Question: For Expected Shortfall (Historical Simulation), what is T-Mobile US's value from March 17, 2023 to January 26, 2024? (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
2023-03-16,141.50999450683594
2023-03-17,142.4499969482422
2023-03-20,145.61000061035156
2023-03-21,144.6699981689453
2023-03-22,143.4600067138672
2023-03-23,142.3000030517578
2023-03-24,142.5399932861328
2023-03-27,143.89999389648438
2023-03-28,142.7899932861328
2023-03-29,143.80999755859375
2023-03-30,144.57000732421875
2023-03-31,144.83999633789062
2023-04-03,146.75999450683594
2023-04-04,146.30999755859375
2023-04-05,149.1199951171875
2023-04-06,149.61000061035156
2023-04-10,149.99000549316406
2023-04-11,149.9499969482422
2023-04-12,149.50999450683594
2023-04-13,150.3699951171875
2023-04-14,149.58999633789062
2023-04-17,150.49000549316406
2023-04-18,150.32000732421875
2023-04-19,148.77999877929688
2023-04-20,145.94000244140625
2023-04-21,146.22000122070312
2023-04-24,145.86000061035156
2023-04-25,148.0
2023-04-26,148.27999877929688
2023-04-27,149.94000244140625
2023-04-28,143.89999389648438
2023-05-01,143.2100067138672
2023-05-02,140.36000061035156
2023-05-03,139.91000366210938
2023-05-04,141.25999450683594
2023-05-05,143.55999755859375
2023-05-08,144.17999267578125
2023-05-09,142.02999877929688
2023-05-10,142.02999877929688
2023-05-11,142.6999969482422
2023-05-12,144.1199951171875
2023-05-15,144.6199951171875
2023-05-16,143.6999969482422
2023-05-17,141.5800018310547
2023-05-18,138.17999267578125
2023-05-19,139.02999877929688
2023-05-22,141.60000610351562
2023-05-23,141.3699951171875
2023-05-24,140.0
2023-05-25,135.75999450683594
2023-05-26,135.14999389648438
2023-05-30,135.1199951171875
2023-05-31,137.25
2023-06-01,138.91000366210938
2023-06-02,131.19000244140625
2023-06-05,132.22000122070312
2023-06-06,128.5399932861328
2023-06-07,126.5500030517578
2023-06-08,130.32000732421875
2023-06-09,131.36000061035156
2023-06-12,130.77999877929688
2023-06-13,129.8800048828125
2023-06-14,128.0500030517578
2023-06-15,132.75999450683594
2023-06-16,130.92999267578125
2023-06-20,131.22999572753906
2023-06-21,132.67999267578125
2023-06-22,134.33999633789062
2023-06-23,132.8000030517578
2023-06-26,134.85000610351562
2023-06-27,136.1699981689453
2023-06-28,136.27000427246094
2023-06-29,136.83999633789062
2023-06-30,138.89999389648438
2023-07-03,139.3300018310547
2023-07-05,139.55999755859375
2023-07-06,139.16000366210938
2023-07-07,138.97000122070312
2023-07-10,138.33999633789062
2023-07-11,140.02000427246094
2023-07-12,140.88999938964844
2023-07-13,140.69000244140625
2023-07-14,139.67999267578125
2023-07-17,138.0
2023-07-18,138.4499969482422
2023-07-19,137.5800018310547
2023-07-20,140.10000610351562
2023-07-21,140.89999389648438
2023-07-24,141.3699951171875
2023-07-25,142.47000122070312
2023-07-26,141.08999633789062
2023-07-27,139.8800048828125
2023-07-28,140.8699951171875
2023-07-31,137.77000427246094
2023-08-01,137.25999450683594
2023-08-02,135.77999877929688
2023-08-03,135.3699951171875
2023-08-04,134.60000610351562
2023-08-07,136.64999389648438
2023-08-08,136.25999450683594
2023-08-09,137.7100067138672
2023-08-10,137.72999572753906
2023-08-11,138.33999633789062
2023-08-14,139.5
2023-08-15,138.5800018310547
2023-08-16,138.25
2023-08-17,136.3699951171875
2023-08-18,136.13999938964844
2023-08-21,135.5500030517578
2023-08-22,135.16000366210938
2023-08-23,136.3300018310547
2023-08-24,133.32000732421875
2023-08-25,133.35000610351562
2023-08-28,135.17999267578125
2023-08-29,136.74000549316406
2023-08-30,137.38999938964844
2023-08-31,136.25
2023-09-01,137.3300018310547
2023-09-05,136.88999938964844
2023-09-06,134.1300048828125
2023-09-07,137.27999877929688
2023-09-08,137.6300048828125
2023-09-11,140.25999450683594
2023-09-12,140.11000061035156
2023-09-13,141.5
2023-09-14,143.1199951171875
2023-09-15,141.92999267578125
2023-09-18,140.80999755859375
2023-09-19,142.47000122070312
2023-09-20,142.07000732421875
2023-09-21,139.99000549316406
2023-09-22,139.35000610351562
2023-09-25,140.00999450683594
2023-09-26,140.4600067138672
2023-09-27,139.6999969482422
2023-09-28,139.6999969482422
2023-09-29,140.0500030517578
2023-10-02,139.25999450683594
2023-10-03,136.42999267578125
2023-10-04,138.05999755859375
2023-10-05,137.42999267578125
2023-10-06,139.02999877929688
2023-10-09,140.13999938964844
2023-10-10,142.41000366210938
2023-10-11,143.1199951171875
2023-10-12,141.13999938964844
2023-10-13,141.6699981689453
2023-10-16,143.24000549316406
2023-10-17,142.77000427246094
2023-10-18,139.69000244140625
2023-10-19,137.83999633789062
2023-10-20,136.99000549316406
2023-10-23,137.74000549316406
2023-10-24,141.07000732421875
2023-10-25,140.99000549316406
2023-10-26,142.86000061035156
2023-10-27,140.0
2023-10-30,141.57000732421875
2023-10-31,143.86000061035156
2023-11-01,145.0500030517578
2023-11-02,146.5
2023-11-03,147.49000549316406
2023-11-06,147.33999633789062
2023-11-07,147.1300048828125
2023-11-08,146.63999938964844
2023-11-09,146.88999938964844
2023-11-10,147.61000061035156
2023-11-13,147.2100067138672
2023-11-14,147.00999450683594
2023-11-15,147.1999969482422
2023-11-16,147.49000549316406
2023-11-17,147.7100067138672
2023-11-20,148.5
2023-11-21,148.61000061035156
2023-11-22,148.91000366210938
2023-11-24,148.97999572753906
2023-11-27,148.8000030517578
2023-11-28,148.3800048828125
2023-11-29,149.5500030517578
2023-11-30,150.4499969482422
2023-12-01,152.25
2023-12-04,152.8000030517578
2023-12-05,154.0
2023-12-06,155.5
2023-12-07,156.36000061035156
2023-12-08,156.39999389648438
2023-12-11,158.85000610351562
2023-12-12,160.44000244140625
2023-12-13,159.5500030517578
2023-12-14,156.8699951171875
2023-12-15,156.14999389648438
2023-12-18,156.25999450683594
2023-12-19,155.8699951171875
2023-12-20,154.5399932861328
2023-12-21,154.92999267578125
2023-12-22,155.7100067138672
2023-12-26,156.8300018310547
2023-12-27,157.94000244140625
2023-12-28,158.9499969482422
2023-12-29,160.3300018310547
2024-01-02,161.91000366210938
2024-01-03,162.0800018310547
2024-01-04,162.3000030517578
2024-01-05,163.3699951171875
2024-01-08,163.41000366210938
2024-01-09,163.1999969482422
2024-01-10,163.2899932861328
2024-01-11,162.1699981689453
2024-01-12,162.5399932861328
2024-01-16,163.0800018310547
2024-01-17,164.27000427246094
2024-01-18,164.88999938964844
2024-01-19,165.16000366210938
2024-01-22,164.3800048828125
2024-01-23,163.74000549316406
2024-01-24,162.0
2024-01-25,162.55999755859375
2024-01-26,162.16000366210938

Indicator data:
Answer: 0.0277