4366
lauri.h
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 |
|---|---|---|---|---|---|---|---|---|
| 2,536 | CLW | -3,522 | 38.23 | 30.36 | -2.32% | -106,928 | -2,728 | 27,731 |
| -4,179 | GPK | 7,023 | 13.71 | 23.86 | -2.43% | 167,534 | 16,089 | 71,248 |
| -1,850 | IP | 2,534 | 45.01 | 29.43 | -2.42% | 74,588 | 5,691 | -39,467 |
| 1,099 | KMB | 1,256 | 135.66 | 134.25 | 0.66% | 168,612 | 131 | -1,771 |
| 4,089 | MERC | -9,509 | 6.54 | 8.65 | -4.74% | -82,253 | -66,711 | -20,112 |
| 0 | NP | -1,438 | 38.21 | 32.00 | 0.00% | -46,016 | -54,934 | 8,930 |
| -2,874 | PKG | 1,205 | 117.69 | 123.97 | -1.89% | 149,390 | 6,602 | 7,576 |
| 0 | RFP | -16,233 | 4.71 | 21.92 | 0.00% | -355,827 | -45,872 | -279,356 |
| -3,840 | SON | 2,685 | 50.22 | 59.89 | -2.33% | 160,805 | 6,493 | 25,964 |
| 2,121 | WRK | -3,506 | 39.21 | 28.02 | -2.11% | -98,256 | -6,454 | 39,199 |
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) |
|---|