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 |
|---|---|---|---|---|---|---|---|---|
| 656 | AAL | -887 | 11.32 | 19.15 | -3.72% | -16,986 | 0 | -6,945 |
| -373 | AAPL | 460 | 109.36 | 148.67 | -0.54% | 68,388 | 0 | 18,083 |
| 426 | ABMD | 199 | 255.97 | 351.82 | 0.61% | 70,012 | 0 | 19,074 |
| -1,063 | ALGN | 118 | 433.32 | 590.48 | -1.50% | 69,677 | 0 | 18,544 |
| 346 | AMD | 666 | 75.89 | 119.85 | 0.44% | 79,820 | 0 | 29,277 |
| -1,550 | AMZN | 16 | 3,061.22 | 3,338.11 | -2.82% | 53,410 | 0 | 4,430 |
| -828 | APA | -1,209 | 8.38 | 27.70 | 2.54% | -33,483 | 0 | -23,352 |
| 91 | BA | -69 | 145.38 | 213.02 | -0.62% | -14,698 | 0 | -4,667 |
| -533 | BIO | 86 | 586.42 | 753.65 | -0.82% | 64,814 | 0 | 14,382 |
| 29 | CCL | -730 | 13.42 | 22.29 | -0.18% | -16,272 | 0 | -6,475 |
| 627 | CDNS | 458 | 109.82 | 166.82 | 0.83% | 76,404 | 0 | 26,106 |
| -400 | COP | -351 | 29.29 | 75.73 | 1.53% | -26,581 | 0 | -16,300 |
| 240 | CTLT | 571 | 88.30 | 132.73 | 0.32% | 75,789 | 0 | 25,370 |
| 576 | DHR | 219 | 229.54 | 313.37 | 0.85% | 68,628 | 0 | 18,359 |
| -821 | DVN | -1,125 | 9.08 | 40.43 | 1.84% | -45,484 | 0 | -35,269 |
| -333 | EOG | -292 | 34.88 | 92.04 | 1.25% | -26,876 | 0 | -16,691 |
| 2,171 | ETSY | 412 | 123.45 | 241.25 | 2.23% | 99,395 | 0 | 48,534 |
| -154 | FANG | -386 | 26.46 | 109.33 | 0.37% | -42,201 | 0 | -31,988 |
| 31 | FDX | 193 | 262.37 | 233.00 | 0.07% | 44,969 | 0 | -5,668 |
| -500 | FTI | -1,818 | 5.72 | 7.71 | 3.70% | -14,008 | 0 | -3,609 |
| -22 | HFC | -539 | 18.87 | 36.61 | 0.11% | -19,733 | 0 | -9,562 |
| 812 | IDXX | 118 | 429.25 | 652.12 | 1.07% | 76,951 | 0 | 26,299 |
| 0 | LB | 1,565 | 32.01 | 79.92 | 0.00% | 125,075 | 0 | 74,979 |
| -1,003 | MRO | -2,538 | 3.97 | 16.57 | 2.44% | -42,067 | 0 | -31,985 |
| 21 | NCLH | -602 | 16.05 | 25.46 | -0.14% | -15,330 | 0 | -5,668 |
| 342 | NEM | 796 | 63.31 | 57.61 | 0.75% | 45,858 | 0 | -4,541 |
| 1,230 | NFLX | 105 | 479.58 | 664.87 | 1.79% | 69,811 | 0 | 19,455 |
| -166 | NOV | -1,188 | 8.52 | 14.89 | 0.95% | -17,689 | 0 | -7,562 |
| 31 | NOW | 101 | 500.26 | 686.65 | 0.05% | 69,352 | 0 | 18,825 |
| 24 | NVDA | 100 | 505.65 | 227.16 | 0.11% | 22,716 | 0 | -27,849 |
| 871 | ODFL | 263 | 193.75 | 322.00 | 1.04% | 84,686 | 0 | 33,730 |
| -169 | OKE | -345 | 29.26 | 64.80 | 0.76% | -22,356 | 0 | -12,261 |
| -1,237 | OXY | -1,095 | 9.27 | 33.93 | 3.45% | -37,153 | 0 | -27,003 |
| -37 | PSX | -215 | 47.37 | 82.90 | 0.21% | -17,823 | 0 | -7,639 |
| 1,131 | PWR | 802 | 63.48 | 118.01 | 1.21% | 94,644 | 0 | 43,733 |
| -729 | PYPL | 269 | 188.69 | 240.50 | -1.11% | 64,694 | 0 | 13,937 |
| -160 | RCL | -178 | 55.19 | 84.63 | 1.07% | -15,064 | 0 | -5,240 |
| 289 | REGN | 92 | 545.17 | 572.51 | 0.55% | 52,671 | 0 | 2,515 |
| 644 | ROL | 1,300 | 38.77 | 39.09 | 1.28% | 50,810 | 0 | 412 |
| 244 | SLB | -668 | 15.10 | 33.93 | -1.06% | -22,669 | 0 | -12,582 |
| 97 | SLG | -226 | 44.39 | 72.57 | -0.59% | -16,401 | 0 | -6,368 |
| 21 | SNPS | 235 | 214.09 | 321.10 | 0.03% | 75,458 | 0 | 25,146 |
| -188 | SPG | -159 | 63.21 | 145.14 | 0.82% | -23,077 | 0 | -13,027 |
| 373 | TMO | 106 | 480.00 | 611.93 | 0.58% | 64,865 | 0 | 13,985 |
| -1 | UAL | -295 | 34.05 | 46.73 | 0.01% | -13,784 | 0 | -3,739 |
| 259 | VLO | -259 | 39.36 | 81.00 | -100.00% | -20,979 | 0 | -10,785 |
| -51 | VNO | -320 | 31.54 | 44.91 | 0.36% | -14,371 | 0 | -4,278 |
| -145 | WFC | -468 | 21.69 | 50.64 | 0.62% | -23,700 | 0 | -13,549 |
| -221 | WST | 184 | 274.12 | 421.03 | -0.28% | 77,470 | 0 | 27,031 |
| -136 | XOM | -306 | 33.11 | 63.13 | 0.71% | -19,319 | 0 | -9,188 |
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) |
|---|