4193
WinCapitaHolding
OLD|Aalto Investment Management Game (Spring 2020)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 2,173 | ABMD | 264 | 184.82 | 271.89 | 3.12% | 71,779 | 0 | 22,986 |
| 312 | APA | -1,780 | 27.35 | 13.93 | -1.24% | -24,804 | 0 | 23,879 |
| -359 | BKNG | 26 | 1,829.14 | 2,052.19 | -0.67% | 53,357 | 0 | 5,799 |
| 219 | CHRW | -675 | 72.02 | 92.72 | -0.35% | -62,586 | 0 | -13,972 |
| -1,739 | COTY | 4,699 | 10.36 | 6.88 | -5.10% | 32,353 | 0 | -16,329 |
| -1,412 | CPRI | 1,623 | 30.01 | 36.31 | -2.34% | 58,931 | 0 | 10,225 |
| 718 | DVN | -2,243 | 21.71 | 14.78 | -2.12% | -33,152 | 0 | 15,555 |
| -524 | FB | -238 | 203.90 | 277.94 | 0.80% | -66,150 | 0 | -17,622 |
| -418 | FLT | 153 | 317.03 | 267.21 | -1.01% | 40,883 | 0 | -7,622 |
| 1,632 | FTNT | 420 | 115.69 | 123.73 | 3.24% | 51,967 | 0 | 3,377 |
| 571 | GPS | 2,786 | 17.47 | 21.75 | 0.95% | 60,596 | 0 | 11,910 |
| -620 | IPG | 2,139 | 22.77 | 22.79 | -1.26% | 48,737 | 0 | 32 |
| -480 | KHC | -1,655 | 29.49 | 32.84 | 0.89% | -54,342 | 0 | -5,536 |
| 311 | LKQ | -1,479 | 32.85 | 36.00 | -0.58% | -53,244 | 0 | -4,659 |
| -269 | MGM | -1,582 | 30.78 | 28.59 | 0.60% | -45,237 | 0 | 3,457 |
| 316 | MRO | -4,211 | 11.56 | 6.36 | -1.17% | -26,782 | 0 | 21,897 |
| 55 | RL | -426 | 114.09 | 88.09 | -0.15% | -37,526 | 0 | 11,076 |
| 119 | SWKS | 426 | 123.84 | 136.18 | 0.21% | 58,013 | 0 | 5,255 |
| 72 | WMT | -425 | 114.53 | 151.68 | -0.11% | -64,464 | 0 | -15,787 |
| 981 | ZBRA | 201 | 241.69 | 377.31 | 1.31% | 75,839 | 0 | 27,260 |
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) |
|---|