4366
sanniaho
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 |
|---|---|---|---|---|---|---|---|---|
| 203 | AAPL | 813 | 114.13 | 149.51 | 0.17% | 121,552 | 0 | 28,764 |
| 325 | ABC | 878 | 103.89 | 122.62 | 0.30% | 107,660 | 0 | 16,445 |
| 3,481 | AMD | 1,172 | 80.08 | 119.36 | 2.55% | 139,890 | 0 | 46,036 |
| 94 | BABA | 315 | 288.02 | 177.48 | 0.17% | 55,906 | 0 | -34,820 |
| 2,359 | BBY | 756 | 119.53 | 117.65 | 2.72% | 88,943 | 0 | -1,421 |
| -419 | CLX | 423 | 213.51 | 160.05 | -0.61% | 67,701 | 0 | -22,616 |
| 1,542 | DG | 418 | 216.77 | 218.92 | 1.71% | 91,509 | 0 | 899 |
| 35 | HSY | 628 | 142.72 | 180.25 | 0.03% | 113,194 | 0 | 23,566 |
| 1,381 | INTC | 2,002 | 45.07 | 56.06 | 1.25% | 112,232 | 0 | 21,992 |
| -299 | JNJ | 649 | 139.97 | 163.32 | -0.28% | 105,995 | 0 | 15,154 |
| -528 | KO | 1,819 | 49.41 | 54.34 | -0.53% | 98,844 | 0 | 8,968 |
| 494 | LMT | 247 | 370.74 | 373.13 | 0.54% | 92,163 | 0 | 590 |
| 317 | LOGI | 1,021 | 88.04 | 90.27 | 0.34% | 92,166 | 0 | 2,277 |
| 1,316 | LOW | 546 | 165.46 | 227.42 | 1.07% | 124,171 | 0 | 33,830 |
| 2,716 | MOH | 425 | 209.55 | 296.49 | 2.20% | 126,008 | 0 | 36,950 |
| 1,414 | MSFT | 435 | 213.51 | 310.66 | 1.06% | 135,137 | 0 | 42,260 |
| -1,206 | PG | 635 | 140.51 | 139.31 | -1.35% | 88,462 | 0 | -762 |
| 1,347 | TGT | 573 | 156.73 | 254.18 | 0.93% | 145,645 | 0 | 55,839 |
| -510 | V | 477 | 192.74 | 230.35 | -0.46% | 109,877 | 0 | 17,940 |
| -342 | VZ | 1,555 | 57.18 | 53.39 | -0.41% | 83,021 | 0 | -5,893 |
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) |
|---|