Treasury Share Disposal·2026-06-02

KG Dongbu Steel: Treasury Stock Disposal

KGD

KG스틸

016380

-0.40

Financial Impact

NEGATIVE

Historical Market Reaction

Based on n=149 similar Treasury Share Disposal events

Historically strongest in Small Cap stocks during Bull Market conditions.

Grade D

How we grade signals

Score = risk-adjusted return (median 5D ÷ volatility, Sharpe-style), scaled by sample confidence (n/300, max 40% boost).

A ≥ 75Strong positive signalB 60–74Moderate positive signalC 45–59Neutral / inconclusiveD 30–44Weak or mixed signalF < 30Negative signal

Grade reflects risk-adjusted consistency, not absolute return size. A lower-return but stable event type may outgrade a high-variance one.

Hit Rate

5D Hit Rate

50.0%

stocks positive after 5 days

20D Hit Rate

68.1%

stocks positive after 20 days

Alpha vs Benchmark

(KOSPI / KOSDAQ)

Alpha 5D

-0.9%

trimmed avg vs index

Alpha 20D

-0.3%

median -2.8%

Trimmed alpha excludes extreme outlier events (top/bottom 5%) to better represent typical market behavior.

20D Return Distribution

Beats market (α > 0)42.0%

Return > +5%56.5%

Return < −10%7.3%

Range (worst / best)-38.3% / +82.0%

Avg entry return (next-open → 5D close)+1.8%

By Market Cap

Large Cap

> ₩1T mktcap

Hit Rate

41.2%/ 76.5%

5D / 20D

Alpha 20D

+8.8%

trimmed avg

n=34

Small Cap

< ₩100B mktcap

Hit Rate

56.7%/ 68.2%

5D / 20D

Alpha 20D

-1.5%

trimmed avg

n=97

Market cap buckets: Large > ₩1T · Mid ₩100B–₩1T · Small < ₩100B (at time of filing). Min. 30 events per bucket shown.

By Volatility Regime

(KOSPI 20D rolling std)

High Vol

KOSPI 20D std > 1.2%

Hit Rate

48.2%/ 55.6%

5D / 20D

Alpha 20D

+3.1%

trimmed avg

n=83

Normal Vol

0.6%–1.2%

Hit Rate

52.3%/ 72.5%

5D / 20D

Alpha 20D

-1.2%

trimmed avg

n=65

Avg max drawdown-9.1%

Based on DART filings since Jan 2025. Past market reactions do not guarantee future results.

Signal grade: risk-adjusted return (median 5D ÷ vol, Sharpe-style) × sample confidence — A≥75 / B≥60 / C≥45 / D≥30. Click the grade badge for details.

AI Summary

Key Numbers

Risk Factors

Get full AI analysis

Access AI summaries, key financial figures, and risk assessments for every DART disclosure.

Already have access? View all disclosures →

AI-processed analysis. Based on: Material Fact Report (Decision on Treasury Stock Disposal). Source: Financial Supervisory Service (금융감독원 전자공시시스템). Raw government data is not redistributed. Not investment advice.

Signal Strength

40Bearish

WeakStrong

AI Score: -0.40·Impact: MEDIUM