OpenFinArena/FinDeepIndicator huggingface dataset:
Question: Calculate Monster Beverage's Maximum Drawdown from April 11, 2021 to July 29, 2021. (Reported as a positive number; unit: %) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: MDD = max_{t} (1 - P_t / max_{s \le t} P_s) * 100%
Data:
date,close
2021-04-12,47.709999084472656
2021-04-13,47.94499969482422
2021-04-14,47.400001525878906
2021-04-15,47.97499847412109
2021-04-16,49.084999084472656
2021-04-19,48.93000030517578
2021-04-20,48.70000076293945
2021-04-21,48.994998931884766
2021-04-22,48.755001068115234
2021-04-23,49.34000015258789
2021-04-26,48.56999969482422
2021-04-27,48.5099983215332
2021-04-28,48.23500061035156
2021-04-29,48.970001220703125
2021-04-30,48.525001525878906
2021-05-03,48.80500030517578
2021-05-04,47.970001220703125
2021-05-05,47.22499847412109
2021-05-06,47.5099983215332
2021-05-07,45.625
2021-05-10,45.79999923706055
2021-05-11,45.77000045776367
2021-05-12,44.89500045776367
2021-05-13,44.73500061035156
2021-05-14,46.06999969482422
2021-05-17,45.67499923706055
2021-05-18,45.40499877929688
2021-05-19,45.3650016784668
2021-05-20,46.25
2021-05-21,46.005001068115234
2021-05-24,46.6150016784668
2021-05-25,46.51499938964844
2021-05-26,46.70500183105469
2021-05-27,46.65499877929688
2021-05-28,47.1349983215332
2021-06-01,46.79499816894531
2021-06-02,47.415000915527344
2021-06-03,47.525001525878906
2021-06-04,47.685001373291016
2021-06-07,47.150001525878906
2021-06-08,47.08000183105469
2021-06-09,46.619998931884766
2021-06-10,46.8849983215332
2021-06-11,46.75
2021-06-14,46.70000076293945
2021-06-15,46.095001220703125
2021-06-16,45.7599983215332
2021-06-17,46.28499984741211
2021-06-18,45.880001068115234
2021-06-21,46.02000045776367
2021-06-22,45.88999938964844
2021-06-23,45.15499877929688
2021-06-24,45.06999969482422
2021-06-25,46.060001373291016
2021-06-28,45.72999954223633
2021-06-29,45.77999877929688
2021-06-30,45.67499923706055
2021-07-01,45.57500076293945
2021-07-02,45.43000030517578
2021-07-06,45.30500030517578
2021-07-07,45.41999816894531
2021-07-08,44.91999816894531
2021-07-09,45.119998931884766
2021-07-12,45.584999084472656
2021-07-13,46.0099983215332
2021-07-14,46.5
2021-07-15,46.810001373291016
2021-07-16,46.53499984741211
2021-07-19,46.125
2021-07-20,46.85499954223633
2021-07-21,46.67499923706055
2021-07-22,46.685001373291016
2021-07-23,48.14500045776367
2021-07-26,48.0
2021-07-27,47.59000015258789
2021-07-28,47.025001525878906
2021-07-29,47.290000915527344

Indicator data:
Answer: 9.3332
Question: For Information Ratio, what is Federal Realty Investment Trust's value from June 23, 2021 to July 29, 2021? (Annualized (US standard uses arithmetic mean excess return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: IR = E[r - r_b] * 252 / TE; TE = \sigma(r - r_b) * \sqrt{252}; r_b is the benchmark daily return
Data:
date,close,benchmark_close
2021-06-22,118.05999755859376,4246.43994140625
2021-06-23,118.8499984741211,4241.83984375
2021-06-24,117.75,4266.490234375
2021-06-25,119.2699966430664,4280.7001953125
2021-06-28,117.2300033569336,4290.60986328125
2021-06-29,117.68000030517578,4291.7998046875
2021-06-30,117.16999816894533,4297.5
2021-07-01,118.08000183105467,4319.93994140625
2021-07-02,117.86000061035156,4352.33984375
2021-07-06,116.83000183105467,4343.5400390625
2021-07-07,114.5500030517578,4358.1298828125
2021-07-08,114.4000015258789,4320.81982421875
2021-07-09,118.0500030517578,4369.5498046875
2021-07-12,120.33999633789062,4384.6298828125
2021-07-13,117.43000030517578,4369.2099609375
2021-07-14,118.2699966430664,4374.2998046875
2021-07-15,117.48999786376952,4360.02978515625
2021-07-16,117.1500015258789,4327.16015625
2021-07-19,112.23999786376952,4258.490234375
2021-07-20,116.83999633789062,4323.06005859375
2021-07-21,118.47000122070312,4358.68994140625
2021-07-22,115.8499984741211,4367.47998046875
2021-07-23,116.5999984741211,4411.7900390625
2021-07-26,116.5999984741211,4422.2998046875
2021-07-27,117.91999816894533,4401.4599609375
2021-07-28,116.26000213623048,4400.64013671875
2021-07-29,117.33000183105467,4419.14990234375

Indicator data:
Answer: -1.8315
Question: For Sharpe Ratio, what is Pool Corporation's value from November 14, 2022 to February 08, 2023? (Default risk-free rate is 0; annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: SR = (AnnRet - rf) / (\sigma(r) * \sqrt{252})
Data:
date,close
2022-11-11,351.3599853515625
2022-11-14,340.8900146484375
2022-11-15,346.25
2022-11-16,337.45001220703125
2022-11-17,319.6000061035156
2022-11-18,321.9800109863281
2022-11-21,320.239990234375
2022-11-22,326.42999267578125
2022-11-23,332.3900146484375
2022-11-25,328.82000732421875
2022-11-28,315.2300109863281
2022-11-29,320.75
2022-11-30,329.4100036621094
2022-12-01,338.1300048828125
2022-12-02,330.42999267578125
2022-12-05,320.1099853515625
2022-12-06,317.989990234375
2022-12-07,321.0799865722656
2022-12-08,329.2300109863281
2022-12-09,331.010009765625
2022-12-12,331.1199951171875
2022-12-13,335.4700012207031
2022-12-14,334.8099975585937
2022-12-15,320.0400085449219
2022-12-16,313.0199890136719
2022-12-19,308.1400146484375
2022-12-20,303.7699890136719
2022-12-21,311.67999267578125
2022-12-22,305.0799865722656
2022-12-23,305.6000061035156
2022-12-27,306.010009765625
2022-12-28,296.4800109863281
2022-12-29,306.9200134277344
2022-12-30,302.3299865722656
2023-01-03,300.8299865722656
2023-01-04,304.42999267578125
2023-01-05,303.0
2023-01-06,315.3099975585937
2023-01-09,317.8099975585937
2023-01-10,325.0599975585937
2023-01-11,342.8099975585937
2023-01-12,346.7900085449219
2023-01-13,349.0899963378906
2023-01-17,353.9700012207031
2023-01-18,359.6499938964844
2023-01-19,344.7799987792969
2023-01-20,352.739990234375
2023-01-23,359.2799987792969
2023-01-24,364.260009765625
2023-01-25,363.5
2023-01-26,364.4100036621094
2023-01-27,379.3900146484375
2023-01-30,376.4800109863281
2023-01-31,385.6099853515625
2023-02-01,398.1400146484375
2023-02-02,422.1700134277344
2023-02-03,403.5700073242188
2023-02-06,392.0400085449219
2023-02-07,391.8299865722656
2023-02-08,385.1300048828125

Indicator data:
Answer: 1.1803
Question: Calculate Weyerhaeuser's Sharpe Ratio from March 03, 2024 to June 09, 2024. (Default risk-free rate is 0; annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: SR = (AnnRet - rf) / (\sigma(r) * \sqrt{252})
Data:
date,close
2024-03-01,34.90999984741211
2024-03-04,35.36000061035156
2024-03-05,34.439998626708984
2024-03-06,34.560001373291016
2024-03-07,34.369998931884766
2024-03-08,34.84000015258789
2024-03-11,35.06999969482422
2024-03-12,34.470001220703125
2024-03-13,34.560001373291016
2024-03-14,34.2599983215332
2024-03-15,34.33000183105469
2024-03-18,34.150001525878906
2024-03-19,34.529998779296875
2024-03-20,35.310001373291016
2024-03-21,35.529998779296875
2024-03-22,35.61000061035156
2024-03-25,35.4900016784668
2024-03-26,35.45000076293945
2024-03-27,35.93000030517578
2024-03-28,35.90999984741211
2024-04-01,35.560001373291016
2024-04-02,35.43000030517578
2024-04-03,34.939998626708984
2024-04-04,34.63999938964844
2024-04-05,34.59000015258789
2024-04-08,34.41999816894531
2024-04-09,35.029998779296875
2024-04-10,33.599998474121094
2024-04-11,33.650001525878906
2024-04-12,33.2400016784668
2024-04-15,32.689998626708984
2024-04-16,31.96999931335449
2024-04-17,31.520000457763672
2024-04-18,31.350000381469727
2024-04-19,31.46999931335449
2024-04-22,31.46999931335449
2024-04-23,31.709999084472656
2024-04-24,31.540000915527344
2024-04-25,31.459999084472656
2024-04-26,31.049999237060547
2024-04-29,31.18000030517578
2024-04-30,30.170000076293945
2024-05-01,30.200000762939453
2024-05-02,31.01000022888184
2024-05-03,31.09000015258789
2024-05-06,31.07999992370605
2024-05-07,30.850000381469727
2024-05-08,30.729999542236328
2024-05-09,31.1299991607666
2024-05-10,30.96999931335449
2024-05-13,31.209999084472656
2024-05-14,31.190000534057617
2024-05-15,31.36000061035156
2024-05-16,31.11000061035156
2024-05-17,31.170000076293945
2024-05-20,30.90999984741211
2024-05-21,31.11000061035156
2024-05-22,30.700000762939453
2024-05-23,30.11000061035156
2024-05-24,30.200000762939453
2024-05-28,29.76000022888184
2024-05-29,29.36000061035156
2024-05-30,29.71999931335449
2024-05-31,30.030000686645508
2024-06-03,29.709999084472656
2024-06-04,29.46999931335449
2024-06-05,29.450000762939453
2024-06-06,29.76000022888184
2024-06-07,29.36000061035156

Indicator data:
Answer: -3.2462
Question: What was Fox Corporation (Class A)'s Sortino Ratio during the period November 21, 2025 to December 24, 2025? (Default target return is 0; annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Sortino = (AnnRet - rf) / \sqrt{DD^2 * 252}
Data:
date,close
2025-11-20,65.13999938964844
2025-11-21,65.69000244140625
2025-11-24,64.30000305175781
2025-11-25,64.7300033569336
2025-11-26,65.05000305175781
2025-11-28,65.5
2025-12-01,66.38999938964844
2025-12-02,66.25
2025-12-03,66.44999694824219
2025-12-04,67.79000091552734
2025-12-05,68.4000015258789
2025-12-08,69.20999908447266
2025-12-09,70.30000305175781
2025-12-10,71.73999786376953
2025-12-11,71.81999969482422
2025-12-12,71.0999984741211
2025-12-15,71.2300033569336
2025-12-16,70.36000061035156
2025-12-17,71.16999816894531
2025-12-18,71.26000213623047
2025-12-19,71.7699966430664
2025-12-22,73.62000274658203
2025-12-23,73.70999908447266
2025-12-24,73.91000366210938

Indicator data:
Answer: 15.9825
Question: For Sortino Ratio, what is Blackstone Inc.'s value from November 26, 2022 to December 06, 2022? (Default target return is 0; annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Sortino = (AnnRet - rf) / \sqrt{DD^2 * 252}
Data:
date,close
2022-11-25,90.0
2022-11-28,88.0999984741211
2022-11-29,88.20999908447266
2022-11-30,91.52999877929688
2022-12-01,85.04000091552734
2022-12-02,85.16000366210938
2022-12-05,81.97000122070312
2022-12-06,78.7300033569336

Indicator data:
Answer: -8.4063
Question: What is the value of Calmar Ratio for Evergy from January 28, 2024 to February 29, 2024? (Return annualized (using CAGR); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Calmar = AnnRet / MDD
Data:
date,close
2024-01-29,50.59999847412109
2024-01-30,50.68999862670898
2024-01-31,50.77000045776367
2024-02-01,51.75
2024-02-02,50.70000076293945
2024-02-05,49.66999816894531
2024-02-06,49.65999984741211
2024-02-07,49.380001068115234
2024-02-08,48.619998931884766
2024-02-09,49.08000183105469
2024-02-12,49.77000045776367
2024-02-13,49.18999862670898
2024-02-14,49.18999862670898
2024-02-15,49.93999862670898
2024-02-16,50.02999877929688
2024-02-20,50.18000030517578
2024-02-21,50.61000061035156
2024-02-22,50.2599983215332
2024-02-23,50.56999969482422
2024-02-26,49.470001220703125
2024-02-27,50.20000076293945
2024-02-28,49.790000915527344
2024-02-29,49.540000915527344

Indicator data:
Answer: -3.5603
Question: For Modigliani Ratio, what is Builders FirstSource's value from December 19, 2022 to January 04, 2023? (Default risk-free rate is 0; return annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: M^2 = rf + (AnnRet - rf) / \sigma(r) * \sigma(r_b)
Data:
date,close,benchmark_close
2022-12-16,67.54000091552734,3852.360107421875
2022-12-19,65.5999984741211,3817.659912109375
2022-12-20,65.30999755859375,3821.6201171875
2022-12-21,66.1500015258789,3878.43994140625
2022-12-22,65.02999877929688,3822.389892578125
2022-12-23,65.30000305175781,3844.820068359375
2022-12-27,65.1500015258789,3829.25
2022-12-28,63.52000045776367,3783.219970703125
2022-12-29,65.19999694824219,3849.280029296875
2022-12-30,64.87999725341797,3839.5
2023-01-03,65.3499984741211,3824.139892578125
2023-01-04,66.66999816894531,3852.969970703125

Indicator data:
Answer: -0.1545
Question: What is the value of Ulcer Index for Kraft Heinz from October 15, 2020 to December 13, 2020? Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: UI = \sqrt{1 / N * \sum_{t=1}^{N} (1 - P_t / max_{s \le t} P_s)^2}
Data:
date,close
2020-10-15,32.29999923706055
2020-10-16,32.15999984741211
2020-10-19,31.75
2020-10-20,31.989999771118164
2020-10-21,31.440000534057617
2020-10-22,31.229999542236328
2020-10-23,31.3700008392334
2020-10-26,30.57999992370605
2020-10-27,30.68000030517578
2020-10-28,29.21999931335449
2020-10-29,30.040000915527344
2020-10-30,30.59000015258789
2020-11-02,31.670000076293945
2020-11-03,31.780000686645508
2020-11-04,31.81999969482422
2020-11-05,31.700000762939453
2020-11-06,31.540000915527344
2020-11-09,30.6200008392334
2020-11-10,30.479999542236328
2020-11-11,31.350000381469727
2020-11-12,31.100000381469727
2020-11-13,31.61000061035156
2020-11-16,32.150001525878906
2020-11-17,31.59000015258789
2020-11-18,31.6299991607666
2020-11-19,31.8799991607666
2020-11-20,32.2599983215332
2020-11-23,32.599998474121094
2020-11-24,33.83000183105469
2020-11-25,32.540000915527344
2020-11-27,32.84000015258789
2020-11-30,32.939998626708984
2020-12-01,33.13999938964844
2020-12-02,32.779998779296875
2020-12-03,33.45000076293945
2020-12-04,34.119998931884766
2020-12-07,33.599998474121094
2020-12-08,34.34000015258789
2020-12-09,34.220001220703125
2020-12-10,34.099998474121094
2020-12-11,34.06999969482422

Indicator data:
Answer: 0.0318
Question: From March 21, 2023 to April 01, 2023, what is Microsoft's Ulcer Index? Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: UI = \sqrt{1 / N * \sum_{t=1}^{N} (1 - P_t / max_{s \le t} P_s)^2}
Data:
date,close
2023-03-21,273.7799987792969
2023-03-22,272.2900085449219
2023-03-23,277.6600036621094
2023-03-24,280.57000732421875
2023-03-27,276.3800048828125
2023-03-28,275.2300109863281
2023-03-29,280.510009765625
2023-03-30,284.04998779296875
2023-03-31,288.29998779296875

Indicator data:
Answer: 0.0083
Question: Calculate Corteva's Ulcer Index from August 03, 2025 to September 12, 2025. Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: UI = \sqrt{1 / N * \sum_{t=1}^{N} (1 - P_t / max_{s \le t} P_s)^2}
Data:
date,close
2025-08-04,71.91999816894531
2025-08-05,72.30999755859375
2025-08-06,71.16999816894531
2025-08-07,71.05000305175781
2025-08-08,70.91000366210938
2025-08-11,72.45999908447266
2025-08-12,71.02999877929688
2025-08-13,72.33000183105469
2025-08-14,71.87000274658203
2025-08-15,71.76000213623047
2025-08-18,72.29000091552734
2025-08-19,72.4000015258789
2025-08-20,72.95999908447266
2025-08-21,72.9800033569336
2025-08-22,73.37000274658203
2025-08-25,73.5999984741211
2025-08-26,73.94000244140625
2025-08-27,75.02999877929688
2025-08-28,74.31999969482422
2025-08-29,74.19000244140625
2025-09-02,73.91999816894531
2025-09-03,72.38999938964844
2025-09-04,72.6500015258789
2025-09-05,72.30000305175781
2025-09-08,72.94999694824219
2025-09-09,72.5
2025-09-10,71.77999877929688
2025-09-11,72.98999786376953
2025-09-12,74.29000091552734

Indicator data:
Answer: 0.0187
Question: What is the value of Martin Ratio for Ralph Lauren Corporation from December 22, 2021 to February 06, 2022? (Numerator and denominator both annualized; 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Martin = AnnRet / \sqrt{UI^2 * 252}
Data:
date,close
2021-12-22,111.5999984741211
2021-12-23,112.13999938964844
2021-12-27,116.93000030517578
2021-12-28,116.75
2021-12-29,117.45999908447266
2021-12-30,117.93000030517578
2021-12-31,118.86000061035156
2022-01-03,120.91999816894533
2022-01-04,124.16999816894533
2022-01-05,122.12999725341795
2022-01-06,120.0500030517578
2022-01-07,118.05999755859376
2022-01-10,115.52999877929688
2022-01-11,117.27999877929688
2022-01-12,115.0500030517578
2022-01-13,117.37000274658205
2022-01-14,114.83999633789062
2022-01-18,112.30999755859376
2022-01-19,113.08999633789062
2022-01-20,109.94000244140624
2022-01-21,108.5
2022-01-24,110.33000183105467
2022-01-25,108.13999938964844
2022-01-26,105.8000030517578
2022-01-27,107.19000244140624
2022-01-28,109.29000091552734
2022-01-31,110.83999633789062
2022-02-01,113.51000213623048
2022-02-02,113.66999816894533
2022-02-03,117.68000030517578
2022-02-04,118.62999725341795

Indicator data:
Answer: 0.5443
Question: What was Trane Technologies's Martin Ratio during the period January 03, 2024 to February 17, 2024? (Numerator and denominator both annualized; 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Martin = AnnRet / \sqrt{UI^2 * 252}
Data:
date,close
2024-01-03,235.9600067138672
2024-01-04,239.69000244140625
2024-01-05,240.55999755859372
2024-01-08,243.1300048828125
2024-01-09,244.4900054931641
2024-01-10,245.8800048828125
2024-01-11,245.9900054931641
2024-01-12,246.1499938964844
2024-01-16,245.5200042724609
2024-01-17,244.42999267578125
2024-01-18,247.3300018310547
2024-01-19,248.9199981689453
2024-01-22,252.6300048828125
2024-01-23,253.1499938964844
2024-01-24,251.1300048828125
2024-01-25,252.1199951171875
2024-01-26,251.50999450683597
2024-01-29,254.75999450683597
2024-01-30,257.75
2024-01-31,252.0500030517578
2024-02-01,270.739990234375
2024-02-02,276.7799987792969
2024-02-05,271.79998779296875
2024-02-06,270.2300109863281
2024-02-07,273.42999267578125
2024-02-08,269.94000244140625
2024-02-09,275.44000244140625
2024-02-12,272.0199890136719
2024-02-13,269.3699951171875
2024-02-14,272.8099975585937
2024-02-15,272.9599914550781
2024-02-16,272.1700134277344

Indicator data:
Answer: 12.3221
Question: For Martin Ratio, what is PNC Financial Services's value from October 10, 2019 to February 22, 2020? (Numerator and denominator both annualized; 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Martin = AnnRet / \sqrt{UI^2 * 252}
Data:
date,close
2019-10-10,138.4199981689453
2019-10-11,140.39999389648438
2019-10-14,140.52000427246094
2019-10-15,141.8699951171875
2019-10-16,141.4600067138672
2019-10-17,142.66000366210938
2019-10-18,143.52000427246094
2019-10-21,145.52999877929688
2019-10-22,145.4600067138672
2019-10-23,146.3699951171875
2019-10-24,145.60000610351562
2019-10-25,146.6699981689453
2019-10-28,147.77000427246094
2019-10-29,148.2899932861328
2019-10-30,147.75
2019-10-31,146.6999969482422
2019-11-01,148.80999755859375
2019-11-04,150.00999450683594
2019-11-05,151.02999877929688
2019-11-06,151.7100067138672
2019-11-07,153.07000732421875
2019-11-08,152.1999969482422
2019-11-11,152.4600067138672
2019-11-12,152.3000030517578
2019-11-13,150.82000732421875
2019-11-14,149.02000427246094
2019-11-15,150.86000061035156
2019-11-18,151.7100067138672
2019-11-19,151.72000122070312
2019-11-20,151.77999877929688
2019-11-21,151.69000244140625
2019-11-22,152.85000610351562
2019-11-25,153.39999389648438
2019-11-26,152.88999938964844
2019-11-27,153.2899932861328
2019-11-29,153.2100067138672
2019-12-02,151.97999572753906
2019-12-03,149.74000549316406
2019-12-04,151.35000610351562
2019-12-05,152.1999969482422
2019-12-06,153.80999755859375
2019-12-09,153.6999969482422
2019-12-10,155.60000610351562
2019-12-11,155.0
2019-12-12,159.0
2019-12-13,158.63999938964844
2019-12-16,159.0
2019-12-17,160.36000061035156
2019-12-18,160.0500030517578
2019-12-19,159.52999877929688
2019-12-20,159.82000732421875
2019-12-23,159.52999877929688
2019-12-24,160.4199981689453
2019-12-26,161.14999389648438
2019-12-27,160.80999755859375
2019-12-30,160.02000427246094
2019-12-31,159.6300048828125
2020-01-02,160.3699951171875
2020-01-03,158.8300018310547
2020-01-06,158.50999450683594
2020-01-07,157.25999450683594
2020-01-08,158.88999938964844
2020-01-09,160.80999755859375
2020-01-10,158.57000732421875
2020-01-13,159.44000244140625
2020-01-14,159.8800048828125
2020-01-15,154.0800018310547
2020-01-16,152.6199951171875
2020-01-17,153.36000061035156
2020-01-21,151.64999389648438
2020-01-22,152.25999450683594
2020-01-23,152.7100067138672
2020-01-24,150.3800048828125
2020-01-27,148.52999877929688
2020-01-28,149.69000244140625
2020-01-29,148.58999633789062
2020-01-30,150.9600067138672
2020-01-31,148.5500030517578
2020-02-03,149.5399932861328
2020-02-04,150.66000366210938
2020-02-05,153.7899932861328
2020-02-06,152.85000610351562
2020-02-07,153.35000610351562
2020-02-10,153.86000061035156
2020-02-11,154.7899932861328
2020-02-12,155.2100067138672
2020-02-13,155.32000732421875
2020-02-14,154.1300048828125
2020-02-18,151.38999938964844
2020-02-19,153.35000610351562
2020-02-20,154.47999572753906
2020-02-21,153.8000030517578

Indicator data:
Answer: 0.6933
Question: Calculate Phillips 66's Martin Ratio from March 09, 2025 to April 16, 2025. (Numerator and denominator both annualized; 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Martin = AnnRet / \sqrt{UI^2 * 252}
Data:
date,close
2025-03-10,126.12999725341795
2025-03-11,123.5500030517578
2025-03-12,123.9800033569336
2025-03-13,122.5
2025-03-14,126.7300033569336
2025-03-17,129.19000244140625
2025-03-18,128.41000366210938
2025-03-19,129.0
2025-03-20,128.82000732421875
2025-03-21,125.48999786376952
2025-03-24,126.47000122070312
2025-03-25,125.48999786376952
2025-03-26,126.56999969482422
2025-03-27,124.72000122070312
2025-03-28,121.76000213623048
2025-03-31,123.4800033569336
2025-04-01,124.3499984741211
2025-04-02,124.05999755859376
2025-04-03,107.18000030517578
2025-04-04,98.80999755859376
2025-04-07,96.58999633789062
2025-04-08,92.87000274658205
2025-04-09,103.12999725341795
2025-04-10,96.98999786376952
2025-04-11,97.37999725341795
2025-04-14,97.81999969482422
2025-04-15,96.20999908447266
2025-04-16,96.56999969482422

Indicator data:
Answer: -0.3974
Question: What is the value of Beta for Kraft Heinz from February 19, 2022 to May 15, 2022? Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: \beta = cov(r, r_m) / var(r_m)
Data:
date,close,market_close
2022-02-18,38.459999084472656,4348.8701171875
2022-02-22,40.400001525878906,4304.759765625
2022-02-23,40.09999847412109,4225.5
2022-02-24,38.97999954223633,4288.7001953125
2022-02-25,39.72999954223633,4384.64990234375
2022-02-28,39.220001220703125,4373.93994140625
2022-03-01,38.68000030517578,4306.259765625
2022-03-02,39.06999969482422,4386.5400390625
2022-03-03,39.95000076293945,4363.490234375
2022-03-04,39.84000015258789,4328.8701171875
2022-03-07,40.150001525878906,4201.08984375
2022-03-08,38.65999984741211,4170.7001953125
2022-03-09,38.18000030517578,4277.8798828125
2022-03-10,37.540000915527344,4259.52001953125
2022-03-11,37.36000061035156,4204.31005859375
2022-03-14,37.68999862670898,4173.10986328125
2022-03-15,37.81999969482422,4262.4501953125
2022-03-16,37.68000030517578,4357.85986328125
2022-03-17,37.75,4411.669921875
2022-03-18,37.619998931884766,4463.1201171875
2022-03-21,37.619998931884766,4461.18017578125
2022-03-22,37.95000076293945,4511.60986328125
2022-03-23,38.27999877929688,4456.240234375
2022-03-24,38.630001068115234,4520.16015625
2022-03-25,39.290000915527344,4543.06005859375
2022-03-28,39.38999938964844,4575.52001953125
2022-03-29,39.369998931884766,4631.60009765625
2022-03-30,39.400001525878906,4602.4501953125
2022-03-31,39.38999938964844,4530.41015625
2022-04-01,39.93000030517578,4545.85986328125
2022-04-04,39.88999938964844,4582.64013671875
2022-04-05,39.59000015258789,4525.1201171875
2022-04-06,40.040000915527344,4481.14990234375
2022-04-07,40.310001373291016,4500.2099609375
2022-04-08,40.93999862670898,4488.27978515625
2022-04-11,41.25,4412.52978515625
2022-04-12,41.119998931884766,4397.4501953125
2022-04-13,42.0,4446.58984375
2022-04-14,42.290000915527344,4392.58984375
2022-04-18,42.15999984741211,4391.68994140625
2022-04-19,42.61000061035156,4462.2099609375
2022-04-20,43.34999847412109,4459.4501953125
2022-04-21,44.0,4393.66015625
2022-04-22,43.18000030517578,4271.77978515625
2022-04-25,43.040000915527344,4296.1201171875
2022-04-26,42.310001373291016,4175.2001953125
2022-04-27,42.880001068115234,4183.9599609375
2022-04-28,43.61000061035156,4287.5
2022-04-29,42.630001068115234,4131.93017578125
2022-05-02,41.97999954223633,4155.3798828125
2022-05-03,42.380001068115234,4175.47998046875
2022-05-04,43.31999969482422,4300.169921875
2022-05-05,43.13999938964844,4146.8701171875
2022-05-06,43.59000015258789,4123.33984375
2022-05-09,44.18999862670898,3991.239990234375
2022-05-10,43.459999084472656,4001.050048828125
2022-05-11,43.5,3935.179931640625
2022-05-12,43.04999923706055,3930.080078125
2022-05-13,44.290000915527344,4023.889892578125

Indicator data:
Answer: 0.2203
Question: From December 13, 2020 to February 07, 2021, what is Baker Hughes's Beta? Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: \beta = cov(r, r_m) / var(r_m)
Data:
date,close,market_close
2020-12-11,22.670000076293945,3663.4599609375
2020-12-14,21.68000030517578,3647.489990234375
2020-12-15,22.01000022888184,3694.6201171875
2020-12-16,21.5,3701.169921875
2020-12-17,21.5,3722.47998046875
2020-12-18,21.170000076293945,3709.409912109375
2020-12-21,21.25,3694.919921875
2020-12-22,21.190000534057617,3687.260009765625
2020-12-23,21.1299991607666,3690.010009765625
2020-12-24,21.01000022888184,3703.06005859375
2020-12-28,20.8799991607666,3735.360107421875
2020-12-29,20.75,3727.0400390625
2020-12-30,21.209999084472656,3732.0400390625
2020-12-31,20.850000381469727,3756.070068359375
2021-01-04,21.020000457763672,3700.64990234375
2021-01-05,21.26000022888184,3726.860107421875
2021-01-06,22.15999984741211,3748.139892578125
2021-01-07,22.670000076293945,3803.7900390625
2021-01-08,22.46999931335449,3824.679931640625
2021-01-11,22.649999618530277,3799.610107421875
2021-01-12,23.040000915527344,3801.18994140625
2021-01-13,23.0,3809.840087890625
2021-01-14,23.709999084472656,3795.5400390625
2021-01-15,22.8700008392334,3768.25
2021-01-19,22.8700008392334,3798.909912109375
2021-01-20,22.88999938964844,3851.85009765625
2021-01-21,22.549999237060547,3853.070068359375
2021-01-22,22.170000076293945,3841.469970703125
2021-01-25,21.049999237060547,3855.360107421875
2021-01-26,20.61000061035156,3849.6201171875
2021-01-27,20.40999984741211,3750.77001953125
2021-01-28,20.600000381469727,3787.3798828125
2021-01-29,20.09000015258789,3714.239990234375
2021-02-01,20.309999465942383,3773.860107421875
2021-02-02,20.38999938964844,3826.31005859375
2021-02-03,21.399999618530277,3830.169921875
2021-02-04,22.36000061035156,3871.739990234375
2021-02-05,22.07999992370605,3886.830078125

Indicator data:
Answer: 0.7806
Question: What was Williams-Sonoma's Beta during the period April 14, 2025 to June 25, 2025? Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: \beta = cov(r, r_m) / var(r_m)
Data:
date,close,market_close
2025-04-11,148.25,5363.35986328125
2025-04-14,145.25999450683594,5405.97021484375
2025-04-15,142.89999389648438,5396.6298828125
2025-04-16,137.6199951171875,5275.7001953125
2025-04-17,139.2100067138672,5282.7001953125
2025-04-21,137.8699951171875,5158.2001953125
2025-04-22,141.92999267578125,5287.759765625
2025-04-23,145.8800048828125,5375.85986328125
2025-04-24,151.39999389648438,5484.77001953125
2025-04-25,151.19000244140625,5525.2099609375
2025-04-28,152.5399932861328,5528.75
2025-04-29,153.39999389648438,5560.830078125
2025-04-30,154.47000122070312,5569.06005859375
2025-05-01,155.82000732421875,5604.14013671875
2025-05-02,160.55999755859375,5686.669921875
2025-05-05,158.38999938964844,5650.3798828125
2025-05-06,154.41000366210938,5606.91015625
2025-05-07,157.63999938964844,5631.27978515625
2025-05-08,160.88999938964844,5663.93994140625
2025-05-09,160.30999755859375,5659.91015625
2025-05-12,173.8000030517578,5844.18994140625
2025-05-13,174.44000244140625,5886.5498046875
2025-05-14,171.6199951171875,5892.580078125
2025-05-15,171.6699981689453,5916.93017578125
2025-05-16,173.83999633789062,5958.3798828125
2025-05-19,174.27999877929688,5963.60009765625
2025-05-20,172.52000427246094,5940.4599609375
2025-05-21,167.9199981689453,5844.60986328125
2025-05-22,160.38999938964844,5842.009765625
2025-05-23,157.85000610351562,5802.81982421875
2025-05-27,166.8300018310547,5921.5400390625
2025-05-28,164.50999450683594,5888.5498046875
2025-05-29,164.50999450683594,5912.169921875
2025-05-30,161.75999450683594,5911.68994140625
2025-06-02,158.22000122070312,5935.93994140625
2025-06-03,161.5399932861328,5970.3701171875
2025-06-04,159.97000122070312,5970.81005859375
2025-06-05,157.97999572753906,5939.2998046875
2025-06-06,157.8000030517578,6000.35986328125
2025-06-09,156.74000549316406,6005.8798828125
2025-06-10,158.10000610351562,6038.81005859375
2025-06-11,155.5800018310547,6022.240234375
2025-06-12,154.80999755859375,6045.259765625
2025-06-13,153.9600067138672,5976.97021484375
2025-06-16,158.14999389648438,6033.10986328125
2025-06-17,156.92999267578125,5982.72021484375
2025-06-18,160.44000244140625,5980.8701171875
2025-06-20,158.83999633789062,5967.83984375
2025-06-23,157.88999938964844,6025.169921875
2025-06-24,157.8800048828125,6092.18017578125
2025-06-25,158.89999389648438,6092.16015625

Indicator data:
Answer: 1.6741
Question: From January 30, 2025 to February 20, 2025, what is Intuit's Jensen's Alpha? (Default risk-free rate is 0; return annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: \alpha = AnnRet - [rf + \beta * (AnnRet_m - rf)]; \beta = cov(r, r_m) / var(r_m)
Data:
date,close,market_close
2025-01-29,592.989990234375,6039.31005859375
2025-01-30,604.5999755859375,6071.169921875
2025-01-31,601.510009765625,6040.52978515625
2025-02-03,600.760009765625,5994.56982421875
2025-02-04,591.719970703125,6037.8798828125
2025-02-05,588.260009765625,6061.47998046875
2025-02-06,590.2000122070312,6083.56982421875
2025-02-07,578.8499755859375,6025.990234375
2025-02-10,586.8400268554688,6066.43994140625
2025-02-11,585.8800048828125,6068.5
2025-02-12,576.5399780273438,6051.97021484375
2025-02-13,583.9000244140625,6115.06982421875
2025-02-14,587.3800048828125,6114.6298828125
2025-02-18,579.9400024414062,6129.580078125
2025-02-19,582.1900024414062,6144.14990234375
2025-02-20,579.0800170898438,6117.52001953125

Indicator data:
Answer: -0.6166
Question: What was Cintas's Jensen's Alpha during the period November 22, 2019 to February 05, 2020? (Default risk-free rate is 0; return annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: \alpha = AnnRet - [rf + \beta * (AnnRet_m - rf)]; \beta = cov(r, r_m) / var(r_m)
Data:
date,close,market_close
2019-11-21,63.407501220703125,3103.5400390625
2019-11-22,63.522499084472656,3110.2900390625
2019-11-25,62.71749877929688,3133.639892578125
2019-11-26,64.01249694824219,3140.52001953125
2019-11-27,65.08000183105469,3153.6298828125
2019-11-29,64.26499938964844,3140.97998046875
2019-12-02,63.97249984741211,3113.8701171875
2019-12-03,63.845001220703125,3093.199951171875
2019-12-04,63.73749923706055,3112.760009765625
2019-12-05,63.67499923706055,3117.429931640625
2019-12-06,64.05500030517578,3145.909912109375
2019-12-09,63.45249938964844,3135.9599609375
2019-12-10,63.97499847412109,3132.52001953125
2019-12-11,64.51249694824219,3141.6298828125
2019-12-12,64.8125,3168.570068359375
2019-12-13,65.45249938964844,3168.800048828125
2019-12-16,65.18250274658203,3191.449951171875
2019-12-17,65.19000244140625,3192.52001953125
2019-12-18,66.47000122070312,3191.139892578125
2019-12-19,67.00250244140625,3205.3701171875
2019-12-20,67.875,3221.219970703125
2019-12-23,67.71499633789062,3224.010009765625
2019-12-24,67.20249938964844,3223.3798828125
2019-12-26,67.03250122070312,3239.909912109375
2019-12-27,67.25250244140625,3240.02001953125
2019-12-30,67.08999633789062,3221.2900390625
2019-12-31,67.2699966430664,3230.780029296875
2020-01-02,67.69750213623047,3257.85009765625
2020-01-03,67.39250183105469,3234.85009765625
2020-01-06,67.56749725341797,3246.280029296875
2020-01-07,67.51750183105469,3237.179931640625
2020-01-08,68.81999969482422,3253.050048828125
2020-01-09,69.8375015258789,3274.699951171875
2020-01-10,69.70999908447266,3265.35009765625
2020-01-13,70.7125015258789,3288.1298828125
2020-01-14,70.37999725341797,3283.14990234375
2020-01-15,71.16000366210938,3289.2900390625
2020-01-16,71.62750244140625,3316.81005859375
2020-01-17,71.05750274658203,3329.6201171875
2020-01-21,70.51000213623047,3320.7900390625
2020-01-22,70.58499908447266,3321.75
2020-01-23,71.50499725341797,3325.5400390625
2020-01-24,70.86000061035156,3295.469970703125
2020-01-27,69.65499877929688,3243.6298828125
2020-01-28,69.48999786376953,3276.239990234375
2020-01-29,70.0625,3273.39990234375
2020-01-30,70.80000305175781,3283.659912109375
2020-01-31,69.74250030517578,3225.52001953125
2020-02-03,70.50250244140625,3248.919921875
2020-02-04,71.48999786376953,3297.590087890625
2020-02-05,72.83499908447266,3334.68994140625

Indicator data:
Answer: 0.3983
Question: What is the value of VaR (Parametric) for Vici Properties from September 30, 2024 to January 27, 2025? (1-day VaR; loss expressed as a positive number; assumes normality; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: VaR_c = \Phi^{-1}(c) * \sigma(r) - \mu(r)
Data:
date,close
2024-09-27,33.119998931884766
2024-09-30,33.310001373291016
2024-10-01,32.77000045776367
2024-10-02,32.77000045776367
2024-10-03,32.56999969482422
2024-10-04,32.41999816894531
2024-10-07,32.41999816894531
2024-10-08,32.31999969482422
2024-10-09,32.2400016784668
2024-10-10,32.16999816894531
2024-10-11,32.54999923706055
2024-10-14,32.779998779296875
2024-10-15,32.81999969482422
2024-10-16,33.150001525878906
2024-10-17,33.04999923706055
2024-10-18,33.189998626708984
2024-10-21,32.59000015258789
2024-10-22,32.77000045776367
2024-10-23,32.84000015258789
2024-10-24,32.810001373291016
2024-10-25,32.099998474121094
2024-10-28,32.36000061035156
2024-10-29,32.290000915527344
2024-10-30,32.41999816894531
2024-10-31,31.76000022888184
2024-11-01,31.440000534057617
2024-11-04,31.690000534057617
2024-11-05,32.040000915527344
2024-11-06,31.11000061035156
2024-11-07,30.93000030517578
2024-11-08,31.38999938964844
2024-11-11,31.280000686645508
2024-11-12,31.200000762939453
2024-11-13,31.309999465942383
2024-11-14,31.299999237060547
2024-11-15,31.670000076293945
2024-11-18,31.88999938964844
2024-11-19,32.220001220703125
2024-11-20,32.119998931884766
2024-11-21,32.369998931884766
2024-11-22,32.22999954223633
2024-11-25,32.529998779296875
2024-11-26,32.380001068115234
2024-11-27,32.599998474121094
2024-11-29,32.61000061035156
2024-12-02,32.209999084472656
2024-12-03,31.649999618530277
2024-12-04,31.770000457763672
2024-12-05,31.649999618530277
2024-12-06,31.649999618530277
2024-12-09,31.76000022888184
2024-12-10,31.440000534057617
2024-12-11,31.309999465942383
2024-12-12,31.09000015258789
2024-12-13,31.1299991607666
2024-12-16,30.93000030517578
2024-12-17,30.049999237060547
2024-12-18,28.90999984741211
2024-12-19,28.270000457763672
2024-12-20,28.790000915527344
2024-12-23,28.979999542236328
2024-12-24,29.239999771118164
2024-12-26,29.1299991607666
2024-12-27,28.940000534057617
2024-12-30,29.01000022888184
2024-12-31,29.209999084472656
2025-01-02,28.989999771118164
2025-01-03,29.459999084472656
2025-01-06,29.559999465942383
2025-01-07,29.25
2025-01-08,28.82999992370605
2025-01-10,28.209999084472656
2025-01-13,28.729999542236328
2025-01-14,28.96999931335449
2025-01-15,28.76000022888184
2025-01-16,29.280000686645508
2025-01-17,29.350000381469727
2025-01-21,30.26000022888184
2025-01-22,29.450000762939453
2025-01-23,29.290000915527344
2025-01-24,29.600000381469727
2025-01-27,30.549999237060547

Indicator data:
Answer: 0.0216
Question: From May 21, 2023 to October 03, 2023, what is Cisco's VaR (Parametric)? (1-day VaR; loss expressed as a positive number; assumes normality; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: VaR_c = \Phi^{-1}(c) * \sigma(r) - \mu(r)
Data:
date,close
2023-05-19,49.130001068115234
2023-05-22,48.81999969482422
2023-05-23,48.90999984741211
2023-05-24,48.40999984741211
2023-05-25,49.02999877929688
2023-05-26,49.86000061035156
2023-05-30,50.16999816894531
2023-05-31,49.66999816894531
2023-06-01,49.7400016784668
2023-06-02,50.02000045776367
2023-06-05,50.209999084472656
2023-06-06,49.810001373291016
2023-06-07,49.77999877929688
2023-06-08,49.68000030517578
2023-06-09,49.65999984741211
2023-06-12,50.47999954223633
2023-06-13,50.79999923706055
2023-06-14,50.959999084472656
2023-06-15,51.93000030517578
2023-06-16,52.06999969482422
2023-06-20,51.54999923706055
2023-06-21,50.84999847412109
2023-06-22,51.119998931884766
2023-06-23,50.33000183105469
2023-06-26,50.209999084472656
2023-06-27,50.86000061035156
2023-06-28,50.869998931884766
2023-06-29,51.209999084472656
2023-06-30,51.7400016784668
2023-07-03,51.81999969482422
2023-07-05,51.5099983215332
2023-07-06,51.11000061035156
2023-07-07,50.9900016784668
2023-07-10,51.400001525878906
2023-07-11,52.119998931884766
2023-07-12,50.7400016784668
2023-07-13,51.52999877929688
2023-07-14,50.380001068115234
2023-07-17,50.810001373291016
2023-07-18,51.2400016784668
2023-07-19,52.43000030517578
2023-07-20,52.369998931884766
2023-07-21,52.630001068115234
2023-07-24,53.11000061035156
2023-07-25,53.59999847412109
2023-07-26,53.220001220703125
2023-07-27,53.0
2023-07-28,52.09000015258789
2023-07-31,52.040000915527344
2023-08-01,52.65999984741211
2023-08-02,52.58000183105469
2023-08-03,53.150001525878906
2023-08-04,52.630001068115234
2023-08-07,53.0099983215332
2023-08-08,53.060001373291016
2023-08-09,52.9900016784668
2023-08-10,53.369998931884766
2023-08-11,53.790000915527344
2023-08-14,53.880001068115234
2023-08-15,53.34999847412109
2023-08-16,52.959999084472656
2023-08-17,54.72999954223633
2023-08-18,55.040000915527344
2023-08-21,55.43999862670898
2023-08-22,55.459999084472656
2023-08-23,55.97999954223633
2023-08-24,55.2400016784668
2023-08-25,55.70000076293945
2023-08-28,56.20000076293945
2023-08-29,56.560001373291016
2023-08-30,56.810001373291016
2023-08-31,57.34999847412109
2023-09-01,57.84000015258789
2023-09-05,57.2599983215332
2023-09-06,57.15999984741211
2023-09-07,56.790000915527344
2023-09-08,56.66999816894531
2023-09-11,56.84000015258789
2023-09-12,56.38999938964844
2023-09-13,56.27999877929688
2023-09-14,56.369998931884766
2023-09-15,56.040000915527344
2023-09-18,56.11000061035156
2023-09-19,55.84000015258789
2023-09-20,55.5
2023-09-21,53.34000015258789
2023-09-22,53.56999969482422
2023-09-25,53.47999954223633
2023-09-26,52.709999084472656
2023-09-27,53.20000076293945
2023-09-28,53.880001068115234
2023-09-29,53.7599983215332
2023-10-02,54.38999938964844
2023-10-03,53.650001525878906

Indicator data:
Answer: 0.0166
Question: Calculate Williams Companies's VaR (Parametric) from December 04, 2021 to December 23, 2021. (1-day VaR; loss expressed as a positive number; assumes normality; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: VaR_c = \Phi^{-1}(c) * \sigma(r) - \mu(r)
Data:
date,close
2021-12-03,27.11000061035156
2021-12-06,27.31999969482422
2021-12-07,27.76000022888184
2021-12-08,27.63999938964844
2021-12-09,26.6200008392334
2021-12-10,26.63999938964844
2021-12-13,26.239999771118164
2021-12-14,25.8799991607666
2021-12-15,25.979999542236328
2021-12-16,26.13999938964844
2021-12-17,25.790000915527344
2021-12-20,25.350000381469727
2021-12-21,25.65999984741211
2021-12-22,25.68000030517578
2021-12-23,25.850000381469727

Indicator data:
Answer: 0.0269
Question: Calculate Clorox's VaR (Historical Simulation) from October 29, 2021 to February 11, 2022. (1-day VaR; loss expressed as a positive number; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: VaR_c = -Q_{1-c}(r); Q_p is the p-th quantile
Data:
date,close
2021-10-28,161.86000061035156
2021-10-29,163.00999450683594
2021-11-01,163.39999389648438
2021-11-02,165.38999938964844
2021-11-03,165.36000061035156
2021-11-04,164.44000244140625
2021-11-05,163.25999450683594
2021-11-08,164.27000427246094
2021-11-09,166.14999389648438
2021-11-10,165.44000244140625
2021-11-11,165.94000244140625
2021-11-12,166.0399932861328
2021-11-15,169.8800048828125
2021-11-16,169.91000366210938
2021-11-17,169.25
2021-11-18,165.77000427246094
2021-11-19,166.97999572753906
2021-11-22,167.61000061035156
2021-11-23,168.83999633789062
2021-11-24,168.07000732421875
2021-11-26,174.2100067138672
2021-11-29,169.16000366210938
2021-11-30,162.85000610351562
2021-12-01,165.75999450683594
2021-12-02,166.47000122070312
2021-12-03,168.16000366210938
2021-12-06,168.72999572753906
2021-12-07,165.25999450683594
2021-12-08,167.77999877929688
2021-12-09,166.9199981689453
2021-12-10,168.52999877929688
2021-12-13,172.0800018310547
2021-12-14,172.6699981689453
2021-12-15,176.1300048828125
2021-12-16,178.1699981689453
2021-12-17,174.16000366210938
2021-12-20,176.60000610351562
2021-12-21,171.16000366210938
2021-12-22,170.77000427246094
2021-12-23,169.8300018310547
2021-12-27,170.88999938964844
2021-12-28,171.92999267578125
2021-12-29,171.3800048828125
2021-12-30,172.32000732421875
2021-12-31,174.36000061035156
2022-01-03,174.92999267578125
2022-01-04,175.58999633789062
2022-01-05,177.42999267578125
2022-01-06,178.5399932861328
2022-01-07,179.89999389648438
2022-01-10,179.6999969482422
2022-01-11,179.57000732421875
2022-01-12,182.00999450683597
2022-01-13,182.97000122070312
2022-01-14,186.6000061035156
2022-01-18,181.00999450683597
2022-01-19,181.1300048828125
2022-01-20,175.97999572753906
2022-01-21,178.60000610351562
2022-01-24,176.9499969482422
2022-01-25,174.52999877929688
2022-01-26,164.72000122070312
2022-01-27,165.47000122070312
2022-01-28,166.94000244140625
2022-01-31,167.86000061035156
2022-02-01,168.74000549316406
2022-02-02,166.99000549316406
2022-02-03,165.33999633789062
2022-02-04,141.41000366210938
2022-02-07,146.2100067138672
2022-02-08,143.22000122070312
2022-02-09,142.8300018310547
2022-02-10,141.3800048828125
2022-02-11,144.0399932861328

Indicator data:
Answer: 0.0303
Question: From April 07, 2022 to July 29, 2022, what is Brown & Brown's Expected Shortfall (Parametric)? (1-day ES; assumes normality; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: ES_c = \phi(\Phi^{-1}(c)) / (1 - c) * \sigma(r) - \mu(r)
Data:
date,close
2022-04-06,72.87999725341797
2022-04-07,73.4000015258789
2022-04-08,72.95999908447266
2022-04-11,72.51000213623047
2022-04-12,71.94000244140625
2022-04-13,71.8499984741211
2022-04-14,71.26000213623047
2022-04-18,69.91999816894531
2022-04-19,70.16000366210938
2022-04-20,71.05999755859375
2022-04-21,70.68000030517578
2022-04-22,67.7300033569336
2022-04-25,68.44999694824219
2022-04-26,65.68000030517578
2022-04-27,64.70999908447266
2022-04-28,65.7699966430664
2022-04-29,61.97999954223633
2022-05-02,60.08000183105469
2022-05-03,59.959999084472656
2022-05-04,61.5099983215332
2022-05-05,58.959999084472656
2022-05-06,58.2400016784668
2022-05-09,56.58000183105469
2022-05-10,57.54999923706055
2022-05-11,56.09000015258789
2022-05-12,56.060001373291016
2022-05-13,57.900001525878906
2022-05-16,57.459999084472656
2022-05-17,58.27999877929688
2022-05-18,55.2599983215332
2022-05-19,54.709999084472656
2022-05-20,55.0
2022-05-23,55.970001220703125
2022-05-24,55.959999084472656
2022-05-25,56.18000030517578
2022-05-26,58.09999847412109
2022-05-27,59.95000076293945
2022-05-31,59.369998931884766
2022-06-01,58.0099983215332
2022-06-02,59.61000061035156
2022-06-03,58.7400016784668
2022-06-06,58.91999816894531
2022-06-07,59.25
2022-06-08,58.43999862670898
2022-06-09,56.84000015258789
2022-06-10,55.75
2022-06-13,54.4900016784668
2022-06-14,54.65999984741211
2022-06-15,54.93999862670898
2022-06-16,53.27999877929688
2022-06-17,53.5
2022-06-21,54.869998931884766
2022-06-22,55.4900016784668
2022-06-23,57.290000915527344
2022-06-24,59.060001373291016
2022-06-27,59.02000045776367
2022-06-28,57.709999084472656
2022-06-29,58.0
2022-06-30,58.34000015258789
2022-07-01,59.33000183105469
2022-07-05,59.900001525878906
2022-07-06,60.41999816894531
2022-07-07,60.45000076293945
2022-07-08,60.08000183105469
2022-07-11,59.650001525878906
2022-07-12,59.040000915527344
2022-07-13,58.88999938964844
2022-07-14,58.29999923706055
2022-07-15,59.310001373291016
2022-07-18,58.7599983215332
2022-07-19,60.84999847412109
2022-07-20,60.68000030517578
2022-07-21,62.36000061035156
2022-07-22,61.970001220703125
2022-07-25,62.38999938964844
2022-07-26,61.68999862670898
2022-07-27,63.08000183105469
2022-07-28,64.37999725341797
2022-07-29,65.0999984741211

Indicator data:
Answer: 0.0433