Back Testing the End of Mandatory Lock-Up Periods Monthly Data in Korea

940 Views23 Apr 2024 19:42
In this analysis, we provide a back testing analysis of the end of mandatory lock-up periods monthly data in Korea in the past six months. This data continues to provide some alpha generating results.
What is covered in the Full Insight:
  • Back Testing Analysis Methodology
  • Relative Performance: Top Five Stocks vs KOSPI
  • Monthly Breakdown of Share Price Changes after Lock-Up Period
  • One-Week Share Price Comparisons for Top Five Stocks
  • Conclusion
SUMMARY
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Full Insight
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