13
MorrisMarketNeutralT
Stockfuse Continuum (US)
1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
---|---|---|---|---|---|---|---|---|
0 | AAXN | -13 | 74.66 | 174.54 | 0.00% | -2,269 | 0 | -1,298 |
17 | ADNT | -59 | 16.90 | 32.89 | -0.84% | -1,941 | 0 | -943 |
0 | ADSW | -31 | 31.66 | 30.30 | 0.00% | -939 | 0 | 42 |
-62 | ALK | 59 | 34.00 | 40.87 | -2.50% | 2,411 | 0 | 405 |
-38 | ASR | 19 | 104.61 | 209.99 | -0.94% | 3,990 | 0 | 2,002 |
-16 | ATGE | 62 | 32.51 | 36.38 | -0.71% | 2,256 | 0 | 240 |
34 | AYI | 16 | 86.76 | 156.81 | 1.38% | 2,509 | 828 | 1,121 |
34 | BBBY | -138 | 7.20 | 6.75 | -3.57% | -932 | 0 | 62 |
-66 | BBY | 26 | 76.03 | 72.14 | -3.41% | 1,876 | 0 | -101 |
12 | BCO | -25 | 40.05 | 58.51 | -0.85% | -1,463 | 0 | -462 |
-14 | BIP | -24 | 40.63 | 37.66 | 1.54% | -904 | 0 | 71 |
-10 | BKE | 57 | 14.29 | 29.86 | -0.60% | 1,702 | 2,552 | 887 |
3 | BWA | 63 | 31.51 | 35.74 | 0.14% | 2,252 | 0 | 267 |
-35 | CALM | -23 | 43.68 | 50.94 | 3.08% | -1,172 | 0 | -167 |
-37 | CBRL | 19 | 106.56 | 87.74 | -2.19% | 1,667 | 0 | -358 |
-1 | CHGG | -17 | 60.41 | 19.43 | 0.21% | -330 | 0 | 697 |
-80 | CPRI | 61 | 15.79 | 44.71 | -2.85% | 2,727 | 2,660 | 1,764 |
-15 | CSCO | 44 | 45.51 | 43.77 | -0.75% | 1,926 | 0 | -76 |
-13 | CTSH | 38 | 52.69 | 69.91 | -0.50% | 2,657 | 0 | 654 |
0 | CVA | -110 | 8.96 | 20.26 | 0.00% | -2,229 | 0 | -1,243 |
-23 | CVGW | 34 | 59.47 | 41.33 | -1.64% | 1,405 | 0 | -617 |
0 | CWST | -20 | 50.83 | 72.56 | -0.01% | -1,451 | 0 | -435 |
-130 | DAR | -44 | 22.73 | 64.60 | 4.79% | -2,842 | 0 | -1,842 |
9 | DXC | 53 | 15.16 | 32.32 | 0.53% | 1,713 | 1,474 | 910 |
19 | EBIX | 92 | 21.85 | 18.34 | 1.16% | 1,687 | 0 | -323 |
-1 | EFX | -7 | 152.74 | 184.94 | 0.06% | -1,295 | 0 | -225 |
-1 | EPC | 66 | 30.00 | 34.93 | -0.06% | 2,305 | 0 | 325 |
36 | ETSY | -12 | 79.78 | 80.65 | -3.55% | -968 | 0 | -10 |
9 | FIZZ | 36 | 55.51 | 48.90 | 0.53% | 1,760 | 0 | -238 |
-2 | FORR | -32 | 30.83 | 47.73 | 0.15% | -1,527 | 0 | -541 |
23 | FRPT | -13 | 75.13 | 57.93 | -2.92% | -753 | 0 | 224 |
135 | HRB | 116 | 17.19 | 35.98 | 3.33% | 4,174 | 0 | 2,180 |
17 | INFY | 188 | 9.02 | 18.76 | 0.48% | 3,527 | 507 | 1,831 |
37 | INGR | 24 | 83.60 | 89.94 | 1.74% | 2,159 | 0 | 152 |
1 | INTC | 32 | 61.81 | 38.63 | 0.05% | 1,236 | 0 | -742 |
-74 | ITRN | 118 | 17.01 | 24.18 | -2.54% | 2,853 | 0 | 846 |
12 | KBAL | 177 | 11.33 | 8.03 | 0.88% | 1,421 | 0 | -583 |
0 | KEM | 74 | 27.05 | 27.20 | 0.00% | 2,013 | 0 | 11 |
-3 | KMX | -11 | 87.99 | 98.62 | 0.26% | -1,085 | 0 | -117 |
55 | KOF | 48 | 41.46 | 59.15 | 1.98% | 2,839 | 0 | 849 |
-16 | LBTYA | -47 | 21.41 | 22.43 | 1.59% | -1,054 | 0 | -48 |
-46 | LUV | 62 | 32.10 | 36.99 | -1.96% | 2,293 | 0 | 303 |
-9 | MAT | -108 | 9.16 | 23.58 | 0.34% | -2,547 | 0 | -1,557 |
18 | MBUU | 41 | 48.44 | 54.03 | 0.80% | 2,215 | 0 | 229 |
-14 | MED | 20 | 98.60 | 189.17 | -0.37% | 3,783 | 0 | 1,811 |
0 | MLHR | 85 | 23.69 | 39.04 | 0.00% | 3,318 | 0 | 1,305 |
26 | MOMO | 104 | 19.33 | 5.25 | 5.00% | 546 | 0 | -1,464 |
-41 | MPX | 177 | 11.30 | 8.93 | -2.51% | 1,581 | 0 | -420 |
15 | MU | 43 | 46.48 | 58.78 | 0.58% | 2,528 | 0 | 529 |
10 | NUS | 54 | 36.76 | 45.96 | 0.39% | 2,482 | 0 | 497 |
14 | OMAB | 57 | 34.90 | 55.95 | 0.43% | 3,189 | 0 | 1,200 |
-12 | OSK | 29 | 71.83 | 84.34 | -0.51% | 2,446 | 0 | 363 |
46 | PFGC | -38 | 26.25 | 46.80 | -2.50% | -1,778 | 0 | -781 |
-30 | POST | -11 | 86.75 | 82.82 | 3.42% | -911 | 0 | 43 |
-5 | PRMW | -85 | 11.76 | 13.67 | 0.44% | -1,162 | 0 | -163 |
-11 | R | -29 | 34.07 | 71.53 | 0.55% | -2,074 | 0 | -1,086 |
57 | RAD | -78 | 12.81 | 7.96 | -8.40% | -621 | 0 | 378 |
-11 | RHI | 33 | 50.31 | 77.56 | -0.44% | 2,559 | 440 | 899 |
-42 | RUTH | 161 | 8.65 | 17.44 | -1.47% | 2,808 | 929 | 1,415 |
-21 | SAFM | -8 | 133.00 | 217.21 | 1.21% | -1,738 | 0 | -674 |
-14 | SBGI | -55 | 18.47 | 21.24 | 1.19% | -1,168 | 0 | -153 |
-8 | SCI | -26 | 39.17 | 68.85 | 0.42% | -1,790 | 0 | -772 |
33 | SNA | 15 | 129.24 | 204.07 | 1.09% | 3,061 | 0 | 1,122 |
-51 | SPTN | -48 | 20.94 | 30.69 | 3.58% | -1,473 | 0 | -468 |
2 | STX | 39 | 51.80 | 74.21 | 0.08% | 2,894 | 0 | 874 |
-78 | TPR | 100 | 14.00 | 32.55 | -2.34% | 3,255 | 1,228 | 1,855 |
37 | TTM | -129 | 5.66 | 26.38 | -1.09% | -3,403 | -1,365 | -2,673 |
8 | USNA | 24 | 84.49 | 74.59 | 0.44% | 1,790 | 0 | -238 |
28 | VSTO | -92 | 9.36 | 30.43 | -0.98% | -2,800 | -516 | -1,939 |
7 | XLI | -33 | 67.12 | 88.61 | -0.24% | -2,924 | -3,072 | -709 |
14 | XLK | -16 | 96.41 | 132.55 | -0.67% | -2,121 | -6,093 | -578 |
12 | XLP | -60 | 58.68 | 72.65 | -0.27% | -4,359 | -999 | -838 |
31 | XLY | -20 | 123.38 | 145.45 | -1.05% | -2,909 | -2,841 | -441 |
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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