Question: Calculate Fox Corporation (Class B)'s Expected Shortfall (Parametric) from June 06, 2024 to April 18, 2025. (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
2024-06-05,32.2599983215332
2024-06-06,31.979999542236328
2024-06-07,31.770000457763672
2024-06-10,31.399999618530277
2024-06-11,31.100000381469727
2024-06-12,31.13999938964844
2024-06-13,30.96999931335449
2024-06-14,30.940000534057617
2024-06-17,31.030000686645508
2024-06-18,31.209999084472656
2024-06-20,31.90999984741211
2024-06-21,32.060001373291016
2024-06-24,32.06999969482422
2024-06-25,32.209999084472656
2024-06-26,32.099998474121094
2024-06-27,31.770000457763672
2024-06-28,32.02000045776367
2024-07-01,31.799999237060547
2024-07-02,32.29999923706055
2024-07-03,32.439998626708984
2024-07-05,32.15999984741211
2024-07-08,32.13999938964844
2024-07-09,32.7599983215332
2024-07-10,32.93000030517578
2024-07-11,33.25
2024-07-12,33.349998474121094
2024-07-15,33.54999923706055
2024-07-16,34.220001220703125
2024-07-17,34.849998474121094
2024-07-18,34.61000061035156
2024-07-19,34.33000183105469
2024-07-22,34.43000030517578
2024-07-23,34.54999923706055
2024-07-24,34.470001220703125
2024-07-25,34.459999084472656
2024-07-26,34.91999816894531
2024-07-29,35.189998626708984
2024-07-30,35.79999923706055
2024-07-31,35.43000030517578
2024-08-01,35.20000076293945
2024-08-02,34.880001068115234
2024-08-05,34.040000915527344
2024-08-06,36.18999862670898
2024-08-07,36.560001373291016
2024-08-08,36.68999862670898
2024-08-09,36.59999847412109
2024-08-12,36.25
2024-08-13,36.2599983215332
2024-08-14,36.33000183105469
2024-08-15,36.29999923706055
2024-08-16,36.7599983215332
2024-08-19,36.880001068115234
2024-08-20,37.150001525878906
2024-08-21,37.56999969482422
2024-08-22,37.93000030517578
2024-08-23,38.13999938964844
2024-08-26,38.20000076293945
2024-08-27,38.11000061035156
2024-08-28,38.27000045776367
2024-08-29,38.22999954223633
2024-08-30,38.43000030517578
2024-09-03,38.02999877929688
2024-09-04,38.18999862670898
2024-09-05,37.369998931884766
2024-09-06,37.36000061035156
2024-09-09,37.09000015258789
2024-09-10,36.84999847412109
2024-09-11,36.43000030517578
2024-09-12,36.040000915527344
2024-09-13,36.77999877929688
2024-09-16,36.77000045776367
2024-09-17,37.43999862670898
2024-09-18,37.560001373291016
2024-09-19,37.52999877929688
2024-09-20,37.27999877929688
2024-09-23,37.81999969482422
2024-09-24,38.86000061035156
2024-09-25,38.43999862670898
2024-09-26,38.66999816894531
2024-09-27,38.84000015258789
2024-09-30,38.79999923706055
2024-10-01,39.0
2024-10-02,38.66999816894531
2024-10-03,38.4900016784668
2024-10-04,38.540000915527344
2024-10-07,38.34000015258789
2024-10-08,38.52000045776367
2024-10-09,38.4900016784668
2024-10-10,38.04999923706055
2024-10-11,38.0
2024-10-14,38.209999084472656
2024-10-15,38.459999084472656
2024-10-16,38.75
2024-10-17,39.06999969482422
2024-10-18,38.970001220703125
2024-10-21,38.52000045776367
2024-10-22,38.70000076293945
2024-10-23,38.40999984741211
2024-10-24,38.34000015258789
2024-10-25,38.34999847412109
2024-10-28,38.68000030517578
2024-10-29,38.77000045776367
2024-10-30,38.95000076293945
2024-10-31,38.959999084472656
2024-11-01,38.88999938964844
2024-11-04,39.959999084472656
2024-11-05,40.65999984741211
2024-11-06,42.380001068115234
2024-11-07,41.56999969482422
2024-11-08,41.560001373291016
2024-11-11,42.5
2024-11-12,43.650001525878906
2024-11-13,43.45500183105469
2024-11-14,44.220001220703125
2024-11-15,42.869998931884766
2024-11-18,42.75
2024-11-19,43.209999084472656
2024-11-20,43.369998931884766
2024-11-21,44.119998931884766
2024-11-22,44.369998931884766
2024-11-25,43.709999084472656
2024-11-26,43.810001373291016
2024-11-27,44.36000061035156
2024-11-29,44.72999954223633
2024-12-02,44.40999984741211
2024-12-03,44.04999923706055
2024-12-04,44.02000045776367
2024-12-05,44.25
2024-12-06,44.63999938964844
2024-12-09,43.75
2024-12-10,43.93000030517578
2024-12-11,43.7599983215332
2024-12-12,44.959999084472656
2024-12-13,44.720001220703125
2024-12-16,44.650001525878906
2024-12-17,46.470001220703125
2024-12-18,46.52999877929688
2024-12-19,45.970001220703125
2024-12-20,46.650001525878906
2024-12-23,46.61000061035156
2024-12-24,47.150001525878906
2024-12-26,46.91999816894531
2024-12-27,46.630001068115234
2024-12-30,46.08000183105469
2024-12-31,45.7400016784668
2025-01-02,46.2400016784668
2025-01-03,46.720001220703125
2025-01-06,47.06999969482422
2025-01-07,46.810001373291016
2025-01-08,46.61000061035156
2025-01-10,45.86000061035156
2025-01-13,45.93999862670898
2025-01-14,46.540000915527344
2025-01-15,46.18000030517578
2025-01-16,45.93999862670898
2025-01-17,45.65999984741211
2025-01-21,45.63999938964844
2025-01-22,45.77999877929688
2025-01-23,46.02999877929688
2025-01-24,46.54999923706055
2025-01-27,47.70000076293945
2025-01-28,47.58000183105469
2025-01-29,47.84999847412109
2025-01-30,48.369998931884766
2025-01-31,48.59999847412109
2025-02-03,49.18999862670898
2025-02-04,51.54999923706055
2025-02-05,51.27000045776367
2025-02-06,50.459999084472656
2025-02-07,50.09999847412109
2025-02-10,50.34999847412109
2025-02-11,50.54999923706055
2025-02-12,51.45000076293945
2025-02-13,52.16999816894531
2025-02-14,52.38999938964844
2025-02-18,52.75
2025-02-19,53.61000061035156
2025-02-20,53.369998931884766
2025-02-21,53.0099983215332
2025-02-24,54.22999954223633
2025-02-25,53.27999877929688
2025-02-26,53.310001373291016
2025-02-27,52.900001525878906
2025-02-28,54.06999969482422
2025-03-03,53.45000076293945
2025-03-04,52.61000061035156
2025-03-05,52.56999969482422
2025-03-06,51.5
2025-03-07,51.59999847412109
2025-03-10,50.0
2025-03-11,48.9900016784668
2025-03-12,48.41999816894531
2025-03-13,47.119998931884766
2025-03-14,48.470001220703125
2025-03-17,48.66999816894531
2025-03-18,48.45000076293945
2025-03-19,49.08000183105469
2025-03-20,49.400001525878906
2025-03-21,49.70000076293945
2025-03-24,49.709999084472656
2025-03-25,50.86000061035156
2025-03-26,51.15999984741211
2025-03-27,50.72999954223633
2025-03-28,50.52000045776367
2025-03-31,52.709999084472656
2025-04-01,51.77000045776367
2025-04-02,53.0
2025-04-03,47.900001525878906
2025-04-04,45.72999954223633
2025-04-07,44.52999877929688
2025-04-08,43.810001373291016
2025-04-09,47.709999084472656
2025-04-10,46.0099983215332
2025-04-11,45.650001525878906
2025-04-14,46.040000915527344
2025-04-15,46.34000015258789
2025-04-16,44.70000076293945
2025-04-17,44.56999969482422

Indicator data:
Answer: 0.0328