4575
Korson_tytto
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 |
|---|---|---|---|---|---|---|---|---|
| -106 | AAPL | 816 | 174.72 | 157.27 | -0.08% | 128,332 | 0 | -14,239 |
| -882 | CMCSA | -2,232 | 48.68 | 36.82 | 1.08% | -82,193 | 0 | 26,460 |
| -137 | CRM | -536 | 265.71 | 185.50 | 0.14% | -99,431 | 0 | 42,990 |
| 735 | DHR | 474 | 320.33 | 246.35 | 0.63% | 116,770 | 0 | -35,069 |
| -1,603 | DIS | -932 | 152.28 | 95.94 | 1.83% | -89,416 | 0 | 52,509 |
| 763 | HD | 347 | 410.58 | 291.46 | 0.76% | 101,137 | 0 | -41,336 |
| 199 | INTU | 212 | 673.65 | 412.78 | 0.23% | 87,509 | 0 | -55,304 |
| 1,486 | LLY | -585 | 244.32 | 331.06 | -0.76% | -193,670 | 0 | -50,743 |
| 272 | LOW | 556 | 255.71 | 197.28 | 0.25% | 109,688 | 0 | -32,490 |
| -163 | PFE | 2,955 | 47.34 | 40.75 | -0.14% | 120,431 | 0 | -19,444 |
| 1,731 | QCOM | 861 | 166.45 | 123.83 | 1.65% | 106,618 | 0 | -36,700 |
| 162 | WMT | -1,042 | 136.42 | 140.75 | -0.11% | -146,656 | 0 | -4,507 |
| -7,951 | XOM | -2,288 | 61.99 | 105.92 | 3.39% | -242,356 | 0 | -100,523 |
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) |
|---|