4575
lauridaniel1
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 |
|---|---|---|---|---|---|---|---|---|
| 310 | BIO | -131 | 724.34 | 350.76 | -0.67% | -45,950 | 0 | 48,939 |
| -631 | CCL | 3,605 | 24.81 | 13.71 | -1.26% | 49,443 | 0 | -40,016 |
| 848 | CRL | -260 | 364.73 | 194.36 | -1.65% | -50,534 | 0 | 44,298 |
| -8 | CTLT | -780 | 121.27 | 45.77 | 0.02% | -35,701 | 0 | 58,890 |
| 1,661 | DHR | -329 | 288.30 | 247.02 | -2.00% | -81,270 | 0 | 13,581 |
| -760 | F | 4,605 | 19.54 | 12.42 | -1.31% | 57,194 | 0 | -32,770 |
| -54 | GPS | 3,615 | 24.91 | 10.23 | -0.15% | 36,981 | 0 | -53,068 |
| 14 | HOLX | -1,379 | 69.01 | 70.12 | -0.01% | -96,695 | 0 | -1,531 |
| 231 | KMX | 585 | 153.78 | 78.13 | 0.51% | 45,706 | 0 | -44,255 |
| 21 | LVS | 2,124 | 42.41 | 45.39 | 0.02% | 96,408 | 0 | 6,340 |
| 568 | MRK | -1,159 | 81.77 | 105.35 | -0.46% | -122,101 | 0 | -27,323 |
| -228 | MRNA | -438 | 214.93 | 98.63 | 0.53% | -43,200 | 0 | 50,939 |
| 616 | NCLH | 3,080 | 29.15 | 15.38 | 1.32% | 47,355 | 0 | -42,427 |
| 0 | PKI | -354 | 166.12 | 115.22 | 0.00% | -40,788 | -3,632 | 18,020 |
| -1,496 | PVH | 730 | 122.75 | 74.15 | -2.69% | 54,129 | 0 | -35,478 |
| -659 | RCL | 922 | 97.71 | 90.20 | -0.79% | 83,169 | 0 | -6,924 |
| -582 | TPR | 2,043 | 42.88 | 28.21 | -1.00% | 57,643 | 201 | -29,961 |
| -430 | UAA | 3,584 | 25.05 | 6.42 | -1.83% | 23,027 | 0 | -66,770 |
| 601 | WAT | -282 | 337.18 | 268.88 | -0.79% | -75,824 | 0 | 19,261 |
| -204 | WST | -234 | 406.31 | 376.44 | 0.23% | -88,087 | 0 | 6,990 |
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) |
|---|