4575
au.mo
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 |
|---|---|---|---|---|---|---|---|---|
| 1,325 | AAPL | 531 | 150.78 | 170.98 | 1.48% | 90,793 | 0 | 10,726 |
| 626 | ADBE | 119 | 663.18 | 440.15 | 1.21% | 52,378 | 0 | -26,541 |
| 1,222 | AMD | 537 | 143.61 | 100.39 | 2.32% | 53,912 | 0 | -23,206 |
| 348 | AMZN | 440 | 175.75 | 141.43 | 0.56% | 62,229 | 0 | -15,103 |
| 431 | ASML | 94 | 829.58 | 566.99 | 0.81% | 53,297 | 0 | -24,683 |
| -532 | BABA | 493 | 162.17 | 93.79 | -1.14% | 46,238 | 0 | -33,711 |
| 168 | CRM | 258 | 306.17 | 187.38 | 0.35% | 48,344 | 0 | -30,648 |
| 717 | CSCO | 1,392 | 57.90 | 46.41 | 1.12% | 64,610 | 0 | -15,987 |
| 0 | FB | 236 | 340.46 | 196.64 | 0.00% | 46,407 | 0 | -33,942 |
| 32 | GOOGL | 26 | 2,992.55 | 120.09 | 1.05% | 3,122 | 0 | -74,684 |
| 320 | INTC | 1,562 | 50.93 | 35.80 | 0.58% | 55,912 | 0 | -23,641 |
| 557 | MSFT | 237 | 336.97 | 289.37 | 0.82% | 68,581 | 0 | -11,281 |
| 408 | NFLX | 121 | 652.98 | 246.07 | 1.39% | 29,774 | 0 | -49,236 |
| 1,355 | NVDA | 259 | 320.65 | 184.65 | 2.92% | 47,824 | 0 | -35,224 |
| 1,386 | ORCL | 845 | 94.10 | 78.80 | 2.12% | 66,586 | 0 | -12,928 |
| 646 | PYPL | 389 | 203.81 | 100.77 | 1.68% | 39,200 | 0 | -40,083 |
| 838 | QCOM | 479 | 164.48 | 149.58 | 1.18% | 71,649 | 0 | -7,137 |
| -158 | SHOP | 510 | 153.90 | 40.11 | -0.77% | 20,456 | 0 | -58,031 |
| 1,499 | TSLA | 68 | 1,167.04 | 881.94 | 2.56% | 59,972 | 0 | -19,387 |
| 659 | TSM | 666 | 121.47 | 90.51 | 1.11% | 60,280 | 0 | -20,619 |
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) |
|---|