4575
MustaKivi
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 |
|---|---|---|---|---|---|---|---|---|
| -1,581 | AEP | -1,121 | 83.93 | 83.12 | 1.73% | -93,178 | 0 | 908 |
| -1,615 | APA | 3,474 | 29.79 | 31.80 | -1.44% | 110,473 | -2 | 6,985 |
| -720 | ATO | -986 | 93.38 | 115.27 | 0.64% | -113,656 | -166 | -21,579 |
| -1,547 | CMS | -1,517 | 60.05 | 57.98 | 1.79% | -87,956 | -217 | 3,148 |
| -2,412 | COP | 1,256 | 75.26 | 99.32 | -1.90% | 124,746 | -87 | 30,219 |
| -648 | D | -1,247 | 74.97 | 50.27 | 1.05% | -62,693 | 2 | 30,795 |
| -1,825 | DVN | 2,086 | 43.12 | 46.08 | -1.86% | 96,123 | 230 | 6,164 |
| -1,657 | EOG | 1,029 | 95.70 | 107.27 | -1.48% | 110,381 | -71 | 11,906 |
| -1,412 | ES | -1,078 | 83.11 | 69.25 | 1.93% | -74,652 | -320 | 14,946 |
| -1,214 | ETR | -893 | 101.99 | 98.16 | 1.40% | -87,657 | -407 | 3,416 |
| -1,876 | FANG | 812 | 112.40 | 127.16 | -1.78% | 103,254 | 125 | 11,985 |
| -4,106 | MRO | 5,743 | 16.96 | 22.16 | -3.13% | 127,265 | -74 | 29,839 |
| -1,030 | OKE | 1,493 | 64.44 | 56.62 | -1.20% | 84,534 | -20 | -11,677 |
| -2,978 | OXY | 3,008 | 33.47 | 57.60 | -1.69% | 173,276 | 0 | 72,600 |
| -816 | PNW | -1,407 | 64.26 | 77.23 | 0.76% | -108,670 | -472 | -18,260 |
| -3,438 | PXD | 503 | 184.05 | 199.44 | -3.31% | 100,318 | 179 | 7,740 |
| 273 | SRE | -739 | 125.45 | 143.47 | -0.26% | -106,024 | -23 | -13,313 |
| -848 | WEC | -1,015 | 90.07 | 87.36 | 0.97% | -88,670 | -134 | 2,751 |
| -1,621 | XEL | -1,428 | 64.06 | 65.28 | 1.77% | -93,220 | -1,136 | -1,739 |
| -2,863 | XOM | 1,507 | 63.27 | 102.20 | -1.83% | 154,015 | 0 | 58,667 |
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) |
|---|