VEA: 60-day return history, mean=0.0002, std=0.0085.

Question:
Asset: VEA
Daily returns (past 60 days): mean=0.0002, std=0.0085, min=-0.0195, max=0.0190
Market regime: sideways
Recent filing/news:
[Kaggle 2023-08-30] ["Should Schwab 1000 Index ETF (SCHK) Be on Your Investing Radar? Looking for broad exposure to the Large Cap Blend segment of the US equity market? You should consider the Schwab 1000 Index ETF (SCHK), a passively managed exchange traded fund launched on 10/11/2017. The fund is sponsored by Charles Schwab. It has amassed assets over $2.93 billion, making it one of the larger ETFs attempting to match the Large Cap Blend segment of the US equity market. Why Large Cap Blend Large cap companies usually have a market capitalization above $10 billion. They tend to be stable companies with predictable cash flows and are usually less volatile than mid and small cap companies. Blend ETFs usually hold a mix of growth and value stocks as well as stocks that exhibit both value and growth characteristics. Costs Cost is an important factor in selecting the right ETF, and cheaper funds can significantly outperform their more expensive counterparts if all other fundamentals are the same. Annual operating expenses for this ETF are 0.05%, making it one of the least expensive products in the space. It has a 12-month trailing dividend yield of 1.41%. Sector Exposure and Top Holdings It is important to delve into an ETF's holdings before investing despite the many upsides to these kinds of funds like diversified exposure, which minimizes single stock risk. And, most ETFs are very transparent products that disclose their holdings on a daily basis. This ETF has heaviest allocation to the Information Technology sector--about 27.40% of the portfolio. Healthcare and Financials round out the top three. Looking at individual holdings, Apple Inc (AAPL) accounts for about 6.76% of total assets, followed by Microsoft Corp (MSFT) and Amazon Com Inc (AMZN). The top 10 holdings account for about 27.26% of total assets under management. Performance and Risk SCHK seeks to match the performance of the Schwab 1000 Index before fees and expenses. The Schwab 1000 Index is a float-adjusted market capitalization weighted index that includes the 1,000 largest stocks of publicly traded companies in the United States, with size being determined by market capitalization. The index is designed to be a measure of the performance of large- and mid-cap U.S. stocks. The ETF has gained about 18.11% so far this year and is up roughly 12.56% in the last one year (as of 08/30/2023). In the past 52-week period, it has traded between $34.56 and $44.27. The ETF has a beta of 1.02 and standard deviation of 18.60% for the trailing three-year period. With about 988 holdings, it effectively diversifies company-specific risk. Alternatives Schwab 1000 Index ETF carries a Zacks ETF Rank of 3 (Hold), which is based on expected asset class return, expense ratio, and momentum, among other factors. Thus, SCHK is a good option for those seeking exposure to the Style Box - Large Cap Blend area of the market. Investors might also want to consider some other ETF options in the space. The iShares Core S&P 500 ETF (IVV

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for VEA. 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%) = -0.0179.


EEM: 60-day return history, mean=0.0000, std=0.0092.

Question:
Asset: EEM
Daily returns (past 60 days): mean=0.0000, std=0.0092, min=-0.0175, max=0.0263
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-11] ["Here\u2019s What to Expect From Apple Stock in 2024 InvestorPlace - Stock Market News, Stock Advice & Trading Tips As a member of the \u201cMagnificent Seven,\u201d Apple (NASDAQ:AAPL) earned the market\u2019s favor throughout 2023. However, this doesn\u2019t guarantee similar results for Apple\u2019s investors in 2024. Overall, the outlook for AAPL stock is good and we\u2019re assigning it a \u201cB\u201d grade, but there\u2019s no urgency to buy it now if you don\u2019t want to. It\u2019s amazing to consider how quickly Apple\u2019s market capitalization swelled from $2 trillion to $3 trillion. Getting Apple\u2019s market cap to $4 trillion might not be so quick or easy. Ultimately, Apple\u2019s shareholders should expect decent returns over the long run, but also need to acknowledge Apple\u2019s challenges in the coming year. Apple\u2019s Shift Away From China Relations between the U.S. and China were strained in 2023, and the situation might not get any better next year. This is relevant, as China has banned government officials from using Apple\u2019s iPhones at work. Plus, the U.S. government has limited the exports of certain technology components to China. Amid this tense backdrop, Apple is taking actions to shift its operations away from China. In particular, the company has its eye on India as a major source of components. According to The Wall Street Journal, Apple \u201cand its suppliers aim to build over 50 million iPhones in India annually within the next two to three years,\u201d followed by an \u201cadditional tens of millions of units after that.\u201d Furthermore, Apple is in the process of moving its iPad product-development operations from China to Vietnam. This may be a savvy move for Apple, especially if Sino-U.S. relations deteriorate during the coming quarters. Going forward, investors should keep tabs on Apple\u2019s production costs to see if the company\u2019s operational shifts have a positive long-term impact on Apple\u2019s financials. Serious Concerns for AAPL Stock Investors There\u2019s no denying that AAPL stock ran fast in 2023. Do Apple\u2019s fundamentals justify the share-price move, though? It\u2019s a question that one particular analysts wants investors to consider. Barclays Senior Analyst Tim Long said that he struggles with Apple\u2019s \u201cmultiple and valuation.\u201d Not long ago, Apple\u2019s trailing 12-month price-to-earnings ratio was above 31x, versus Apple\u2019s five-year average P/E ratio of 26.42x. Long observed that Apple\u2019s near-term forecasts aren\u2019t highly optimistic. \u201cThey\u2019ve basically lowered guidance maybe four quarters in a row. They don\u2019t give official guidance, but numbers have come down for four quarters in a row,\u201d Long stated. Along with that, Long sees soft demand for Apple\u2019s products, and especially the iPhone, in China. Notably, Apple\u2019s revenue from China fell 2.5% year over year in the company\u2019s most recently reported quarter. Be

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

Answer: -0.0134

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0134 (i.e., on a bad day with 5% probability, the loss exceeds 1.34%). CVaR(95%) = -0.0157.


QUAL: 60-day return history, mean=0.0001, std=0.0122.

Question:
Asset: QUAL
Daily returns (past 60 days): mean=0.0001, std=0.0122, min=-0.0262, max=0.0266
Market regime: sideways
Recent filing/news:
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us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember 2022-12-31 0000021344 us-gaap:VariableInterestEntityN [...TRUNCATED...] er of The Coca-Cola Company, and by John Murphy, Pr esident and Chief Financial Officer of The Coca-Cola Company. 101 The following financial information from The Coca-Cola Company’s Annual Report on Form 10-K for the year ended December 31, 2022, formatted in iXBRL (Inline Extensible Business Reporting Language): (i) Consolidated Statements of Income for the years ended December 31, 2022, 2021 and 2020; (ii) Consolidated Statements of Comprehensive Income for the years ended December 31, 2022, 2021 and 2020; (iii) Consolidated Balance Sheets as of December 31, 2022 and 2021; (iv) Consolidated Statements of Cash Flows for the years ended December 31, 2022, 2021 and 2020; (v) Consolidated Statements of Shareowners’ Equity for the years ended December 31, 2022, 2021 and 2020; and (vi) Notes to Consolidated Financial Statements. 104 Cover Page Interactive Data File (the cover page XBRL tags are embedded within the iXBRL document). *Management contracts and compensatory plans and arrangements required to be filed as exhibits pursuant to Item 15(b) of Form 10-K. ITEM 16.  FORM 10-K SUMMARY None. 139 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.   THE COCA-COLA COMPANY   (Registrant) By: /s/ JAMES QUINCEY   James R. Quincey Chairman of the Board of Directors and Chief Executive Officer     Date: February 21, 2023 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 and on the dates indicated. /s/ JAMES QUINCEY   /s/ JOHN MURPHY James R. Quincey Chairman of the Board of Directors and Chief Executive Officer (Principal Executive Officer)   John Murphy President and Chief Financial Officer (Principal Financial Officer) February 21, 2023   February 21, 2023 /s/ KATHY LOVELESS   /s/ MARK RANDAZZA Kathy Loveless Vice President and Controller (On behalf of the Registrant) Mark Randazza Vice President, Assistant Controller and Chief Accounting Officer (Principal Accounting Officer) February 21, 2023 February 21, 2023 * * Herb Allen Director   Christopher C. Davis Director February 21, 2023   February 21, 2023 *   * Marc Bolland Director   Barry Diller Director February 21, 2023   February 21, 2023 *   * Ana Botín Director   Carolyn Everson Director February 21, 2023   February 21, 2023 140 * * Helene D. Gayle Director Caroline J. Tsay Director February 21, 2023 February 21, 2023 * Alexis M. Herman Director David B. Weinberg Director February 21, 2023 February 21, 2023 *   Maria Elena Lagomasino Director February 21, 2023 *By: /s/ JENNIFER MANNING Jennifer Manning Attorney-in-fact   February 21, 2023 141

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

Answer: -0.0164

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0164 (i.e., on a bad day with 5% probability, the loss exceeds 1.64%). CVaR(95%) = -0.0215.


PPLT: 60-day return history, mean=0.0002, std=0.0155.

Question:
Asset: PPLT
Daily returns (past 60 days): mean=0.0002, std=0.0155, min=-0.0337, max=0.0322
Market regime: sideways

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

Answer: -0.0222

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0222 (i.e., on a bad day with 5% probability, the loss exceeds 2.22%). CVaR(95%) = -0.0276.


XLB: 60-day return history, mean=-0.0001, std=0.0105.

Question:
Asset: XLB
Daily returns (past 60 days): mean=-0.0001, std=0.0105, min=-0.0262, max=0.0291
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-08] ["American Micro Devices Stock Spikes Thanks to Artificial Intelligence (AI), Yet There's More to the Story In today's video, I discuss recent AI updates affecting Advanced Micro Devices (NASDAQ: AMD). Check out the short video to learn more, consider subscribing, and click the special offer link below. *Stock prices used were the market prices of Dec. 7, 2023. The video was published on Dec. 7, 2023. Should you invest $1,000 in Advanced Micro Devices right now? Before you buy stock in Advanced Micro Devices, consider this: The Motley Fool Stock Advisor analyst team just identified what they believe are the 10 best stocks for investors to buy now... and Advanced Micro Devices wasn't one of them. The 10 stocks that made the cut could produce monster returns in the coming years. Stock Advisor provides investors with an easy-to-follow blueprint for success, including guidance on building a portfolio, regular updates from analysts, and two new stock picks each month. The Stock Advisor service has nearly quadrupled the return of S&P 500 since 2002*. See the 10 stocks *Stock Advisor returns as of December 7, 2023 Jose Najarro has positions in Advanced Micro Devices, Nvidia, and Qualcomm. The Motley Fool has positions in and recommends Advanced Micro Devices, Apple, Nvidia, and Qualcomm. The Motley Fool recommends Intel and recommends the following options: long January 2023 $57.50 calls on Intel, long January 2025 $45 calls on Intel, and short February 2024 $47 calls on Intel. The Motley Fool has a disclosure policy. Jose Najarro is an affiliate of The Motley Fool and may be compensated for promoting its services. If you choose to subscribe through their link they will earn some extra money that supports their channel. Their opinions remain their own and are unaffected by The Motley Fool. The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "Apple (AAPL) Rises Higher Than Market: Key Facts Apple (AAPL) closed the latest trading day at $195.71, indicating a +0.74% change from the previous session's end. The stock exceeded the S&P 500, which registered a gain of 0.41% for the day. Meanwhile, the Dow experienced a rise of 0.36%, and the technology-dominated Nasdaq saw an increase of 0.45%. Shares of the maker of iPhones, iPads and other products have appreciated by 6.5% over the course of the past month, outperforming the Computer and Technology sector's gain of 5.9% and the S&P 500's gain of 4.91%. Market participants will be closely following the financial results of Apple in its upcoming release. It is anticipated that the company will report an EPS of $2.08, marking a 10.64% rise compared to the same quarter of the previous year. Meanwhile, the latest consensus estimate predicts the revenue to be $117.31 billion, indicating a 0.13% increase compared to the same quarter of the previous year. For the full year, the Zacks Consensus Estimates are projecting earnings of $6.5

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

Answer: -0.0153

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0153 (i.e., on a bad day with 5% probability, the loss exceeds 1.53%). CVaR(95%) = -0.0220.


AVAX-USD: 60-day return history, mean=0.0116, std=0.0576.

Question:
Asset: AVAX-USD
Daily returns (past 60 days): mean=0.0116, std=0.0576, min=-0.1614, max=0.2028
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 AVAX-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0485

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0485 (i.e., on a bad day with 5% probability, the loss exceeds 4.85%). CVaR(95%) = -0.0977.


CSHI: 60-day return history, mean=0.0003, std=0.0007.

Question:
Asset: CSHI
Daily returns (past 60 days): mean=0.0003, std=0.0007, min=-0.0010, max=0.0026
Market regime: sideways

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

Answer: -0.0007

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0007 (i.e., on a bad day with 5% probability, the loss exceeds 0.07%). CVaR(95%) = -0.0009.


MATIC-USD: 60-day return history, mean=0.0033, std=0.0358.

Question:
Asset: MATIC-USD
Daily returns (past 60 days): mean=0.0033, std=0.0358, min=-0.0936, max=0.1295
Market regime: sideways
Recent filing/news:
[Kaggle 2023-01-31]

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: -0.0508

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0508 (i.e., on a bad day with 5% probability, the loss exceeds 5.08%). CVaR(95%) = -0.0756.


XRP-USD: 60-day return history, mean=0.0010, std=0.0258.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=0.0010, std=0.0258, min=-0.0767, max=0.0562
Market regime: sideways
Recent filing/news:
[Kaggle 2023-06-19]

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: -0.0479

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0479 (i.e., on a bad day with 5% probability, the loss exceeds 4.79%). CVaR(95%) = -0.0618.


ADA-USD: 60-day return history, mean=0.0053, std=0.0375.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=0.0053, std=0.0375, min=-0.1009, max=0.0968
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: -0.0386

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0386 (i.e., on a bad day with 5% probability, the loss exceeds 3.86%). CVaR(95%) = -0.0806.


XLU: 60-day return history, mean=0.0002, std=0.0087.

Question:
Asset: XLU
Daily returns (past 60 days): mean=0.0002, std=0.0087, min=-0.0237, max=0.0256
Market regime: sideways
Recent filing/news:
[Kaggle 2023-06-22] ["After Hours Most Active for Jun 22, 2023 : BTE, PLTR, ABR, AAPL, STKL, AMZN, KDP, IGIB, IQ, KO, SU, T The NASDAQ 100 After Hours Indicator is up 11.63 to 15,053.95. The total After hours volume is currently 81,431,725 shares traded. The following are the most active stocks for the after hours session: Baytex Energy Corp (BTE) is unchanged at $3.02, with 19,760,377 shares traded., following a 52-week high recorded in today's regular session. Palantir Technologies Inc. (PLTR) is -0.09 at $13.96, with 16,613,117 shares traded. PLTR's current last sale is 174.5% of the target price of $8. Arbor Realty Trust (ABR) is -0.02 at $14.06, with 8,556,060 shares traded. As reported by Zacks, the current mean recommendation for ABR is in the \"buy range\". Apple Inc. (AAPL) is +0.11 at $187.11, with 3,168,168 shares traded., following a 52-week high recorded in today's regular session. SunOpta, Inc. (STKL) is +0.1 at $6.95, with 2,583,726 shares traded. As reported in the last short interest update the days to cover for STKL is 7.427717; this calculation is based on the average trading volume of the stock. Amazon.com, Inc. (AMZN) is +0.24 at $130.39, with 2,345,481 shares traded. As reported by Zacks, the current mean recommendation for AMZN is in the \"buy range\". Keurig Dr Pepper Inc. (KDP) is unchanged at $31.92, with 2,158,387 shares traded. KDP's current last sale is 81.85% of the target price of $39. iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) is +0.0074 at $50.39, with 1,646,206 shares traded. This represents a 7.64% increase from its 52 Week Low. iQIYI, Inc. (IQ) is +0.04 at $5.17, with 1,552,708 shares traded. As reported by Zacks, the current mean recommendation for IQ is in the \"buy range\". Coca-Cola Company (The) (KO) is -0.05 at $61.80, with 1,549,093 shares traded. As reported by Zacks, the current mean recommendation for KO is in the \"buy range\". Suncor Energy Inc. (SU) is unchanged at $28.81, with 1,319,952 shares traded. SU's current last sale is 73.87% of the target price of $39. AT&T Inc. (T) is unchanged at $15.58, with 1,268,446 shares traded. As reported by Zacks, the current mean recommendation for T is in the \"buy range\". The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "US STOCKS-Wall Street ends higher as Powell wraps up testimony By Stephen Culp June 22 (Reuters) - The S&P 500 and the Nasdaq closed higher on Thursday as U.S. Federal Reserve Chairman Jerome Powell continued to beat a hawkish drum and suggested the central bank has not reached the end of its tightening cycle, but provided reassurance that the Fed would proceed with caution. The tech-heavy Nasdaq's robust gain got a boost from momentum stocks led by Amazon.com AMZN.O Apple Inc AAPL.O, and Microsoft Corp MSFT.O, while the S&P 500's advance was more modest. Industrials .SPLRCI and financials .SPSY held the blue-chip Dow essentially flat. \"Investors are playin

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

Answer: -0.0127

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0127 (i.e., on a bad day with 5% probability, the loss exceeds 1.27%). CVaR(95%) = -0.0199.


ACWI: 60-day return history, mean=0.0005, std=0.0087.

Question:
Asset: ACWI
Daily returns (past 60 days): mean=0.0005, std=0.0087, min=-0.0172, max=0.0161
Market regime: sideways
Recent filing/news:
[Kaggle 2023-04-18] ["Apple CEO Tim Cook Opens First Store In India (RTTNews) - Apple Inc. Chief Executive Officer Tim Cook has inaugurated the tech major's first retail store in India, which is being considered as its new manufacturing base as well as new growth market. The first store, called Apple BKC, is located in the country's financial capital Mumbai. On Thursday, the company will open its second store in India, Apple Saket, in the capital of Delhi. The launch comes as Apple is aiming to boost sales, manufacturing and exports of Apple products including iPhones in India. Apple BKC is located inside the Jio World Drive mall at Bandra Kurla Complex or BKC in Mumbai. According to the company, Apple BKC is one of the most energy-efficient Apple Store locations in the world, operationally carbon neutral, running on 100 percent renewable energy. Prior to the inauguration, Cook tweeted a photo of himself and Apple BKC staff. Apple BKC will offer a special Today at Apple series, \"Mumbai Rising,\" running from the store's opening day through the summer. These free sessions featuring Apple products and services are expected to bring visitors, local artists, and creatives together. The iPhone maker, which views India as a key market, has been present in the country for more than 25 years. Cook in an earlier statement said, \"India has such a beautiful culture and an incredible energy, and we're excited to build on our long-standing history.\" 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. The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "3 Things About Shopify That Smart Investors Know Shopify (NYSE: SHOP) has taken investors on a wild ride since its initial public offering (IPO). The e-commerce services provider went public at a split-adjusted price of $1.70 per share on May 21, 2015; skyrocketed to an all-time high of $169.06 on Nov. 19, 2021, at the peak of the buying frenzy in growth stocks, but now trades at about $46. A $1,000 investment in its IPO would have grown to nearly $100,000 before shrinking back to about $27,000 today. Nevertheless, a 27-bagger gain in just under eight years still easily beats the S&P 500's gain of 94% during the same period. Image source: Getty Images. Shopify's stock initially caught fire because investors were impressed by its ability to disr

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

Answer: -0.0140

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0140 (i.e., on a bad day with 5% probability, the loss exceeds 1.40%). CVaR(95%) = -0.0164.


ETH-USD: 60-day return history, mean=-0.0023, std=0.0385.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=-0.0023, std=0.0385, min=-0.1002, max=0.1484
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: -0.0677

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0677 (i.e., on a bad day with 5% probability, the loss exceeds 6.77%). CVaR(95%) = -0.0860.


ADA-USD: 60-day return history, mean=0.0048, std=0.0521.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=0.0048, std=0.0521, min=-0.0799, max=0.1961
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: -0.0601

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0601 (i.e., on a bad day with 5% probability, the loss exceeds 6.01%). CVaR(95%) = -0.0726.


ETH-USD: 60-day return history, mean=0.0027, std=0.0301.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=0.0027, std=0.0301, min=-0.0632, max=0.0751
Market regime: sideways
Recent filing/news:
[Kaggle 2023-04-05]

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: -0.0387

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0387 (i.e., on a bad day with 5% probability, the loss exceeds 3.87%). CVaR(95%) = -0.0576.


BTC-USD: 60-day return history, mean=0.0003, std=0.0239.

Question:
Asset: BTC-USD
Daily returns (past 60 days): mean=0.0003, std=0.0239, min=-0.0502, max=0.0780
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 BTC-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0323

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0323 (i.e., on a bad day with 5% probability, the loss exceeds 3.23%). CVaR(95%) = -0.0418.


VTI: 60-day return history, mean=0.0004, std=0.0073.

Question:
Asset: VTI
Daily returns (past 60 days): mean=0.0004, std=0.0073, min=-0.0166, max=0.0122
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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2023-03-31 0001364742 us-gaap:EquitySecuritiesMember blk:ConsolidatedVotingRightsEntitiesMember 2024-03-31 0001364742 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember 2024-03-31 0001364742 us-gaap:EquitySecuritiesMember us-gaap:VariableInterestEntityPrimaryBeneficiaryMember 2024-03-31 0001364742 us-gaap:ForeignExchangeForwardMember 2023-12-31 0001364742 blk:OnePointNineZeroPercentNotesDueTwoThousandThirtyOneMember 2024-03-31 0001364742 blk:EquityFixedIncomeAndMultiAssetMutualFundsMember us-gaap:FairValueMeasurementsRecurringMember 2023-12-31 0001364742 2022-10-01 2022-12-31 0001364742 us-gaap:FairValueMeasurementsRecurringMember us-gaap:PortionAtOtherThanFairValueFairValueDisclosureMember 2024-03-31 0001364742 blk:AlternativeInvestmentsProductsMember us-gaap:InvestmentPerformanceMember 2024-01-01 2024-03-31 0001364742 srt:AmericasMember 2023-12-31 0001364742 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember 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: -0.0121

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0121 (i.e., on a bad day with 5% probability, the loss exceeds 1.21%). CVaR(95%) = -0.0145.


ETH-USD: 60-day return history, mean=0.0020, std=0.0181.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=0.0020, std=0.0181, min=-0.0335, max=0.0718
Market regime: sideways
Recent filing/news:
[Kaggle 2023-08-13]

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: -0.0222

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0222 (i.e., on a bad day with 5% probability, the loss exceeds 2.22%). CVaR(95%) = -0.0329.


XLE: 60-day return history, mean=0.0019, std=0.0122.

Question:
Asset: XLE
Daily returns (past 60 days): mean=0.0019, std=0.0122, min=-0.0268, max=0.0300
Market regime: sideways
Recent filing/news:
[Kaggle 2023-08-23] ["Netflix (NFLX) Expands Footprint in India With New Partnership Netflix NFLX is expanding its footprint in India through a recently inked creative partnership with acclaimed director Neeraj Pandey\u2019s Friday Storytellers LLP, the digital content production arm of Friday Filmworks. Netflix and Neeraj Pandey have already collaborated for Khakee: The Bihar Chapter, a cop-thriller that was one of India\u2019s Top ten TV shows for more than five months and became one of the longest trending shows on Netflix in India. Khakee\u2019s second season will be the first series to be released through the latest collaboration. Netflix\u2019s focus on developing regional content has been a key catalyst in attracting new subscribers. In terms of Indian audience, apart from Khakee: The Bihar Chapter, it has released a plethora of new shows including Guns & Gulaabs, The Hunt for Veerappan, Choona, Kohrra, Lust Stories 2, Scoop, Rana Naidu, Class, Mission Majnu and more. Moreover, Friday Night Plan, starring Babil Khan and Amrith Jayan, is set to release on Sep 1. It also announced the release of the mystery thriller, Do Patti, starring Kajol and Kriti Sanon in lead roles. Globally, Netflix has been focused on expanding its original content portfolio, with a range of foreign-language content like Cigarette Girl (Indonesian), Baby Fever (Danish), King the Land (Korean), Sleeping Dog (German) and The Surrogacy (Mexican). Netflix recently announced its first Korean-language animated film Lost in Starlight, in which popular K-drama stars Kim Tae-ri and Hong Kyung will lend their voices to the roles of astronaut Nan-young and musician Jay. Netflix, Inc. Price and Consensus Netflix, Inc. price-consensus-chart | Netflix, Inc. Quote The company is benefiting from strong viewership of foreign language-based films and shows amid stiff competition from its peers like Apple AAPL, Disney DIS and Amazon AMZN. In the second quarter of 2023, Netflix gained 5.89 million paid subscribers globally, thanks to a crackdown on password-sharing and the introduction of paid sharing in more than 100 countries in May. Netflix\u2019s 2023 Prospects Remain Bright Netflix\u2019s shares have risen 40.1% year to date, outperforming the Zacks Consumer Discretionary sector\u2019s return of 9.3%. It also outperformed Apple and Disney but underperformed Amazon. Shares of Apple and Amazon have returned 36.4% and 59.8%, respectively, on a year-to-date basis. Disney shares have declined 1.3%. Netflix, which currently has a Zacks Rank #3 (Hold), is expected to benefit from its diversified content portfolio, which is attributable to heavy investments in the production and distribution of localized, foreign-language content. You can see the complete list of today\u2019s Zacks #1 Rank (Strong Buy) stocks here. Netflix now expects revenue growth to accelerate in the second half of 2023, driven by the launch of paid sharing. However, it anticipates foreign-exchange neutral average revenues per membership t

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: -0.0211

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0211 (i.e., on a bad day with 5% probability, the loss exceeds 2.11%). CVaR(95%) = -0.0241.


BNB-USD: 60-day return history, mean=0.0018, std=0.0266.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=0.0018, std=0.0266, min=-0.0674, max=0.0740
Market regime: sideways
Recent filing/news:
[Kaggle 2023-03-23]

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: -0.0392

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%) = -0.0555.


SGOV: 60-day return history, mean=0.0002, std=0.0001.

Question:
Asset: SGOV
Daily returns (past 60 days): mean=0.0002, std=0.0001, min=0.0000, max=0.0006
Market regime: sideways

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

Answer: 0.0000

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = 0.0000 (i.e., on a bad day with 5% probability, the loss exceeds 0.00%). CVaR(95%) = 0.0000.


FXI: 60-day return history, mean=0.0032, std=0.0153.

Question:
Asset: FXI
Daily returns (past 60 days): mean=0.0032, std=0.0153, min=-0.0360, max=0.0476
Market regime: bull
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 FXI. Express as a decimal (e.g., -0.02).

Answer: -0.0225

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0225 (i.e., on a bad day with 5% probability, the loss exceeds 2.25%). CVaR(95%) = -0.0318.


LINK-USD: 60-day return history, mean=-0.0016, std=0.0333.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0016, std=0.0333, min=-0.1071, max=0.0901
Market regime: sideways
Recent filing/news:
[Kaggle 2023-01-10]

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: -0.0495

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0495 (i.e., on a bad day with 5% probability, the loss exceeds 4.95%). CVaR(95%) = -0.0847.


ADA-USD: 60-day return history, mean=0.0088, std=0.0464.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=0.0088, std=0.0464, min=-0.0650, max=0.1957
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: -0.0559

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0559 (i.e., on a bad day with 5% probability, the loss exceeds 5.59%). CVaR(95%) = -0.0632.


PALL: 60-day return history, mean=-0.0015, std=0.0207.

Question:
Asset: PALL
Daily returns (past 60 days): mean=-0.0015, std=0.0207, min=-0.0384, max=0.0413
Market regime: bull

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

Answer: -0.0321

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0321 (i.e., on a bad day with 5% probability, the loss exceeds 3.21%). CVaR(95%) = -0.0368.


BNB-USD: 60-day return history, mean=0.0018, std=0.0199.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=0.0018, std=0.0199, min=-0.0489, max=0.0360
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 BNB-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0335

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0335 (i.e., on a bad day with 5% probability, the loss exceeds 3.35%). CVaR(95%) = -0.0397.


CSHI: 60-day return history, mean=0.0003, std=0.0008.

Question:
Asset: CSHI
Daily returns (past 60 days): mean=0.0003, std=0.0008, min=-0.0018, max=0.0025
Market regime: sideways

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

Answer: -0.0010

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0010 (i.e., on a bad day with 5% probability, the loss exceeds 0.10%). CVaR(95%) = -0.0013.


EFA: 60-day return history, mean=-0.0007, std=0.0090.

Question:
Asset: EFA
Daily returns (past 60 days): mean=-0.0007, std=0.0090, min=-0.0269, max=0.0140
Market regime: sideways
Recent filing/news:
[SEC 10-Q BLK 2024-08-06] 10-Q --12-31 Q2 0001364742 false http://fasb.org/us-gaap/2024#OtherAssets http://fasb.org/us-gaap/2024#OtherAssets http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense 2024-09 2024-03 2024-09 2024-03 http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#NonoperatingIncomeExpense http://fasb.org/us-gaap/2024#GeneralAndAdministrativeExpense http://fasb.org/us-gaap/2024#GeneralAndAdministrativeExpense 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us-gaap:VariableInterestEntityPrimaryBeneficiaryMember 2024-04-01 2024-06-30 0001364742 blk:EquityETFsMember blk:RevenueByClientTypeMember 2023-04-01 2023-06-3 [...TRUNCATED...] y primarily to satisfy income tax withholding obligations of employees and members of the Company’s Board of Directors related to the vesting of certain restricted stock unit awards and purchases made by the Company as part of the share repurchase program that the Company announced in July 2010, which initially authorized the repurchase of 5.1 million shares with no stated expiration. In January 2023, the Company announced that 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. 70   Item 5. Other Information O n May 13, 2024 , Mark Wiedman , Senior Managing Director , adopted a Rule 10b5-1 trading plan, intended to satisfy the affirmative defense of Rule 10b5-1(c), for the sale of up to 36,000 shares of BlackRock common stock. The plan's expiration date is April 30, 2025 . 71   Item 6. Exh ibits Exhibit No.   Description       10.1(1)       Amendment No. 15, dated as of May 31, 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       10.2(2)   BlackRock, Inc. Third Amended and Restated 1999 Stock Award and Incentive Plan+       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 May 31, 2024. (2) Incorporated by reference to BlackRock’s Definitive Proxy Statement on Form DEF 14A filed on April 4, 2024. + Denotes compensatory plans or arrangements. 72   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: August 6, 2024     Martin S. Small       Senior Managing Director & Chief Financial Officer (Principal Financial Officer)   73

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: -0.0159

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0159 (i.e., on a bad day with 5% probability, the loss exceeds 1.59%). CVaR(95%) = -0.0216.


XLB: 60-day return history, mean=0.0014, std=0.0093.

Question:
Asset: XLB
Daily returns (past 60 days): mean=0.0014, std=0.0093, min=-0.0230, max=0.0205
Market regime: sideways
Recent filing/news:
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0000104169 us-gaap:AccumulatedTranslationAdjustmentMember 2023-02-01 2023-04-30 0000104169 us [...TRUNCATED...] acts, assumptions not being realized or other factors, the actual results relating to the subject matter of any forward-looking statement in this Quarterly Report on Form 10-Q may differ materially from the anticipated results expressed or implied in that forward-looking statement. The forward-looking statements included in this Quarterly Report on Form 10-Q are made only as of the date of this report, and Walmart undertakes no obligation to update any such statements to reflect subsequent events or circumstances. 34 Table of Contents Item 6. Exhibits The following documents are filed as an exhibit to this Quarterly Report on Form 10-Q: Exhibit 3.1(a) Restated Certificate of Incorporation of the Company dated February 1, 2018 is incorporated herein by reference to Exhibit 3.1 to the Report on Form 8-K filed by the Company on February 1, 2018 Exhibit 3.1(b) Certificate of Amendment to the Restated Certificate of Incorporation of the Company, effective February 23, 2024 is incorporated herein by reference to Exhibit 3.1 to the Report on Form 8-K filed by the Company on February 23, 2024 Exhibit 3.2 Amended and Restated Bylaws of the Company dated November 10, 2022 are incorporated herein by reference to Exhibit 3.1 to the Report on Form 8-K filed by the Company on November 16, 2022 Exhibit 31.1* Chief Executive Officer Section 302 Certification Exhibit 31.2* Chief Financial Officer Section 302 Certification Exhibit 32.1** Chief Executive Officer Section 906 Certification Exhibit 32.2** Chief Financial Officer Section 906 Certification Exhibit 99.1* Opioids-Related Litigation Case Citations and Currently Scheduled Trial Dates Exhibit 101.INS* Inline XBRL Instance Document Exhibit 101.SCH* Inline XBRL Taxonomy Extension Schema Document Exhibit 101.CAL* Inline XBRL Taxonomy Extension Calculation Linkbase Document Exhibit 101.DEF* Inline XBRL Taxonomy Extension Definition Linkbase Document Exhibit 101.LAB* Inline XBRL Taxonomy Extension Label Linkbase Document Exhibit 101.PRE* Inline XBRL Taxonomy Extension Presentation Linkbase Document Exhibit 104 The cover page from the Company's Quarterly Report on Form 10-Q for the quarter ended July 31, 2024, formatted in Inline XBRL (included in Exhibit 101) * Filed herewith as an Exhibit. ** Furnished herewith as an Exhibit. 35 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.   WALMART INC. Date: August 30, 2024 By: /s/ C. Douglas McMillon C. Douglas McMillon President and Chief Executive Officer (Principal Executive Officer) Date: August 30, 2024 By: /s/ John David Rainey John David Rainey Executive Vice President and Chief Financial Officer (Principal Financial Officer) Date: August 30, 2024 By: /s/ David M. Chojnowski David M. Chojnowski Senior Vice President and Controller (Principal Accounting Officer) 36

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

Answer: -0.0139

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0139 (i.e., on a bad day with 5% probability, the loss exceeds 1.39%). CVaR(95%) = -0.0215.


XLK: 60-day return history, mean=0.0023, std=0.0096.

Question:
Asset: XLK
Daily returns (past 60 days): mean=0.0023, std=0.0096, min=-0.0265, max=0.0248
Market regime: sideways
Recent filing/news:
[SEC 10-K AMZN 2024-02-02] amzn-20231231 false 2023 FY 0001018724 http://fasb.org/us-gaap/2023#OtherAssetsNoncurrent http://fasb.org/us-gaap/2023#OtherAssetsNoncurrent P3Y P1Y P1Y http://fasb.org/us-gaap/2023#PropertyPlantAndEquipmentAndFinanceLeaseRightOfUseAssetAfterAccumulatedDepreciationAndAmortization http://fasb.org/us-gaap/2023#PropertyPlantAndEquipmentAndFinanceLeaseRightOfUseAssetAfterAccumulatedDepreciationAndAmortization http://fasb.org/us-gaap/2023#AccruedLiabilitiesCurrent http://fasb.org/us-gaap/2023#AccruedLiabilitiesCurrent http://fasb.org/us-gaap/2023#AccruedLiabilitiesCurrent http://fasb.org/us-gaap/2023#AccruedLiabilitiesCurrent http://www.amazon.com/20231231#LeaseLiabilityNoncurrent http://www.amazon.com/20231231#LeaseLiabilityNoncurrent http://www.amazon.com/20231231#LeaseLiabilityNoncurrent http://www.amazon.com/20231231#LeaseLiabilityNoncurrent http://fasb.org/us-gaap/2023#AccruedLiabilitiesCurrent http://fasb.org/us-gaap/2023#AccruedLiabilitiesCurrent 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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 XLK. Express as a decimal (e.g., -0.02).

Answer: -0.0124

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0124 (i.e., on a bad day with 5% probability, the loss exceeds 1.24%). CVaR(95%) = -0.0210.


XRP-USD: 60-day return history, mean=-0.0031, std=0.0208.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=-0.0031, std=0.0208, min=-0.0711, max=0.0543
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 XRP-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0359

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0359 (i.e., on a bad day with 5% probability, the loss exceeds 3.59%). CVaR(95%) = -0.0504.


BTC-USD: 60-day return history, mean=0.0085, std=0.0345.

Question:
Asset: BTC-USD
Daily returns (past 60 days): mean=0.0085, std=0.0345, min=-0.0834, max=0.0969
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 BTC-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0590

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0590 (i.e., on a bad day with 5% probability, the loss exceeds 5.90%). CVaR(95%) = -0.0703.


SOYB: 60-day return history, mean=-0.0014, std=0.0096.

Question:
Asset: SOYB
Daily returns (past 60 days): mean=-0.0014, std=0.0096, min=-0.0263, max=0.0206
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: -0.0165

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0165 (i.e., on a bad day with 5% probability, the loss exceeds 1.65%). CVaR(95%) = -0.0218.


DOT-USD: 60-day return history, mean=-0.0062, std=0.0372.

Question:
Asset: DOT-USD
Daily returns (past 60 days): mean=-0.0062, std=0.0372, min=-0.1400, max=0.1009
Market regime: sideways
Recent filing/news:
[Kaggle 2023-01-04]

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: -0.0583

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0583 (i.e., on a bad day with 5% probability, the loss exceeds 5.83%). CVaR(95%) = -0.1218.


CORN: 60-day return history, mean=0.0009, std=0.0166.

Question:
Asset: CORN
Daily returns (past 60 days): mean=0.0009, std=0.0166, min=-0.0326, max=0.0336
Market regime: sideways

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

Answer: -0.0203

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0203 (i.e., on a bad day with 5% probability, the loss exceeds 2.03%). CVaR(95%) = -0.0306.


DBB: 60-day return history, mean=-0.0018, std=0.0121.

Question:
Asset: DBB
Daily returns (past 60 days): mean=-0.0018, std=0.0121, min=-0.0266, max=0.0276
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for DBB. 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%) = -0.0248.


BTC-USD: 60-day return history, mean=-0.0008, std=0.0181.

Question:
Asset: BTC-USD
Daily returns (past 60 days): mean=-0.0008, std=0.0181, min=-0.0710, max=0.0621
Market regime: sideways
Recent filing/news:
[Kaggle 2023-10-08]

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: -0.0232

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0232 (i.e., on a bad day with 5% probability, the loss exceeds 2.32%). CVaR(95%) = -0.0490.


ADA-USD: 60-day return history, mean=0.0071, std=0.0248.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=0.0071, std=0.0248, min=-0.0651, max=0.0621
Market regime: sideways
Recent filing/news:
[Kaggle 2023-11-16]

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: -0.0249

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0249 (i.e., on a bad day with 5% probability, the loss exceeds 2.49%). CVaR(95%) = -0.0432.


LINK-USD: 60-day return history, mean=0.0010, std=0.0378.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=0.0010, std=0.0378, min=-0.0647, max=0.0909
Market regime: sideways
Recent filing/news:
[Kaggle 2023-04-03]

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: -0.0547

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0547 (i.e., on a bad day with 5% probability, the loss exceeds 5.47%). CVaR(95%) = -0.0621.


DOT-USD: 60-day return history, mean=-0.0026, std=0.0237.

Question:
Asset: DOT-USD
Daily returns (past 60 days): mean=-0.0026, std=0.0237, min=-0.0870, max=0.0354
Market regime: sideways
Recent filing/news:
[Kaggle 2023-06-06]

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: -0.0427

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0427 (i.e., on a bad day with 5% probability, the loss exceeds 4.27%). CVaR(95%) = -0.0601.


XLB: 60-day return history, mean=0.0002, std=0.0107.

Question:
Asset: XLB
Daily returns (past 60 days): mean=0.0002, std=0.0107, min=-0.0250, max=0.0327
Market regime: sideways
Recent filing/news:
[Kaggle 2023-07-06] ["Wall St logs sharp losses as labor market strength stokes rate-hike fears By Lewis Krauskopf, Bansari Mayur Kamdar and Johann M Cherian July 6 (Reuters) - Wall Street's main indexes ended sharply lower on Thursday in a broad sell-off after data showing a strong labor market boosted bond yields and fanned fears the Federal Reserve will be aggressive in raising U.S. interest rates. The S&P 500 posted its biggest daily percentage drop since May 23. The Dow logged its biggest single-day fall since May 2. Private payrolls surged far more than expected in June, data showed, suggesting the labor market remained solid despite growing risks of a recession. A separate report showed U.S. job openings dropped in May, but remained at elevated levels. A day before the monthly U.S employment report, evidence of a solid labor market spurred expectations the Fed will keep interest rates higher for longer to tame stubborn inflation. \u201cWe don\u2019t see any softening in the labor market,\u201d said Brad McMillan, chief investment officer for Commonwealth Financial Network. \u201cThe Fed doesn\u2019t have to worry about the jobs market. When you look at their mandate, they have no reason not to keep hiking and to keep hiking for a while.\u201d The Dow Jones Industrial Average .DJI fell 366.38 points, or 1.07%, to 33,922.26, the S&P 500 .SPX lost 35.23 points, or 0.79%, to 4,411.59 and the Nasdaq Composite .IXIC dropped 112.61 points, or 0.82%, to 13,679.04. All 11 S&P 500 sectors ended down. Energy .SPNY led declines among the sectors, dropping about 2.5%, while consumer discretionary .SPLRCD slumped nearly 1.7%. Gains in megacap stocks mitigated declines for the major indexes, which ended above their session lows. Microsoft MSFT.O rose 0.9% while Apple AAPL.O was up 0.3%. Treasury yields jumped following the labor market data. The benchmark 10-year yield US10YT=RR burst above 4% while the two-year US2YT=RR Treasury yield, which typically moves in step with interest rate expectations, hit a 16-year high. U.S. interest rate futures saw an increased probability of another rate hike by the Federal Reserve in November, according to CME's FedWatch. The Fed did not hike rates in June but is widely expected to resume increases at its July meeting. Dallas Fed President Lorie Logan said there was a case for a rate rise at the June policy meeting. In company news, Exxon Mobil Corp XOM.N shares fell 3.7% after the oil major signaled a sharp fall in second-quarter operating profits on lower natural gas prices and weaker oil refining margins. Second-quarter corporate reports will arrive in coming weeks with S&P 500 earnings expected to fall 5.7% from a year-ago, according to Refinitiv data. \u201cYou have a situation where rates are going higher, profits are not really moving,\" said King Lip, chief strategist at Baker Avenue Wealth Management. \"That\u2019s usually not a good combination for stocks.\u201d JetBlue AirwaysJBLU.O shares dropped 7.2% a day after the company s

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XLB. 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%) = -0.0212.


SGOV: 60-day return history, mean=0.0002, std=0.0001.

Question:
Asset: SGOV
Daily returns (past 60 days): mean=0.0002, std=0.0001, min=0.0000, max=0.0005
Market regime: sideways

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

Answer: 0.0001

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = 0.0001 (i.e., on a bad day with 5% probability, the loss exceeds 0.01%). CVaR(95%) = 0.0000.