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 |
|---|---|---|---|---|---|---|---|---|
| -2,225 | ABT | 689 | 126.83 | 120.04 | -2.62% | 82,708 | 0 | -4,678 |
| -345 | ADBE | 129 | 675.30 | 500.04 | -0.53% | 64,506 | 0 | -22,608 |
| -512 | AMD | 556 | 157.58 | 110.21 | -0.83% | 61,277 | 0 | -26,338 |
| -1,169 | AXP | -576 | 151.96 | 175.14 | 1.17% | -100,881 | 0 | -13,352 |
| 4,620 | BA | -449 | 194.64 | 193.81 | -5.04% | -87,021 | 0 | 373 |
| -1,410 | DHR | 268 | 326.06 | 265.94 | -1.94% | 71,272 | 0 | -16,114 |
| -124 | GS | -230 | 380.22 | 342.09 | 0.16% | -78,681 | 0 | 8,771 |
| 817 | HON | -431 | 202.70 | 200.41 | -0.94% | -86,375 | 0 | 991 |
| -1,734 | HSBC | -3,125 | 27.61 | 35.05 | 1.61% | -109,547 | 0 | -23,281 |
| 1,944 | LFC | -10,802 | 8.15 | 8.84 | -2.00% | -95,490 | 0 | -7,399 |
| 307 | MRK | -1,182 | 74.12 | 79.20 | -0.33% | -93,614 | 0 | -5,999 |
| 481 | MRNA | 257 | 340.89 | 154.41 | 1.23% | 39,683 | 0 | -47,927 |
| -939 | MS | -921 | 94.48 | 100.06 | 1.03% | -92,155 | 0 | -5,139 |
| -932 | NFLX | 133 | 657.14 | 359.41 | -1.91% | 47,802 | 0 | -39,598 |
| -1,550 | NOW | 132 | 662.49 | 483.33 | -2.37% | 63,800 | 0 | -23,648 |
| 1,048 | NVDA | 273 | 319.14 | 227.08 | 1.72% | 61,993 | 0 | -25,132 |
| 859 | PFE | 1,620 | 53.49 | 53.07 | 1.01% | 85,973 | 0 | -680 |
| 8,350 | T | -3,804 | 22.63 | 24.29 | -8.29% | -92,380 | 0 | -6,277 |
| 1,242 | TSLA | 77 | 1,123.00 | 934.53 | 1.76% | 71,959 | 0 | -14,513 |
| 1,998 | WBK | -6,149 | 14.18 | 14.24 | -2.23% | -87,593 | 0 | -400 |
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) |
|---|