IVV: 60-day return history, mean=0.0011, std=0.0101.

Question:
Asset: IVV
Daily returns (past 60 days): mean=0.0011, std=0.0101, min=-0.0295, max=0.0229
Market regime: sideways
Recent filing/news:
[SEC 10-Q WMT 2024-08-30] wmt-20240731 0000104169 1/31 2025 Q2 false xbrli:shares iso4217:USD iso4217:USD xbrli:shares xbrli:pure iso4217:JPY wmt:state wmt:county wmt:defendant wmt:case wmt:classAction wmt:securitiesClassAction wmt:shareholder wmt:order wmt:pharmacist wmt:segment 0000104169 2024-02-01 2024-07-31 0000104169 wmt:CommonStockparvalue0.10pershareMember 2024-02-01 2024-07-31 0000104169 wmt:A2.550NotesDue2026Member 2024-02-01 2024-07-31 0000104169 wmt:A1050NotesDue2026Member 2024-02-01 2024-07-31 0000104169 wmt:A1500NotesDue2028Member 2024-02-01 2024-07-31 0000104169 wmt:A4875NotesDue2029Member 2024-02-01 2024-07-31 0000104169 wmt:A5750NotesDue2030Member 2024-02-01 2024-07-31 0000104169 wmt:A1800NotesDue2031Member 2024-02-01 2024-07-31 0000104169 wmt:A5625NotesDue2034Member 2024-02-01 2024-07-31 0000104169 wmt:A5250NotesDue2035Member 2024-02-01 2024-07-31 0000104169 wmt:A4875NotesDue2039Member 2024-02-01 2024-07-31 0000104169 2024-08-28 0000104169 2024-05-01 2024-07-31 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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 IVV. Express as a decimal (e.g., -0.02).

Answer: -0.0191

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0191 (i.e., on a bad day with 5% probability, the loss exceeds 1.91%). CVaR(95%) = -0.0243.


VEA: 60-day return history, mean=-0.0000, std=0.0078.

Question:
Asset: VEA
Daily returns (past 60 days): mean=-0.0000, std=0.0078, min=-0.0176, max=0.0146
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 VEA. Express as a decimal (e.g., -0.02).

Answer: -0.0142

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0142 (i.e., on a bad day with 5% probability, the loss exceeds 1.42%). CVaR(95%) = -0.0167.


SOL-USD: 60-day return history, mean=0.0090, std=0.0364.

Question:
Asset: SOL-USD
Daily returns (past 60 days): mean=0.0090, std=0.0364, min=-0.0795, max=0.1012
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 SOL-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0444

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0444 (i.e., on a bad day with 5% probability, the loss exceeds 4.44%). CVaR(95%) = -0.0708.


VEA: 60-day return history, mean=0.0003, std=0.0091.

Question:
Asset: VEA
Daily returns (past 60 days): mean=0.0003, std=0.0091, min=-0.0276, max=0.0160
Market regime: sideways
Recent filing/news:
[Kaggle 2023-05-25] ["Researchers find Israeli-made spyware deployed across Armenia By Raphael Satter and James Pearson LONDON, May 25 (Reuters) - Researchers have discovered Israeli-made Pegasus phone hacking software deployed against targets across Armenia, including reporters at a U.S. government-funded news organization, a report released on Thursday found. A team of researchers from digital rights group Access Now, human rights organization Amnesty International, Canadian internet watchdog Citizen Lab, Armenian digital defense group CyberHUB-AM and independent researcher Ruben Muradyan, said they had confirmed at least 12 cases in which espionage software made by Israel's NSO Group had been used against Armenian officials, journalists and organizers. What researchers were able to confirm \"is the tip of the iceberg,\" said Natalia Krapiva, the tech-legal counsel for Access Now. \"The targeting was quite extensive.\" Pegasus is one of many advanced espionage tools that affords hackers sweeping access to their targets' smartphones, allowing them to record calls, intercept messages and even transform the phones into portable listening devices. Researchers, lawmakers, and journalists have repeatedly accused the technology's maker, Israel-based NSO Group, of helping governments spy on political opponents. In 2021, the company was blacklisted by the U.S. government over human rights concerns. The company has previously disputed accusations of wrongdoing, saying its software is used to fight terrorism and serious crime. One of the alleged Armenian victims of NSO's spyware said those explanations do not reflect reality. \"That's a kind of ridiculous umbrella for the companies that create these products and the governments that use them,\" Armenian opposition broadcaster Samvel Farmanyan told Reuters. He added that his targeting was \"totally unacceptable (and had) nothing to do with the prevention of any type of crime or terrorism.\" AZERBAIJAN DENIES RESPONSIBILITY The researchers said they believed neighboring Azerbaijan, which has fought several wars with Armenia over the disputed chunk of territory known as Nagorno-Karabakh or Artsakh, was likely responsible for the hacking activity. That's in part because of \"extensive evidence\" that Azerbaijan's government has previously used Pegasus against its domestic opponents, said Amnesty's Donncha O Cearbhaill, referring to a 2021 investigation by Amnesty and other partners that found hundreds of Azeri phone numbers had been selected for targeting with Pegasus spyware. The Azeri Embassy in London said in a statement that Azerbaijan \"does not engage in such practices\" and \"does not spy on foreign citizens\". The Armenian government has in the past been implicated in the deployment of phone hacking software, including in a report published last year by Alphabet's GOOGL.O Google. While that report pointed to a different spyware, known as Predator, several Pegasus victims in Armenia said they feared their own government w

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: -0.0144

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0144 (i.e., on a bad day with 5% probability, the loss exceeds 1.44%). CVaR(95%) = -0.0206.


XLF: 60-day return history, mean=0.0012, std=0.0092.

Question:
Asset: XLF
Daily returns (past 60 days): mean=0.0012, std=0.0092, min=-0.0229, max=0.0244
Market regime: sideways
Recent filing/news:
[Kaggle 2023-07-26] ["Machine Learning Megatrends: 3 AI Stocks Set to Dominate InvestorPlace - Stock Market News, Stock Advice & Trading Tips There\u2019s no denying the strength and momentum we\u2019ve seen in AI stocks this year. In fact, the top AI stocks have played an enormous role in the stock market\u2019s robust returns so far this year. While the S&P 500 was searching for direction in the first quarter, Microsoft (NASDAQ:MSFT) and Nvidia (NASDAQ:NVDA) were bombarding higher as catalyst after catalyst continued to pave the way for its AI advances. Together, the duo now accounts for more than $3.6 trillion in combined market capitalizations. However, they have ignited plenty of other stocks higher along the way, too. Some of these firms are well-known tech companies. Others are smaller, lesser-known entities in the high-growth space. Either way, the trend remains robust. Earlier this year, Billionaire investor Stanley Druckenmiller said AI could be as \u201ctransformative as the internet.\u201d If that\u2019s the case, let\u2019s look at a few of the top AI stocks to buy now. AI Stocks to Dominate: Nvidia (NVDA) Source: sdx15 / Shutterstock.com There\u2019s no denying that Nvidia is the most dominant name in AI right now. In some measures, it has no competition, so while its stock gains are astronomical (and even somewhat comical), what\u2019s going to stop Nvidia from printing money at this moment? Nothing! Shares are currently up more than 215% so far this year and up more than 300% from the 2022 lows. Going into earnings in late May, the stock was up almost 110%, and the bullish bets had been piling up. I distinctly remember most investors assuming it couldn\u2019t go much higher, as it had made up almost all of its bear market losses and run a great deal going into the event. Then the company blew out expectations, while management guided for current-quarter revenue of roughly $11 billion vs. expectations of just $7 billion, and the stock erupted. Shares closed higher by almost 25% the next day and have now climbed 50% since that report. My point is, what if Nvidia has another massive revenue guidance this quarter? What company is stepping in to soak up the excess demand for its AI chips? For now, Nvidia remains at the forefront of AI domination. Best Machine Learning Stocks: Alphabet (GOOGL, GOOG) Source: IgorGolovniov / Shutterstock.com ChatGPT is owned by OpenAI, a firm that Microsoft had invested in previously but made another big investment in earlier this year. That\u2019s as the company\u2019s ChatGPT platform exploded in popularity, garnering more than 100 million active users in record time. In the minds of investors, that made Microsoft a top AI play seemingly overnight. To pour salt on the wound for Alphabet (NASDAQ:GOOGL, NASDAQ:GOOG), the company had a somewhat embarrassing gaff with its own AI chat platform, Bard. Now, there are a few things to take note of here. First, Alphabet hasn\u2019t been the best at building out platforms outside of

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

Answer: -0.0118

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0118 (i.e., on a bad day with 5% probability, the loss exceeds 1.18%). CVaR(95%) = -0.0163.


XLRE: 60-day return history, mean=0.0004, std=0.0113.

Question:
Asset: XLRE
Daily returns (past 60 days): mean=0.0004, std=0.0113, min=-0.0271, max=0.0239
Market regime: sideways
Recent filing/news:
[Kaggle 2023-06-26] ["Is Trending Stock Apple Inc. (AAPL) a Buy Now? Apple (AAPL) has been one of the most searched-for stocks on Zacks.com lately. So, you might want to look at some of the facts that could shape the stock's performance in the near term. Shares of this maker of iPhones, iPads and other products have returned +6.4% over the past month versus the Zacks S&P 500 composite's +5% change. The Zacks Computer - Mini computers industry, to which Apple belongs, has gained 8.7% over this period. Now the key question is: Where could the stock be headed in the near term? Although media reports or rumors about a significant change in a company's business prospects usually cause its stock to trend and lead to an immediate price change, there are always certain fundamental factors that ultimately drive the buy-and-hold decision. Earnings Estimate Revisions Here at Zacks, we prioritize appraising the change in the projection of a company's future earnings over anything else. That's because we believe the present value of its future stream of earnings is what determines the fair value for its stock. We essentially look at how sell-side analysts covering the stock are revising their earnings estimates to reflect the impact of the latest business trends. And if earnings estimates go up for a company, the fair value for its stock goes up. A higher fair value than the current market price drives investors' interest in buying the stock, leading to its price moving higher. This is why empirical research shows a strong correlation between trends in earnings estimate revisions and near-term stock price movements. Apple is expected to post earnings of $1.18 per share for the current quarter, representing a year-over-year change of -1.7%. Over the last 30 days, the Zacks Consensus Estimate has changed +0.1%. For the current fiscal year, the consensus earnings estimate of $5.99 points to a change of -2% from the prior year. Over the last 30 days, this estimate has remained unchanged. For the next fiscal year, the consensus earnings estimate of $6.64 indicates a change of +10.8% from what Apple is expected to report a year ago. Over the past month, the estimate has changed -0.1%. Having a strong externally audited track record, our proprietary stock rating tool, the Zacks Rank, offers a more conclusive picture of a stock's price direction in the near term, since it effectively harnesses the power of earnings estimate revisions. Due to the size of the recent change in the consensus estimate, along with three other factors related to earnings estimates, Apple is rated Zacks Rank #3 (Hold). The chart below shows the evolution of the company's forward 12-month consensus EPS estimate: 12 Month EPS Projected Revenue Growth While earnings growth is arguably the most superior indicator of a company's financial health, nothing happens as such if a business isn't able to grow its revenues. After all, it's nearly impossible for a company to increase its earnings for an extended period witho

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: -0.0173

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0173 (i.e., on a bad day with 5% probability, the loss exceeds 1.73%). CVaR(95%) = -0.0222.


STIP: 60-day return history, mean=0.0004, std=0.0010.

Question:
Asset: STIP
Daily returns (past 60 days): mean=0.0004, std=0.0010, min=-0.0029, max=0.0028
Market regime: bull

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: -0.0012

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0012 (i.e., on a bad day with 5% probability, the loss exceeds 0.12%). CVaR(95%) = -0.0018.


MATIC-USD: 60-day return history, mean=0.0007, std=0.0790.

Question:
Asset: MATIC-USD
Daily returns (past 60 days): mean=0.0007, std=0.0790, min=-0.2144, max=0.3834
Market regime: sideways
Recent filing/news:
[Kaggle 2023-01-01]

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: -0.0947

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0947 (i.e., on a bad day with 5% probability, the loss exceeds 9.47%). CVaR(95%) = -0.1654.


IWM: 60-day return history, mean=-0.0002, std=0.0101.

Question:
Asset: IWM
Daily returns (past 60 days): mean=-0.0002, std=0.0101, min=-0.0268, max=0.0182
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 IWM. Express as a decimal (e.g., -0.02).

Answer: -0.0166

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0166 (i.e., on a bad day with 5% probability, the loss exceeds 1.66%). CVaR(95%) = -0.0217.


ADA-USD: 60-day return history, mean=-0.0024, std=0.0387.

Question:
Asset: ADA-USD
Daily returns (past 60 days): mean=-0.0024, std=0.0387, min=-0.1079, max=0.0869
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: -0.0666

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.


XRP-USD: 60-day return history, mean=0.0035, std=0.0268.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=0.0035, std=0.0268, min=-0.0623, max=0.0822
Market regime: sideways
Recent filing/news:
[Kaggle 2023-11-20]

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: -0.0305

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0305 (i.e., on a bad day with 5% probability, the loss exceeds 3.05%). CVaR(95%) = -0.0536.


VNQI: 60-day return history, mean=0.0020, std=0.0133.

Question:
Asset: VNQI
Daily returns (past 60 days): mean=0.0020, std=0.0133, min=-0.0247, max=0.0246
Market regime: sideways

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

Answer: -0.0195

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0195 (i.e., on a bad day with 5% probability, the loss exceeds 1.95%). CVaR(95%) = -0.0224.


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

Question:
Asset: ICSH
Daily returns (past 60 days): mean=0.0002, std=0.0002, min=-0.0006, max=0.0008
Market regime: bull

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ICSH. 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%) = -0.0003.


SOL-USD: 60-day return history, mean=0.0163, std=0.0703.

Question:
Asset: SOL-USD
Daily returns (past 60 days): mean=0.0163, std=0.0703, min=-0.1182, max=0.2870
Market regime: sideways
Recent filing/news:
[Kaggle 2023-02-26]

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SOL-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%) = -0.0969.


AVAX-USD: 60-day return history, mean=0.0206, std=0.0656.

Question:
Asset: AVAX-USD
Daily returns (past 60 days): mean=0.0206, std=0.0656, min=-0.1393, max=0.2132
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 AVAX-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0871

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0871 (i.e., on a bad day with 5% probability, the loss exceeds 8.71%). CVaR(95%) = -0.1072.


EWJ: 60-day return history, mean=0.0006, std=0.0105.

Question:
Asset: EWJ
Daily returns (past 60 days): mean=0.0006, std=0.0105, min=-0.0260, max=0.0248
Market regime: sideways
Recent filing/news:
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pg:CustomerRelationshipsBrandsandOtherNonContractualIntangibleAssetsMember 2022-07-01 2023-06-30 pg:segment 0000080424 pg:FabricCareMember 2022-07-01 2023-06-30  [...TRUNCATED...] s . + Exhibit       (32)  - Section 1350 Certifications . + Exhibit    (99-1)  - Summary of Directors and Officers Insurance Program . + 101.INS (1) Inline XBRL Instance Document 101.SCH (1)    Inline XBRL Taxonomy Extension Schema Document 101.CAL (1)    Inline XBRL Taxonomy Extension Calculation Linkbase Document 101.DEF (1)    Inline XBRL Taxonomy Definition Linkbase Document 101.LAB (1)    Inline XBRL Taxonomy Extension Label Linkbase Document 101.PRE (1)    Inline XBRL Taxonomy Extension Presentation Linkbase Document 104 Cover Page Interactive Data File (formatted in Inline XBRL and contained in Exhibit 101) (1) Pursuant to Rule 406T of Regulation S-T, these interactive data files are deemed not filed or part of a registration statement or prospectus for purposes of Sections 11 or 12 of the Securities Act of 1933 or Section 18 of the Securities Exchange Act of 1934 and otherwise are not subject to liability. * Compensatory plan or arrangement. + Filed herewith. Item 16. Form 10-K Summary. Not applicable. The Procter & Gamble Company 67 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 in the city of Cincinnati, State of Ohio. THE PROCTER & GAMBLE COMPANY By /s/ JON R. MOELLER (Jon R. Moeller) Chairman of the Board, President and Chief Executive Officer August 04, 2023 Pursuant to the requirements of the Securities Exchange Act of 1934, this report has been signed below by the following persons in the capacities and on the dates indicated. Signature Title Date /s/ JON R. MOELLER (Jon R. Moeller) Chairman of the Board, President and Chief Executive Officer (Principal Executive Officer) August 04, 2023 /s/ ANDRE SCHULTEN (Andre Schulten) Chief Financial Officer (Principal Financial Officer) August 04, 2023 /s/ MATTHEW W. JANZARUK (Matthew W. Janzaruk) Senior Vice President - Chief Accounting Officer (Principal Accounting Officer) August 04, 2023 /s/ B. MARC ALLEN (B. Marc Allen) Director August 04, 2023 /s/ SHEILA BONINI (Sheila Bonini) Director August 04, 2023 /s/ ANGELA F. BRALY (Angela F. Braly) Director August 04, 2023 /s/ AMY L. CHANG (Amy L. Chang) Director August 04, 2023 /s/ JOSEPH JIMENEZ (Joseph Jimenez) Director August 04, 2023 /s/ CHRISTOPHER J. KEMPCZINSKI (Christopher J. Kempczinski) Director August 04, 2023 /s/ DEBRA L. LEE (Debra L. Lee) Director August 04, 2023 /s/ TERRY J. LUNDGREN (Terry J. Lundgren) Director August 04, 2023 /s/ CHRISTINE M. MCCARTHY (Christine M. McCarthy) Director August 04, 2023 /s/ ROBERT J. PORTMAN (Robert J. Portman) Director August 04, 2023 /s/ RAJESH SUBRAMANIAM (Rajesh Subramaniam) Director August 04, 2023 /s/ PATRICIA A. WOERTZ (Patricia A. Woertz) Director August 04, 2023

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: -0.0147

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0147 (i.e., on a bad day with 5% probability, the loss exceeds 1.47%). CVaR(95%) = -0.0233.


VLUE: 60-day return history, mean=0.0009, std=0.0069.

Question:
Asset: VLUE
Daily returns (past 60 days): mean=0.0009, std=0.0069, min=-0.0190, max=0.0134
Market regime: bull
Recent filing/news:
[SEC 10-K WMT 2024-03-15] wmt-20240131 0000104169 2024 FY false http://fasb.org/us-gaap/2023#AccountsPayableCurrent http://fasb.org/us-gaap/2023#AccountsPayableCurrent P1Y P5Y 0000104169 2023-02-01 2024-01-31 0000104169 wmt:CommonStockparvalue0.10pershareMember 2023-02-01 2024-01-31 0000104169 wmt:A2.550NotesDue2026Member 2023-02-01 2024-01-31 0000104169 wmt:A1050NotesDue2026Member 2023-02-01 2024-01-31 0000104169 wmt:A1500NotesDue2028Member 2023-02-01 2024-01-31 0000104169 wmt:A4875NotesDue2029Member 2023-02-01 2024-01-31 0000104169 wmt:A5750NotesDue2030Member 2023-02-01 2024-01-31 0000104169 wmt:A1800NotesDue2031Member 2023-02-01 2024-01-31 0000104169 wmt:A5625NotesDue2034Member 2023-02-01 2024-01-31 0000104169 wmt:A5250NotesDue2035Member 2023-02-01 2024-01-31 0000104169 wmt:A4875NotesDue2039Member 2023-02-01 2024-01-31 0000104169 2023-07-31 iso4217:USD 0000104169 2024-03-13 xbrli:shares 0000104169 2022-02-01 2023-01-31 0000104169 2021-02-01 2022-01-31 iso4217:USD xbrli:shares 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0000104169 us-gaap:FairValueInputsLevel12And3Member 2021-02-01 2022-01-31 00001 [...TRUNCATED...] sentation Linkbase Document 104 Cover Page Interactive Data File (formatted as Inline XBRL and contained in Exhibit 101) * Filed herewith as an Exhibit. ** Furnished herewith as an Exhibit. (C) This Exhibit is a management contract or compensatory plan or arrangement (P) This Exhibit was originally filed in paper format. Accordingly, a hyperlink has not been provided. (1) Certain instruments defining the rights of holders of long-term debt securities of the Registrant are omitted pursuant to Item 601(b)(4)(iii) of Regulation S-K. The Company hereby undertakes to furnish to the SEC, upon request, copies of any such instruments. (c)    Financial Statement Schedules: None. ITEM 16. FORM 10-K SUMMARY None. 85 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.   Walmart Inc. Date: March 15, 2024   By   /s/ C. Douglas McMillon     C. Douglas McMillon     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 and on the dates indicated: Date: March 15, 2024   By   /s/ C. Douglas McMillon     C. Douglas McMillon     President and Chief Executive Officer and Director     (Principal Executive Officer) Date: March 15, 2024   By   /s/ Gregory B. Penner     Gregory B. Penner     Chairman of the Board and Director Date: March 15, 2024   By   /s/ John David Rainey     John David Rainey     Executive Vice President and Chief Financial Officer (Principal Financial Officer) Date: March 15, 2024   By   /s/ David M. Chojnowski     David M. Chojnowski     Senior Vice President and Controller (Principal Accounting Officer) Signature Page to Walmart Inc. Form 10-K for the Fiscal Year Ended January 31, 2024 86 Date: March 15, 2024   By   /s/ Cesar Conde     Cesar Conde     Director Date: March 15, 2024 By /s/ Timothy P. Flynn Timothy P. Flynn Director Date: March 15, 2024 By /s/ Sarah Friar Sarah Friar Director Date: March 15, 2024 By /s/ Carla A. Harris Carla A. Harris Director Date: March 15, 2024 By /s/ Thomas W. Horton Thomas W. Horton Director Date: March 15, 2024 By /s/ Marissa A. Mayer Marissa A. Mayer Director Date: March 15, 2024 By /s/ Randall L. Stephenson Randall L. Stephenson Director Date: March 15, 2024   By   /s/ S. Robson Walton     S. Robson Walton     Director Date: March 15, 2024   By   /s/ Steuart L. Walton     Steuart L. Walton     Director Signature Page to Walmart Inc. Form 10-K for the Fiscal Year Ended January 31, 2024 87

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%) = -0.0136.


XRP-USD: 60-day return history, mean=0.0005, std=0.0280.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=0.0005, std=0.0280, min=-0.0625, max=0.0822
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: -0.0531

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0531 (i.e., on a bad day with 5% probability, the loss exceeds 5.31%). CVaR(95%) = -0.0608.


XRP-USD: 60-day return history, mean=-0.0001, std=0.0510.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=-0.0001, std=0.0510, min=-0.1180, max=0.3257
Market regime: sideways
Recent filing/news:
[Kaggle 2023-08-10]

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: -0.0487

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0487 (i.e., on a bad day with 5% probability, the loss exceeds 4.87%). CVaR(95%) = -0.0818.


MATIC-USD: 60-day return history, mean=0.0090, std=0.0590.

Question:
Asset: MATIC-USD
Daily returns (past 60 days): mean=0.0090, std=0.0590, min=-0.1702, max=0.1530
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 MATIC-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0632

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0632 (i.e., on a bad day with 5% probability, the loss exceeds 6.32%). CVaR(95%) = -0.1102.


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

Question:
Asset: SHV
Daily returns (past 60 days): mean=0.0002, std=0.0002, min=-0.0003, max=0.0005
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SHV. 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%) = -0.0002.


SOL-USD: 60-day return history, mean=0.0073, std=0.0536.

Question:
Asset: SOL-USD
Daily returns (past 60 days): mean=0.0073, std=0.0536, min=-0.1325, max=0.1267
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 SOL-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0849

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0849 (i.e., on a bad day with 5% probability, the loss exceeds 8.49%). CVaR(95%) = -0.1118.


LINK-USD: 60-day return history, mean=-0.0043, std=0.0438.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0043, std=0.0438, min=-0.1363, max=0.0950
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 LINK-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0758

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0758 (i.e., on a bad day with 5% probability, the loss exceeds 7.58%). CVaR(95%) = -0.1128.


VEA: 60-day return history, mean=-0.0001, std=0.0082.

Question:
Asset: VEA
Daily returns (past 60 days): mean=-0.0001, std=0.0082, min=-0.0195, max=0.0190
Market regime: sideways
Recent filing/news:
[Kaggle 2023-09-14] ["What TSMC, ARM, AMD, Apple, and Nvidia Stock Investors Should Know About Recent Chip Updates In today's video, I discuss various semiconductor stocks and recent updates. 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 Sept. 14, 2023. The video was published on Sept. 14, 2023. 10 stocks we like better than Taiwan Semiconductor Manufacturing When our analyst team has a stock tip, it can pay to listen. After all, the newsletter they have run for over a decade, Motley Fool Stock Advisor, has tripled the market.* They just revealed what they believe are the ten best stocks for investors to buy right now... and Taiwan Semiconductor Manufacturing wasn't one of them! That's right -- they think these 10 stocks are even better buys. See the 10 stocks *Stock Advisor returns as of September 11, 2023 Jose Najarro has positions in Advanced Micro Devices, Nvidia, and Taiwan Semiconductor Manufacturing. The Motley Fool has positions in and recommends Advanced Micro Devices, Apple, Nvidia, and Taiwan Semiconductor Manufacturing. 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.", "SoftBank's Arm set to debut on Nasdaq after biggest IPO since 2021 Adds analyst comment on IPO enthusiasm in paragraph 7, chip stock movement in paragraph 8, background throughout Sept 14 (Reuters) - SoftBank's chip designer Arm Holdings ARM.O is set to debut on the Nasdaq on Thursday, in what is expected to be the biggest test for the U.S. IPO market after a listing drought that lasted for nearly 16 months. The company on Wednesday priced its offering of 95.5 million American Depositary shares at $51 apiece, fetching $4.87 billion for SoftBank at a valuation of $54.5 billion, with participation from cornerstone investors including Apple AAPL.O, Intel INTC.O and Alphabet GOOGL.O. Arm will be back as a publicly traded firm after seven years. Its shares used to trade on the London Stock Exchange and the Nasdaq from 1998 until 2016 when it was taken private by SoftBank in a $32 billion deal. Hopes of a revival in the IPO market largely depend on the success of the high-profile listings of Arm and other marquee startups, including grocery delivery firm Instacart and marketing firm Klaviyo. Investors have over the last year begun to pay more attention to profitability, shunning cash-burning startups that had in 2021 fetched lofty valuations on the back of a record year for deals. Arm has positioned itself as indispensable in the tech hardware ecosystem as its chip designs power nearly every smartp

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.


LINK-USD: 60-day return history, mean=-0.0030, std=0.0366.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0030, std=0.0366, min=-0.0806, max=0.1799
Market regime: sideways
Recent filing/news:
[Kaggle 2023-09-11]

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: -0.0423

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%) = -0.0582.


USMV: 60-day return history, mean=0.0017, std=0.0055.

Question:
Asset: USMV
Daily returns (past 60 days): mean=0.0017, std=0.0055, min=-0.0226, max=0.0137
Market regime: bull
Recent filing/news:
[SEC 10-Q UNH 2024-08-09] unh-20240630 false 2024 Q2 0000731766 12/31 50 xbrli:shares iso4217:USD iso4217:USD xbrli:shares utr:Rate xbrli:pure unh:reportableSegments 0000731766 2024-01-01 2024-06-30 0000731766 2024-07-31 0000731766 2024-06-30 0000731766 2023-12-31 0000731766 2024-04-01 2024-06-30 0000731766 2023-04-01 2023-06-30 0000731766 2023-01-01 2023-06-30 0000731766 us-gaap:ProductMember 2024-04-01 2024-06-30 0000731766 us-gaap:ProductMember 2023-04-01 2023-06-30 0000731766 us-gaap:ProductMember 2024-01-01 2024-06-30 0000731766 us-gaap:ProductMember 2023-01-01 2023-06-30 0000731766 us-gaap:ServiceMember 2024-04-01 2024-06-30 0000731766 us-gaap:ServiceMember 2023-04-01 2023-06-30 0000731766 us-gaap:ServiceMember 2024-01-01 2024-06-30 0000731766 us-gaap:ServiceMember 2023-01-01 2023-06-30 0000731766 us-gaap:CommonStockMember 2024-03-31 0000731766 us-gaap:AdditionalPaidInCapitalMember 2024-03-31 0000731766 us-gaap:RetainedEarningsMember 2024-03-31 0000731766 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us-gaap:FairValueInputsLevel2Member 2024-06-30 0000731766 us-gaap:FairValueInputsLevel3Member 2024-06-30 0000731766 us-gaap:Fair [...TRUNCATED...] ncorporation of UnitedHealth Group Incorporated (incorporated by reference to Exhibit 3.1 to the Company’s Registration Statement on Form 8-A/A filed on July 1, 2015) 3.2 Amended and Restated Bylaws of UnitedHealth Group Incorporated, effective February 23, 2021 (incorporated by reference to Exhibit 3.2 to UnitedHealth Group Incorporated’s Current Report on Form 8-K filed on February 26, 2021) 4.1 Amended and Restated Indenture, dated as of April 27, 2023, between UnitedHealth Group Incorporated and Wilmington Trust Company, as successor trustee (incorporated by reference to Exhibit 4.1 to UnitedHealth Group Incorporated’s Current Report on Form 8-K filed on April 28, 2023) 4.2 Indenture, dated as of February 4, 2008, between UnitedHealth Group Incorporated and U.S. Bank National Association (incorporated by reference to Exhibit 4.1 to the Company’s Registration Statement on Form S-3, SEC File Number 333-149031, filed on February 4, 2008) 4.3 Supplemental Indenture, dated as of April 18, 2023, between UnitedHealth Group Incorporated and U.S. Bank Trust Company, National Association, as trustee, relating to the 6.875% Senior Notes due 2038 (incorporated by reference to Exhibit 4.1 to UnitedHealth Group Incorporated’s Current Report on Form 8-K filed on April 24, 2023) 31.1 Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 32.1 Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 101.INS 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 Document. 101.CAL Inline XBRL Taxonomy Extension Calculation Linkbase Document. 101.DEF Inline XBRL Taxonomy Extension Definition Linkbase Document. 101.LAB Inline XBRL Taxonomy Extension Label Linkbase Document. 101.PRE Inline XBRL Taxonomy Extension Presentation Linkbase Document. 104  Cover Page Interactive Data File (formatted as Inline XBRL and embedded within Exhibit 101).  ________________ * Pursuant to Item 601(b)(4)(iii) of Regulation S-K, copies of instruments defining the rights of certain holders of long-term debt are not filed. 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 USMV. Express as a decimal (e.g., -0.02).

Answer: -0.0049

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0049 (i.e., on a bad day with 5% probability, the loss exceeds 0.49%). CVaR(95%) = -0.0119.


BTC-USD: 60-day return history, mean=0.0002, std=0.0230.

Question:
Asset: BTC-USD
Daily returns (past 60 days): mean=0.0002, std=0.0230, min=-0.0537, max=0.0615
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: -0.0367

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0367 (i.e., on a bad day with 5% probability, the loss exceeds 3.67%). CVaR(95%) = -0.0441.


XLK: 60-day return history, mean=0.0016, std=0.0116.

Question:
Asset: XLK
Daily returns (past 60 days): mean=0.0016, std=0.0116, min=-0.0326, max=0.0293
Market regime: bull
Recent filing/news:
[SEC 10-Q WMT 2024-12-06] wmt-20241031 0000104169 1/31 2025 Q3 false 451 xbrli:shares iso4217:USD iso4217:USD xbrli:shares xbrli:pure iso4217:JPY wmt:state wmt:county wmt:defendant wmt:case wmt:classAction wmt:securitiesClassAction wmt:shareholder wmt:derivativeAction wmt:pharmacist wmt:segment 0000104169 2024-02-01 2024-10-31 0000104169 wmt:CommonStockparvalue0.10pershareMember 2024-02-01 2024-10-31 0000104169 wmt:A2.550NotesDue2026Member 2024-02-01 2024-10-31 0000104169 wmt:A1050NotesDue2026Member 2024-02-01 2024-10-31 0000104169 wmt:A1500NotesDue2028Member 2024-02-01 2024-10-31 0000104169 wmt:A4875NotesDue2029Member 2024-02-01 2024-10-31 0000104169 wmt:A5750NotesDue2030Member 2024-02-01 2024-10-31 0000104169 wmt:A1800NotesDue2031Member 2024-02-01 2024-10-31 0000104169 wmt:A5625NotesDue2034Member 2024-02-01 2024-10-31 0000104169 wmt:A5250NotesDue2035Member 2024-02-01 2024-10-31 0000104169 wmt:A4875NotesDue2039Member 2024-02-01 2024-10-31 0000104169 2024-12-04 0000104169 2024-08-01 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us-gaap:AccumulatedOtherComprehensiveIncomeMember 2023-08-01 2023-10-31 0000104169 us-gaap:Com [...TRUNCATED...] 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. 35 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 October 31, 2024, formatted in Inline XBRL (included in Exhibit 101) * Filed herewith as an Exhibit. ** Furnished herewith as an Exhibit. 36 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: December 6, 2024 By: /s/ C. Douglas McMillon C. Douglas McMillon President and Chief Executive Officer (Principal Executive Officer) Date: December 6, 2024 By: /s/ John David Rainey John David Rainey Executive Vice President and Chief Financial Officer (Principal Financial Officer) Date: December 6, 2024 By: /s/ David M. Chojnowski David M. Chojnowski Senior Vice President and Controller (Principal Accounting Officer) 37

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: -0.0223

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%) = -0.0275.


XLU: 60-day return history, mean=0.0020, std=0.0082.

Question:
Asset: XLU
Daily returns (past 60 days): mean=0.0020, std=0.0082, min=-0.0268, max=0.0181
Market regime: sideways
Recent filing/news:
[SEC 10-Q WMT 2024-08-30] wmt-20240731 0000104169 1/31 2025 Q2 false xbrli:shares iso4217:USD iso4217:USD xbrli:shares xbrli:pure iso4217:JPY wmt:state wmt:county wmt:defendant wmt:case wmt:classAction wmt:securitiesClassAction wmt:shareholder wmt:order wmt:pharmacist wmt:segment 0000104169 2024-02-01 2024-07-31 0000104169 wmt:CommonStockparvalue0.10pershareMember 2024-02-01 2024-07-31 0000104169 wmt:A2.550NotesDue2026Member 2024-02-01 2024-07-31 0000104169 wmt:A1050NotesDue2026Member 2024-02-01 2024-07-31 0000104169 wmt:A1500NotesDue2028Member 2024-02-01 2024-07-31 0000104169 wmt:A4875NotesDue2029Member 2024-02-01 2024-07-31 0000104169 wmt:A5750NotesDue2030Member 2024-02-01 2024-07-31 0000104169 wmt:A1800NotesDue2031Member 2024-02-01 2024-07-31 0000104169 wmt:A5625NotesDue2034Member 2024-02-01 2024-07-31 0000104169 wmt:A5250NotesDue2035Member 2024-02-01 2024-07-31 0000104169 wmt:A4875NotesDue2039Member 2024-02-01 2024-07-31 0000104169 2024-08-28 0000104169 2024-05-01 2024-07-31 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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 XLU. Express as a decimal (e.g., -0.02).

Answer: -0.0097

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0097 (i.e., on a bad day with 5% probability, the loss exceeds 0.97%). CVaR(95%) = -0.0209.