4575
numbergoesup
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 |
|---|---|---|---|---|---|---|---|---|
| 2,160 | AJRD | 2,413 | 44.92 | 37.55 | 2.44% | 90,596 | -1,365 | -17,806 |
| -5,279 | BA | 513 | 217.27 | 193.81 | -5.04% | 99,425 | -1,516 | -12,033 |
| -4,562 | BWXT | 2,152 | 53.37 | 45.53 | -4.45% | 97,981 | -974 | -16,864 |
| -154 | CAE | 4,405 | 32.13 | 24.36 | -0.14% | 107,328 | -3,455 | -34,217 |
| -634 | GD | 524 | 201.71 | 204.75 | -0.59% | 107,289 | -1,303 | 1,595 |
| -2,408 | HEI.A | 819 | 136.88 | 114.20 | -2.51% | 93,530 | -1,219 | -18,576 |
| -1,697 | HII | 563 | 194.62 | 191.66 | -1.55% | 107,902 | -1,177 | -1,670 |
| -2,481 | HXL | 1,946 | 61.36 | 51.30 | -2.42% | 99,840 | -13 | -19,561 |
| -787 | LHX | 486 | 223.74 | 222.83 | -0.72% | 108,295 | -681 | -441 |
| 1,201 | LMT | 308 | 338.80 | 391.07 | 1.01% | 120,450 | 249 | 16,098 |
| -20 | NOC | 287 | 364.25 | 403.11 | -0.02% | 115,693 | -561 | 11,153 |
| -500 | SPCE | 7,140 | 20.29 | 8.41 | -0.83% | 60,047 | -2,550 | -84,855 |
| -3,916 | SPR | 2,646 | 45.43 | 43.28 | -3.31% | 114,519 | -827 | -5,692 |
| -593 | TDG | 173 | 679.38 | 611.17 | -0.56% | 105,733 | -1,176 | -11,799 |
| 423 | TXT | 1,411 | 75.80 | 71.53 | 0.42% | 100,929 | -151 | -6,028 |
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) |
|---|