4366
Aapo
Aalto Investment Management Game (Fall 2020)
@Aapo
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -7,420 | BIG | 2,000 | 48.70 | 26.94 | -12.10% | 53,880 | -2,670 | -43,530 |
| 4,020 | FNF | 6,000 | 32.78 | 42.28 | 1.61% | 253,680 | 0 | 57,000 |
| 5,300 | GD | 1,000 | 139.67 | 226.56 | 2.40% | 226,560 | 0 | 86,890 |
| 2,675 | INTC | 2,500 | 45.07 | 44.55 | 2.46% | 111,375 | 0 | -1,312 |
| 1,920 | ITIC | 1,000 | 166.76 | 163.02 | 1.19% | 163,020 | 4,732 | -3,740 |
| 1,560 | MOMO | 13,000 | 14.42 | 5.50 | 2.23% | 71,500 | 3,640 | -115,960 |
| 0 | QIWI | 13,000 | 15.12 | 5.67 | 0.00% | 73,710 | 0 | -122,915 |
| 2,550 | SCS | 15,000 | 10.80 | 12.34 | 1.40% | 185,100 | 0 | 23,100 |
| 2,660 | TLK | 7,000 | 21.60 | 29.29 | 1.31% | 205,030 | 0 | 53,830 |
| 2,100 | VHC | 20,000 | 5.16 | 1.40 | 8.14% | 27,900 | 0 | -75,300 |
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) |
|---|