Question: For Expected Shortfall (Parametric), what is Skyworks Solutions's value from October 22, 2023 to July 30, 2024? (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
2023-10-20,92.19000244140624
2023-10-23,90.45999908447266
2023-10-24,91.5199966430664
2023-10-25,88.56999969482422
2023-10-26,88.61000061035156
2023-10-27,88.2300033569336
2023-10-30,86.44999694824219
2023-10-31,86.73999786376953
2023-11-01,87.05999755859375
2023-11-02,89.5
2023-11-03,91.0500030517578
2023-11-06,90.0
2023-11-07,89.36000061035156
2023-11-08,87.9000015258789
2023-11-09,86.5
2023-11-10,90.02999877929688
2023-11-13,88.91000366210938
2023-11-14,92.8499984741211
2023-11-15,94.04000091552734
2023-11-16,93.37000274658205
2023-11-17,94.1999969482422
2023-11-20,94.73999786376952
2023-11-21,93.68000030517578
2023-11-22,94.2699966430664
2023-11-24,94.9000015258789
2023-11-27,94.5999984741211
2023-11-28,94.77999877929688
2023-11-29,96.0
2023-11-30,96.93000030517578
2023-12-01,98.19000244140624
2023-12-04,98.94000244140624
2023-12-05,99.04000091552734
2023-12-06,100.3000030517578
2023-12-07,102.27999877929688
2023-12-08,103.77999877929688
2023-12-11,106.69000244140624
2023-12-12,106.66999816894533
2023-12-13,108.97000122070312
2023-12-14,113.41000366210938
2023-12-15,112.58999633789062
2023-12-18,111.2699966430664
2023-12-19,111.61000061035156
2023-12-20,109.56999969482422
2023-12-21,112.18000030517578
2023-12-22,112.83999633789062
2023-12-26,114.51000213623048
2023-12-27,114.41000366210938
2023-12-28,113.91999816894533
2023-12-29,112.41999816894533
2024-01-02,109.11000061035156
2024-01-03,105.20999908447266
2024-01-04,103.22000122070312
2024-01-05,103.2699966430664
2024-01-08,106.06999969482422
2024-01-09,104.58000183105467
2024-01-10,104.33000183105467
2024-01-11,103.08999633789062
2024-01-12,102.4800033569336
2024-01-16,102.3000030517578
2024-01-17,100.22000122070312
2024-01-18,103.7300033569336
2024-01-19,106.04000091552734
2024-01-22,108.58999633789062
2024-01-23,109.79000091552734
2024-01-24,107.8000030517578
2024-01-25,107.02999877929688
2024-01-26,104.58999633789062
2024-01-29,106.1500015258789
2024-01-30,104.33000183105467
2024-01-31,104.45999908447266
2024-02-01,102.95999908447266
2024-02-02,101.16000366210938
2024-02-05,100.79000091552734
2024-02-06,103.0500030517578
2024-02-07,103.70999908447266
2024-02-08,104.58999633789062
2024-02-09,105.0500030517578
2024-02-12,106.12000274658205
2024-02-13,103.37999725341795
2024-02-14,105.83000183105467
2024-02-15,105.56999969482422
2024-02-16,103.75
2024-02-20,103.91999816894533
2024-02-21,103.5199966430664
2024-02-22,104.93000030517578
2024-02-23,103.8499984741211
2024-02-26,103.7300033569336
2024-02-27,104.16999816894533
2024-02-28,101.81999969482422
2024-02-29,104.91999816894533
2024-03-01,106.44000244140624
2024-03-04,104.9000015258789
2024-03-05,100.33000183105467
2024-03-06,104.5
2024-03-07,107.8000030517578
2024-03-08,106.31999969482422
2024-03-11,107.6500015258789
2024-03-12,109.31999969482422
2024-03-13,107.37999725341795
2024-03-14,105.12999725341795
2024-03-15,104.06999969482422
2024-03-18,103.08999633789062
2024-03-19,103.52999877929688
2024-03-20,105.55999755859376
2024-03-21,106.16999816894533
2024-03-22,105.56999969482422
2024-03-25,104.95999908447266
2024-03-26,104.0199966430664
2024-03-27,107.88999938964844
2024-03-28,108.31999969482422
2024-04-01,107.04000091552734
2024-04-02,106.62999725341795
2024-04-03,106.94000244140624
2024-04-04,104.73999786376952
2024-04-05,105.4800033569336
2024-04-08,104.13999938964844
2024-04-09,106.9000015258789
2024-04-10,102.7699966430664
2024-04-11,104.33000183105467
2024-04-12,101.5500030517578
2024-04-15,100.23999786376952
2024-04-16,99.01000213623048
2024-04-17,98.47000122070312
2024-04-18,97.62000274658205
2024-04-19,96.11000061035156
2024-04-22,98.11000061035156
2024-04-23,99.3000030517578
2024-04-24,101.12000274658205
2024-04-25,102.9499969482422
2024-04-26,104.3000030517578
2024-04-29,107.86000061035156
2024-04-30,106.58999633789062
2024-05-01,90.3000030517578
2024-05-02,89.72000122070312
2024-05-03,92.51000213623048
2024-05-06,91.77999877929688
2024-05-07,92.55999755859376
2024-05-08,93.23999786376952
2024-05-09,92.25
2024-05-10,92.1999969482422
2024-05-13,93.9000015258789
2024-05-14,94.41999816894533
2024-05-15,94.38999938964844
2024-05-16,94.08999633789062
2024-05-17,93.62000274658205
2024-05-20,94.0500030517578
2024-05-21,92.4499969482422
2024-05-22,93.43000030517578
2024-05-23,91.20999908447266
2024-05-24,92.16000366210938
2024-05-28,91.3499984741211
2024-05-29,90.0199966430664
2024-05-30,90.68000030517578
2024-05-31,92.66000366210938
2024-06-03,91.38999938964844
2024-06-04,90.68000030517578
2024-06-05,92.27999877929688
2024-06-06,91.72000122070312
2024-06-07,90.80999755859376
2024-06-10,93.5199966430664
2024-06-11,96.22000122070312
2024-06-12,102.63999938964844
2024-06-13,106.33000183105467
2024-06-14,104.37000274658205
2024-06-17,106.3000030517578
2024-06-18,106.45999908447266
2024-06-20,105.8000030517578
2024-06-21,106.37999725341795
2024-06-24,104.95999908447266
2024-06-25,107.37999725341795
2024-06-26,106.13999938964844
2024-06-27,105.5999984741211
2024-06-28,106.58000183105467
2024-07-01,106.4000015258789
2024-07-02,106.95999908447266
2024-07-03,104.62999725341795
2024-07-05,105.55999755859376
2024-07-08,106.37999725341795
2024-07-09,106.41000366210938
2024-07-10,110.81999969482422
2024-07-11,109.9499969482422
2024-07-12,112.33000183105467
2024-07-15,115.87999725341795
2024-07-16,120.68000030517578
2024-07-17,116.55999755859376
2024-07-18,117.38999938964844
2024-07-19,114.26000213623048
2024-07-22,118.41000366210938
2024-07-23,117.5
2024-07-24,113.6500015258789
2024-07-25,112.68000030517578
2024-07-26,116.18000030517578
2024-07-29,117.41000366210938
2024-07-30,117.69000244140624

Indicator data:
Answer: 0.0431