VTI: 60-day return history, mean=0.0006, std=0.0079.

Question:
Asset: VTI
Daily returns (past 60 days): mean=0.0006, std=0.0079, min=-0.0166, max=0.0196
Market regime: sideways
Recent filing/news:
[SEC 10-Q BLK 2024-05-07] 10-Q --12-31 Q1 0001364742 false http://fasb.org/us-gaap/2023#OtherAssets http://fasb.org/us-gaap/2023#OtherAssets http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense 2024-06 2024-03 2024-06 2024-03 http://fasb.org/us-gaap/2023#GainLossOnInvestments http://fasb.org/us-gaap/2023#GainLossOnInvestments http://fasb.org/us-gaap/2023#GeneralAndAdministrativeExpense http://fasb.org/us-gaap/2023#GeneralAndAdministrativeExpense 2028-03-31 9 1 1 1 1 9 1 1 1 1 9 1 1 1 1 9 1 1 1 1 1 P2Y 0 years 0 years 2027-05-30 2028-05-30 2029-05-30 2027-05-30 2028-05-30 2029-05-30 0001364742 us-gaap:FairValueInputsLevel1Member us-gaap:PrivateEquityFundsMember us-gaap:FairValueMeasurementsRecurringMember 2024-03-31 0001364742 us-gaap:EquitySecuritiesMember blk:InvestmentInNAVMember 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blk:InvestmentsRelatedToDeferredCashCompensationPlansMember 2023-12-31 0001364742 us-gaap:CollateralizedLo [...TRUNCATED...] hat the Board of Directors authorized the repurchase of an additional seven million shares under the Company’s existing share repurchase program, for a total of up to approximately 7.9 million shares of BlackRock common stock. 64   Item 6. Exh ibits Exhibit No.   Description       4.1(1)   Indenture, dated March 14, 2024, among BlackRock Funding, Inc., BlackRock, Inc. and The Bank of New York Mellon, as trustee.       4.2(1)   First Supplemental Indenture, dated March 14, 2024, among BlackRock Funding, Inc., BlackRock, Inc. and The Bank of New York Mellon, as trustee.       4.3(1)   Form of Note for the 4.700% Notes due 2029 (included in Exhibit 4.2).       4.4(1)   Form of Note for the 5.000% Notes due 2034 (included in Exhibit 4.2).       4.5(1)   Form of Note for the 5.250% Notes due 2054 (included in Exhibit 4.2).       10.1(2)   Amendment No. 14, dated as of March 12, 2024, by and among BlackRock, Inc., certain of its subsidiaries, Wells Fargo Bank, National Association, as administrative agent, a swingline lender, an issuing lender, L/C agent and a lender, and the banks and other financial institutions referred to therein.       22.1(3)   Subsidiary Issuer of Guaranteed Securities.       31.1   Section 302 Certification of Chief Executive Officer       31.2   Section 302 Certification of Chief Financial Officer       32.1   Section 906 Certification of Chief Executive Officer and Chief Financial Officer       101.INS   Inline XBRL Instance Document – the instance document does not appear in the Interactive Data File because its XBRL tags are embedded within the Inline XBRL document       101.SCH   Inline XBRL Taxonomy Extension Schema with Embedded Linkbases Document       104   Cover Page Interactive Data File (formatted as Inline XBRL and contained in Exhibit 101)         (1) Incorporated by reference to BlackRock’s Current Report on Form 8-K filed on March 14, 2024. (2) Incorporated by reference to BlackRock's Current Report on Form 8-K filed on March 15, 2024. (3) Incorporated by reference to BlackRock's Registration Statement on Form S-3 (Registration No. 333-278583) filed on April 9, 2024. 65   SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.       BLACKROCK, INC.     (Registrant)             By: /s/ Martin S. Small Date: May 7, 2024        Martin S. Small          Senior Managing Director & Chief Financial Officer    (Principal Financial Officer)   66

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for VTI. Express as a decimal (e.g., -0.02).

Answer: -0.0125

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0125 (i.e., on a bad day with 5% probability, the loss exceeds 1.25%). CVaR(95%) = -0.0158.


ADA-USD: 60-day return history, mean=-0.0073, std=0.0285.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=-0.0073, std=0.0285, min=-0.0889, max=0.0442
Market regime: sideways
Recent filing/news:
[Kaggle 2023-06-13]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ADA-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0652

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0652 (i.e., on a bad day with 5% probability, the loss exceeds 6.52%). CVaR(95%) = -0.0809.


BNB-USD: 60-day return history, mean=-0.0016, std=0.0186.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=-0.0016, std=0.0186, min=-0.0575, max=0.0511
Market regime: sideways
Recent filing/news:
[Kaggle 2023-09-03]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0322

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0322 (i.e., on a bad day with 5% probability, the loss exceeds 3.22%). CVaR(95%) = -0.0412.


DBC: 60-day return history, mean=-0.0000, std=0.0113.

Question:
Asset: DBC
Daily returns (past 60 days): mean=-0.0000, std=0.0113, min=-0.0267, max=0.0197
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for DBC. Express as a decimal (e.g., -0.02).

Answer: -0.0192

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0192 (i.e., on a bad day with 5% probability, the loss exceeds 1.92%). CVaR(95%) = -0.0233.


LINK-USD: 60-day return history, mean=-0.0046, std=0.0443.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0046, std=0.0443, min=-0.1260, max=0.1319
Market regime: bull
Recent filing/news:
[Kaggle 2023-12-19]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0712

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0712 (i.e., on a bad day with 5% probability, the loss exceeds 7.12%). CVaR(95%) = -0.0935.


BTC-USD: 60-day return history, mean=0.0047, std=0.0218.

Question:
Asset: BTC-USD
Daily returns (past 60 days): mean=0.0047, std=0.0218, min=-0.0500, max=0.1031
Market regime: sideways
Recent filing/news:
[Kaggle 2023-10-26]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0190

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0190 (i.e., on a bad day with 5% probability, the loss exceeds 1.90%). CVaR(95%) = -0.0323.


DOT-USD: 60-day return history, mean=0.0044, std=0.0319.

Question:
Asset: DOT-USD
Daily returns (past 60 days): mean=0.0044, std=0.0319, min=-0.0783, max=0.0967
Market regime: sideways
Recent filing/news:
[Kaggle 2023-11-27]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for DOT-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0372

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0372 (i.e., on a bad day with 5% probability, the loss exceeds 3.72%). CVaR(95%) = -0.0584.


STIP: 60-day return history, mean=0.0003, std=0.0017.

Question:
Asset: STIP
Daily returns (past 60 days): mean=0.0003, std=0.0017, min=-0.0028, max=0.0045
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for STIP. Express as a decimal (e.g., -0.02).

Answer: -0.0020

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0020 (i.e., on a bad day with 5% probability, the loss exceeds 0.20%). CVaR(95%) = -0.0026.


^VIX: 60-day return history, mean=-0.0025, std=0.0607.

Question:
Asset: ^VIX
Daily returns (past 60 days): mean=-0.0025, std=0.0607, min=-0.1284, max=0.1682
Market regime: sideways
Recent filing/news:
[Kaggle 2023-05-01] ["B of A Securities Maintains Apple (AAPL) Neutral Recommendation Fintel reports that on May 1, 2023, B of A Securities maintained coverage of Apple (NASDAQ:AAPL) with a Neutral recommendation. Analyst Price Forecast Suggests 2.49% Upside As of April 24, 2023, the average one-year price target for Apple is 173.91. The forecasts range from a low of 117.16 to a high of $215.25. The average price target represents an increase of 2.49% from its latest reported closing price of 169.68. See our leaderboard of companies with the largest price target upside. The projected annual revenue for Apple is 413,641MM, an increase of 6.74%. The projected annual non-GAAP EPS is 6.36. For more in-depth coverage of Apple, view the free, crowd-sourced company research report on Finpedia. What is the Fund Sentiment? There are 6412 funds or institutions reporting positions in Apple. This is an increase of 218 owner(s) or 3.52% in the last quarter. Average portfolio weight of all funds dedicated to AAPL is 2.90%, a decrease of 12.63%. Total shares owned by institutions increased in the last three months by 0.01% to 10,120,461K shares. The put/call ratio of AAPL is 1.01, indicating a bearish outlook. What are Other Shareholders Doing? Berkshire Hathaway holds 895,136K shares representing 5.66% ownership of the company. In it's prior filing, the firm reported owning 894,802K shares, representing an increase of 0.04%. The firm decreased its portfolio allocation in AAPL by 6.86% over the last quarter. VTSMX - Vanguard Total Stock Market Index Fund Investor Shares holds 459,387K shares representing 2.90% ownership of the company. In it's prior filing, the firm reported owning 455,109K shares, representing an increase of 0.93%. The firm decreased its portfolio allocation in AAPL by 12.36% over the last quarter. VFINX - Vanguard 500 Index Fund Investor Shares holds 345,686K shares representing 2.18% ownership of the company. In it's prior filing, the firm reported owning 342,454K shares, representing an increase of 0.94%. The firm decreased its portfolio allocation in AAPL by 12.57% over the last quarter. Geode Capital Management holds 282,750K shares representing 1.79% ownership of the company. In it's prior filing, the firm reported owning 279,759K shares, representing an increase of 1.06%. The firm decreased its portfolio allocation in AAPL by 12.15% over the last quarter. Price T Rowe Associates holds 226,281K shares representing 1.43% ownership of the company. In it's prior filing, the firm reported owning 224,864K shares, representing an increase of 0.63%. The firm decreased its portfolio allocation in AAPL by 7.53% over the last quarter. Apple Background Information (This description is provided by the company.) Apple Inc. is an American multinational technology company headquartered in Cupertino, California, that designs, develops, and sells consumer electronics, computer software, and online services. It is considered one of the Big Five companies in the U.S. informat

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ^VIX. Express as a decimal (e.g., -0.02).

Answer: -0.1015

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1015 (i.e., on a bad day with 5% probability, the loss exceeds 10.15%). CVaR(95%) = -0.1205.


XLE: 60-day return history, mean=-0.0008, std=0.0136.

Question:
Asset: XLE
Daily returns (past 60 days): mean=-0.0008, std=0.0136, min=-0.0445, max=0.0300
Market regime: sideways
Recent filing/news:
[Kaggle 2023-07-03] ["Unity Software Stock Skyrockets 46% in June as AI Buzz Takes Over What happened Shares of Unity Software (NYSE: U) skyrocketed 46.1% in June, according to data provided by S&P Global Market Intelligence. The month started off with fireworks from Apple that are relevant to Unity shareholders. And it ended with a bang related to artificial intelligence (AI), Wall Street's favorite subject at the moment. So what To give this story some context, I want to point out that the market had lost a lot of confidence in Unity Software stock. When they first went public, shares regularly traded above a price-to-sales (P/S) ratio of 30. By comparison, they traded below a P/S of 7 at the start of June. That's still high in absolute terms. But in relative terms, this valuation was more than 80% below where it had routinely traded. Unity's own revenue growth was ample reason for the market's pessimism. And even though its growth has since rebounded, as the chart below shows, this is largely due to an acquisition. Its organic growth is still challenged. U Revenue (quarterly YoY growth) data by YCharts; YoY = year over year. But on June 5, Apple announced its upcoming Vision Pro headset, and this has reinvigorated investors' excitement for Unity's potential. Apple is looking for apps to be built for the headset between now and its launch in 2024. And for this, the company has partnered with Unity. Developers use Unity for building top-notch video games. And Apple has created a software development kit that will allow Unity users to modify their creations for the Vision Pro. Then on June 27, Unity announced a marketplace for AI applications. The marketplace has 10 apps available at launch that can be used in the video game space. And when the company announced this new focus on AI, the market celebrated by pushing the stock higher. So the stock started June with low expectations, but Apple and AI have investors rethinking the long-term potential. Now what When it comes to the AI space, I'm inclined to disregard most news as overhyped clickbait. But with Unity Software stock, I do believe that AI -- specifically generative AI -- could play an important role for the business. Many investors like Unity's potential in virtual reality and the metaverse. Its software creates realistic 3D images, and realism is needed to make these experiences something that consumers actually want. When building digital worlds, the problem is how big these need to be -- it's labor intensive for developers. And the workload is probably too much to physically handle at scale, which is where generative AI can help. Much of what Unity is doing involves generative AI, which I believe is just what the space needs. So as virtual reality and the metaverse grow -- perhaps thanks to Apple's Vision Pro headset -- the use cases for Unity Software could open up as well. That's good reason for optimism for a stock that's still down almost 80% from its all-time high. 10 stocks we like better than Unit

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XLE. Express as a decimal (e.g., -0.02).

Answer: -0.0192

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0192 (i.e., on a bad day with 5% probability, the loss exceeds 1.92%). CVaR(95%) = -0.0307.


XRP-USD: 60-day return history, mean=-0.0001, std=0.0267.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=-0.0001, std=0.0267, min=-0.0694, max=0.0652
Market regime: sideways
Recent filing/news:
[Kaggle 2023-02-12]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0392

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0392 (i.e., on a bad day with 5% probability, the loss exceeds 3.92%). CVaR(95%) = -0.0521.


LINK-USD: 60-day return history, mean=-0.0021, std=0.0293.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0021, std=0.0293, min=-0.0940, max=0.0614
Market regime: sideways
Recent filing/news:
[Kaggle 2023-05-22]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0534

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0534 (i.e., on a bad day with 5% probability, the loss exceeds 5.34%). CVaR(95%) = -0.0673.


XLRE: 60-day return history, mean=-0.0006, std=0.0113.

Question:
Asset: XLRE
Daily returns (past 60 days): mean=-0.0006, std=0.0113, min=-0.0375, max=0.0250
Market regime: sideways
Recent filing/news:
[SEC 10-Q BLK 2024-05-07] 10-Q --12-31 Q1 0001364742 false http://fasb.org/us-gaap/2023#OtherAssets http://fasb.org/us-gaap/2023#OtherAssets http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense http://fasb.org/us-gaap/2023#NonoperatingIncomeExpense 2024-06 2024-03 2024-06 2024-03 http://fasb.org/us-gaap/2023#GainLossOnInvestments http://fasb.org/us-gaap/2023#GainLossOnInvestments http://fasb.org/us-gaap/2023#GeneralAndAdministrativeExpense http://fasb.org/us-gaap/2023#GeneralAndAdministrativeExpense 2028-03-31 9 1 1 1 1 9 1 1 1 1 9 1 1 1 1 9 1 1 1 1 1 P2Y 0 years 0 years 2027-05-30 2028-05-30 2029-05-30 2027-05-30 2028-05-30 2029-05-30 0001364742 us-gaap:FairValueInputsLevel1Member us-gaap:PrivateEquityFundsMember us-gaap:FairValueMeasurementsRecurringMember 2024-03-31 0001364742 us-gaap:EquitySecuritiesMember blk:InvestmentInNAVMember 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blk:InvestmentsRelatedToDeferredCashCompensationPlansMember 2023-12-31 0001364742 us-gaap:CollateralizedLo [...TRUNCATED...] hat the Board of Directors authorized the repurchase of an additional seven million shares under the Company’s existing share repurchase program, for a total of up to approximately 7.9 million shares of BlackRock common stock. 64   Item 6. Exh ibits Exhibit No.   Description       4.1(1)   Indenture, dated March 14, 2024, among BlackRock Funding, Inc., BlackRock, Inc. and The Bank of New York Mellon, as trustee.       4.2(1)   First Supplemental Indenture, dated March 14, 2024, among BlackRock Funding, Inc., BlackRock, Inc. and The Bank of New York Mellon, as trustee.       4.3(1)   Form of Note for the 4.700% Notes due 2029 (included in Exhibit 4.2).       4.4(1)   Form of Note for the 5.000% Notes due 2034 (included in Exhibit 4.2).       4.5(1)   Form of Note for the 5.250% Notes due 2054 (included in Exhibit 4.2).       10.1(2)   Amendment No. 14, dated as of March 12, 2024, by and among BlackRock, Inc., certain of its subsidiaries, Wells Fargo Bank, National Association, as administrative agent, a swingline lender, an issuing lender, L/C agent and a lender, and the banks and other financial institutions referred to therein.       22.1(3)   Subsidiary Issuer of Guaranteed Securities.       31.1   Section 302 Certification of Chief Executive Officer       31.2   Section 302 Certification of Chief Financial Officer       32.1   Section 906 Certification of Chief Executive Officer and Chief Financial Officer       101.INS   Inline XBRL Instance Document – the instance document does not appear in the Interactive Data File because its XBRL tags are embedded within the Inline XBRL document       101.SCH   Inline XBRL Taxonomy Extension Schema with Embedded Linkbases Document       104   Cover Page Interactive Data File (formatted as Inline XBRL and contained in Exhibit 101)         (1) Incorporated by reference to BlackRock’s Current Report on Form 8-K filed on March 14, 2024. (2) Incorporated by reference to BlackRock's Current Report on Form 8-K filed on March 15, 2024. (3) Incorporated by reference to BlackRock's Registration Statement on Form S-3 (Registration No. 333-278583) filed on April 9, 2024. 65   SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.       BLACKROCK, INC.     (Registrant)             By: /s/ Martin S. Small Date: May 7, 2024        Martin S. Small          Senior Managing Director & Chief Financial Officer    (Principal Financial Officer)   66

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XLRE. Express as a decimal (e.g., -0.02).

Answer: -0.0177

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0177 (i.e., on a bad day with 5% probability, the loss exceeds 1.77%). CVaR(95%) = -0.0259.


LINK-USD: 60-day return history, mean=-0.0066, std=0.0308.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0066, std=0.0308, min=-0.1245, max=0.0505
Market regime: sideways
Recent filing/news:
[Kaggle 2023-06-14]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0556

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0556 (i.e., on a bad day with 5% probability, the loss exceeds 5.56%). CVaR(95%) = -0.0930.


MATIC-USD: 60-day return history, mean=0.0063, std=0.0436.

Question:
Asset: MATIC-USD
Daily returns (past 60 days): mean=0.0063, std=0.0436, min=-0.0987, max=0.0827
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-19]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for MATIC-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0740

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0740 (i.e., on a bad day with 5% probability, the loss exceeds 7.40%). CVaR(95%) = -0.0931.


XLV: 60-day return history, mean=0.0012, std=0.0078.

Question:
Asset: XLV
Daily returns (past 60 days): mean=0.0012, std=0.0078, min=-0.0271, max=0.0219
Market regime: bull
Recent filing/news:
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The Company will furnish copies thereof to the SEC upon request. 27 Table of Contents SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.   UNITEDHEALTH GROUP INCORPORATED   /s/ A NDREW W ITTY Chief Executive Officer (principal executive officer) Dated: August 9, 2024 Andrew Witty    /s/ J OHN R EX President and Chief Financial Officer (principal financial officer) Dated: August 9, 2024 John Rex    /s/ T HOMAS R OOS Senior Vice President and Chief Accounting Officer (principal accounting officer) Dated: August 9, 2024 Thomas Roos    28

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XLV. Express as a decimal (e.g., -0.02).

Answer: -0.0103

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0103 (i.e., on a bad day with 5% probability, the loss exceeds 1.03%). CVaR(95%) = -0.0207.


USMV: 60-day return history, mean=0.0009, std=0.0049.

Question:
Asset: USMV
Daily returns (past 60 days): mean=0.0009, std=0.0049, min=-0.0115, max=0.0137
Market regime: sideways
Recent filing/news:
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blk:InvestmentsRelatedToDeferredCashCompensationPlansMember 2023-12-31 0001364742 us-gaap:CollateralizedLo [...TRUNCATED...] hat the Board of Directors authorized the repurchase of an additional seven million shares under the Company’s existing share repurchase program, for a total of up to approximately 7.9 million shares of BlackRock common stock. 64   Item 6. Exh ibits Exhibit No.   Description       4.1(1)   Indenture, dated March 14, 2024, among BlackRock Funding, Inc., BlackRock, Inc. and The Bank of New York Mellon, as trustee.       4.2(1)   First Supplemental Indenture, dated March 14, 2024, among BlackRock Funding, Inc., BlackRock, Inc. and The Bank of New York Mellon, as trustee.       4.3(1)   Form of Note for the 4.700% Notes due 2029 (included in Exhibit 4.2).       4.4(1)   Form of Note for the 5.000% Notes due 2034 (included in Exhibit 4.2).       4.5(1)   Form of Note for the 5.250% Notes due 2054 (included in Exhibit 4.2).       10.1(2)   Amendment No. 14, dated as of March 12, 2024, by and among BlackRock, Inc., certain of its subsidiaries, Wells Fargo Bank, National Association, as administrative agent, a swingline lender, an issuing lender, L/C agent and a lender, and the banks and other financial institutions referred to therein.       22.1(3)   Subsidiary Issuer of Guaranteed Securities.       31.1   Section 302 Certification of Chief Executive Officer       31.2   Section 302 Certification of Chief Financial Officer       32.1   Section 906 Certification of Chief Executive Officer and Chief Financial Officer       101.INS   Inline XBRL Instance Document – the instance document does not appear in the Interactive Data File because its XBRL tags are embedded within the Inline XBRL document       101.SCH   Inline XBRL Taxonomy Extension Schema with Embedded Linkbases Document       104   Cover Page Interactive Data File (formatted as Inline XBRL and contained in Exhibit 101)         (1) Incorporated by reference to BlackRock’s Current Report on Form 8-K filed on March 14, 2024. (2) Incorporated by reference to BlackRock's Current Report on Form 8-K filed on March 15, 2024. (3) Incorporated by reference to BlackRock's Registration Statement on Form S-3 (Registration No. 333-278583) filed on April 9, 2024. 65   SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.       BLACKROCK, INC.     (Registrant)             By: /s/ Martin S. Small Date: May 7, 2024        Martin S. Small          Senior Managing Director & Chief Financial Officer    (Principal Financial Officer)   66

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for USMV. Express as a decimal (e.g., -0.02).

Answer: -0.0086

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0086 (i.e., on a bad day with 5% probability, the loss exceeds 0.86%). CVaR(95%) = -0.0104.


ADA-USD: 60-day return history, mean=0.0008, std=0.0396.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=0.0008, std=0.0396, min=-0.1079, max=0.0869
Market regime: bull
Recent filing/news:
[Kaggle 2023-12-19]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ADA-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0666

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0666 (i.e., on a bad day with 5% probability, the loss exceeds 6.66%). CVaR(95%) = -0.0903.


SCHP: 60-day return history, mean=0.0007, std=0.0040.

Question:
Asset: SCHP
Daily returns (past 60 days): mean=0.0007, std=0.0040, min=-0.0086, max=0.0098
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SCHP. Express as a decimal (e.g., -0.02).

Answer: -0.0045

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0045 (i.e., on a bad day with 5% probability, the loss exceeds 0.45%). CVaR(95%) = -0.0061.


IWM: 60-day return history, mean=0.0000, std=0.0142.

Question:
Asset: IWM
Daily returns (past 60 days): mean=0.0000, std=0.0142, min=-0.0360, max=0.0349
Market regime: sideways
Recent filing/news:
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The Company will furnish copies thereof to the SEC upon request. 27 Table of Contents SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.   UNITEDHEALTH GROUP INCORPORATED   /s/ A NDREW W ITTY Chief Executive Officer (principal executive officer) Dated: August 9, 2024 Andrew Witty    /s/ J OHN R EX President and Chief Financial Officer (principal financial officer) Dated: August 9, 2024 John Rex    /s/ T HOMAS R OOS Senior Vice President and Chief Accounting Officer (principal accounting officer) Dated: August 9, 2024 Thomas Roos    28

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for IWM. Express as a decimal (e.g., -0.02).

Answer: -0.0223

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0223 (i.e., on a bad day with 5% probability, the loss exceeds 2.23%). CVaR(95%) = -0.0339.


AVAX-USD: 60-day return history, mean=0.0035, std=0.0288.

Question:
Asset: AVAX-USD
Daily returns (past 60 days): mean=0.0035, std=0.0288, min=-0.0553, max=0.0781
Market regime: sideways
Recent filing/news:
[Kaggle 2023-11-02]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for AVAX-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0379

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0379 (i.e., on a bad day with 5% probability, the loss exceeds 3.79%). CVaR(95%) = -0.0463.


ETH-USD: 60-day return history, mean=0.0070, std=0.0278.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=0.0070, std=0.0278, min=-0.0544, max=0.1224
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-14]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0373

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0373 (i.e., on a bad day with 5% probability, the loss exceeds 3.73%). CVaR(95%) = -0.0483.


ADA-USD: 60-day return history, mean=-0.0008, std=0.0313.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=-0.0008, std=0.0313, min=-0.1079, max=0.0646
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-19]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ADA-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0423

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0423 (i.e., on a bad day with 5% probability, the loss exceeds 4.23%). CVaR(95%) = -0.0731.


SOYB: 60-day return history, mean=-0.0023, std=0.0092.

Question:
Asset: SOYB
Daily returns (past 60 days): mean=-0.0023, std=0.0092, min=-0.0200, max=0.0267
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SOYB. Express as a decimal (e.g., -0.02).

Answer: -0.0170

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0170 (i.e., on a bad day with 5% probability, the loss exceeds 1.70%). CVaR(95%) = -0.0182.


VLUE: 60-day return history, mean=0.0018, std=0.0077.

Question:
Asset: VLUE
Daily returns (past 60 days): mean=0.0018, std=0.0077, min=-0.0175, max=0.0229
Market regime: sideways
Recent filing/news:
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amzn:VendorAccountsReceivableMember 2023-12-31 0001018724 us-gaap:LoansReceivableMember 2022-12-31 0001018724 us-gaap:LoansReceivableMember 2023-12-31 00 [...TRUNCATED...] tents 32.2 Certification of Brian T. Olsavsky, Senior Vice President and Chief Financial Officer of Amazon.com, Inc., pursuant to 18 U.S.C. Section 1350. 97.1 Amazon.com, Inc. Clawback Policy. 101 The following financial statements from the Company’s Annual Report on Form 10-K for the year ended December 31, 2023, formatted in Inline XBRL: (i) Consolidated Statements of Cash Flows, (ii) Consolidated Statements of Operations, (iii) Consolidated Statements of Comprehensive Income (Loss), (iv) Consolidated Balance Sheets, (v) Consolidated Statements of Stockholders’ Equity, and (vi) Notes to Consolidated Financial Statements, tagged as blocks of text and including detailed tags. As permitted by Item 601(b)(4)(iii)(A) of Regulation S-K, the Company has not filed with this Annual Report on Form 10-K certain instruments defining the rights of holders of long-term debt of the Company and its subsidiaries because the total amount of securities authorized thereunder does not exceed 10 percent of the total assets of the Company and its subsidiaries on a consolidated basis. The Company agrees to furnish a copy of such agreements to the Commission upon request. 104 The cover page from the Company’s Annual Report on Form 10-K for the year ended December 31, 2023, formatted in Inline XBRL (included as Exhibit 101). __________________ †    Executive Compensation Plan or Agreement. Item 16. Form 10-K Summary None. 77 Table of Contents SIGNATURES Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized, as of February 1, 2024.   AMAZON.COM, INC. By: /s/ Andrew R. Jassy Andrew R. Jassy President and Chief Executive Officer Pursuant to the requirements of the Securities Exchange Act of 1934, this Report has been signed below by the following persons on behalf of the registrant and in the capacities indicated as of February 1, 2024.   Signature Title /s/ Andrew R. Jassy Andrew R. Jassy President and Chief Executive Officer (Principal Executive Officer) and Director /s/ Brian T. Olsavsky Brian T. Olsavsky Senior Vice President and Chief Financial Officer (Principal Financial Officer) /s/ Shelley L. Reynolds Shelley L. Reynolds Vice President, Worldwide Controller (Principal Accounting Officer) /s/ Jeffrey P. Bezos Jeffrey P. Bezos Executive Chair /s/ Keith B. Alexander Keith B. Alexander Director /s/ Edith W. Cooper Edith W. Cooper Director /s/ Jamie S. Gorelick Jamie S. Gorelick Director /s/ Daniel P. Huttenlocher Daniel P. Huttenlocher Director /s/ Judith A. McGrath Judith A. McGrath Director /s/ Indra K. Nooyi Indra K. Nooyi Director /s/ Jonathan J. Rubinstein Jonathan J. Rubinstein Director /s/ Brad D. Smith Brad D. Smith Director /s/ Patricia Q. Stonesifer Patricia Q. Stonesifer Director /s/ Wendell P. Weeks Wendell P. Weeks Director 78

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for VLUE. Express as a decimal (e.g., -0.02).

Answer: -0.0100

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0100 (i.e., on a bad day with 5% probability, the loss exceeds 1.00%). CVaR(95%) = -0.0127.


ETH-USD: 60-day return history, mean=0.0013, std=0.0308.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=0.0013, std=0.0308, min=-0.0724, max=0.1560
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-19]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0366

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0366 (i.e., on a bad day with 5% probability, the loss exceeds 3.66%). CVaR(95%) = -0.0546.


EWJ: 60-day return history, mean=0.0006, std=0.0102.

Question:
Asset: EWJ
Daily returns (past 60 days): mean=0.0006, std=0.0102, min=-0.0176, max=0.0197
Market regime: sideways
Recent filing/news:
[Kaggle 2023-11-14] ["Berkshire invests in Atlanta Braves, sheds GM and other stocks Nov 14 (Reuters) - Berkshire Hathaway BRKa.N, the conglomerate run by billionaire Warren Buffett, on Tuesday said it has made a small investment in the company that indirectly owns the Atlanta Braves baseball team, and eliminated its holdings in General Motors GM.N and Procter & Gamble PG.N. The changes were disclosed in a regulatory filing that detailed Berkshire's U.S.-listed stock holdings, which comprise most of its $318.6 billion equity portfolio, as of Sept. 30. Berkshire sold $7 billion of stocks and bought just $1.7 billion in the third quarter, a down period for its stock holdings led by Apple AAPL.O, whose share price fell 12%. (Reporting by Jonathan Stempel in New York; Editing by Christian Schmollinger) ((jon.stempel@thomsonreuters.com; +1 646 223 6317; Reuters Messaging: jon.stempel.thomsonreuters.com@reuters.net)) The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "Pilgrim's Pride and Malibu Boats have been highlighted as Zacks Bull and Bear of the Day For Immediate Release Chicago, IL \u2013 November 14, 2023 \u2013 Zacks Equity Research shares Pilgrim's Pride PPC as the Bull of the Day and Malibu Boats MBUU as the Bear of the Day. In addition, Zacks Equity Research provides analysis on The Walt Disney Company DIS, Apple Inc. AAPL and Amazon.com, Inc. AMZN. Here is a synopsis of all five stocks: Bull of the Day: Pilgrim's Pride is a Zacks Rank #1 (Strong Buy) that engages in the production, processing, marketing and distribution of fresh, frozen, and value-added chicken, and pork products to retailers, distributors, and foodservice operators. The stock is trading at 52-week highs after a revenue and earnings beat. While PPC is trading up about 15% on the year, it is still down 25% from 2022 highs. Investors should be looking for more upside if the stock can break the resistance level at $26.50. More About Pilgrim's Pride The company was founded in 1946 and is headquartered in Greeley, Colorado. It employs over 61,000 people and has a market cap of $6 billion. Pilgrim's Pride offers its products under the Pilgrim's, Just BARE, Gold'n Pump, Gold Kist, County Pride, Pierce Chicken, Pilgrim's Mexico, County Post, Savoro, To-Ricos, Del Dia, Moy Park, O'Kane, Richmond, Fridge Raiders, and Denny brands. The company sells its products to chain restaurants, food processors, broad-line distributors, and the retail market. PPC has a Zacks Style Score of \"A\" in Value and \"B\" in Growth. The stock has a Forward PE of 17 and pays no dividend. Q3 Earnings In late October, PPC reported a 14% earnings beat on revenues. This the seventh straight earnings beat for the company who has not missed on earnings expectations since late 2021. Q3 came in at $0.58 v $0.42 expected and revenues were $4.4B v $4.29Be. Adjusted EBITDA margins were 7.4%, which was down from the 10.3% last year. While the company e

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for EWJ. Express as a decimal (e.g., -0.02).

Answer: -0.0156

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0156 (i.e., on a bad day with 5% probability, the loss exceeds 1.56%). CVaR(95%) = -0.0167.


USMV: 60-day return history, mean=0.0009, std=0.0055.

Question:
Asset: USMV
Daily returns (past 60 days): mean=0.0009, std=0.0055, min=-0.0111, max=0.0138
Market regime: sideways
Recent filing/news:
[Kaggle 2023-07-24] ["Wells Fargo Maintains Apple (AAPL) Overweight Recommendation Fintel reports that on July 24, 2023, Wells Fargo maintained coverage of Apple (NASDAQ:AAPL) with a Overweight recommendation. Analyst Price Forecast Suggests 0.16% Upside As of July 6, 2023, the average one-year price target for Apple is 192.24. The forecasts range from a low of 141.40 to a high of $252.00. The average price target represents an increase of 0.16% from its latest reported closing price of 191.94. See our leaderboard of companies with the largest price target upside. The projected annual revenue for Apple is 413,641MM, an increase of 7.41%. The projected annual non-GAAP EPS is 6.36. For more in-depth coverage of Apple, view the free, crowd-sourced company research report on Finpedia. What is the Fund Sentiment? There are 6390 funds or institutions reporting positions in Apple. This is a decrease of 15 owner(s) or 0.23% in the last quarter. Average portfolio weight of all funds dedicated to AAPL is 3.91%, an increase of 45.88%. Total shares owned by institutions increased in the last three months by 37.90% to 14,010,479K shares. The put/call ratio of AAPL is 0.89, indicating a bullish outlook. What are Other Shareholders Doing? Berkshire Hathaway holds 915,560K shares representing 5.82% ownership of the company. In it's prior filing, the firm reported owning 895,136K shares, representing an increase of 2.23%. The firm increased its portfolio allocation in AAPL by 19.39% over the last quarter. VTSMX - Vanguard Total Stock Market Index Fund Investor Shares holds 465,280K shares representing 2.96% ownership of the company. In it's prior filing, the firm reported owning 459,387K shares, representing an increase of 1.27%. The firm increased its portfolio allocation in AAPL by 18.69% over the last quarter. VFINX - Vanguard 500 Index Fund Investor Shares holds 347,041K shares representing 2.21% ownership of the company. In it's prior filing, the firm reported owning 345,686K shares, representing an increase of 0.39%. The firm increased its portfolio allocation in AAPL by 18.16% over the last quarter. Geode Capital Management holds 285,171K shares representing 1.81% ownership of the company. In it's prior filing, the firm reported owning 282,750K shares, representing an increase of 0.85%. The firm increased its portfolio allocation in AAPL by 18.38% over the last quarter. Price T Rowe Associates holds 234,017K shares representing 1.49% ownership of the company. In it's prior filing, the firm reported owning 226,281K shares, representing an increase of 3.31%. The firm increased its portfolio allocation in AAPL by 22.14% over the last quarter. Apple Background Information (This description is provided by the company.) Apple Inc. is an American multinational technology company headquartered in Cupertino, California, that designs, develops, and sells consumer electronics, computer software, and online services. It is considered one of the Big Five companies in the U.S. information

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for USMV. Express as a decimal (e.g., -0.02).

Answer: -0.0078

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0078 (i.e., on a bad day with 5% probability, the loss exceeds 0.78%). CVaR(95%) = -0.0097.


^VIX: 60-day return history, mean=-0.0032, std=0.0589.

Question:
Asset: ^VIX
Daily returns (past 60 days): mean=-0.0032, std=0.0589, min=-0.1284, max=0.1682
Market regime: sideways
Recent filing/news:
[Kaggle 2023-04-17] ["Technology Sector Update for 04/17/2023: GOOG, AAPL, MSFT, GOOGL Tech stocks were lower Monday afternoon, with the Technology Select Sector SPDR Fund (XLK) decreasing 0.2% and the Philadelphia Semiconductor index falling 1%. In company news, Alphabet (GOOG) shares were shedding 3% after it was reported to be facing increasing competition from rivals in the search business and the AI race, the New York Times reported, citing a review of Google's internal documents. Apple (AAPL) said it has entered a partnership with Goldman Sachs (GS) to launch a savings account for Apple Card users. Apple was down 0.5%. Microsoft (MSFT) and Epic said they will expand their partnership to integrate artificial intelligence technology into their healthcare offerings by adding Azure's OpenAI Service to Epic's electronic health record software. Microsoft shares were edging up 0.2%. The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "PREVIEW-TSMC Q1 earnings seen down 5% y/y, Q2 also looks tough By Faith Hung and Ben Blanchard TAIPEI, April 18 (Reuters) - Taiwanese chipmaker TSMC 2330.TW is expected to post a 5% fall in first-quarter net profit on Thursday, with global economic woes denting demand for semiconductors used in everything from cars to advanced computing extending into the current quarter. Taiwan Semiconductor Manufacturing Co Ltd (TSMC) TSM.N, the world's largest contract chipmaker and a major Apple Inc AAPL.O supplier, is likely to report net profit for the January-March period of T$192.5 billion ($6.30 billion), down from T$202.7 billion a year earlier, according to the average of 21 analysts polled by Reuters. \"Looking ahead into the second quarter, which is typically a slow season, TSMC's sales on a quarterly basis will be under pressure from inventory adjustments as major clients cut back on orders,\" said Alex Huang, who manages about T$5 billion for Capital Investment Trust Corp. But momentum may pick up as early as the third quarter, he added, corresponding with the improved outlooks for that quarter projected by Apple, Nvidia Corp NVDA.O and Advanced Micro Devices Inc AMD.O, some of TSMC's biggest customers. TSMC, Asia's most valuable listed company, has forecast demand will recover in the second half of this year. It will provide guidance for the second quarter and update previous forecasts on itsearnings callat 0600 GMT on Thursday. TSMC already reported its first quarter revenue of T$508.63 billion ($16.69 billion), at the bottom of a January forecast range of $16.7 billion to $17.5 billion, compared to $17.57 billion for the year-ago period. TSMC said in January its capital spending in 2023 would decrease to between $32 billion and $36 billion from $36.3 billion in 2022. The company's concentration of production in Taiwan at a time of growing military tensions with China, which claims the island as its own territory, has spooked some investors. U.S. billion

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ^VIX. Express as a decimal (e.g., -0.02).

Answer: -0.0836

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0836 (i.e., on a bad day with 5% probability, the loss exceeds 8.36%). CVaR(95%) = -0.1205.


^VIX: 60-day return history, mean=-0.0015, std=0.0577.

Question:
Asset: ^VIX
Daily returns (past 60 days): mean=-0.0015, std=0.0577, min=-0.1157, max=0.1471
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-06] ["ROKU Collaborates With Tennis Channel to Launch T2 in the US Roku Inc. ROKU has announced a collaboration with Tennis Channel to launch T2, the sports network's second channel, on The Roku Channel in the United States. T2 is set to provide free and year-round access to live coverage of top tennis players and signature events for the vast audience of The Roku Channel, reaching an estimated 100 million people. For convenient access, viewers can easily navigate T2 through the Sports Experience on Roku's Home Screen. This feature simplifies the discovery and access of live, upcoming and on-demand sports content, enhancing engagement and awareness for Roku's content partners while providing a personalized viewing experience. T2's yearly live and encore calendar aligns with most tournaments covered by Tennis Channel, showcasing different matches and players. This unique approach allows viewers with access to both channels to choose between simultaneous competitions from prestigious events, such as the BNP Paribas Open, Roland Garros, Miami Open, Monte-Carlo Masters, Italian Open, Canadian Open, Davis Cup and the Billie Jean King Cup. Shares of this Zacks Rank #3 (Hold) company have gained 158.5% year to date compared with the Zacks Consumer Discretionary sector\u2019s rise of 12.4% due to its extensive collection of content. You can see the complete list of today\u2019s Zacks #1 Rank (Strong Buy) stocks here. Roku, Inc. Price and Consensus Roku, Inc. price-consensus-chart | Roku, Inc. Quote ROKU\u2019s Recent Efforts to Boost Streaming Hours The company recently unveiled two fresh additions to the Roku Home Screen, such as All Things Food and All Things Home. These new destinations bring together top-notch food, home and lifestyle content from various sources on the platform, creating seamless and engaging discovery experiences. These new features are expected to boost streaming hours as well as platform revenues in the upcoming quarters. The Zacks Consensus Estimate for ROKU\u2019s 2023 streaming hours is pegged at 105.33 billion, indicating a year-over-year increase of 340.7%. The consensus estimate for 2023 platform revenues is pegged at $2.9 billion, indicating a year-over-year increase of 7.38%. Designed for user convenience, these hubs offer straightforward navigation and personalized recommendations, simplifying the exploration and viewing of genre entertainment directly from the home screen. Both All Things Food and All Things Home will showcase a diverse array of streaming options within their respective categories, encompassing free and subscription-based services, live and linear TV, Premium Subscriptions, Roku Originals and more. These features were added due to a recent survey commissioned by Roku. This recent survey revealed that 64% of streamers rely on genre-based searches when looking for new content, emphasizing the significance of genre preferences in content discovery. According to the survey, nearly 73% of streamers feel that the

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ^VIX. Express as a decimal (e.g., -0.02).

Answer: -0.0745

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0745 (i.e., on a bad day with 5% probability, the loss exceeds 7.45%). CVaR(95%) = -0.0923.


XRP-USD: 60-day return history, mean=-0.0010, std=0.0239.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=-0.0010, std=0.0239, min=-0.0764, max=0.0518
Market regime: sideways
Recent filing/news:
[Kaggle 2023-05-29]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0443

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0443 (i.e., on a bad day with 5% probability, the loss exceeds 4.43%). CVaR(95%) = -0.0592.


EFA: 60-day return history, mean=0.0027, std=0.0121.

Question:
Asset: EFA
Daily returns (past 60 days): mean=0.0027, std=0.0121, min=-0.0259, max=0.0259
Market regime: sideways
Recent filing/news:
[Kaggle 2023-01-06] ["Are Growth Stocks in for More Pain in 2023? By just about every metric, 2022 was a terrible year for growth stocks but a solid one for value stocks. The Dow Jones Industrial Average outperformed the Nasdaq Composite by the largest margin in over 20 years. Ark Innovation ETF, Cathie Wood's exchange-traded fund, lost 67% of its value in 2022, while Warren Buffett's Berkshire Hathaway gained 4%. And the Vanguard Growth ETF lost 34% of its value last year, while the Vanguard Value ETF fell just 5%. One of the million-dollar questions of 2023 is whether value stocks can continue outperforming growth stocks. But instead of speculating on short-term trends, there are better questions to ask: What role do you want growth stocks to play in your portfolio? Are they right for you in the first place? If so, what kind of growth stocks give you the best chance to reach your financial goals while aligning your investments with your personal risk tolerance? We'll discuss these questions and more in this article. Image source: Getty Images. Lessons from 2022 2022 was the worst year for the stock market since 2008 and the worst year in many investors' lifetimes. Yet bear markets can help lead you toward lasting wealth as long as you're invested in quality businesses, hold through volatile periods, and continue to save regularly. Last year illustrated the dangers of gambling instead of investing. Many unprofitable growth stocks and meme stocks saw their valuations balloon to nosebleed levels that could no longer be supported by their fundamentals. Once the dust settled, it was clear that many of these companies simply weren't worth that much, at least not today. Like the dot-com bust, some notable companies will emerge from the ashes and eclipse their prior all-time highs over time, but it could be many years before those stocks reverse the losses from this bear market. It took Microsoft (NASDAQ: MSFT) over 17 years to finally surpass its 1999 all-time high. And it did so by unlocking new revenue streams, reinventing its business, and becoming an industry leader in several key categories. Investors looking at growth stocks that are down 70%, 80%, or 90% from their all-time highs shouldn't buy them solely because they are down. Rather, investing only in companies you understand and believe can foster long-term value is important. Just because a company is exciting and growing doesn't mean the stock is a good buy. For a growth stock to continue outperforming the market over time, a rising stock price has to be supported by the fundamentals. Growth stocks at a good value When a company's fundamentals keep pace or even exceed its stock price, a growth stock can start to look much more like a value stock. That's exactly what's happening to Microsoft, Apple (NASDAQ: AAPL), and Alphabet (NASDAQ: GOOG) (NASDAQ: GOOGL) right now. All three stocks have beaten the market over the last five to 10 years. But their recent sell-offs, paired with incredible revenue and profit gr

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for EFA. Express as a decimal (e.g., -0.02).

Answer: -0.0141

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0141 (i.e., on a bad day with 5% probability, the loss exceeds 1.41%). CVaR(95%) = -0.0185.


LINK-USD: 60-day return history, mean=-0.0027, std=0.0279.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0027, std=0.0279, min=-0.0940, max=0.0505
Market regime: sideways
Recent filing/news:
[Kaggle 2023-06-08]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0534

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0534 (i.e., on a bad day with 5% probability, the loss exceeds 5.34%). CVaR(95%) = -0.0699.


HYG: 60-day return history, mean=0.0008, std=0.0024.

Question:
Asset: HYG
Daily returns (past 60 days): mean=0.0008, std=0.0024, min=-0.0062, max=0.0053
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for HYG. Express as a decimal (e.g., -0.02).

Answer: -0.0032

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0032 (i.e., on a bad day with 5% probability, the loss exceeds 0.32%). CVaR(95%) = -0.0044.


EWJ: 60-day return history, mean=0.0004, std=0.0087.

Question:
Asset: EWJ
Daily returns (past 60 days): mean=0.0004, std=0.0087, min=-0.0205, max=0.0227
Market regime: sideways
Recent filing/news:
[Kaggle 2023-04-11] ["Apple To Open First Store In India Next Week (RTTNews) - Apple Inc. is opening its first store in India, which is being considered as the new manufacturing base for the tech major, as well as its new growth market. The gadgets major has high hopes for the second most populous country in the world, with wider markets. The iPhone maker announced its plans to open two new retail locations in India offering the latest Apple products, including the new iPhone 14. Apple BKC in India's financial capital Mumbai will be opened on April 18, and Apple Saket in Delhi, the country's political capital, on April 20. Apple Chief Executive Officer Tim Cook is scheduled to be present during the store openings, Bloomberg reported. These new retail locations in India will offer great new ways to browse, discover, and buy Apple products with exceptional service and experiences for customers. The barricade for Apple Saket features a unique design that takes inspiration from Delhi's many gates, each signifying a new chapter to the city's storied past. The colorful artwork celebrates Apple's second store in India. Beginning April 20, customers will be able to stop by to explore Apple's latest product lineup, find creative inspiration, and get personalized service and support from the store's team of Specialists, Creatives, and Geniuses. In celebration of the first Apple Store opening in India, Apple BKC announced a special Today at Apple series, \"Mumbai Rising\", running between April 18 and May 25. These sessions will offer hands-on activities with Apple's products and services that celebrate the local community and culture in Mumbai. Ahead of opening day, customers are invited to download custom Apple BKC and Apple Saket wallpapers, and specially curated playlists on Apple Music to move to the sounds of Mumbai and Delhi. Apple, which assembles most of its iPhones in China, last year announced plans to shift some production of its flagship smartphone iPhone 14 from China to India amid continuing tensions between the US and China, along with the then prevailed COVID-19 issues. Foxconn, Apple's key iPhone assembler, already manufactures iPhones at its Sriperumbudur factory on the outskirts of Chennai, India. In March, Bloomberg reported that Foxconn plans to invest $700 million to set up a new iPhone plant in India's Karnataka state, which would create 100,000 jobs. Foxconn will build a new 300-acre facility in Bengaluru as part of its ongoing effort to pivot away from China. In late March, Apple announced its plan to open its fifth retail store in South Korea. Apple opened its first store in South Korea in 2018. The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "Time to Buy These 3 Next Gen Big Tech Companies? Many of the biggest and most profitable companies today are the technology giants such as Alphabet GOOGL, Apple AAPL, and Meta Platforms META. Their valuations have exploded h

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for EWJ. Express as a decimal (e.g., -0.02).

Answer: -0.0125

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0125 (i.e., on a bad day with 5% probability, the loss exceeds 1.25%). CVaR(95%) = -0.0169.