Question: What is the value of Expected Shortfall (Parametric) for Trade Desk (The) from December 22, 2021 to August 01, 2022? (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
2021-12-21,93.52999877929688
2021-12-22,93.48999786376952
2021-12-23,96.0500030517578
2021-12-27,97.68000030517578
2021-12-28,94.79000091552734
2021-12-29,92.56999969482422
2021-12-30,94.2699966430664
2021-12-31,91.63999938964844
2022-01-03,90.11000061035156
2022-01-04,85.36000061035156
2022-01-05,79.63999938964844
2022-01-06,76.93000030517578
2022-01-07,78.94000244140625
2022-01-10,81.0
2022-01-11,84.87999725341797
2022-01-12,82.38999938964844
2022-01-13,75.76000213623047
2022-01-14,75.47000122070312
2022-01-18,71.0
2022-01-19,69.0
2022-01-20,67.7300033569336
2022-01-21,59.45000076293945
2022-01-24,65.33000183105469
2022-01-25,62.66999816894531
2022-01-26,61.459999084472656
2022-01-27,60.16999816894531
2022-01-28,63.59999847412109
2022-01-31,69.54000091552734
2022-02-01,71.08999633789062
2022-02-02,70.01000213623047
2022-02-03,65.83999633789062
2022-02-04,73.04000091552734
2022-02-07,73.56999969482422
2022-02-08,76.48999786376953
2022-02-09,79.94000244140625
2022-02-10,82.13999938964844
2022-02-11,76.30000305175781
2022-02-14,76.51000213623047
2022-02-15,80.5199966430664
2022-02-16,80.91000366210938
2022-02-17,79.41000366210938
2022-02-18,78.05000305175781
2022-02-22,74.80000305175781
2022-02-23,74.12000274658203
2022-02-24,82.81999969482422
2022-02-25,83.62999725341797
2022-02-28,85.31999969482422
2022-03-01,82.08000183105469
2022-03-02,82.26000213623047
2022-03-03,79.27999877929688
2022-03-04,75.66000366210938
2022-03-07,66.11000061035156
2022-03-08,62.34999847412109
2022-03-09,66.4000015258789
2022-03-10,63.02999877929688
2022-03-11,56.79999923706055
2022-03-14,52.47999954223633
2022-03-15,53.869998931884766
2022-03-16,60.310001373291016
2022-03-17,65.41000366210938
2022-03-18,68.80999755859375
2022-03-21,66.95999908447266
2022-03-22,67.75
2022-03-23,66.63999938964844
2022-03-24,68.4000015258789
2022-03-25,65.44999694824219
2022-03-28,68.88999938964844
2022-03-29,73.33000183105469
2022-03-30,71.62999725341797
2022-03-31,69.25
2022-04-01,72.33000183105469
2022-04-04,75.22000122070312
2022-04-05,71.97000122070312
2022-04-06,67.7300033569336
2022-04-07,68.55999755859375
2022-04-08,67.79000091552734
2022-04-11,67.19999694824219
2022-04-12,65.83999633789062
2022-04-13,67.01000213623047
2022-04-14,63.58000183105469
2022-04-18,62.02999877929688
2022-04-19,66.88999938964844
2022-04-20,66.91999816894531
2022-04-21,63.470001220703125
2022-04-22,59.43999862670898
2022-04-25,63.02000045776367
2022-04-26,59.56999969482422
2022-04-27,57.02999877929688
2022-04-28,60.79999923706055
2022-04-29,58.91999816894531
2022-05-02,62.08000183105469
2022-05-03,60.29999923706055
2022-05-04,62.4900016784668
2022-05-05,55.15999984741211
2022-05-06,48.91999816894531
2022-05-09,44.9900016784668
2022-05-10,43.75
2022-05-11,43.34000015258789
2022-05-12,44.84000015258789
2022-05-13,51.91999816894531
2022-05-16,50.970001220703125
2022-05-17,53.369998931884766
2022-05-18,50.77999877929688
2022-05-19,53.68000030517578
2022-05-20,52.63999938964844
2022-05-23,52.5
2022-05-24,42.77999877929688
2022-05-25,46.33000183105469
2022-05-26,49.02999877929688
2022-05-27,52.4900016784668
2022-05-31,52.04999923706055
2022-06-01,51.560001373291016
2022-06-02,54.61000061035156
2022-06-03,51.150001525878906
2022-06-06,52.65999984741211
2022-06-07,53.209999084472656
2022-06-08,54.709999084472656
2022-06-09,52.5099983215332
2022-06-10,49.27000045776367
2022-06-13,45.58000183105469
2022-06-14,45.400001525878906
2022-06-15,48.13999938964844
2022-06-16,44.22999954223633
2022-06-17,46.29999923706055
2022-06-21,47.060001373291016
2022-06-22,45.380001068115234
2022-06-23,47.470001220703125
2022-06-24,49.4900016784668
2022-06-27,47.84000015258789
2022-06-28,44.150001525878906
2022-06-29,43.34000015258789
2022-06-30,41.88999938964844
2022-07-01,41.65999984741211
2022-07-05,44.290000915527344
2022-07-06,42.9900016784668
2022-07-07,45.52999877929688
2022-07-08,45.630001068115234
2022-07-11,43.5099983215332
2022-07-12,45.150001525878906
2022-07-13,44.15999984741211
2022-07-14,41.209999084472656
2022-07-15,43.09999847412109
2022-07-18,43.619998931884766
2022-07-19,46.02000045776367
2022-07-20,49.77999877929688
2022-07-21,50.9900016784668
2022-07-22,47.27000045776367
2022-07-25,46.560001373291016
2022-07-26,42.72999954223633
2022-07-27,46.630001068115234
2022-07-28,47.130001068115234
2022-07-29,45.0
2022-08-01,45.43000030517578

Indicator data:
Answer: 0.1166