4575
investors2021
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 |
---|---|---|---|---|---|---|---|---|
809 | ABG | 304 | 183.60 | 184.81 | 1.46% | 56,182 | 0 | 366 |
915 | ACN | 152 | 365.87 | 320.44 | 1.91% | 48,707 | 0 | -6,905 |
191 | CNHI | 3,190 | 17.43 | 13.13 | 0.46% | 41,885 | 0 | -13,733 |
566 | CRM | 179 | 309.57 | 189.89 | 1.69% | 33,990 | 0 | -21,423 |
957 | DOV | 319 | 174.23 | 139.48 | 2.20% | 44,494 | 0 | -11,085 |
211 | FIVE | 260 | 213.50 | 140.08 | 0.58% | 36,421 | 0 | -19,090 |
1,094 | FR | 919 | 60.48 | 55.28 | 2.20% | 50,802 | 0 | -4,783 |
718 | GIL | 1,330 | 41.84 | 32.08 | 1.71% | 42,666 | 0 | -12,981 |
466 | HPE | 3,582 | 15.51 | 14.80 | 0.89% | 53,014 | 0 | -2,561 |
638 | JBHT | 285 | 194.58 | 195.13 | 1.16% | 55,612 | 0 | 157 |
622 | LLY | 90 | 259.46 | 308.08 | 2.29% | 27,727 | 0 | 4,376 |
579 | MATX | 603 | 91.99 | 87.54 | 1.11% | 52,787 | 0 | -2,686 |
807 | MSFT | 165 | 335.30 | 291.91 | 1.70% | 48,165 | 0 | -7,159 |
823 | MSI | 223 | 249.70 | 255.97 | 1.46% | 57,081 | 0 | 1,397 |
17 | MT | 1,743 | 31.90 | 25.40 | 0.04% | 44,272 | 0 | -11,330 |
634 | NKE | 322 | 172.71 | 116.07 | 1.73% | 37,375 | 0 | -18,238 |
146 | QGEN | 1,043 | 53.24 | 49.92 | 0.28% | 52,067 | 0 | -3,463 |
1,311 | SHW | 172 | 323.12 | 251.61 | 3.12% | 43,277 | 0 | -12,301 |
591 | SPG | 332 | 167.14 | 115.85 | 1.56% | 38,462 | 0 | -17,028 |
951 | STLD | 849 | 65.57 | 84.61 | 1.34% | 71,834 | 0 | 16,165 |
1,049 | SUI | 285 | 194.59 | 171.69 | 2.19% | 48,932 | 0 | -6,526 |
682 | THRX | 3,408 | 16.29 | 8.00 | 2.56% | 27,264 | 0 | -28,269 |
960 | TMO | 90 | 618.61 | 603.21 | 1.80% | 54,289 | 0 | -1,386 |
963 | TXN | 290 | 191.60 | 185.38 | 1.82% | 53,760 | 0 | -1,804 |
784 | VSTO | 1,244 | 44.78 | 31.15 | 2.06% | 38,751 | 0 | -16,962 |
939 | XYL | 419 | 132.57 | 103.38 | 2.21% | 43,316 | 0 | -12,231 |
199 | YUM | 442 | 125.80 | 118.16 | 0.38% | 52,227 | 0 | -3,379 |
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) |
---|