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 |
|---|---|---|---|---|---|---|---|---|
| -2,532 | ABG | 304 | 183.60 | 158.52 | -4.99% | 48,190 | 0 | -7,626 |
| -798 | ACN | 152 | 365.87 | 329.70 | -1.57% | 50,114 | 0 | -5,497 |
| 925 | CNHI | 3,190 | 17.43 | 15.15 | 1.95% | 48,328 | 0 | -7,289 |
| -981 | CRM | 179 | 309.57 | 209.91 | -2.54% | 37,574 | 0 | -17,839 |
| -297 | DOV | 319 | 174.23 | 169.74 | -0.54% | 54,147 | 0 | -1,432 |
| -1,966 | FIVE | 260 | 213.50 | 155.04 | -4.65% | 40,310 | 0 | -15,200 |
| -349 | FR | 919 | 60.48 | 59.43 | -0.64% | 54,616 | 0 | -970 |
| 93 | GIL | 1,330 | 41.84 | 38.74 | 0.18% | 51,524 | 0 | -4,123 |
| -161 | HPE | 3,582 | 15.51 | 15.84 | -0.28% | 56,757 | 0 | 1,182 |
| -248 | JBHT | 285 | 194.58 | 195.08 | -0.44% | 55,598 | 0 | 142 |
| -194 | LLY | 90 | 259.46 | 237.31 | -0.90% | 21,358 | 0 | -1,994 |
| 1,616 | MATX | 603 | 91.99 | 94.38 | 2.92% | 56,911 | 0 | 1,438 |
| 1,315 | MSFT | 165 | 335.30 | 296.46 | 2.76% | 48,916 | 0 | -6,409 |
| -1,528 | MSI | 223 | 249.70 | 227.19 | -2.93% | 50,663 | 0 | -5,021 |
| -715 | MT | 1,743 | 31.90 | 30.14 | -1.34% | 52,534 | 0 | -3,068 |
| -502 | NKE | 322 | 172.71 | 143.92 | -1.07% | 46,342 | 0 | -9,270 |
| -375 | QGEN | 1,043 | 53.24 | 47.43 | -0.75% | 49,469 | 0 | -6,060 |
| -268 | SHW | 172 | 323.12 | 292.70 | -0.53% | 50,344 | 0 | -5,233 |
| -458 | SPG | 332 | 167.14 | 145.40 | -0.94% | 48,273 | 0 | -7,218 |
| -930 | STLD | 849 | 65.57 | 53.02 | -2.02% | 45,018 | 0 | -10,651 |
| -1,037 | SUI | 285 | 194.59 | 182.08 | -1.96% | 51,893 | 0 | -3,565 |
| -2,522 | THRX | 3,408 | 16.29 | 8.73 | -7.81% | 29,752 | 0 | -25,782 |
| -528 | TMO | 90 | 618.61 | 561.88 | -1.03% | 50,569 | 0 | -5,106 |
| 1,140 | TXN | 290 | 191.60 | 177.89 | 2.26% | 51,588 | 0 | -3,976 |
| -1,493 | VSTO | 1,244 | 44.78 | 37.71 | -3.08% | 46,911 | 0 | -8,801 |
| -712 | XYL | 419 | 132.57 | 102.17 | -1.64% | 42,809 | 0 | -12,738 |
| -924 | YUM | 442 | 125.80 | 119.96 | -1.71% | 53,022 | 0 | -2,583 |
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) |
|---|