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 |
|---|---|---|---|---|---|---|---|---|
| 1,325 | AAPL | 813 | 114.13 | 174.66 | 0.94% | 141,999 | 0 | 49,211 |
| -2,779 | ABC | 878 | 103.89 | 149.50 | -2.07% | 131,257 | 0 | 40,041 |
| -2,250 | AMD | 1,172 | 80.08 | 98.28 | -1.92% | 115,184 | 0 | 21,330 |
| -910 | BABA | 315 | 288.02 | 89.76 | -3.12% | 28,274 | 0 | -62,452 |
| -2,026 | BBY | 756 | 119.53 | 82.27 | -3.15% | 62,196 | 0 | -28,169 |
| -465 | CLX | 423 | 213.51 | 148.64 | -0.73% | 62,875 | 0 | -27,442 |
| -514 | DG | 418 | 216.77 | 255.55 | -0.48% | 106,820 | 0 | 16,210 |
| -157 | HSY | 628 | 142.72 | 230.47 | -0.11% | 144,735 | 0 | 55,107 |
| -821 | INTC | 2,002 | 45.07 | 35.78 | -1.13% | 71,632 | 0 | -18,609 |
| -13 | JNJ | 649 | 139.97 | 167.55 | -0.01% | 108,740 | 0 | 17,899 |
| -273 | KO | 1,819 | 49.41 | 64.88 | -0.23% | 118,017 | 0 | 28,140 |
| 348 | LMT | 247 | 370.74 | 441.57 | 0.32% | 109,068 | 0 | 17,495 |
| -1,603 | LOGI | 1,021 | 88.04 | 56.60 | -2.70% | 57,789 | 0 | -32,100 |
| 644 | LOW | 546 | 165.46 | 215.30 | 0.55% | 117,554 | 0 | 27,213 |
| -1,103 | MOH | 425 | 209.55 | 331.83 | -0.78% | 141,030 | 0 | 51,971 |
| -583 | MSFT | 435 | 213.51 | 291.37 | -0.46% | 126,746 | 0 | 33,869 |
| -432 | PG | 635 | 140.51 | 149.25 | -0.45% | 94,774 | 0 | 5,550 |
| -2,682 | TGT | 573 | 156.73 | 175.51 | -2.60% | 100,567 | 0 | 10,761 |
| -1,259 | V | 477 | 192.74 | 214.50 | -1.22% | 102,316 | 0 | 10,380 |
| -715 | VZ | 1,555 | 57.18 | 45.34 | -1.00% | 70,504 | 0 | -18,411 |
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) |
|---|