4575
imatranvoima1
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 |
|---|---|---|---|---|---|---|---|---|
| -1,344 | AMAT | 640 | 156.11 | 121.94 | -1.69% | 78,042 | 0 | -21,869 |
| 466 | ANET | 187 | 533.50 | 166.69 | 1.52% | 31,171 | 0 | -68,593 |
| 151 | BBY | 753 | 132.80 | 78.33 | 0.26% | 58,982 | 0 | -41,020 |
| -3,145 | DFS | -819 | 116.58 | 97.66 | 4.09% | -79,984 | 0 | 15,500 |
| -1,301 | DISH | -2,710 | 36.88 | 9.47 | 5.34% | -25,664 | 0 | 74,295 |
| 2,735 | F | 4,972 | 20.12 | 11.73 | 4.92% | 58,322 | 0 | -41,715 |
| -1,041 | GPN | -754 | 132.68 | 101.21 | 1.38% | -76,312 | 0 | 23,728 |
| -306 | IBM | -827 | 120.42 | 126.31 | 0.29% | -104,458 | 0 | -4,871 |
| -824 | IP | -2,035 | 49.12 | 35.23 | 1.16% | -71,703 | 0 | 28,256 |
| -221 | KLAC | 240 | 416.92 | 389.02 | -0.24% | 93,365 | 0 | -6,696 |
| 330 | MRNA | -423 | 236.72 | 153.74 | -0.51% | -65,032 | 0 | 35,101 |
| 1,034 | NRG | -2,872 | 34.85 | 33.27 | -1.07% | -95,551 | 0 | 4,538 |
| 1,381 | ODFL | 283 | 352.52 | 338.31 | 1.46% | 95,742 | 0 | -4,021 |
| -912 | PYPL | -493 | 202.88 | 75.06 | 2.53% | -37,005 | 0 | 63,013 |
| 1,168 | QCOM | 602 | 165.63 | 123.76 | 1.59% | 74,504 | 0 | -25,209 |
| -493 | STX | 1,006 | 99.69 | 61.57 | -0.79% | 61,939 | 0 | -38,354 |
| 124 | TER | 691 | 144.64 | 106.68 | 0.17% | 73,716 | 0 | -26,234 |
| 0 | TWTR | -1,868 | 53.48 | 53.70 | 0.00% | -100,312 | 0 | -411 |
| 363 | UAA | 4,031 | 24.78 | 8.77 | 1.04% | 35,352 | 0 | -64,536 |
| 105 | WU | -5,229 | 18.06 | 11.04 | -0.18% | -57,728 | -95 | 36,734 |
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) |
|---|