4366
anttiarvo
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 |
|---|---|---|---|---|---|---|---|---|
| -464 | AAPL | 277 | 111.24 | 127.21 | -1.30% | 35,237 | 0 | 4,424 |
| 920 | AMGN | 246 | 216.06 | 245.34 | 1.55% | 60,354 | 0 | 7,203 |
| -424 | AXP | 248 | 90.41 | 122.14 | -1.38% | 30,291 | 0 | 7,869 |
| -1,265 | BA | 247 | 147.51 | 204.64 | -2.44% | 50,546 | 0 | 14,111 |
| -596 | CAT | 241 | 154.11 | 194.88 | -1.25% | 46,967 | 0 | 9,827 |
| -657 | CRM | 248 | 235.00 | 213.06 | -1.23% | 52,839 | 0 | -5,441 |
| 90 | CSCO | 247 | 35.52 | 45.43 | 0.81% | 11,222 | 0 | 2,449 |
| -846 | CVX | 240 | 69.85 | 92.22 | -3.68% | 22,134 | 0 | 5,369 |
| -557 | DIS | 241 | 120.55 | 171.18 | -1.33% | 41,254 | 0 | 12,201 |
| -1,788 | GS | 246 | 189.65 | 301.01 | -2.36% | 74,048 | 0 | 27,395 |
| 1,901 | HD | 247 | 268.96 | 275.61 | 2.87% | 68,076 | 0 | 1,643 |
| -559 | HON | 241 | 161.30 | 206.26 | -1.11% | 49,709 | 0 | 10,835 |
| -153 | IBM | 241 | 108.10 | 128.28 | -0.49% | 30,917 | 0 | 4,865 |
| -417 | INTC | 248 | 44.11 | 57.55 | -2.84% | 14,274 | 0 | 3,334 |
| -120 | JNJ | 249 | 136.67 | 160.12 | -0.30% | 39,870 | 0 | 5,839 |
| -724 | JPM | 245 | 97.86 | 138.67 | -2.09% | 33,974 | 0 | 9,998 |
| -161 | KO | 247 | 47.85 | 48.61 | -1.32% | 12,007 | 0 | 188 |
| -593 | LYB | 157 | 71.16 | 94.79 | -3.83% | 14,882 | 0 | 3,710 |
| 461 | MCD | 246 | 213.89 | 209.93 | 0.90% | 51,643 | 0 | -974 |
| -236 | MMM | 246 | 158.45 | 165.55 | -0.58% | 40,725 | 0 | 1,747 |
| 305 | MRK | 248 | 75.00 | 83.27 | 1.50% | 20,650 | 0 | 2,050 |
| 9 | MSFT | 245 | 203.50 | 212.88 | 0.02% | 52,157 | 0 | 2,298 |
| -152 | NKE | 245 | 123.36 | 140.60 | -0.44% | 34,447 | 0 | 4,224 |
| -247 | PG | 247 | 136.67 | 134.75 | -0.74% | 33,282 | 0 | -475 |
| 228 | TRV | 245 | 121.40 | 143.31 | 0.65% | 35,112 | 0 | 5,369 |
| 226 | UNH | 251 | 303.12 | 351.65 | 0.26% | 88,264 | 0 | 12,182 |
| -149 | V | 242 | 182.71 | 201.31 | -0.30% | 48,717 | 0 | 4,501 |
| 81 | VZ | 245 | 56.63 | 57.35 | 0.58% | 14,051 | 0 | 176 |
| -78 | WBA | 255 | 33.45 | 48.97 | -0.62% | 12,487 | 0 | 3,956 |
| -538 | WMT | 247 | 139.34 | 144.62 | -1.49% | 35,721 | 0 | 1,304 |
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) |
|---|