Question: What is the value of Expected Shortfall (Historical Simulation) for Weyerhaeuser from April 29, 2019 to March 19, 2020? (1-day ES; 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 = -E[r | r \le Q_{1-c}(r)]
Data:
date,close
2019-04-26,27.3700008392334
2019-04-29,26.459999084472656
2019-04-30,26.799999237060547
2019-05-01,26.63999938964844
2019-05-02,26.459999084472656
2019-05-03,26.780000686645508
2019-05-06,26.600000381469727
2019-05-07,26.030000686645508
2019-05-08,25.6299991607666
2019-05-09,25.65999984741211
2019-05-10,25.549999237060547
2019-05-13,25.13999938964844
2019-05-14,24.979999542236328
2019-05-15,24.950000762939453
2019-05-16,25.059999465942383
2019-05-17,24.350000381469727
2019-05-20,23.459999084472656
2019-05-21,23.51000022888184
2019-05-22,23.1299991607666
2019-05-23,22.90999984741211
2019-05-24,23.01000022888184
2019-05-28,22.57999992370605
2019-05-29,22.56999969482422
2019-05-30,22.520000457763672
2019-05-31,22.799999237060547
2019-06-03,22.899999618530277
2019-06-04,23.420000076293945
2019-06-05,23.34000015258789
2019-06-06,23.100000381469727
2019-06-07,23.790000915527344
2019-06-10,24.11000061035156
2019-06-11,24.46999931335449
2019-06-12,25.059999465942383
2019-06-13,25.280000686645508
2019-06-14,25.709999084472656
2019-06-17,25.670000076293945
2019-06-18,25.979999542236328
2019-06-19,26.059999465942383
2019-06-20,26.559999465942383
2019-06-21,26.149999618530277
2019-06-24,25.82999992370605
2019-06-25,25.559999465942383
2019-06-26,25.450000762939453
2019-06-27,25.96999931335449
2019-06-28,26.34000015258789
2019-07-01,26.399999618530277
2019-07-02,26.520000457763672
2019-07-03,26.850000381469727
2019-07-05,26.61000061035156
2019-07-08,26.43000030517578
2019-07-09,26.290000915527344
2019-07-10,26.309999465942383
2019-07-11,25.809999465942383
2019-07-12,25.540000915527344
2019-07-15,25.540000915527344
2019-07-16,25.739999771118164
2019-07-17,25.299999237060547
2019-07-18,25.100000381469727
2019-07-19,25.09000015258789
2019-07-22,25.13999938964844
2019-07-23,25.3700008392334
2019-07-24,25.540000915527344
2019-07-25,25.06999969482422
2019-07-26,26.209999084472656
2019-07-29,25.84000015258789
2019-07-30,26.09000015258789
2019-07-31,25.40999984741211
2019-08-01,25.030000686645508
2019-08-02,25.100000381469727
2019-08-05,24.46999931335449
2019-08-06,24.36000061035156
2019-08-07,24.68000030517578
2019-08-08,25.13999938964844
2019-08-09,24.739999771118164
2019-08-12,24.709999084472656
2019-08-13,25.09000015258789
2019-08-14,24.5
2019-08-15,24.780000686645508
2019-08-16,25.15999984741211
2019-08-19,25.18000030517578
2019-08-20,25.030000686645508
2019-08-21,25.5
2019-08-22,25.63999938964844
2019-08-23,25.1200008392334
2019-08-26,25.450000762939453
2019-08-27,25.049999237060547
2019-08-28,25.649999618530277
2019-08-29,26.11000061035156
2019-08-30,26.309999465942383
2019-09-03,26.399999618530277
2019-09-04,26.6200008392334
2019-09-05,26.59000015258789
2019-09-06,26.709999084472656
2019-09-09,26.8799991607666
2019-09-10,27.34000015258789
2019-09-11,27.989999771118164
2019-09-12,27.8700008392334
2019-09-13,27.40999984741211
2019-09-16,27.59000015258789
2019-09-17,27.82999992370605
2019-09-18,27.81999969482422
2019-09-19,27.790000915527344
2019-09-20,27.63999938964844
2019-09-23,27.6200008392334
2019-09-24,27.549999237060547
2019-09-25,27.84000015258789
2019-09-26,27.899999618530277
2019-09-27,27.790000915527344
2019-09-30,27.700000762939453
2019-10-01,27.25
2019-10-02,26.729999542236328
2019-10-03,26.940000534057617
2019-10-04,27.020000457763672
2019-10-07,27.01000022888184
2019-10-08,26.36000061035156
2019-10-09,26.6200008392334
2019-10-10,26.65999984741211
2019-10-11,27.1299991607666
2019-10-14,27.170000076293945
2019-10-15,27.229999542236328
2019-10-16,27.700000762939453
2019-10-17,28.020000457763672
2019-10-18,28.280000686645508
2019-10-21,28.729999542236328
2019-10-22,29.1299991607666
2019-10-23,29.51000022888184
2019-10-24,29.13999938964844
2019-10-25,29.059999465942383
2019-10-28,29.3700008392334
2019-10-29,29.65999984741211
2019-10-30,30.030000686645508
2019-10-31,29.209999084472656
2019-11-01,29.989999771118164
2019-11-04,30.200000762939453
2019-11-05,29.670000076293945
2019-11-06,29.540000915527344
2019-11-07,29.350000381469727
2019-11-08,29.6299991607666
2019-11-11,29.540000915527344
2019-11-12,29.13999938964844
2019-11-13,28.979999542236328
2019-11-14,29.32999992370605
2019-11-15,29.350000381469727
2019-11-18,29.6200008392334
2019-11-19,29.71999931335449
2019-11-20,29.51000022888184
2019-11-21,29.030000686645508
2019-11-22,28.989999771118164
2019-11-25,29.40999984741211
2019-11-26,29.6200008392334
2019-11-27,29.75
2019-11-29,29.51000022888184
2019-12-02,29.209999084472656
2019-12-03,29.32999992370605
2019-12-04,29.600000381469727
2019-12-05,29.25
2019-12-06,29.51000022888184
2019-12-09,29.3799991607666
2019-12-10,29.0
2019-12-11,29.32999992370605
2019-12-12,29.549999237060547
2019-12-13,29.63999938964844
2019-12-16,29.649999618530277
2019-12-17,29.65999984741211
2019-12-18,29.84000015258789
2019-12-19,30.01000022888184
2019-12-20,30.149999618530277
2019-12-23,30.13999938964844
2019-12-24,29.850000381469727
2019-12-26,29.989999771118164
2019-12-27,29.979999542236328
2019-12-30,29.93000030517578
2019-12-31,30.200000762939453
2020-01-02,29.38999938964844
2020-01-03,29.440000534057617
2020-01-06,29.3799991607666
2020-01-07,29.190000534057617
2020-01-08,29.299999237060547
2020-01-09,29.540000915527344
2020-01-10,29.56999969482422
2020-01-13,30.25
2020-01-14,30.63999938964844
2020-01-15,30.93000030517578
2020-01-16,31.299999237060547
2020-01-17,30.979999542236328
2020-01-21,30.799999237060547
2020-01-22,30.489999771118164
2020-01-23,30.81999969482422
2020-01-24,30.530000686645508
2020-01-27,30.170000076293945
2020-01-28,30.38999938964844
2020-01-29,30.100000381469727
2020-01-30,30.06999969482422
2020-01-31,28.950000762939453
2020-02-03,28.21999931335449
2020-02-04,28.18000030517578
2020-02-05,28.920000076293945
2020-02-06,28.649999618530277
2020-02-07,28.57999992370605
2020-02-10,28.649999618530277
2020-02-11,28.899999618530277
2020-02-12,29.75
2020-02-13,30.25
2020-02-14,30.65999984741211
2020-02-18,30.1200008392334
2020-02-19,30.3700008392334
2020-02-20,30.8700008392334
2020-02-21,30.729999542236328
2020-02-24,29.76000022888184
2020-02-25,28.06999969482422
2020-02-26,27.399999618530277
2020-02-27,26.3700008392334
2020-02-28,25.979999542236328
2020-03-02,27.440000534057617
2020-03-03,26.729999542236328
2020-03-04,28.350000381469727
2020-03-05,26.959999084472656
2020-03-06,26.600000381469727
2020-03-09,23.950000762939453
2020-03-10,24.43000030517578
2020-03-11,22.459999084472656
2020-03-12,18.65999984741211
2020-03-13,21.920000076293945
2020-03-16,16.950000762939453
2020-03-17,18.950000762939453
2020-03-18,16.25
2020-03-19,16.139999389648438

Indicator data:
Answer: 0.0834