560223
## 2015-06-12 1277000 0.5562344

대차잔고비율

##            Price          y
## 2015-06-08 25100 0.05913999
## 2015-06-09 25950 0.06033105
## 2015-06-10 25500 0.06359417
## 2015-06-11 25200 0.06340856
## 2015-06-12 24600 0.06423500

##            Price          y
## 2015-06-08 77200 0.06459821
## 2015-06-09 75600 0.06127677
## 2015-06-10 75400 0.06010923
## 2015-06-11 75000 0.06208970
## 2015-06-12 75100 0.06099069

##            Price          y
## 2015-06-08 77200 0.01762877
## 2015-06-09 75600 0.01601981
## 2015-06-10 75400 0.01570981
## 2015-06-11 75000 0.02615239
## 2015-06-12 75100 0.02793454

##            Price         y
## 2015-06-08  5970 0.1380449
## 2015-06-09  6000 0.1382486
## 2015-06-10  5710 0.1369752
## 2015-06-11  5700 0.1403528
## 2015-06-12  5630 0.1397732

##            Price         y
## 2015-06-08 36500 0.2585920
## 2015-06-09 36000 0.2468678
## 2015-06-10 36000 0.2455907
## 2015-06-11 35900 0.2437748
## 2015-06-12 34500 0.2447671

##            Price         y
## 2015-06-08 91100 0.2951739
## 2015-06-09 93000 0.2953147
## 2015-06-10 92200 0.2955182
## 2015-06-11 90600 0.2905742
## 2015-06-12 87000 0.2906265

##            Price         y
## 2015-06-08 28800 0.2093598
## 2015-06-09 29100 0.2089733
## 2015-06-10 29550 0.2048978
## 2015-06-11 28300 0.2046685
## 2015-06-12 27400 0.2092825

##            Price        y
## 2015-06-08 28800 -4054481
## 2015-06-09 29100 -4166758
## 2015-06-10 29550 -4201155
## 2015-06-11 28300 -4341309
## 2015-06-12 27400 -4340470

##            Price       y
## 2015-06-08 36500 1424247
## 2015-06-09 36000 1410449
## 2015-06-10 36000 1396651
## 2015-06-11 35900 1382853
## 2015-06-12 34500 1369055

##            Price      y
## 2015-06-08 91100 251926
## 2015-06-09 93000 262219
## 2015-06-10 92200 272512
## 2015-06-11 90600 282805
## 2015-06-12 87000 293098

##            Price        y
## 2015-06-08 91100  -884462
## 2015-06-09 93000  -885991
## 2015-06-10 92200  -889470
## 2015-06-11 90600  -928912
## 2015-06-12 87000 -1014173

##            Price       y
## 2015-06-08 91100 3002502
## 2015-06-09 93000 2997201
## 2015-06-10 92200 3018649
## 2015-06-11 90600 3066412
## 2015-06-12 87000 3159511

##            Price       y
## 2015-06-08 28800 -158838
## 2015-06-09 29100 -144418
## 2015-06-10 29550 -129669
## 2015-06-11 28300 -165258
## 2015-06-12 27400 -170908

##            Price       y
## 2015-06-08 36500 -409843
## 2015-06-09 36000 -413945
## 2015-06-10 36000 -432044
## 2015-06-11 35900 -378680
## 2015-06-12 34500 -386531

##            Price       y
## 2015-06-08 36500 4895111
## 2015-06-09 36000 4903929
## 2015-06-10 36000 4925134
## 2015-06-11 35900 5085757
## 2015-06-12 34500 5177668

Volatility

##                   x     x_vol
## 2015-06-08 14113.98 0.2567865
## 2015-06-09 13861.96 0.2486794
## 2015-06-10 13616.67 0.2502687
## 2015-06-11 13743.25 0.2499157
## 2015-06-12 13984.00 0.2508977

##                  x     x_vol
## 2015-06-08 3468.31 0.1924193
## 2015-06-09 3456.79 0.1900671
## 2015-06-10 3526.48 0.1920323
## 2015-06-11 3551.91 0.1866170
## 2015-06-12 3502.77 0.1877328

##                x     x_vol
## 2015-06-08 58.14 0.4950556
## 2015-06-09 60.14 0.4974295
## 2015-06-10 61.43 0.4981589
## 2015-06-11 60.77 0.4944061
## 2015-06-12 59.96 0.4886399

##                  x      x_vol
## 2015-06-10 1108.00 0.08445285
## 2015-06-11 1108.58 0.08445330
## 2015-06-12 1114.63 0.08466748

##                   x     x_vol
## 2015-06-08 1249.007 0.1168062
## 2015-06-09 1268.721 0.1189245
## 2015-06-10 1252.982 0.1200826
## 2015-06-11 1253.039 0.1200093
## 2015-06-12 1252.841 0.1199424

##                  x     x_vol
## 2015-06-08 55.9979 0.3644243
## 2015-06-09 55.5527 0.3637709
## 2015-06-10 54.3555 0.3643376
## 2015-06-11 54.7628 0.3613765
## 2015-06-12 55.2280 0.3595161

##                 x     x_vol
## 2015-06-08 254.21 0.1145207
## 2015-06-09 253.51 0.1123691
## 2015-06-10 252.11 0.1103730
## 2015-06-11 252.32 0.1102625
## 2015-06-12 251.66 0.1103308

##                  x     x_vol
## 2015-06-08 2079.28 0.1268513
## 2015-06-09 2080.15 0.1264755
## 2015-06-10 2105.20 0.1269093
## 2015-06-11 2108.86 0.1236486
## 2015-06-12 2094.11 0.1193086

금리 및 지수 변동성

##               x_vol   x_vol.1
## 2015-06-08 2.124106 0.3071862
## 2015-06-09 2.118835 0.3054103
## 2015-06-10 2.069421 0.3052268
## 2015-06-11 2.048138 0.3052350
## 2015-06-12 1.988453 0.3052911

##                x_vol   x_vol.1
## 2015-06-08 0.3395544 0.3071862
## 2015-06-09 0.3240266 0.3054103
## 2015-06-10 0.3247455 0.3052268
## 2015-06-11 0.3247455 0.3052350
## 2015-06-12 0.3249226 0.3052911

##            PX_LAST PX_LAST.1
## 2015-06-08    3.14  5131.881
## 2015-06-09    3.17  5113.534
## 2015-06-10    3.26  5106.036
## 2015-06-11    3.27  5121.593
## 2015-06-12    3.25  5166.350

##            PX_LAST PX_LAST.1
## 2015-06-08    2.06  5131.881
## 2015-06-09    2.05  5113.534
## 2015-06-10    2.05  5106.036
## 2015-06-11    2.14  5121.593
## 2015-06-12    2.10  5166.350

##                x_vol   x_vol.1
## 2015-06-08 0.2113670 0.3071862
## 2015-06-09 0.2095856 0.3054103
## 2015-06-10 0.2061736 0.3052268
## 2015-06-11 0.2038702 0.3052350
## 2015-06-12 0.1978120 0.3052911

##            data1      data2
## 2015-05-14 0.702 -1.9826087
## 2015-05-15 0.624 -3.3333333
## 2015-05-18 0.649  9.6250000
## 2015-05-19 0.595  1.4782609
## 2015-05-20 0.632  0.8461538
## 2015-05-21 0.640  0.2631579
## 2015-05-22 0.604 -0.3068182
## 2015-05-25 0.606 -0.2209302
## 2015-05-26 0.547 -0.5666667
## 2015-05-27 0.554 -0.7176471
## 2015-05-28 0.530 -0.7641509
## 2015-05-29 0.487 -1.0163934
## 2015-06-01 0.541 -0.7433628
## 2015-06-02 0.714  0.2261905
## 2015-06-03 0.882  1.1764706
## 2015-06-04 0.838  1.8421053
## 2015-06-05 0.844  1.3611111
## 2015-06-08 0.879  1.5416667
## 2015-06-09 0.950  2.7377049
## 2015-06-10 0.981  2.3134328
## 2015-06-11 0.884  6.1153846
## 2015-06-12 0.834  5.4583333

##                 e1   data3
## 2015-06-01  0.1636 1110.19
## 2015-06-02  0.0706 1112.45
## 2015-06-03  0.0648 1104.60
## 2015-06-04  0.1750 1113.75
## 2015-06-05  0.0604 1111.14
## 2015-06-08  0.1006 1123.30
## 2015-06-09 -0.0044 1118.81
## 2015-06-10 -0.0188 1108.00
## 2015-06-11  0.1488 1108.58
## 2015-06-12  0.0712 1114.63

##             data1 data2
## 2015-05-14 2.2301  -0.2
## 2015-05-15 2.1424  -0.2
## 2015-05-18 2.2337  -0.2
## 2015-05-19 2.2886  -0.2
## 2015-05-20 2.2479  -0.2
## 2015-05-21 2.1898  -0.2
## 2015-05-22 2.2092  -0.2
## 2015-05-25 2.2092  -0.2
## 2015-05-26 2.1390  -0.2
## 2015-05-27 2.1285  -0.2
## 2015-05-28 2.1355  -0.2
## 2015-05-29 2.1214  -0.2
## 2015-06-01 2.1794  -0.2
## 2015-06-02 2.2624  -0.2
## 2015-06-03 2.3642  -0.2
## 2015-06-04 2.3070  -0.2
## 2015-06-05 2.4076  -0.2
## 2015-06-08 2.3824  -0.2
## 2015-06-09 2.4384  -0.2
## 2015-06-10 2.4838  -0.2
## 2015-06-11 2.3772  -0.2
## 2015-06-12 2.3918  -0.2

##              data1   data2
## 2015-05-14 -29.000 -26.625
## 2015-05-15 -28.400 -26.000
## 2015-05-18 -28.000 -26.000
## 2015-05-19 -28.250 -26.125
## 2015-05-20 -28.750 -26.600
## 2015-05-21 -29.000 -27.500
## 2015-05-22 -29.700 -28.000
## 2015-05-25 -29.625 -28.000
## 2015-05-26 -31.300 -29.875
## 2015-05-27 -31.500 -30.250
## 2015-05-28 -30.750 -29.625
## 2015-05-29 -30.800 -29.600
## 2015-06-01 -29.875 -28.500
## 2015-06-02 -29.000 -27.500
## 2015-06-03 -28.500 -27.000
## 2015-06-04 -28.250 -26.750
## 2015-06-05 -29.200 -27.700
## 2015-06-08 -28.875 -27.500
## 2015-06-09 -29.000 -27.750
## 2015-06-10 -28.875 -27.625
## 2015-06-11 -29.000 -27.750
## 2015-06-12 -29.500 -28.100

##              data1    data2
## 2015-05-14 -68.500 -69.1270
## 2015-05-15 -68.000 -68.5000
## 2015-05-18 -68.500 -68.5000
## 2015-05-19 -68.500 -68.7500
## 2015-05-20 -68.400 -69.0015
## 2015-05-21 -67.500 -68.5000
## 2015-05-22 -67.625 -68.1250
## 2015-05-25 -67.875 -68.5000
## 2015-05-26 -69.875 -70.3750
## 2015-05-27 -70.500 -71.2500
## 2015-05-28 -72.375 -73.8750
## 2015-05-29 -71.375 -72.7500
## 2015-06-01 -70.250 -71.2500
## 2015-06-02 -69.375 -71.0000
## 2015-06-03 -69.500 -71.1250
## 2015-06-04 -69.625 -71.2500
## 2015-06-05 -69.000 -70.2500
## 2015-06-08 -69.375 -70.6250
## 2015-06-09 -69.625 -71.0000
## 2015-06-10 -68.500 -69.7500
## 2015-06-11 -67.875 -69.1250
## 2015-06-12 -67.750 -69.0000

## NULL
## [1] NA
##             data1  data3
## 2015-06-01 1.6384 1.0927
## 2015-06-02 1.5484 1.1151
## 2015-06-03 1.4822 1.1275
## 2015-06-04 1.4690 1.1238
## 2015-06-05 1.5636 1.1114
## 2015-06-08 1.5034 1.1291
## 2015-06-09 1.4884 1.1283
## 2015-06-10 1.5028 1.1324
## 2015-06-11 1.4932 1.1258
## 2015-06-12 1.5578 1.1266

##            data1 data2
## 2015-05-13 2.538 1.864
## 2015-05-14 2.498 1.857
## 2015-05-15 2.508 1.881
## 2015-05-18 2.517 1.889
## 2015-05-19 2.547 1.903
## 2015-05-20 2.495 1.878
## 2015-05-21 2.511 1.880
## 2015-05-22 2.480 1.871
## 2015-05-26 2.489 1.846
## 2015-05-27 2.447 1.809
## 2015-05-28 2.410 1.798
## 2015-05-29 2.308 1.745
## 2015-06-01 2.343 1.746
## 2015-06-02 2.333 1.726
## 2015-06-03 2.429 1.757
## 2015-06-04 2.482 1.767
## 2015-06-05 2.468 1.741
## 2015-06-08 2.483 1.729
## 2015-06-09 2.434 1.733
## 2015-06-10 2.465 1.773
## 2015-06-11 2.526 1.797
## 2015-06-12 2.463 1.762

수급

##               Price    S.O
## 2015-06-08 14113.98 759600
## 2015-06-09 13861.96 756900
## 2015-06-10 13616.67 748350
## 2015-06-11 13743.25 748350
## 2015-06-12 13984.00 748350

##               Price    S.O
## 2015-06-08 5131.881 162150
## 2015-06-09 5113.534 162150
## 2015-06-10 5106.036 163050
## 2015-06-11 5121.593 163500
## 2015-06-12 5166.350 169650

##              Price    S.O
## 2015-06-08 3468.31 315300
## 2015-06-09 3456.79 315350
## 2015-06-10 3526.48 315850
## 2015-06-11 3551.91 317150
## 2015-06-12 3502.77 317150

##             Price   S.O
## 2015-06-08 254.21 72100
## 2015-06-09 253.51 72100
## 2015-06-10 252.11 72100
## 2015-06-11 252.32 72500
## 2015-06-12 251.66 72500

##               Price    S.O
## 2015-06-08 5131.881 162150
## 2015-06-09 5113.534 162150
## 2015-06-10 5106.036 163050
## 2015-06-11 5121.593 163500
## 2015-06-12 5166.350 169650

##             Price        y
## 2015-06-08 254.21 93915.99
## 2015-06-09 253.51 94353.17
## 2015-06-10 252.11 86990.03
## 2015-06-11 252.32 84002.39
## 2015-06-12 251.66 75145.24

##             Price Earning.E.
## 2015-06-08 254.21   20021932
## 2015-06-09 253.51   20080663
## 2015-06-10 252.11   20139394
## 2015-06-11 252.32   20198125
## 2015-06-12 251.66   20256856

##              Stocks   Futures
## 2015-06-08 18248819  -8857220
## 2015-06-09 18111330  -8676013
## 2015-06-10 17972613  -9273610
## 2015-06-11 17964645  -9564406
## 2015-06-12 17876465 -10361941

##                data  data3
## 2015-06-08 798400.5 254.21
## 2015-06-09 793953.0 253.51
## 2015-06-10 792129.5 252.11
## 2015-06-11 792816.8 252.32
## 2015-06-12 792816.8 251.66

Global Economic Measure

##            Price   S.O
## 2015-06-05 0.669 0.593
## 2015-06-08 0.726 0.732
## 2015-06-09 0.701 0.731
## 2015-06-10 0.642 0.591
## 2015-06-11 0.654 0.630

##               Price    S.O
## 2015-06-08 5131.881 -114.4
## 2015-06-09 5113.534 -113.6
## 2015-06-10 5106.036 -112.6
## 2015-06-11 5121.593 -120.4
## 2015-06-12 5166.350 -119.3

##              Price1 X2015.12.31
## 2015-06-01 233.0592    32783764
## 2015-06-02 230.3834    32795768
## 2015-06-03 230.0471    32903945
## 2015-06-04 229.3782    33312942
## 2015-06-05 229.4400    33444274
## 2015-06-08 226.3064    33376804
## 2015-06-09 226.5890    33239315
## 2015-06-10 227.5361    33100598
## 2015-06-11 227.6065    33092630
## 2015-06-12 225.7790    33004450

##              Price X2015.12.31
## 2015-06-08 1123.30    33376804
## 2015-06-09 1118.81    33239315
## 2015-06-10 1108.00    33100598
## 2015-06-11 1108.58    33092630
## 2015-06-12 1114.63    33004450

## Warning in log(data): NaNs produced
##              Price X2015.12.31
## 2015-06-08 1123.30    33376804
## 2015-06-09 1118.81    33239315
## 2015-06-10 1108.00    33100598
## 2015-06-11 1108.58    33092630
## 2015-06-12 1114.63    33004450

##             Price    S.O
## 2015-06-08 254.21 -20.29
## 2015-06-09 253.51 -21.06
## 2015-06-10 252.11 -21.44
## 2015-06-11 252.32 -21.21
## 2015-06-12 251.66 -20.82

ELS발행물량

Quanto

##                    corr
## 2015-06-08 0.0004277317
## 2015-06-09 0.0006759896
## 2015-06-10 0.0010859651
## 2015-06-11 0.0010901035
## 2015-06-12 0.0012620243

##                  [,1]
## 2015-05-14 -0.3869166
## 2015-05-21 -0.3818560
## 2015-05-28 -0.3807442
## 2015-06-04 -0.3822537
## 2015-06-11 -0.3626663

##                  [,1]
## 2015-06-08 0.01996304
## 2015-06-09 0.03265527
## 2015-06-10 0.05138011
## 2015-06-11 0.05164849
## 2015-06-12 0.05940929

##                     corr
## 2015-06-08  3.264991e-04
## 2015-06-09  2.987145e-04
## 2015-06-10  3.172839e-05
## 2015-06-11  3.254714e-05
## 2015-06-12 -2.589439e-05

index correlation

##                   [,1]
## 2015-06-08 -0.03713731
## 2015-06-09 -0.03905643
## 2015-06-10 -0.06333584
## 2015-06-11 -0.06771323
## 2015-06-12 -0.06351799

##                 [,1]
## 2015-06-08 0.4944835
## 2015-06-09 0.5090428
## 2015-06-10 0.4758599
## 2015-06-11 0.4698672
## 2015-06-12 0.4711467

##                 [,1]
## 2015-06-08 0.2029358
## 2015-06-09 0.2165188
## 2015-06-10 0.1971660
## 2015-06-11 0.1993237
## 2015-06-12 0.1878172

##                 [,1]
## 2015-06-08 0.1622562
## 2015-06-09 0.1648660
## 2015-06-10 0.1604604
## 2015-06-11 0.1651672
## 2015-06-12 0.1672337

##                 [,1]
## 2015-06-08 0.1090474
## 2015-06-09 0.1126061
## 2015-06-10 0.1159421
## 2015-06-11 0.1189716
## 2015-06-12 0.1148771

##                  [,1]
## 2015-06-08 0.05880551
## 2015-06-09 0.06432396
## 2015-06-10 0.07517851
## 2015-06-11 0.08818872
## 2015-06-12 0.08836912

##                  [,1]
## 2015-06-08 -0.2677447
## 2015-06-09 -0.2649010
## 2015-06-10 -0.2539831
## 2015-06-11 -0.2560048
## 2015-06-12 -0.2563543

##                 [,1]
## 2015-06-08 0.1645663
## 2015-06-09 0.1542902
## 2015-06-10 0.1352383
## 2015-06-11 0.1347506
## 2015-06-12 0.1199689

##                 [,1]
## 2015-06-08 0.2348032
## 2015-06-09 0.2495533
## 2015-06-10 0.2494500
## 2015-06-11 0.2557154
## 2015-06-12 0.2512875

##                 [,1]
## 2015-06-08 0.5642026
## 2015-06-09 0.5322025
## 2015-06-10 0.5455864
## 2015-06-11 0.5453562
## 2015-06-12 0.5500517

업종별 상황

Commodity

##            Price  S.O
## 2015-06-08   434 2333
## 2015-06-09   436 2344
## 2015-06-10   442 2340
## 2015-06-11   453 2349
## 2015-06-12   449 2321

Correlation

##                   corr PX_LAST
## 2015-06-08 -0.06971662 1123.30
## 2015-06-09 -0.06323511 1118.81
## 2015-06-10 -0.04918481 1108.00
## 2015-06-11 -0.04910291 1108.58
## 2015-06-12 -0.05244628 1114.63

##                 corr PX_LAST
## 2015-06-08 0.1456900   59.13
## 2015-06-09 0.1474968   58.14
## 2015-06-10 0.1724205   60.14
## 2015-06-11 0.1606206   61.43
## 2015-06-12 0.1589331   60.77

##                  corr PX_LAST
## 2015-06-08 0.06916125 1123.30
## 2015-06-09 0.08387070 1118.81
## 2015-06-10 0.11578653 1108.00
## 2015-06-11 0.14273845 1108.58
## 2015-06-12 0.15782465 1114.63

##                 corr PX_LAST
## 2015-06-08 0.1090474 1123.30
## 2015-06-09 0.1126061 1118.81
## 2015-06-10 0.1159421 1108.00
## 2015-06-11 0.1189716 1108.58
## 2015-06-12 0.1148771 1114.63

##            PX_LAST PX_LAST.1
## 2015-06-08  9.0217     2.483
## 2015-06-09  8.9974     2.434
## 2015-06-10  9.0307     2.465
## 2015-06-11  8.9820     2.526
## 2015-06-12  9.0334     2.463

##            PX_LAST PX_LAST.1
## 2015-06-08  9.0217    254.21
## 2015-06-09  8.9974    253.51
## 2015-06-10  9.0307    252.11
## 2015-06-11  8.9820    252.32
## 2015-06-12  9.0334    251.66

##            PX_LAST       corr
## 2015-06-08 1123.30 0.07511465
## 2015-06-09 1118.81 0.06827929
## 2015-06-10 1108.00 0.10637450
## 2015-06-11 1108.58 0.10639093
## 2015-06-12 1114.63 0.10699327

Economic Indicators

##            PX_LAST PX_LAST.1
## 2015-06-08   -44.6       6.2
## 2015-06-09   -42.7       5.9
## 2015-06-10   -41.2       4.0
## 2015-06-11   -37.7       5.1
## 2015-06-12   -33.0       4.7

##                corr1      corr2
## 2015-06-08 0.2929743 0.05282912
## 2015-06-09 0.2885510 0.05684966
## 2015-06-10 0.2847649 0.06600269
## 2015-06-11 0.2876960 0.06423802
## 2015-06-12 0.2851531 0.06291546

##                 corr1      corr2
## 2015-06-08 -0.2469267 -0.3430498
## 2015-06-09 -0.2472354 -0.3507383
## 2015-06-10 -0.2532890 -0.3571802
## 2015-06-11 -0.2551090 -0.3583838
## 2015-06-12 -0.2636447 -0.3569514

##            PX_LAST PX_LAST.1
## 2015-01-31    -4.3       0.8
## 2015-02-28    -4.8       1.4
## 2015-03-31    -4.6       1.4
## 2015-04-30    -4.6       1.5
## 2015-05-31    -4.6       1.2
## [1] "CHEFTYOY+Index AVG1: 1.27 % ,  CNCPIYOY+Index AVG2: 2.96 %"

##               PX_LAST PX_LAST.1
## 2015-01-31 0.09590303    1470.0
## 2015-02-28 0.09991976    1020.0
## 2015-03-31 0.08987117    1180.0
## 2015-04-30 0.08743543     707.9
## 2015-05-31 0.09569068     900.8
## [1] "CNMSM2+Index AVG1: 14.67 %"

##                PX_LAST PX_LAST.1
## 2015-05-11 0.008712951     707.9
## 2015-05-18 0.007286249     707.9
## 2015-05-25 0.009498645     707.9
## 2015-05-31 0.009498645     900.8
## 2015-06-01 0.010154451     900.8
## [1] "M2+Index AVG1: 1.42 %"

##            PX_LAST PX_LAST.1
## 2015-01-31   842.6    1470.0
## 2015-02-28   842.6    1020.0
## 2015-03-31   982.5    1180.0
## 2015-04-30   982.5     707.9
## 2015-05-31   982.5     900.8

##            PX_LAST PX_LAST.1
## 2015-06-08   58.14    3.1124
## 2015-06-09   60.14    3.0970
## 2015-06-10   61.43    3.1181
## 2015-06-11   60.77    3.0900
## 2015-06-12   59.96    3.1197

##            PX_LAST
## 2015-06-08  140.33
## 2015-06-09  142.04
## 2015-06-10  142.51
## 2015-06-11  140.18
## 2015-06-12  137.79
## [1] "mean: 116.415586149353"

##             PX_LAST
## 2015-05-01 2949.207
## 2015-05-08 2449.287
## 2015-05-15 2381.808
## 2015-05-22 2621.395
## 2015-05-29 4427.964
## [1] "mean: 315.952665263158"

##            PX_LAST
## 2015-06-08  764.63
## 2015-06-09  769.37
## 2015-06-10  761.05
## 2015-06-11  823.16
## 2015-06-12  774.46
## [1] "mean: 1044.23861971831"

##            PX_LAST PX_LAST.1
## 2015-06-08  11.301     3.257
## 2015-06-09  11.657     3.279
## 2015-06-10  11.621     3.301
## 2015-06-11  11.233     3.520
## 2015-06-12  11.755     3.540

##            PX_LAST PX_LAST.1
## 2015-06-08   2.254     0.300
## 2015-06-09   2.275     0.319
## 2015-06-10   2.239     0.336
## 2015-06-11   2.129     0.327
## 2015-06-12   2.250     0.419

##            PX_LAST PX_LAST.1
## 2015-06-08   2.254     0.300
## 2015-06-09   2.275     0.319
## 2015-06-10   2.239     0.336
## 2015-06-11   2.129     0.327
## 2015-06-12   2.250     0.419

##            PX_LAST PX_LAST.1
## 2015-06-08   2.970     0.044
## 2015-06-09   2.974     0.042
## 2015-06-10   2.958     0.053
## 2015-06-11   2.880     0.050
## 2015-06-12   3.021     0.037

##            PX_LAST PX_LAST.1
## 2015-06-08   2.260     0.490
## 2015-06-09   2.289     0.499
## 2015-06-10   2.247     0.518
## 2015-06-11   2.143     0.535
## 2015-06-12   2.214     0.627

## [1] x y
## <0 rows> (or 0-length row.names)
## [1] NA
##            PX_LAST
## 2014-12-31  154504
## 2015-01-31  142424
## 2015-02-28  135130
## 2015-03-31  133216
## 2015-04-30  128599
## [1] "mean: 150555"

## [1] "KOSPI2+Index / HSCEI+Index"
## [1] "Row: min: -1 max: -0.005 Col: min: 0.01 max: 1"
##            [,1]      [,2]
## [1,] 0.01560062 0.2090484
## [2,] 0.18720749 0.5881435
## [1] "HSCEI+Index / SX5E+Index"
## [1] "Row: min: -1 max: -0.03 Col: min: 0.005 max: 1"
##            [,1]       [,2]
## [1,] 0.00310559 0.01242236
## [2,] 0.29813665 0.68633540

Volatility

##            K3100_D456.25 K2800_D456.25
## 2015-06-05     0.2198466     0.2380570
## 2015-06-08     0.2198837     0.2385732
## 2015-06-09     0.2177766     0.2363763
## 2015-06-10     0.2168631     0.2347359
## 2015-06-11     0.2166557     0.2341377
## 2015-06-12     0.2178874     0.2357706

##            K3500_2016.04.17 K3800_2016.04.17
## 2015-06-05        0.1978617        0.1812289
## 2015-06-08        0.1985264        0.1823613
## 2015-06-09        0.1967703        0.1806877
## 2015-06-10        0.1960147        0.1795035
## 2015-06-11        0.1955035        0.1784728
## 2015-06-12        0.1973994        0.1810167

##            MN100_D273.75 MN75_D273.75
## 2015-06-05     0.1990077    0.2674692
## 2015-06-08     0.2023978    0.2690846
## 2015-06-09     0.2013033    0.2677242
## 2015-06-10     0.1955242    0.2616505
## 2015-06-11     0.1933132    0.2595890
## 2015-06-12     0.1988462    0.2648308

##            K250_D273.75 K230_D273.75
## 2015-06-05    0.1605287    0.1714977
## 2015-06-08    0.1599192    0.1699361
## 2015-06-09    0.1574671    0.1675251
## 2015-06-10    0.1574647    0.1699069
## 2015-06-11    0.1557370    0.1662958
## 2015-06-12    0.1508055    0.1606734

##            K250_2015.12.11 K230_2015.12.11
## 2015-06-05       0.1571913       0.1701252
## 2015-06-08       0.1563392       0.1681762
## 2015-06-09       0.1533468       0.1654599
## 2015-06-10       0.1535008       0.1685567
## 2015-06-11       0.1518670       0.1647932
## 2015-06-12       0.1464059       0.1578739

##            MN100_D273.75 MN90_D273.75
## 2015-06-05     0.1582297    0.1718310
## 2015-06-08     0.1581970    0.1706248
## 2015-06-09     0.1559989    0.1685827
## 2015-06-10     0.1562775    0.1720396
## 2015-06-11     0.1546750    0.1680500
## 2015-06-12     0.1500747    0.1626275

##            K2000_D182 K1800_D182
## 2015-06-05  0.1679415  0.2136549
## 2015-06-08  0.1694997  0.2145987
## 2015-06-09  0.1682714  0.2134074
## 2015-06-10  0.1666498  0.2119482
## 2015-06-11  0.1650647  0.2107974
## 2015-06-12  0.1653265  0.2107684

##            MN100_D182 MN80_D182
## 2015-06-08  0.1513363 0.2431000
## 2015-06-09  0.1499121 0.2416143
## 2015-06-10  0.1422626 0.2353242
## 2015-06-11  0.1396275 0.2336044
## 2015-06-12  0.1435615 0.2363846

##            MN100_D91  MN80_D91
## 2015-06-08 0.1419893 0.2504714
## 2015-06-09 0.1394571 0.2463643
## 2015-06-10 0.1299714 0.2393286
## 2015-06-11 0.1266429 0.2369429
## 2015-06-12 0.1321250 0.2402250

##           header       date         v
## 1202 80/120 @ 91 2015-05-25 0.1096598
## 1203 80/120 @ 91 2015-05-26 0.1181143
## 1204 80/120 @ 91 2015-05-27 0.1148571
## 1205 80/120 @ 91 2015-05-28 0.1162000
## 1206 80/120 @ 91 2015-05-29 0.1184000
## 1207 80/120 @ 91 2015-06-01 0.1203500
## 1208 80/120 @ 91 2015-06-02 0.1222286
## 1209 80/120 @ 91 2015-06-03 0.1228143
## 1210 80/120 @ 91 2015-06-04 0.1233250
## 1211 80/120 @ 91 2015-06-05 0.1248000
## 1212 80/120 @ 91 2015-06-08 0.1275536
## 1213 80/120 @ 91 2015-06-09 0.1173357
## 1214 80/120 @ 91 2015-06-10 0.1163179
## 1215 80/120 @ 91 2015-06-11 0.1194857
## 1216 80/120 @ 91 2015-06-12 0.1221000

##           header       date         v
## 1190 80/120 @ 91 2015-05-22 0.1113000
## 1191 80/120 @ 91 2015-05-26 0.1195571
## 1192 80/120 @ 91 2015-05-27 0.1142250
## 1193 80/120 @ 91 2015-05-28 0.1153143
## 1194 80/120 @ 91 2015-05-29 0.1187000
## 1195 80/120 @ 91 2015-06-01 0.1179214
## 1196 80/120 @ 91 2015-06-02 0.1208607
## 1197 80/120 @ 91 2015-06-03 0.1192571
## 1198 80/120 @ 91 2015-06-04 0.1262321
## 1199 80/120 @ 91 2015-06-05 0.1226000
## 1200 80/120 @ 91 2015-06-08 0.1261714
## 1201 80/120 @ 91 2015-06-09 0.1239071
## 1202 80/120 @ 91 2015-06-10 0.1189679
## 1203 80/120 @ 91 2015-06-11 0.1175571
## 1204 80/120 @ 91 2015-06-12 0.1204750