4575
Mirko
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 | ABT | 689 | 126.83 | 106.98 | -1.93% | 73,709 | 0 | -13,677 |
| 0 | ADBE | 129 | 675.30 | 365.80 | -4.01% | 47,188 | 0 | -39,926 |
| 0 | AMD | 556 | 157.58 | 80.78 | -6.24% | 44,914 | 0 | -42,701 |
| 0 | AXP | -576 | 151.96 | 142.18 | -1.46% | -81,896 | 0 | 5,633 |
| 0 | BA | -449 | 194.64 | 138.70 | -0.01% | -62,276 | 0 | 25,117 |
| 0 | DHR | 268 | 326.06 | 251.98 | -1.73% | 67,531 | 0 | -19,855 |
| 0 | GS | -230 | 380.22 | 299.61 | -0.39% | -68,910 | 0 | 18,541 |
| 0 | HON | -431 | 202.70 | 175.97 | -1.30% | -75,843 | 0 | 11,523 |
| 0 | HSBC | -3,125 | 27.61 | 32.98 | 0.18% | -103,062 | 0 | -16,797 |
| 0 | LFC | -10,802 | 8.15 | 8.58 | 0.35% | -92,681 | 0 | -4,591 |
| 0 | MRK | -1,182 | 74.12 | 91.90 | -2.66% | -108,626 | 0 | -21,010 |
| 0 | MRNA | 257 | 340.89 | 142.19 | -2.18% | 36,543 | 0 | -51,067 |
| 0 | MS | -921 | 94.48 | 78.16 | 0.93% | -71,985 | 0 | 15,031 |
| 0 | NFLX | 133 | 657.14 | 179.63 | -5.03% | 23,891 | 0 | -63,509 |
| 0 | NOW | 132 | 662.49 | 473.75 | -4.62% | 62,535 | 0 | -24,914 |
| 0 | NVDA | 273 | 319.14 | 159.87 | -5.23% | 43,645 | 0 | -43,481 |
| 0 | PFE | 1,620 | 53.49 | 50.67 | -2.33% | 82,085 | 0 | -4,568 |
| 0 | T | -3,804 | 22.63 | 20.63 | -0.70% | -78,496 | 0 | 7,608 |
| 0 | TSLA | 77 | 1,123.00 | 697.99 | -5.00% | 53,745 | 0 | -32,726 |
| 0 | WBK | -6,149 | 14.18 | 14.20 | 0.00% | -87,316 | 0 | -123 |
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) |
|---|