4500
andrew.traylor2015
High ROE Companies
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -320 | AAPL | 395 | 125.02 | 148.67 | -0.54% | 58,725 | 0 | 9,344 |
| -565 | CSCO | 950 | 52.55 | 55.09 | -1.07% | 52,340 | 0 | 2,413 |
| 329 | DG | 240 | 205.21 | 220.31 | 0.63% | 52,874 | 0 | 3,624 |
| -356 | DHI | 540 | 91.80 | 88.56 | -0.74% | 47,822 | 0 | -1,752 |
| 3,409 | EBAY | 780 | 63.48 | 80.58 | 5.73% | 62,852 | 0 | 13,338 |
| -2,759 | FB | 160 | 308.31 | 324.63 | -5.04% | 51,942 | 0 | 2,613 |
| -1,894 | GOOGL | 22 | 2,201.63 | 2,751.63 | -3.03% | 60,536 | 0 | 12,100 |
| -4,909 | INTC | 750 | 65.74 | 49.45 | -11.69% | 37,091 | 0 | -12,214 |
| 342 | LOW | 255 | 193.52 | 228.76 | 0.59% | 58,334 | 0 | 8,986 |
| 125 | LRCX | 75 | 653.60 | 557.09 | 0.30% | 41,782 | 0 | -7,238 |
| 882 | MCO | 160 | 309.02 | 381.71 | 1.46% | 61,074 | 0 | 11,630 |
| -342 | MSFT | 200 | 248.51 | 309.05 | -0.55% | 61,810 | 0 | 12,107 |
| 1,297 | ORCL | 665 | 74.20 | 98.25 | 2.02% | 65,336 | 0 | 15,993 |
| -21 | ORLY | 95 | 510.93 | 663.03 | -0.03% | 62,988 | 0 | 14,450 |
| 667 | SPGI | 135 | 364.29 | 450.38 | 1.11% | 60,801 | 0 | 11,622 |
| 940 | TPL | 30 | 1,571.22 | 1,272.37 | 2.53% | 38,171 | 0 | -8,966 |
| 880 | UNH | 130 | 370.48 | 449.05 | 1.53% | 58,376 | 0 | 10,213 |
| 1,368 | UNP | 220 | 224.20 | 237.50 | 2.69% | 52,250 | 0 | 2,926 |
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 |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|