13
MorrisMarketNeutral
Stockfuse Continuum (US)
1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
---|---|---|---|---|---|---|---|---|
4 | ABC | 20 | 103.28 | 109.06 | 0.17% | 2,181 | 4 | 116 |
-11 | ALSN | 51 | 36.23 | 45.15 | -0.50% | 2,303 | 151 | 455 |
-67 | ATGE | 68 | 28.38 | 38.59 | -2.50% | 2,624 | 27 | 695 |
9 | BBSI | 31 | 57.43 | 67.08 | 0.43% | 2,079 | 169 | 299 |
-16 | BKE | 68 | 20.26 | 34.27 | -0.67% | 2,330 | 624 | 951 |
-28 | DLX | 70 | 27.69 | 34.67 | -1.14% | 2,427 | 26 | 488 |
-74 | EME | 22 | 74.79 | 90.53 | -3.58% | 1,992 | 108 | 346 |
-27 | FIX | 38 | 51.18 | 56.01 | -1.25% | 2,128 | 30 | 184 |
13 | GIB | 28 | 69.51 | 78.01 | 0.62% | 2,184 | 15 | 238 |
-10 | HSII | 72 | 21.74 | 31.37 | -0.45% | 2,259 | 219 | 689 |
11 | IPG | 90 | 18.29 | 25.33 | 0.50% | 2,280 | 174 | 634 |
0 | ITRN | 114 | 14.72 | 19.85 | 1.53% | 2,263 | 107 | 584 |
-44 | MAN | 23 | 75.22 | 89.04 | -2.10% | 2,048 | 148 | 318 |
-53 | MCFT | 85 | 20.30 | 27.97 | -2.19% | 2,378 | 39 | 652 |
-13 | MCK | 12 | 155.92 | 183.38 | -0.58% | 2,201 | 140 | 330 |
-5 | MD | 95 | 18.56 | 26.10 | -0.19% | 2,480 | 87 | 717 |
142 | MIK | 158 | 7.72 | 16.79 | 5.66% | 2,653 | 515 | 1,433 |
-31 | MSB | 78 | 22.09 | 27.27 | -1.43% | 2,127 | 52 | 404 |
-50 | NLS | 112 | 18.56 | 22.85 | -1.92% | 2,559 | 4 | 465 |
72 | OMC | 34 | 56.22 | 67.75 | 3.23% | 2,304 | 129 | 392 |
-53 | RGR | 30 | 65.66 | 64.27 | -2.69% | 1,928 | 75 | -47 |
-31 | STRA | 25 | 92.57 | 87.59 | -1.40% | 2,190 | -1 | -125 |
-85 | TNET | 27 | 75.52 | 77.46 | -3.88% | 2,091 | -2 | 52 |
-4 | UIS | 109 | 11.64 | 24.52 | -0.16% | 2,673 | 424 | 1,404 |
115 | VCR | -38 | 275.38 | 291.24 | -1.02% | -11,067 | -960 | -603 |
-41 | VDC | -43 | 170.68 | 173.72 | 0.56% | -7,470 | -29 | -131 |
79 | VGT | -16 | 313.06 | 359.98 | -1.35% | -5,760 | 0 | -751 |
261 | VHT | -51 | 222.61 | 229.34 | -2.18% | -11,696 | -78 | -343 |
411 | VIS | -117 | 158.99 | 167.11 | -2.06% | -19,552 | -959 | -950 |
136 | VOX | -58 | 110.31 | 122.82 | -1.87% | -7,124 | -226 | -726 |
Performance
Performance
Risk-Adjusted Excess Return
Sharpe Ratio
Rolling 5-Day Volatilities
Daily 5% Value-at-Risk (VaR)
Rolling Betas
Action | Type | Time | Symbol | Quantity | Price | Limit | Status |
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Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
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