4575
group53
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 | AAPL | 543 | 165.55 | 142.76 | -2.64% | 77,519 | 0 | -12,374 |
| 0 | ABB | 1,720 | 34.99 | 30.94 | -0.71% | 53,217 | 0 | -6,966 |
| 0 | ABNB | 295 | 202.76 | 93.20 | -5.39% | 27,494 | 0 | -32,320 |
| 0 | ADBE | 75 | 667.11 | 331.34 | -0.82% | 24,850 | 0 | -25,182 |
| 0 | ADSK | 122 | 328.59 | 194.48 | -1.97% | 23,727 | 0 | -16,361 |
| 0 | AMT | 143 | 278.76 | 212.30 | -1.54% | 30,359 | 0 | -9,504 |
| 0 | AMZN | 280 | 175.75 | 88.27 | -3.01% | 24,717 | 0 | -24,494 |
| 0 | ASML | 120 | 822.22 | 592.98 | -1.30% | 71,158 | 0 | -27,509 |
| 0 | ATVI | 449 | 67.09 | 76.27 | -0.07% | 34,247 | 0 | 4,122 |
| 0 | COST | 99 | 506.00 | 481.23 | -1.52% | 47,642 | 0 | -2,452 |
| 0 | CVS | 638 | 93.95 | 101.09 | -0.90% | 64,495 | 0 | 4,555 |
| 0 | DIS | 327 | 153.59 | 92.25 | -3.84% | 30,166 | 0 | -20,060 |
| 0 | EBAY | 542 | 74.08 | 43.34 | -1.38% | 23,488 | 0 | -16,664 |
| 0 | EL | 114 | 348.71 | 236.48 | 2.16% | 26,959 | 0 | -12,794 |
| 0 | EMR | 511 | 97.74 | 94.19 | -1.00% | 48,134 | 0 | -1,811 |
| 0 | ETSY | 203 | 245.01 | 134.86 | -1.71% | 27,378 | 0 | -22,359 |
| 0 | HON | 266 | 225.84 | 213.13 | -1.15% | 56,693 | 0 | -3,381 |
| 0 | JD | 516 | 77.07 | 60.33 | 1.95% | 31,133 | 0 | -8,635 |
| 0 | KO | 533 | 56.46 | 63.42 | -0.08% | 33,803 | 0 | 3,710 |
| 0 | MSFT | 298 | 335.31 | 245.05 | -2.06% | 73,025 | 0 | -26,897 |
| 0 | NFLX | 82 | 620.99 | 305.38 | -2.31% | 25,041 | 0 | -25,880 |
| 0 | NVDA | 222 | 320.23 | 159.82 | -3.78% | 35,480 | 0 | -35,612 |
| 0 | PEP | 246 | 162.46 | 181.51 | -0.88% | 44,653 | 0 | 4,688 |
| 0 | PYPL | 327 | 202.41 | 72.22 | -1.91% | 23,614 | 0 | -42,573 |
| 0 | SPOT | 174 | 281.13 | 75.14 | -4.05% | 13,074 | 0 | -35,842 |
| 0 | TSLA | 144 | 348.96 | 179.93 | -1.38% | 25,910 | 0 | -24,340 |
| 0 | TWTR | 1,090 | 45.99 | 53.70 | 0.00% | 58,533 | 0 | 8,398 |
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) |
|---|