Official KOSPI
Benchmark
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Ex-Samsung Electronics
Ex-Flagship
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Ex-Big 4 Flagships
Samsung • SK • Hyundai • LG
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Ex-All Chaebols
Domestic Core
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Index Performance & Counterfactual Recalculation
Daily level comparison indexed to KOSPI base (2,010.00 on Jan 2, 2019)
Chaebol Market Dominance Breakdown (% of Total KOSPI)
Historical aggregate market capitalization share by conglomerate group
Samsung (28.0%)
SK (23.1%)
Hyundai (3.4%)
LG (3.2%)
Hanwha (1.6%)
POSCO (1.0%)
Multi-Horizon Risk & Return Scorecard
Annualized (250 Days) • Sharpe (rf = 3.5%)| Horizon | Index Track | Start Level | End Level | Total Return | Ann. Return | Ann. Volatility | Max Drawdown | Sharpe Ratio |
|---|---|---|---|---|---|---|---|---|
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Tracked Chaebol Universe (25 Equities)
Market capitalization snapshots, KOSPI weightings, and multi-horizon returns
| Ticker / Name | Group | Latest Price | 1-Day | 1-Year | 3-Year | Market Cap (KRW) | Weight in KOSPI | 30-Day Trend |
|---|---|---|---|---|---|---|---|---|
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Methodology & Counterfactual Math
The counterfactual Ex-Chaebol series dynamically strips the weighted daily return contribution of conglomerate members from the official capitalization-weighted KOSPI index on each trading day $t$:
R_{ex, t} = \frac{R_{KOSPI, t} - w_{C, t-1} \cdot R_{C, t}}{1 - w_{C, t-1}}
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I_{ex, t} = I_{ex, t-1} \cdot (1 + R_{ex, t})
Base date anchored to 2019-01-02 (2,010.00). Listed share counts are dynamically matched to Korea Exchange (KRX) official disclosure filings. Data feeds synchronized from Naver Finance KRX market feeds.