4366
alpha9000
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 |
|---|---|---|---|---|---|---|---|---|
| 302 | AAL | -887 | 11.32 | 13.56 | -2.45% | -12,028 | 0 | -1,987 |
| 0 | AAPL | 460 | 109.36 | 141.66 | 0.00% | 65,164 | 0 | 14,858 |
| -107 | ABMD | 199 | 255.97 | 254.78 | -0.21% | 50,701 | 0 | -237 |
| -1,012 | ALGN | 118 | 433.32 | 250.17 | -3.32% | 29,520 | 0 | -21,612 |
| -613 | AMD | 666 | 75.89 | 86.16 | -1.06% | 57,383 | 0 | 6,840 |
| -1,114 | AMZN | 320 | 153.06 | 113.19 | -2.98% | 36,221 | 0 | -12,759 |
| -1,233 | APA | -1,209 | 8.38 | 37.47 | 2.80% | -45,301 | 0 | -35,170 |
| 194 | BA | -69 | 145.38 | 138.72 | -1.99% | -9,572 | 0 | 460 |
| -13 | BIO | 86 | 586.42 | 507.69 | -0.03% | 43,661 | 0 | -6,771 |
| 219 | CCL | -730 | 13.42 | 10.55 | -2.76% | -7,701 | 0 | 2,095 |
| -1,452 | CDNS | 458 | 109.82 | 154.45 | -2.01% | 70,738 | 0 | 20,441 |
| -463 | COP | -351 | 29.29 | 92.23 | 1.45% | -32,373 | 0 | -22,092 |
| 719 | CTLT | 571 | 88.30 | 110.87 | 1.15% | 63,307 | 0 | 12,887 |
| -92 | DHR | 219 | 229.54 | 256.41 | -0.16% | 56,154 | 0 | 5,885 |
| -4,522 | DVN | -1,125 | 9.08 | 57.79 | 7.48% | -65,014 | 0 | -54,799 |
| -926 | EOG | -292 | 34.88 | 113.76 | 2.87% | -33,218 | 0 | -23,033 |
| -1,224 | ETSY | 412 | 123.45 | 80.65 | -3.55% | 33,228 | 0 | -17,634 |
| -1,810 | FANG | -386 | 26.46 | 124.39 | 3.92% | -48,015 | 0 | -37,801 |
| -535 | FDX | 193 | 262.37 | 240.47 | -1.14% | 46,411 | 0 | -4,227 |
| -600 | FTI | -1,818 | 5.72 | 6.65 | 5.22% | -12,090 | 0 | -1,691 |
| 0 | HFC | -539 | 18.87 | 36.39 | 0.00% | -19,614 | 0 | -9,443 |
| -289 | IDXX | 118 | 429.25 | 359.03 | -0.68% | 42,366 | 0 | -8,286 |
| 0 | LB | 1,565 | 32.01 | 79.92 | 0.00% | 125,075 | 0 | 74,979 |
| -2,716 | MRO | -2,538 | 3.97 | 23.12 | 4.85% | -58,679 | 0 | -48,596 |
| 211 | NCLH | -602 | 16.05 | 12.87 | -2.65% | -7,748 | 0 | 1,914 |
| -279 | NEM | 796 | 63.31 | 63.83 | -0.55% | 50,809 | 0 | 410 |
| -180 | NFLX | 105 | 479.58 | 189.14 | -0.90% | 19,860 | 0 | -30,497 |
| -546 | NOV | -1,188 | 8.52 | 16.69 | 2.83% | -19,828 | 0 | -9,700 |
| -746 | NOW | 101 | 500.26 | 496.70 | -1.47% | 50,167 | 0 | -360 |
| -257 | NVDA | 100 | 505.65 | 168.69 | -1.50% | 16,869 | 0 | -33,696 |
| 615 | ODFL | 263 | 193.75 | 260.06 | 0.91% | 68,396 | 0 | 17,440 |
| -724 | OKE | -345 | 29.26 | 56.67 | 3.85% | -19,551 | 0 | -9,456 |
| -1,511 | OXY | -1,095 | 9.27 | 58.90 | 2.40% | -64,496 | 0 | -54,345 |
| -645 | PSX | -215 | 47.37 | 87.20 | 3.56% | -18,748 | 0 | -8,563 |
| 1,548 | PWR | 802 | 63.48 | 127.91 | 1.53% | 102,584 | 0 | 51,673 |
| -468 | PYPL | 269 | 188.69 | 75.94 | -2.24% | 20,428 | 0 | -30,330 |
| 255 | RCL | -178 | 55.19 | 40.33 | -3.42% | -7,179 | 0 | 2,645 |
| -928 | REGN | 92 | 545.17 | 602.40 | -1.65% | 55,421 | 0 | 5,265 |
| 221 | ROL | 1,300 | 38.77 | 35.28 | 0.48% | 45,864 | 0 | -4,535 |
| -554 | SLB | -668 | 15.10 | 35.89 | 2.37% | -23,975 | 0 | -13,888 |
| 197 | SLG | -219 | 45.81 | 48.59 | -1.82% | -10,641 | 0 | -608 |
| -1,318 | SNPS | 235 | 214.09 | 311.86 | -1.77% | 73,287 | 0 | 22,975 |
| -80 | SPG | -159 | 63.21 | 100.12 | 0.50% | -15,919 | 0 | -5,869 |
| -124 | TMO | 106 | 480.00 | 543.64 | -0.21% | 57,626 | 0 | 6,746 |
| 386 | UAL | -295 | 34.05 | 37.20 | -3.40% | -10,974 | 0 | -929 |
| -2,152 | VLO | -259 | 39.36 | 112.24 | 8.00% | -29,070 | 0 | -18,876 |
| 157 | VNO | -320 | 31.54 | 29.39 | -1.64% | -9,405 | 0 | 688 |
| 243 | WFC | -468 | 21.69 | 40.24 | -1.28% | -18,832 | 0 | -8,681 |
| 670 | WST | 184 | 274.12 | 304.82 | 1.21% | 56,087 | 0 | 5,648 |
| -652 | XOM | -306 | 33.11 | 89.03 | 2.45% | -27,243 | 0 | -17,112 |
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) |
|---|