4575
RobertK
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 |
|---|---|---|---|---|---|---|---|---|
| 1,155 | AAPL | 843 | 150.09 | 160.25 | 0.86% | 135,091 | 435 | 8,563 |
| 98 | ABT | 95 | 130.50 | 98.05 | 1.06% | 9,315 | 0 | -3,083 |
| 12 | ACN | 34 | 366.06 | 272.00 | 0.13% | 9,248 | 0 | -3,198 |
| 158 | ADBE | 25 | 663.55 | 374.96 | 1.71% | 9,374 | -5 | -7,215 |
| -259 | AMZN | 540 | 178.11 | 98.13 | -0.49% | 52,990 | 0 | -43,192 |
| 84 | BAC | 431 | 46.80 | 27.14 | 0.72% | 11,697 | -16 | -8,474 |
| 77 | BRK.B | 115 | 286.25 | 298.92 | 0.22% | 34,376 | -21 | 1,458 |
| -8 | CMCSA | 237 | 53.99 | 35.92 | -0.10% | 8,513 | -17 | -4,281 |
| 179 | COST | 23 | 527.75 | 495.27 | 1.59% | 11,391 | 16 | -747 |
| 128 | CRM | 50 | 306.22 | 190.06 | 1.37% | 9,503 | -54 | -5,808 |
| -157 | DIS | 92 | 173.95 | 94.08 | -1.79% | 8,655 | -128 | -7,348 |
| -6 | GOOG | 34 | 2,960.55 | 106.06 | -0.16% | 3,606 | -105 | -97,053 |
| -42 | HD | 55 | 370.10 | 283.02 | -0.27% | 15,566 | 141 | -4,789 |
| 215 | JNJ | 136 | 162.47 | 152.65 | 1.05% | 20,760 | -17 | -1,336 |
| -292 | JPM | 156 | 167.36 | 124.91 | -1.48% | 19,486 | -19 | -6,622 |
| 214 | KO | 214 | 53.02 | 60.90 | 1.67% | 13,033 | 0 | 1,686 |
| 172 | LLY | 50 | 248.04 | 336.13 | 1.03% | 16,806 | 0 | 4,404 |
| -138 | MA | 52 | 350.75 | 351.63 | -0.75% | 18,285 | -29 | 46 |
| 251 | META | 142 | 332.42 | 206.01 | 0.86% | 29,253 | -8 | -17,950 |
| 1,176 | MSFT | 383 | 334.61 | 280.57 | 1.11% | 107,458 | 25 | -20,696 |
| 185 | NFLX | 23 | 654.67 | 328.39 | 2.51% | 7,553 | -4 | -7,504 |
| -25 | NKE | 81 | 168.82 | 120.71 | -0.26% | 9,778 | 4 | -3,897 |
| -527 | NVDA | 128 | 292.41 | 267.79 | -1.52% | 34,277 | 168 | -3,152 |
| 60 | PFE | 288 | 47.50 | 40.39 | 0.52% | 11,632 | 38 | -2,048 |
| 364 | PG | 123 | 145.42 | 146.72 | 2.06% | 18,047 | 0 | 160 |
| 67 | TMO | 20 | 617.64 | 558.26 | 0.60% | 11,165 | 29 | -1,188 |
| -263 | TSLA | 147 | 336.86 | 190.41 | -0.93% | 27,990 | 375 | -21,528 |
| 306 | UNH | 50 | 464.40 | 475.99 | 1.30% | 23,799 | -14 | 580 |
| -162 | V | 110 | 213.65 | 221.04 | -0.66% | 24,314 | -93 | 813 |
| 176 | WMT | 144 | 140.48 | 141.80 | 0.87% | 20,419 | 0 | 190 |
| 31 | XOM | 223 | 65.27 | 103.53 | 0.14% | 23,087 | -22 | 8,532 |
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) |
|---|