VLUE: 60-day return history, mean=-0.0009, std=0.0068.

Question:
Asset: VLUE
Daily returns (past 60 days): mean=-0.0009, std=0.0068, min=-0.0152, max=0.0123
Market regime: sideways
Recent filing/news:
[Kaggle 2023-10-16] ["US STOCKS-Wall St jumps 1% to kick-start earnings and data-heavy week, megacaps rise By Ankika Biswas and Shashwat Chauhan Oct 16 (Reuters) - Wall Street's main indexes jumped more than 1% on Monday as megacaps rose to kick-start a week packed with corporate earnings and economic data, while investors also monitored the Israel-Hamas conflict. The Dow touched a near four-week high and was on course for its best day in more than two months, while the S&P 500 and the Nasdaq were headed for their best days in nearly two weeks. Megacaps Microsoft MSFT.O, Meta Platforms META.O, Alphabet GOOGL.O and Amazon.com AMZN.O rose between 1% and 2%. Consumer discretionary .SPLRCD and materials .SPLRCM led the gains across major S&P 500 sectors, while utilities .SPLRCU and energy stocks .SPNY lagged behind. \"There's a little bit of risk-on sentiment coming from a pretty solid start to their earnings season,\" said Ross Mayfield, investment strategy analyst at Baird. \"It says that what the economic data is also saying, which is that the economy is stronger than we were giving it credit for at the year's start, certainly not recessionary.\" Results from large banks Goldman Sachs GS.N, Bank of America BAC.N, Morgan Stanley MS.N, pharmaceutical giant Johnson & Johnson JNJ.N, EV maker Tesla TSLA.O and video-streaming pioneer Netflix NFLX.O are due this week. Third-quarter earnings for S&P 500 companies are estimated to grow 2.2% year-on-year, LSEG data showed on Friday. Long-dated Treasury yields rose amid increased U.S. government debt issuance while a possible Israeli ground offensive in Gaza has led to uncertainty in the bond market. Investors also await economic data including retail sales for September and the Philly Fed Business Index for October later this week. Latest data showed the NY Fed's \"Empire State\" index, a gauge of manufacturing activity in New York State, fell to -4.60 in October, against expectations of a drop to -7. The Dow Jones Transport Average index .DJT, seen as an indicator of economic prosperity, was on track for its best day in nearly three months. Investors are focused on Federal Reserve Chair Jerome Powell's comments on Thursday, before Fed officials enter a blackout period starting Oct. 21 ahead of their policy meeting. Philadelphia Fed President Patrick Harker reiterated his view from Friday that the U.S. central bank was likely done with its rate-hike cycle. Among stocks, Apple AAPL.O bucked the trend among its growth peers, dipping 0.1% on a report the company's iPhones were off to a disappointing start in China. Lululemon AthleticaLULU.O added 9.6% as the sportswear apparel maker is set to join the S&P 500 index this week, replacing Activision Blizzard ATVI.O. ModernaMRNA.O reaffirmed its forecast of $6 billion to $8 billion in COVID vaccine sales for the year. The company's shares fell 5.0%. Charles SchwabSCHW.N jumped 4.8% as the brokerage posted a smaller-than-expected drop in quarterly profit. Advancing issues outnumbered

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: -0.0120

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0120 (i.e., on a bad day with 5% probability, the loss exceeds 1.20%). CVaR(95%) = -0.0141.


XLF: 60-day return history, mean=0.0018, std=0.0079.

Question:
Asset: XLF
Daily returns (past 60 days): mean=0.0018, std=0.0079, min=-0.0148, max=0.0191
Market regime: sideways
Recent filing/news:
[SEC 10-Q PFE 2024-11-04] pfe-20240929 0000078003 12/31 2024 Q3 false xbrli:shares iso4217:USD iso4217:USD xbrli:shares pfe:operatingSegment xbrli:pure pfe:facility pfe:patent pfe:treatmentCourse 0000078003 2024-01-01 2024-09-29 0000078003 us-gaap:CommonStockMember 2024-01-01 2024-09-29 0000078003 pfe:NotesDue20271.000Member 2024-01-01 2024-09-29 0000078003 2024-10-30 0000078003 us-gaap:ProductMember 2024-07-01 2024-09-29 0000078003 us-gaap:ProductMember 2023-07-03 2023-10-01 0000078003 us-gaap:ProductMember 2024-01-01 2024-09-29 0000078003 us-gaap:ProductMember 2023-01-01 2023-10-01 0000078003 2024-07-01 2024-09-29 0000078003 2023-07-03 2023-10-01 0000078003 2023-01-01 2023-10-01 0000078003 us-gaap:RoyaltyMember 2024-07-01 2024-09-29 0000078003 us-gaap:RoyaltyMember 2023-07-03 2023-10-01 0000078003 us-gaap:RoyaltyMember 2024-01-01 2024-09-29 0000078003 us-gaap:RoyaltyMember 2023-01-01 2023-10-01 0000078003 2024-09-29 0000078003 2023-12-31 0000078003 us-gaap:CommonStockMember 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pfe:DevelopedTechnologyRightsAndOtherIntangibleAssetsMember 2024-01-01 2024-09-29 0000078003 pfe:SeagenMe [...TRUNCATED...] 2024 14,581  $ 27.73  —  $ 3,292,882,444  July 29 through August 25, 2024 22,257  $ 30.44  —  $ 3,292,882,444  August 26 through September 29, 2024 57,730  $ 29.02  —  $ 3,292,882,444  Total 94,568  $ 29.16  —  (a) Represents (i) 91,700 shares of common stock surrendered to the Company to satisfy tax withholding obligations in connection with the vesting of awards under our long-term incentive programs and (ii) the open market purchase by the trustee of 2,868 shares of common stock in connection with the reinvestment of dividends paid on common stock held in trust for employees who deferred receipt of performance share awards. (b) See the Analysis of Financial Condition, Liquidity, Capital Resources and Market Risk—Capital Allocation Framework section within MD&A of this Form 10-Q and Note 12 in our 2023 Form 10-K. ITEM 5. OTHER INFORMATION During the three months ended September 29, 2024, none of our directors or officers adopted or terminated a “Rule 10b5-1 trading arrangement” or “non-Rule 10b5-1 trading arrangement,” as each term is defined in Item 408 of Regulation S-K. 60 ITEM 6. EXHIBITS   Exhibit 31.1 Certification by the Chief Executive Officer Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.   Exhibit 31.2 Certification by the Chief Financial Officer Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.   Exhibit 32.1 Certification by the Chief Executive Officer Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.   Exhibit 32.2 Certification by the Chief Financial Officer Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.   Exhibit 101:     EX-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.   EX-101.SCH EX-101.CAL EX-101.LAB EX-101.PRE EX-101.DEF   Inline XBRL Taxonomy Extension Schema Inline XBRL Taxonomy Extension Calculation Linkbase Inline XBRL Taxonomy Extension Label Linkbase Inline XBRL Taxonomy Extension Presentation Linkbase Inline XBRL Taxonomy Extension Definition Document Exhibit 104 Cover Page Interactive Data File––the cover page interactive data file does not appear in the Interactive Data File because its XBRL tags are embedded within the Inline XBRL document. SIGNATURE 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.   Pfizer Inc.   (Registrant)         Dated: November 4, 2024 /s/ Jennifer B. Damico   Jennifer B. Damico Senior Vice President and Controller (Principal Accounting Officer and Duly Authorized Officer) 61

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: -0.0112

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0112 (i.e., on a bad day with 5% probability, the loss exceeds 1.12%). CVaR(95%) = -0.0137.


SCHP: 60-day return history, mean=0.0001, std=0.0030.

Question:
Asset: SCHP
Daily returns (past 60 days): mean=0.0001, std=0.0030, min=-0.0090, max=0.0045
Market regime: sideways

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

Answer: -0.0058

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0058 (i.e., on a bad day with 5% probability, the loss exceeds 0.58%). CVaR(95%) = -0.0072.


XLK: 60-day return history, mean=0.0025, std=0.0117.

Question:
Asset: XLK
Daily returns (past 60 days): mean=0.0025, std=0.0117, min=-0.0216, max=0.0277
Market regime: sideways
Recent filing/news:
[Kaggle 2023-05-18] ["EXPLAINER-How Montana could enforce a TikTok ban May 18 (Reuters) - Montana took the unusual step on Wednesday of banning Chinese-owned short video app TikTok, with lawmakers of the sparsely populated western U.S. state saying they aimed to protect residents from alleged intelligence gathering by China. TikTok, which is wildly popular with American teens and owned by Chinese tech company ByteDance, is already banned on government-issued devices in around 30 U.S. states and for employees of the country's federal agencies. While blocking apps by geography is not unheard of, the Montana law is notable for doing so at the state level, upending a single-market approach Apple AAPL.O and Alphabet's Google GOOGL.O have long been able to use for their U.S. app stores. Montana's ban is set to take effect on Jan. 1 2024. HAS THIS EVER BEEN DONE BEFORE? Sort of. Tech companies are now well-practiced in blocking apps at the country level, mostly to comply with U.S. sanctions or for business purposes, like Apple's blocking of messaging and privacy apps in China upon government request. Enterprising young people in affected countries have an equally long track record of skirting the bans by downloading the apps while traveling internationally or using tools like virtual private networks (VPNs), which obscure their location. Within the United States, Pornhub recently disabled its services for IP addresses in Utah ahead of a state law that came into effect requiring adult content platforms to verify users' ages. However, that involved a website only, not an app. Specifically for apps, Google and Apple appear to have navigated a tangle of different U.S. state rules around online gambling by leaving compliance to individual app developers, according to their app storeguidance. Google only started allowing gambling apps in its U.S. app store as of 2021, prior to which it restricted the apps in all but four countries: Brazil, France, Ireland and the United Kingdom. Apple and Google declined to comment on how they approach state rules on gambling. IS A STATE-LEVEL BAN EVEN TECHNICALLY FEASIBLE? While TikTok can theoretically block IP addresses registered in Montana, app stores will have a more difficult time. Apple and Google declined comment on the technical aspects of implementing a ban, but TechNet, a trade group funded by both companies, told Montana lawmakers in March that app stores \"do not have the ability to geofence on a state-by-state basis.\" \"It would thus be impossible for our members to prevent the app from being downloaded specifically in the state of Montana,\" the TechNet representative testified. According to cybersecurity researchers, that is likely because companies organize their app stores at the country level, meaning they have systems for shutting off downloads of a given app in some countries while keeping it accessible elsewhere. The companies do not appear to have built such controls at a more granular level, the researchers said. \"I th

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: -0.0146

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0146 (i.e., on a bad day with 5% probability, the loss exceeds 1.46%). CVaR(95%) = -0.0191.


AVAX-USD: 60-day return history, mean=-0.0025, std=0.0247.

Question:
Asset: AVAX-USD
Daily returns (past 60 days): mean=-0.0025, std=0.0247, min=-0.0553, max=0.0733
Market regime: sideways
Recent filing/news:
[Kaggle 2023-10-17]

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: -0.0408

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0408 (i.e., on a bad day with 5% probability, the loss exceeds 4.08%). CVaR(95%) = -0.0482.


USO: 60-day return history, mean=-0.0031, std=0.0200.

Question:
Asset: USO
Daily returns (past 60 days): mean=-0.0031, std=0.0200, min=-0.0437, max=0.0441
Market regime: sideways

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

Answer: -0.0334

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0334 (i.e., on a bad day with 5% probability, the loss exceeds 3.34%). CVaR(95%) = -0.0388.


LINK-USD: 60-day return history, mean=-0.0014, std=0.0268.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0014, std=0.0268, min=-0.0940, max=0.0505
Market regime: sideways
Recent filing/news:
[Kaggle 2023-05-28]

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: -0.0407

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0407 (i.e., on a bad day with 5% probability, the loss exceeds 4.07%). CVaR(95%) = -0.0644.


AVAX-USD: 60-day return history, mean=-0.0040, std=0.0393.

Question:
Asset: AVAX-USD
Daily returns (past 60 days): mean=-0.0040, std=0.0393, min=-0.0752, max=0.1268
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: -0.0668

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0668 (i.e., on a bad day with 5% probability, the loss exceeds 6.68%). CVaR(95%) = -0.0703.


EEM: 60-day return history, mean=0.0002, std=0.0110.

Question:
Asset: EEM
Daily returns (past 60 days): mean=0.0002, std=0.0110, min=-0.0233, max=0.0296
Market regime: sideways
Recent filing/news:
[Kaggle 2023-03-07] ["Better Ad Tech Stock: The Trade Desk vs. Magnite The Trade Desk (NASDAQ: TTD) and Magnite (NASDAQ: MGNI) are both independent ad tech companies that operate in the shadows of diversified advertising giants like Alphabet's (NASDAQ: GOOG) (NASDAQ: GOOGL) Google and Meta Platforms (NASDAQ: META). Unlike those larger advertising companies, The Trade Desk and Magnite don't lock publishers and advertisers into their walled gardens. Instead, both companies make it easier to purchase ads on desktop, mobile, and connected TV (CTV) platforms across the \"open\" internet, which doesn't operate under those big tech umbrellas. But over the past 12 months, The Trade Desk's stock declined 28% as Magnite's stock dropped 17%. Image source: Getty Images. Both stocks lost their luster as rising rates and other macro headwinds caused companies to curb their spending on ads. Cautious investors also abandoned higher-growth tech stocks in favor of cheaper value plays. But could either of these fallen ad tech stocks bounce back this year? The differences between The Trade Desk and Magnite The Trade Desk and Magnite are both independent platforms, but they sit at opposite ends of the advertising supply chain. The Trade Desk is a demand-side platform (DSP), which allows advertisers to bid on ad space across a wide range of platforms, while Magnite operates a sell-side platform (SSP), which helps publishers sell their own ad inventories. These two companies are the largest independent players in their respective markets. DSPs typically work in tandem with SSPs to sell digital ads. Google and Meta bundle together DSPs, SSPs, and other advertising services, but they're not independent platforms. However, The Trade Desk recently launched OpenPath, a new feature that bypasses SSPs like Magnite to connect publishers to advertisers. That feature could make it a more diversified advertising company like Google or Meta, but it could also hurt Magnite and other SSPs. The Trade Desk hasn't made any acquisitions since it bought the assets of the ad tech company AdBrain in 2017. Meanwhile, Magnite was created by the merger of two smaller companies, The Rubicon Project and Telaria, in 2020. It then bought the video advertising companies SpotX and SpringServe, as well as the publisher monetization firm Carbon. Therefore, it's fairly easy for investors to track The Trade Desk's growth. Magnite's growth rates need to be reviewed more carefully due to its inorganic growth rates and ex-TAC (excluding traffic acquisition costs) revenues -- which it started using as its core growth metric after its purchase of SpotX in 2021. Which company is growing faster? The Trade Desk's revenue rose 26% in 2020, even as the pandemic throttled the market's demand for digital ads. But in 2021, its revenue increased 43% as the advertising market recovered. In 2022, its revenue rose 32% to $1.58 billion, even as inflation rattled the markets and Apple's (NASDAQ: AAPL) iOS update prevented many advertisers -

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: -0.0181

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0181 (i.e., on a bad day with 5% probability, the loss exceeds 1.81%). CVaR(95%) = -0.0221.


BNB-USD: 60-day return history, mean=0.0004, std=0.0267.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=0.0004, std=0.0267, min=-0.1047, max=0.0528
Market regime: sideways
Recent filing/news:
[Kaggle 2023-01-24]

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: -0.0419

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0419 (i.e., on a bad day with 5% probability, the loss exceeds 4.19%). CVaR(95%) = -0.0642.


BNB-USD: 60-day return history, mean=0.0012, std=0.0257.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=0.0012, std=0.0257, min=-0.0706, max=0.0504
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 BNB-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0422

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0422 (i.e., on a bad day with 5% probability, the loss exceeds 4.22%). CVaR(95%) = -0.0551.


LINK-USD: 60-day return history, mean=-0.0048, std=0.0367.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=-0.0048, std=0.0367, min=-0.0783, max=0.0741
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: -0.0567

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0567 (i.e., on a bad day with 5% probability, the loss exceeds 5.67%). CVaR(95%) = -0.0673.


BNB-USD: 60-day return history, mean=-0.0020, std=0.0145.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=-0.0020, std=0.0145, min=-0.0575, max=0.0372
Market regime: sideways
Recent filing/news:
[Kaggle 2023-10-03]

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

Answer: -0.0278

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0278 (i.e., on a bad day with 5% probability, the loss exceeds 2.78%). CVaR(95%) = -0.0398.


TLH: 60-day return history, mean=-0.0008, std=0.0079.

Question:
Asset: TLH
Daily returns (past 60 days): mean=-0.0008, std=0.0079, min=-0.0177, max=0.0176
Market regime: sideways

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

Answer: -0.0135

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0135 (i.e., on a bad day with 5% probability, the loss exceeds 1.35%). CVaR(95%) = -0.0164.


XLE: 60-day return history, mean=-0.0006, std=0.0137.

Question:
Asset: XLE
Daily returns (past 60 days): mean=-0.0006, std=0.0137, min=-0.0319, max=0.0328
Market regime: sideways
Recent filing/news:
[Kaggle 2023-11-22] ["AAPL Factor-Based Stock Analysis Below is Validea's guru fundamental report for APPLE INC (AAPL). Of the 22 guru strategies we follow, AAPL rates highest using our Twin Momentum Investor model based on the published strategy of Dashan Huang. This momentum model looks for a combination of fundamental momentum and price momentum. APPLE INC (AAPL) is a large-cap growth stock in the Communications Equipment industry. The rating using this strategy is 94% based on the firm\u2019s underlying fundamentals and the stock\u2019s valuation. A score of 80% or above typically indicates that the strategy has some interest in the stock and a score above 90% typically indicates strong interest. The following table summarizes whether the stock meets each of this strategy's tests. Not all criteria in the below table receive equal weighting or are independent, but the table provides a brief overview of the strong and weak points of the security in the context of the strategy's criteria. FUNDAMENTAL MOMENTUM: PASS TWELVE MINUS ONE MOMENTUM: PASS FINAL RANK: PASS Detailed Analysis of APPLE INC AAPL Guru Analysis AAPL Fundamental Analysis More Information on Dashan Huang Dashan Huang Portfolio About Dashan Huang: Dashan Huang is an Assistant Professor of Finance at the Lee Kong Chian School of Business at Singapore Management University. His paper \"Twin Momentum\" looked at combining traditional price momentum with improving fundamentals to generate market outperformance. In the paper, he identified seven fundamental variables (earnings, return on equity, return on assets, accrual operating profitability to equity, cash operating profitability to assets, gross profit to assets and net payout ratio) that he combined into a single fundamental momentum measure. He showed that stocks in the top 20% of the universe according to that measure outperformed the market going forward. When he combined that measure with price momentum, he was able to double its outperformance. Additional Research Links Top NASDAQ 100 Stocks Top Technology Stocks Top Large-Cap Growth Stocks High Momentum Stocks High Insider Ownership Stocks About Validea: Validea is aninvestment researchservice that follows the published strategies of investment legends. Validea offers both stock analysis and model portfolios based on gurus who have outperformed the market over the long-term, including Warren Buffett, Benjamin Graham, Peter Lynch and Martin Zweig. For more information about Validea, click here The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "Actor Jamie Foxx accused of sexual abuse in New York lawsuit By Dawn Chmielewski and Steve Gorman Nov 22 (Reuters) - Oscar-winning actor Jamie Foxx was accused of sexual assault in a lawsuit filed in New York City on Wednesday that alleges he groped a woman at a rooftop bar and restaurant in Manhattan in August 2015. The plaintiff, identified in the complaint only as Jan

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: -0.0205

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0205 (i.e., on a bad day with 5% probability, the loss exceeds 2.05%). CVaR(95%) = -0.0262.


DOT-USD: 60-day return history, mean=-0.0051, std=0.0430.

Question:
Asset: DOT-USD
Daily returns (past 60 days): mean=-0.0051, std=0.0430, min=-0.1359, max=0.0830
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 DOT-USD. Express as a decimal (e.g., -0.02).

Answer: -0.0661

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0661 (i.e., on a bad day with 5% probability, the loss exceeds 6.61%). CVaR(95%) = -0.1216.


DOT-USD: 60-day return history, mean=-0.0012, std=0.0261.

Question:
Asset: DOT-USD
Daily returns (past 60 days): mean=-0.0012, std=0.0261, min=-0.0915, max=0.0558
Market regime: sideways
Recent filing/news:
[Kaggle 2023-07-04]

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: -0.0424

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0424 (i.e., on a bad day with 5% probability, the loss exceeds 4.24%). CVaR(95%) = -0.0616.


VTI: 60-day return history, mean=0.0018, std=0.0083.

Question:
Asset: VTI
Daily returns (past 60 days): mean=0.0018, std=0.0083, min=-0.0150, max=0.0219
Market regime: sideways
Recent filing/news:
[Kaggle 2023-12-22] ["7 Risks Intel Stock Investors Should Know for 2024 In today's video, I discuss recent updates impacting Intel (NASDAQ: INTC). 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. 21, 2023. The video was published on Dec. 21, 2023. Should you invest $1,000 in Intel right now? Before you buy stock in Intel, 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 Intel 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 more than tripled the return of S&P 500 since 2002*. See the 10 stocks *Stock Advisor returns as of December 18, 2023 Jose Najarro has positions in Advanced Micro Devices, Nvidia, Qualcomm, and Taiwan Semiconductor Manufacturing. The Motley Fool has positions in and recommends Advanced Micro Devices, Apple, Nvidia, Qualcomm, and Taiwan Semiconductor Manufacturing. 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.", "2 Artificial Intelligence (AI) Stocks That Could Go Parabolic Artificial intelligence (AI) stocks have been in the limelight over the past year, thanks to the massive impact this technology is likely to have across multiple industries, with McKinsey estimating that AI adoption could add a whopping $13 trillion to the global economy by 2030. There are many ways investors can capitalize on this huge opportunity. Two companies that stand to win big from AI adoption in two distinct industries are Advanced Micro Devices (NASDAQ: AMD) and SentinelOne (NYSE: S). Both stocks have been on fire in 2023. While shares of AMD have jumped 113%, SentinelOne has shot up 83%, with a big chunk of that jump coming since the beginning of November. The recent stock price action of both companies suggests they may already have gone parabolic -- which refers to a rapid jump in the share price of a company in a short time, similar to the right side of a parabolic curve. However, there is a solid chance that these two AI stocks could go on another parabolic run in 2024. 1. Advanced Micro Devices Nvidia (NAS

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: -0.0146

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0146 (i.e., on a bad day with 5% probability, the loss exceeds 1.46%). CVaR(95%) = -0.0150.


IYR: 60-day return history, mean=0.0022, std=0.0127.

Question:
Asset: IYR
Daily returns (past 60 days): mean=0.0022, std=0.0127, min=-0.0239, max=0.0302
Market regime: sideways

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

Answer: -0.0161

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0161 (i.e., on a bad day with 5% probability, the loss exceeds 1.61%). CVaR(95%) = -0.0232.


AVAX-USD: 60-day return history, mean=-0.0048, std=0.0513.

Question:
Asset: AVAX-USD
Daily returns (past 60 days): mean=-0.0048, std=0.0513, min=-0.1442, max=0.1268
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: -0.0759

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0759 (i.e., on a bad day with 5% probability, the loss exceeds 7.59%). CVaR(95%) = -0.1232.


SOL-USD: 60-day return history, mean=-0.0015, std=0.0473.

Question:
Asset: SOL-USD
Daily returns (past 60 days): mean=-0.0015, std=0.0473, min=-0.1182, max=0.1144
Market regime: sideways
Recent filing/news:
[Kaggle 2023-03-26]

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: -0.0785

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0785 (i.e., on a bad day with 5% probability, the loss exceeds 7.85%). CVaR(95%) = -0.0973.


MATIC-USD: 60-day return history, mean=-0.0012, std=0.0352.

Question:
Asset: MATIC-USD
Daily returns (past 60 days): mean=-0.0012, std=0.0352, min=-0.0789, max=0.1733
Market regime: sideways
Recent filing/news:
[Kaggle 2023-08-29]

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: -0.0475

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0475 (i.e., on a bad day with 5% probability, the loss exceeds 4.75%). CVaR(95%) = -0.0636.


XLV: 60-day return history, mean=0.0015, std=0.0102.

Question:
Asset: XLV
Daily returns (past 60 days): mean=0.0015, std=0.0102, min=-0.0185, max=0.0244
Market regime: sideways
Recent filing/news:
[Kaggle 2023-01-11] ["Is Apple a Screaming Buy Right Now? For much of 2022, Apple (NASDAQ: AAPL) resisted the market sell-off, but eventually, it succumbed. The tech giant finished the year down 27%, ahead of the Nasdaq but behind the S&P 500. Despite its retreat, the iPhone maker delivered a better performance than most of its big tech peers, reporting revenue growth of 8% for the quarter and the year, even as it faced stiff headwinds from a stronger dollar. Earnings per share growth was slower, up in the fiscal fourth quarter from $1.24 to $1.29, as the company faced inflationary pressure in areas like wages and logistics. However, after the sell-off, Apple stock looks surprisingly well priced. It currently trades at a price-to-earnings ratio of 21, the cheapest it has been since the pandemic started, only slightly more expensive than that of the S&P 500 at 20.2. Is Apple a screaming buy? Let's take a look at the debate. Image source: Getty Images. Why Apple stock has fallen There isn't anything particularly alarming in Apple's recent results, but there are a number of reasons why the stock has tumbled over the last few months. First, the market is increasingly betting on a recession this year as the Federal Reserve continues to raise interest rates. As a seller of higher-end discretionary tech hardware, Apple is at risk of a recession, which would lead consumers to spend less on discretionary products. Even if they needed a new smartphone or computer, they could trade down to a cheaper Apple model or buy one from another company altogether. Second, Apple has faced a number of challenges in its manufacturing in China. The company said in November that its iPhone factory in Zhengzhou was operating at significantly limited capacity, meaning it expected shipments of its iPhone 14 Pro and Pro Max to be lower in the fiscal first quarter than originally anticipated. The company did say that demand for those phones remains strong. The COVID-19 lockdowns that caused those delays have since ended, so the problem should be temporary. However, Apple also announced plans to move more production out of China. Finally, the company's revenue approached $400 billion in fiscal 2022, and its growth is expected to be moderate. On such a large base of revenue, it will be difficult to put up 20% revenue growth. However, the valuation seems to reflect the dialed-down growth expectations. The good news With an earnings valuation on par with the S&P 500, Apple doesn't need to put up high growth numbers in order to justify its valuation. In fact, the company could easily grow earnings per share by double digits with just modest revenue and share buybacks. Apple has been committed to share buybacks, having reduced shares outstanding by more than 20% over the last five years. With the stock price down, it could get more aggressive with repurchases. The company's economic moat has also never looked as strong. Apple has gained market share on Android and now claims a majority of market share

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

Answer: -0.0148

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0148 (i.e., on a bad day with 5% probability, the loss exceeds 1.48%). CVaR(95%) = -0.0175.


EFA: 60-day return history, mean=0.0005, std=0.0069.

Question:
Asset: EFA
Daily returns (past 60 days): mean=0.0005, std=0.0069, min=-0.0163, max=0.0134
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 EFA. Express as a decimal (e.g., -0.02).

Answer: -0.0128

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0128 (i.e., on a bad day with 5% probability, the loss exceeds 1.28%). CVaR(95%) = -0.0152.


EWJ: 60-day return history, mean=0.0010, std=0.0135.

Question:
Asset: EWJ
Daily returns (past 60 days): mean=0.0010, std=0.0135, min=-0.0325, max=0.0263
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 EWJ. Express as a decimal (e.g., -0.02).

Answer: -0.0205

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0205 (i.e., on a bad day with 5% probability, the loss exceeds 2.05%). CVaR(95%) = -0.0325.


XLE: 60-day return history, mean=0.0009, std=0.0127.

Question:
Asset: XLE
Daily returns (past 60 days): mean=0.0009, std=0.0127, min=-0.0328, max=0.0369
Market regime: sideways
Recent filing/news:
[SEC 10-Q NVDA 2024-11-20] nvda-20241027 0001045810 1/26 2025 Q3 FALSE http://fasb.org/us-gaap/2024#AccruedLiabilitiesCurrent http://fasb.org/us-gaap/2024#AccruedLiabilitiesCurrent 0 550 456 xbrli:shares iso4217:USD iso4217:USD xbrli:shares xbrli:pure nvda:segment 0001045810 2024-01-29 2024-10-27 0001045810 2024-11-15 0001045810 2024-07-29 2024-10-27 0001045810 2023-07-31 2023-10-29 0001045810 2023-01-30 2023-10-29 0001045810 2024-10-27 0001045810 2024-01-28 0001045810 us-gaap:CommonStockMember 2024-07-28 0001045810 us-gaap:AdditionalPaidInCapitalMember 2024-07-28 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2024-07-28 0001045810 us-gaap:RetainedEarningsMember 2024-07-28 0001045810 2024-07-28 0001045810 us-gaap:RetainedEarningsMember 2024-07-29 2024-10-27 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2024-07-29 2024-10-27 0001045810 us-gaap:CommonStockMember 2024-07-29 2024-10-27 0001045810 us-gaap:AdditionalPaidInCapitalMember 2024-07-29 2024-10-27 0001045810 us-gaap:CommonStockMember 2024-10-27 0001045810 us-gaap:AdditionalPaidInCapitalMember 2024-10-27 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2024-10-27 0001045810 us-gaap:RetainedEarningsMember 2024-10-27 0001045810 us-gaap:CommonStockMember 2023-07-30 0001045810 us-gaap:AdditionalPaidInCapitalMember 2023-07-30 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2023-07-30 0001045810 us-gaap:RetainedEarningsMember 2023-07-30 0001045810 2023-07-30 0001045810 us-gaap:RetainedEarningsMember 2023-07-31 2023-10-29 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2023-07-31 2023-10-29 0001045810 us-gaap:CommonStockMember 2023-07-31 2023-10-29 0001045810 us-gaap:AdditionalPaidInCapitalMember 2023-07-31 2023-10-29 0001045810 us-gaap:CommonStockMember 2023-10-29 0001045810 us-gaap:AdditionalPaidInCapitalMember 2023-10-29 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2023-10-29 0001045810 us-gaap:RetainedEarningsMember 2023-10-29 0001045810 2023-10-29 0001045810 us-gaap:CommonStockMember 2024-01-28 0001045810 us-gaap:AdditionalPaidInCapitalMember 2024-01-28 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2024-01-28 0001045810 us-gaap:RetainedEarningsMember 2024-01-28 0001045810 us-gaap:RetainedEarningsMember 2024-01-29 2024-10-27 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2024-01-29 2024-10-27 0001045810 us-gaap:CommonStockMember 2024-01-29 2024-10-27 0001045810 us-gaap:AdditionalPaidInCapitalMember 2024-01-29 2024-10-27 0001045810 us-gaap:CommonStockMember 2023-01-29 0001045810 us-gaap:AdditionalPaidInCapitalMember 2023-01-29 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2023-01-29 0001045810 us-gaap:RetainedEarningsMember 2023-01-29 0001045810 2023-01-29 0001045810 us-gaap:RetainedEarningsMember 2023-01-30 2023-10-29 0001045810 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2023-01-30 2023-10-29 0001045810 us-gaap:CommonStockMember 2023-01-30 2023-10-29 0001045810 us-gaap:AdditionalPaidInCapitalMember 2023-01-30 2023-10-29 0001045810 2024-05-01 2024-05-31 0001045810 2024-06-06 0001045810 2024-06-07 0001045810 us-gaap:OperatingLeaseLeaseNotYetCommencedMember 2024-10-27 0001045810 srt:MinimumMember 2024-10-27 0001045810 srt:MaximumMember 2024-10-27 0001045810 us-gaap:CostOfSalesMember 2024-07-29 2024-10-27 0001045810 us-gaap:CostOfSalesMember 2023-07-31 2023-10-29 0001045810 us-gaap:CostOfSalesMember 2024-01-29 2024-10-27 0001045810 us-gaap:CostOfSalesMember 2023-01-30 2023-10-29 0001045810 us-gaap:ResearchAndDevelopmentExpenseMember 2024-07-29 2024-10-27 0001045810 us-gaap:ResearchAndDevelopmentExpenseMember 2023-07-31 2023-10-29 0001045810 us-gaap:ResearchAndDevelopmentExpenseMember 2024-01-29 2024-10-27 0001045810 us-gaap:ResearchAndDevelopmentExpenseMember 2023-01-30 2023-10-29 0001045810 us-gaap:SellingGeneralAndAdministrativeExpensesMember 2024-07-29 2024-10-27 0001045810 us-gaap:SellingGeneralAndAdministrativeExpensesMember 2023-07-31 2023-10-29 0001045810 us-gaap:SellingGeneralAndAdministrativeExpensesMember 2024-01-29 2024-10-27 0001045810 us-gaap:SellingGeneralAndAdministrativeExpensesMember 2023-01-30 2023-10-29 0001045810 nvda:RSUsPSUsandMarketbasedPSUsMember 2024-01-28 0001045810 nvda:RSUsPSUsandMarketbasedPSUsMember 2024-01-29 2024-10-27 0001045810 nvda:RSUsPSUsandMarketbasedPSUsMember 2024-10-27 0001045810 us-gaap:EmployeeStockMember 2024-01-29 2024-10-27 0001045810 us-gaap:USTreasurySecuritiesMember 2024-10-27 0001045810 us-gaap:CorporateDebtSecuritiesMember 2024-10-27 0001045810 us-gaap:MoneyMarketFundsMember 2024-10-27 0001045810 us-gaap:USGovernmentAgenciesDebtSecuritiesMember 2024-10-27 0001045810 us-gaap:CertificatesOfDepositMember 2024-10-27 0001045810 nvda:MarketableSecuritiesWithFairValueAdjustmentsRecordedInOtherComprehensiveIncomeMember 2024-10-27 0001045810 nvda:PubliclyHeldEquitySecuritiesMember 2024-10-27 0001045810 us-gaap:FairValueInputsLevel1Member nvda:PubliclyHeldEquitySecuritiesMember 2024-01-29 2024-10-27 0001045810 us-gaap:FairValueInputsLevel1Member nvda:PubliclyHeldEquitySecuritiesMember 2024-07-29 2024-10-27 0001045810 us-gaap:CorporateDebtSecuritiesMember 2024-01-28 0001045810 us-gaap:USTreasurySecuritiesMember 2024-01-28 0001045810 us-gaap:MoneyMarketFundsMember 2024-01-28 0001045810 us-gaap:USGovernmentAgenciesDebtSecuritiesMember 2024-01-28 0001045810 us-gaap:CertificatesOfDepositMember 2024-01-28 0001045810 us-gaap:ForeignGovernmentDebtMember 2024-01-28 0001045810 nvda:MarketableSecuritiesWithFairValueAdjustmentsRecordedInOtherComprehensiveIncomeMember 2024-01-28 0001045810 us-gaap:FairValueInputsLevel1Member us-gaap:MoneyMarketFundsMember 2024-10-27 0001045810 us-gaap:FairValueInputsLevel1Member us-gaap:MoneyMarketFundsMember 2024-01-28 0001045810 us-gaap:FairValueInputsLevel1Member nvda:PubliclyHeldEquitySecuritiesMember 2024-10-27 0001045810 us-gaap:FairValueInputsLevel1Member nvda:PubliclyHeldEquitySecuritiesMember 2024-01-28 0001045810 us-gaap:FairValueInputsLevel2Member us-gaap:USTreasur [...TRUNCATED...]  30, 2024 , Ajay K. Puri , Executive Vice President , Worldwide Field Operations, adopted a Rule 10b5-1 Trading Arrangement for the sale of up to 204,890 shares of our common stock through December 30, 2025 . 40 Item 6. Exhibits Exhibit No.  Exhibit Description 10.1+* Amended and Restated 2007 Equity Incentive Plan – Global Restricted Stock Unit Grant Notice and Global Restricted Stock Unit Agreement (2024) 31.1* Certification of Chief Executive Officer as required by Rule 13a-14(a) of the Securities Exchange Act of 1934 31.2* Certification of Chief Financial Officer as required by Rule 13a-14(a) of the Securities Exchange Act of 1934 32.1#* Certification of Chief Executive Officer as required by Rule 13a-14(b) of the Securities Exchange Act of 1934 32.2#* Certification of Chief Financial Officer as required by Rule 13a-14(b) of the Securities Exchange Act of 1934 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 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 Labels Linkbase Document 101.PRE* Inline XBRL Taxonomy Extension Presentation Linkbase Document 104 Cover Page Interactive Data File - the cover page interactive data file does not appear in the Interactive Data File because its XBRL tags are embedded within the Inline XBRL document. + Management contract or compensatory plan or arrangement. * Filed herewith. # In accordance with Item 601(b)(32)(ii) of Regulation S-K and SEC Release Nos. 33-8238 and 34-47986, Final Rule: Management's Reports on Internal Control Over Financial Reporting and Certification of Disclosure in Exchange Act Periodic Reports, the certifications furnished in Exhibits 32.1 and 32.2 hereto are deemed to accompany this Quarterly Report on Form 10-Q and will not be deemed “filed” for purpose of Section 18 of the Exchange Act. Such certifications will not be deemed to be incorporated by reference into any filing under the Securities Act or the Exchange Act, except to the extent that the registrant specifically incorporates it by reference. Copies of above exhibits not contained herein are available to any shareholder upon written request to: Investor Relations: NVIDIA Corporation, 2788 San Tomas Expressway, Santa Clara, CA 95051. 41 Signature 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. Date: November 20, 2024   NVIDIA Corporation  By:    /s/ Colette M. Kress   Colette M. Kress   Executive Vice President and Chief Financial Officer (Duly Authorized Officer and Principal Financial Officer) 42

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: -0.0202

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0202 (i.e., on a bad day with 5% probability, the loss exceeds 2.02%). CVaR(95%) = -0.0281.


PALL: 60-day return history, mean=0.0005, std=0.0267.

Question:
Asset: PALL
Daily returns (past 60 days): mean=0.0005, std=0.0267, min=-0.0558, max=0.0592
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: -0.0350

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0350 (i.e., on a bad day with 5% probability, the loss exceeds 3.50%). CVaR(95%) = -0.0478.


XLB: 60-day return history, mean=0.0010, std=0.0156.

Question:
Asset: XLB
Daily returns (past 60 days): mean=0.0010, std=0.0156, min=-0.0337, max=0.0327
Market regime: sideways
Recent filing/news:
[Kaggle 2022-12-30] ["Have $500? These 2 Stocks Could Be Bargain Buys for 2023 and Beyond Regularly adding money to stocks can be one of the smartest financial moves you make. The popular market barometer, the S&P 500 index, has returned 11% per year since 1950, which includes several market crashes along the way. The key is consistency. Adding $500 per month to growing companies will put you well on the way to retiring a millionaire. Here are two bargain growth stocks that are begging to be bought right now. 1. MercadoLibre The growth of global e-commerce is expected to hit $58 trillion worldwide by 2028, and one of the fastest-growing e-commerce regions in the world is Latin America. Argentina, Brazil, and Mexico are seeing explosive growth in online sales, serving as a strong tailwind for MercadoLibre (NASDAQ: MELI) -- the leading online-commerce ecosystem in Latin America. MercadoLibre connects buyers and sellers through its online marketplace. It offers mobile payments both online and at the point of sale, consumer credit, and shipping and advertising services to small businesses. A vast number of transactions in Latin America are still completed with cash, which lends to a long runway of growth, and this is clearly reflected in the company's recent performance. In the third quarter, revenue and total payment volume were up 61% and 76%, respectively, in local currency. MercadoLibre's fintech business reached 40 million active users, representing the most quarterly additions to its ecosystem in the last two years. What's more, MercadoLibre is reinvesting in marketing and technology for more growth while reporting an improving operating profit margin. Its recent growth is testament to the company's competitive advantages in selection, price competitiveness, and the overall effectiveness of its merchant services. The market is severely undervaluing the company's improving profitability. Despite continuing to post robust growth, the stock sells at a low valuation of 27 times trailing free cash flow. This stock is a good bet at these levels. 2. Roku The growing adoption of smart TVs and streaming is still a huge opportunity for leading developers of TV operating systems. The market for connected TVs is expected to grow about 15% per year through 2026, according to Mordor Intelligence. This opportunity is attracting many competitors, including Apple, Samsung, Alphabet's Android, and Amazon, that offer their own devices and software. But Roku (NASDAQ: ROKU) has the leading market share in the U.S. The stock fell hard over the past year, as sales of TVs dropped amid supply chain issues and inflation pressuring consumer spending. But these headwinds will eventually clear and send Roku off to the races. Investors only need to look at the company's recent numbers to see the value here. Even with lower sales of streaming devices dragging down Roku's growth, the company's platform segment, which includes advertising revenue, increased by 15% year over year in the third quar

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: -0.0251

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0251 (i.e., on a bad day with 5% probability, the loss exceeds 2.51%). CVaR(95%) = -0.0303.


BNB-USD: 60-day return history, mean=0.0018, std=0.0226.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=0.0018, std=0.0226, min=-0.0545, max=0.0740
Market regime: sideways
Recent filing/news:
[Kaggle 2023-04-16]

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: -0.0337

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0337 (i.e., on a bad day with 5% probability, the loss exceeds 3.37%). CVaR(95%) = -0.0446.


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

Question:
Asset: SPY
Daily returns (past 60 days): mean=0.0004, std=0.0073, min=-0.0274, max=0.0208
Market regime: sideways
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 SPY. Express as a decimal (e.g., -0.02).

Answer: -0.0094

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0094 (i.e., on a bad day with 5% probability, the loss exceeds 0.94%). CVaR(95%) = -0.0200.


LINK-USD: 60-day return history, mean=0.0027, std=0.0396.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=0.0027, std=0.0396, min=-0.0687, max=0.1160
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: -0.0552

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0552 (i.e., on a bad day with 5% probability, the loss exceeds 5.52%). CVaR(95%) = -0.0651.


TIP: 60-day return history, mean=0.0001, std=0.0015.

Question:
Asset: TIP
Daily returns (past 60 days): mean=0.0001, std=0.0015, min=-0.0028, max=0.0045
Market regime: sideways

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

Answer: -0.0020

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


DOT-USD: 60-day return history, mean=0.0012, std=0.0229.

Question:
Asset: DOT-USD
Daily returns (past 60 days): mean=0.0012, std=0.0229, min=-0.0397, max=0.0967
Market regime: sideways
Recent filing/news:
[Kaggle 2023-10-31]

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: -0.0323

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%) = -0.0370.


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

Question:
Asset: ICSH
Daily returns (past 60 days): mean=0.0003, std=0.0003, min=-0.0002, max=0.0010
Market regime: sideways

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: -0.0002

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0002 (i.e., on a bad day with 5% probability, the loss exceeds 0.02%). CVaR(95%) = -0.0002.


EMB: 60-day return history, mean=0.0003, std=0.0049.

Question:
Asset: EMB
Daily returns (past 60 days): mean=0.0003, std=0.0049, min=-0.0155, max=0.0082
Market regime: sideways

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

Answer: -0.0073

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0073 (i.e., on a bad day with 5% probability, the loss exceeds 0.73%). CVaR(95%) = -0.0124.


MORT: 60-day return history, mean=-0.0019, std=0.0174.

Question:
Asset: MORT
Daily returns (past 60 days): mean=-0.0019, std=0.0174, min=-0.0405, max=0.0249
Market regime: sideways

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

Answer: -0.0354

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0354 (i.e., on a bad day with 5% probability, the loss exceeds 3.54%). CVaR(95%) = -0.0398.


VNQ: 60-day return history, mean=0.0005, std=0.0101.

Question:
Asset: VNQ
Daily returns (past 60 days): mean=0.0005, std=0.0101, min=-0.0250, max=0.0244
Market regime: sideways

Using the historical simulation method, compute the 1-day VaR at 95% confidence level for VNQ. 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%) = -0.0227.


VEA: 60-day return history, mean=0.0011, std=0.0074.

Question:
Asset: VEA
Daily returns (past 60 days): mean=0.0011, std=0.0074, min=-0.0180, max=0.0168
Market regime: sideways
Recent filing/news:
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amzn:VendorAccountsReceivableMember 2023-12-31 0001018724 us-gaap:LoansReceivableMember 2022-12-31 0001018724 us-gaap:LoansReceivableMember 2023-12-31 00 [...TRUNCATED...] tents 32.2 Certification of Brian T. Olsavsky, Senior Vice President and Chief Financial Officer of Amazon.com, Inc., pursuant to 18 U.S.C. Section 1350. 97.1 Amazon.com, Inc. Clawback Policy. 101 The following financial statements from the Company’s Annual Report on Form 10-K for the year ended December 31, 2023, formatted in Inline XBRL: (i) Consolidated Statements of Cash Flows, (ii) Consolidated Statements of Operations, (iii) Consolidated Statements of Comprehensive Income (Loss), (iv) Consolidated Balance Sheets, (v) Consolidated Statements of Stockholders’ Equity, and (vi) Notes to Consolidated Financial Statements, tagged as blocks of text and including detailed tags. As permitted by Item 601(b)(4)(iii)(A) of Regulation S-K, the Company has not filed with this Annual Report on Form 10-K certain instruments defining the rights of holders of long-term debt of the Company and its subsidiaries because the total amount of securities authorized thereunder does not exceed 10 percent of the total assets of the Company and its subsidiaries on a consolidated basis. The Company agrees to furnish a copy of such agreements to the Commission upon request. 104 The cover page from the Company’s Annual Report on Form 10-K for the year ended December 31, 2023, formatted in Inline XBRL (included as Exhibit 101). __________________ †    Executive Compensation Plan or Agreement. Item 16. Form 10-K Summary None. 77 Table of Contents SIGNATURES Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized, as of February 1, 2024.   AMAZON.COM, INC. By: /s/ Andrew R. Jassy Andrew R. Jassy President and Chief Executive Officer Pursuant to the requirements of the Securities Exchange Act of 1934, this Report has been signed below by the following persons on behalf of the registrant and in the capacities indicated as of February 1, 2024.   Signature Title /s/ Andrew R. Jassy Andrew R. Jassy President and Chief Executive Officer (Principal Executive Officer) and Director /s/ Brian T. Olsavsky Brian T. Olsavsky Senior Vice President and Chief Financial Officer (Principal Financial Officer) /s/ Shelley L. Reynolds Shelley L. Reynolds Vice President, Worldwide Controller (Principal Accounting Officer) /s/ Jeffrey P. Bezos Jeffrey P. Bezos Executive Chair /s/ Keith B. Alexander Keith B. Alexander Director /s/ Edith W. Cooper Edith W. Cooper Director /s/ Jamie S. Gorelick Jamie S. Gorelick Director /s/ Daniel P. Huttenlocher Daniel P. Huttenlocher Director /s/ Judith A. McGrath Judith A. McGrath Director /s/ Indra K. Nooyi Indra K. Nooyi Director /s/ Jonathan J. Rubinstein Jonathan J. Rubinstein Director /s/ Brad D. Smith Brad D. Smith Director /s/ Patricia Q. Stonesifer Patricia Q. Stonesifer Director /s/ Wendell P. Weeks Wendell P. Weeks Director 78

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

Answer: -0.0110

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0110 (i.e., on a bad day with 5% probability, the loss exceeds 1.10%). CVaR(95%) = -0.0157.


ETH-USD: 60-day return history, mean=0.0050, std=0.0339.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=0.0050, std=0.0339, min=-0.0592, max=0.1245
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: -0.0419

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0419 (i.e., on a bad day with 5% probability, the loss exceeds 4.19%). CVaR(95%) = -0.0516.