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toorisky123 • Aalto Investment management game (Fall 2021) • Nov 2021
This stock has one the lowest Sharpe ratio, which is negative as its past returns have been negative. Thus we decide to sell to decrease its weight significantly in our portfolio.
neariinamirella • Aalto Investment management game (Fall 2021) • Nov 2021
Following sector rotation on momentum strategy. Real estate is third of the most growing sectors over the time period of 6 months based on S&P 500 the major market sectors with 14.15% increase. SPG has been one of the most growing real estate stocks within the time period of 6 months with 32.05% of growth.
investors2021 • Aalto Investment management game (Fall 2021) • Nov 2021
Financials industry, long position. Simon property group has one of the highest ESG-ratings within the industry, along with strong fundamental and technical stock performance in the past years. We are setting our portfolio for leverage of 1,5.
alpha9000 • Aalto Investment Management Game (Fall 2020) • Nov 2020
SPG, Part of our short position based on the fund’s momentum strategy. The company is in the bottom 25 of S&P500 YTD returns. We have used a 1% ($10k) allocation that we use equally for all of our short positions.