4366
Team85
Aalto Investment Management Game (Fall 2020)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 413 | AMZN | 320 | 157.89 | 103.29 | 1.26% | 33,053 | 0 | -17,473 |
| 389 | BEP | 1,296 | 38.45 | 31.51 | 0.96% | 40,837 | 0 | -8,990 |
| -1,076 | BIDU | 371 | 137.58 | 150.92 | -1.89% | 55,991 | 0 | 4,949 |
| 612 | CSIQ | 1,360 | 36.10 | 39.81 | 1.14% | 54,142 | 0 | 5,046 |
| 0 | ENBL | 11,764 | 4.23 | 7.05 | 0.00% | 82,936 | 0 | 33,174 |
| 4,801 | ERII | 5,107 | 9.79 | 23.05 | 4.25% | 117,716 | 0 | 67,719 |
| 80 | GOOG | 30 | 1,707.97 | 104.00 | 2.65% | 3,120 | 0 | -48,119 |
| 1,370 | GPRE | 3,342 | 14.93 | 30.99 | 1.34% | 103,569 | 0 | 53,673 |
| 744 | ICLN | 2,481 | 19.82 | 19.78 | 1.54% | 49,074 | 0 | -99 |
| -2,684 | MU | 976 | 51.66 | 60.34 | -4.36% | 58,892 | 0 | 8,472 |
| 1,738 | NXPI | 358 | 140.53 | 186.47 | 2.67% | 66,758 | 0 | 16,450 |
| 567 | OXY | 5,154 | 9.67 | 62.43 | 0.18% | 321,764 | 0 | 271,899 |
| 1,458 | PSX | 1,049 | 47.41 | 101.38 | 1.39% | 106,348 | 0 | 56,609 |
| 168 | SU | 4,201 | 11.79 | 31.05 | 0.13% | 130,441 | 0 | 80,890 |
| 4,312 | TSLA | 354 | 143.47 | 207.46 | 6.24% | 73,441 | 0 | 22,651 |
| 25 | WB | 1,232 | 41.90 | 20.06 | 0.10% | 24,714 | 0 | -26,907 |
| 368 | XOM | 2,164 | 33.02 | 109.66 | 0.16% | 237,304 | 0 | 165,849 |
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) |
|---|