4575
Group83
Aalto Investment management game (Fall 2021)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 0 | AAPL | 660 | 151.46 | 159.78 | -1.14% | 105,455 | 0 | 5,490 |
| 0 | ADBE | 151 | 666.31 | 502.72 | -3.26% | 75,911 | 0 | -24,702 |
| 0 | AMZN | 28 | 3,528.50 | 2,799.72 | -3.15% | 78,392 | 0 | -20,406 |
| 0 | DIS | 571 | 178.30 | 136.51 | -0.69% | 77,947 | 0 | -23,862 |
| 0 | FB | 293 | 342.84 | 300.15 | -2.77% | 87,944 | 0 | -12,508 |
| 0 | GOOGL | 33 | 2,992.86 | 2,538.70 | -2.96% | 83,777 | 0 | -14,987 |
| 0 | JNJ | 613 | 163.69 | 167.63 | 2.86% | 102,757 | 0 | 2,415 |
| 0 | JPM | 595 | 169.10 | 146.53 | 1.09% | 87,185 | 0 | -13,429 |
| 0 | KO | 1,785 | 56.85 | 59.82 | -0.23% | 106,779 | 0 | 5,301 |
| 0 | MCD | 393 | 254.68 | 250.68 | -1.16% | 98,517 | 0 | -1,572 |
| 0 | MSFT | 297 | 337.57 | 288.49 | -2.66% | 85,682 | 0 | -14,577 |
| 0 | NFLX | 155 | 650.85 | 366.42 | -5.35% | 56,795 | 0 | -44,087 |
| 0 | NKE | 564 | 176.16 | 145.48 | -0.36% | 82,051 | 0 | -17,301 |
| 0 | NVDA | 336 | 302.72 | 223.24 | -4.48% | 75,009 | 0 | -26,705 |
| 0 | PEP | 602 | 165.98 | 171.34 | -1.15% | 103,147 | 0 | 3,227 |
| 0 | PG | 684 | 145.87 | 159.54 | -1.09% | 109,125 | 0 | 9,349 |
| 0 | TSLA | 81 | 1,141.96 | 918.40 | -1.25% | 74,390 | 0 | -18,108 |
| 0 | WFC | 2,000 | 50.71 | 53.59 | 0.51% | 107,180 | 0 | 5,760 |
| 0 | WMT | 666 | 150.25 | 137.15 | -2.18% | 91,342 | 0 | -8,725 |
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) |
|---|