Computer Science Assignment work
Ravi12
Wee4-CalculationforVaR.xlsxCalculation for VaR
| Date | Close | Sorted Expected returns | Mean | 0.000363891 | VaR(90) | -0.031376644 | ||||
| 1/2/20 | 94.900497 | |||||||||
| 1/3/20 | 93.748497 | -0.01213903 | Standard deviation | 0.024767271 | VaR(95) | -0.040374645 | ||||
| 1/6/20 | 95.143997 | 0.014885572 | ||||||||
| 1/7/20 | 95.343002 | 0.002091619 | VaR(99) | -0.057253397 | ||||||
| 1/8/20 | 94.598503 | -0.007808638 | ||||||||
| 1/9/20 | 95.052498 | 0.004799177 | ||||||||
| 1/10/20 | 94.157997 | -0.0094106 | ||||||||
| 1/13/20 | 94.565002 | 0.004322575 | ||||||||
| 1/14/20 | 93.472 | -0.011558208 | ||||||||
| 1/15/20 | 93.100998 | -0.003969124 | ||||||||
| 1/16/20 | 93.897003 | 0.008549908 | nth Percentile Value = μ + z*σ | |||||||
| 1/17/20 | 93.236 | -0.00703966 | ||||||||
| 1/21/20 | 94.599998 | 0.014629521 | μ: Population Mean | |||||||
| 1/22/20 | 94.373001 | -0.002399546 | z: z-score from z table that corresponds to percentile value | Use Excel Command: NORMINV(1-(percentile/100),0,1) | ||||||
| 1/23/20 | 94.228996 | -0.001525913 | σ: Standard deviation | |||||||
| 1/24/20 | 93.082001 | -0.012172421 | ||||||||
| 1/27/20 | 91.417 | -0.017887465 | VaR(90) | |||||||
| 1/28/20 | 92.662498 | 0.013624359 | ||||||||
| 1/29/20 | 92.900002 | 0.002563108 | Mean (μ) = | 0.000363891 | ||||||
| 1/30/20 | 93.533997 | 0.006824489 | Standard deviation = | 0.024767271 | Z Value | VaR(90) | ||||
| 1/31/20 | 100.435997 | 0.073791351 | Z-value at 90% = | 1- 0.90 = | 0.1 | -1.2816 | -0.0313778435 | |||
| 2/3/20 | 100.209999 | -0.002250169 | ||||||||
| 2/4/20 | 102.483498 | 0.022687347 | VaR(95) | Z Value | VaR(95) | |||||
| 2/5/20 | 101.9935 | -0.004781238 | Z-value at 95% | 1- 0.95 = | 0.05 | -1.6449 | -0.0403757931 | |||
| 2/6/20 | 102.511497 | 0.005078726 | ||||||||
| 2/7/20 | 103.963997 | 0.014169142 | VaR(99) | Z Value | VaR(99) | |||||
| 2/10/20 | 106.695503 | 0.026273576 | Z-value at 99% | 1- 0.99 = | 0.01 | -2.3263 | -0.0572522115 | |||
| 2/11/20 | 107.540001 | 0.007915029 | ||||||||
| 2/12/20 | 108 | 0.004277469 | ||||||||
| 2/13/20 | 107.4935 | -0.004689815 | ||||||||
| 2/14/20 | 106.7435 | -0.006977166 | ||||||||
| 2/18/20 | 107.783501 | 0.009742991 | ||||||||
| 2/19/20 | 108.511002 | 0.006749651 | ||||||||
| 2/20/20 | 107.654999 | -0.007888629 | ||||||||
| 2/21/20 | 104.7985 | -0.026533826 | ||||||||
| 2/24/20 | 100.4645 | -0.041355554 | ||||||||
| 2/25/20 | 98.637001 | -0.018190495 | ||||||||
| 2/26/20 | 98.9795 | 0.003472318 | ||||||||
| 2/27/20 | 94.214996 | -0.048136271 | ||||||||
| 2/28/20 | 94.1875 | -0.000291843 | ||||||||
| 3/2/20 | 97.697502 | 0.037266113 | ||||||||
| 3/3/20 | 95.449501 | -0.02300981 | ||||||||
| 3/4/20 | 98.791496 | 0.035013227 | ||||||||
| 3/5/20 | 96.2015 | -0.026216791 | ||||||||
| 3/6/20 | 95.054497 | -0.011922922 | ||||||||
| 3/9/20 | 90.030502 | -0.052853838 | ||||||||
| 3/10/20 | 94.591003 | 0.050655066 | ||||||||
| 3/11/20 | 91.042999 | -0.037508895 | ||||||||
| 3/12/20 | 83.830498 | -0.07922082 | ||||||||
| 3/13/20 | 89.25 | 0.064648334 | ||||||||
| 3/16/20 | 84.457497 | -0.053697513 | ||||||||
| 3/17/20 | 90.391998 | 0.070266125 | ||||||||
| 3/18/20 | 91.5 | 0.012257744 | ||||||||
| 3/19/20 | 94.046501 | 0.027830612 | ||||||||
| 3/20/20 | 92.304497 | -0.018522794 | ||||||||
| 3/23/20 | 95.141502 | 0.030735285 | ||||||||
| 3/24/20 | 97.004997 | 0.019586563 | ||||||||
| 3/25/20 | 94.292 | -0.0279676 | ||||||||
| 3/26/20 | 97.774498 | 0.036933123 | ||||||||
| 3/27/20 | 95.004997 | -0.028325392 | ||||||||
| 3/30/20 | 98.197502 | 0.033603548 | ||||||||
| 3/31/20 | 97.486 | -0.007245622 | ||||||||
| 4/1/20 | 95.385002 | -0.021551792 | ||||||||
| 4/2/20 | 95.941498 | 0.005834209 | ||||||||
| 4/3/20 | 95.329498 | -0.006378887 | ||||||||
| 4/6/20 | 99.879501 | 0.047729224 | ||||||||
| 4/7/20 | 100.580002 | 0.007013461 | ||||||||
| 4/8/20 | 102.150002 | 0.015609465 | ||||||||
| 4/9/20 | 102.138 | -0.000117494 | ||||||||
| 4/13/20 | 108.443497 | 0.061735074 | ||||||||
| 4/14/20 | 114.166 | 0.052769444 | ||||||||
| 4/15/20 | 115.384003 | 0.010668702 | ||||||||
| 4/16/20 | 120.4095 | 0.043554538 | ||||||||
| 4/17/20 | 118.75 | -0.013782135 | ||||||||
| 4/20/20 | 119.680496 | 0.007835756 | ||||||||
| 4/21/20 | 116.405998 | -0.027360331 | ||||||||
| 4/22/20 | 118.1745 | 0.015192533 | ||||||||
| 4/23/20 | 119.972504 | 0.015214822 | ||||||||
| 4/24/20 | 120.511002 | 0.004488512 | ||||||||
| 4/27/20 | 118.800003 | -0.014197866 | ||||||||
| 4/28/20 | 115.704002 | -0.026060614 | ||||||||
| 4/29/20 | 118.635498 | 0.025336168 | ||||||||
| 4/30/20 | 123.699997 | 0.042689575 | ||||||||
| 5/1/20 | 114.302002 | -0.075974092 | ||||||||
| 5/4/20 | 115.7995 | 0.01310124 | ||||||||
| 5/5/20 | 115.889999 | 0.000781515 | ||||||||
| 5/6/20 | 117.563004 | 0.014436146 | ||||||||
| 5/7/20 | 118.380501 | 0.006953693 | ||||||||
| 5/8/20 | 118.980499 | 0.005068385 | ||||||||
| 5/11/20 | 120.449997 | 0.012350747 | ||||||||
| 5/12/20 | 117.847504 | -0.021606418 | ||||||||
| 5/13/20 | 118.396004 | 0.00465432 | ||||||||
| 5/14/20 | 119.442497 | 0.008838922 | ||||||||
| 5/15/20 | 120.488998 | 0.008761547 | ||||||||
| 5/18/20 | 121.313004 | 0.006838848 | ||||||||
| 5/19/20 | 122.466499 | 0.00950842 | ||||||||
| 5/20/20 | 124.897003 | 0.019846276 | ||||||||
| 5/21/20 | 122.336998 | -0.020496929 | ||||||||
| 5/22/20 | 121.844002 | -0.004029819 | ||||||||
| 5/26/20 | 121.093002 | -0.006163619 | ||||||||
| 5/27/20 | 120.519501 | -0.004736038 | ||||||||
| 5/28/20 | 120.055 | -0.003854156 | ||||||||
| 5/29/20 | 122.1185 | 0.017187956 | ||||||||
| 6/1/20 | 123.552002 | 0.011738615 | ||||||||
| 6/2/20 | 123.620499 | 0.000554398 | ||||||||
| 6/3/20 | 123.919998 | 0.002422729 | ||||||||
| 6/4/20 | 123.029999 | -0.007182045 | ||||||||
| 6/5/20 | 124.150002 | 0.009103495 | ||||||||
| 6/8/20 | 126.203003 | 0.016536456 | ||||||||
| 6/9/20 | 130.042999 | 0.030427137 | ||||||||
| 6/10/20 | 132.372498 | 0.017913298 | ||||||||
| 6/11/20 | 127.898003 | -0.033802301 | ||||||||
| 6/12/20 | 127.250999 | -0.00505875 | ||||||||
| 6/15/20 | 128.634003 | 0.010868315 | ||||||||
| 6/16/20 | 130.763504 | 0.016554729 | ||||||||
| 6/17/20 | 132.048996 | 0.009830663 | ||||||||
| 6/18/20 | 132.699005 | 0.004922483 | ||||||||
| 6/19/20 | 133.750504 | 0.00792394 | ||||||||
| 6/22/20 | 135.690994 | 0.014508282 | ||||||||
| 6/23/20 | 138.220505 | 0.018641701 | ||||||||
| 6/24/20 | 136.720001 | -0.010855871 | ||||||||
| 6/25/20 | 137.729004 | 0.007380069 | ||||||||
| 6/26/20 | 134.643494 | -0.022402761 | ||||||||
| 6/29/20 | 134.018997 | -0.004638152 | ||||||||
| 6/30/20 | 137.940994 | 0.029264486 | ||||||||
| 7/1/20 | 143.934998 | 0.043453391 | ||||||||
| 7/2/20 | 144.514999 | 0.004029604 | ||||||||
| 7/6/20 | 152.852005 | 0.057689555 | ||||||||
| 7/7/20 | 150.005997 | -0.01861937 | ||||||||
| 7/8/20 | 154.055496 | 0.026995581 | ||||||||
| 7/9/20 | 159.1315 | 0.032949191 | ||||||||
| 7/10/20 | 160 | 0.00545775 | ||||||||
| 7/13/20 | 155.199997 | -0.030000019 | ||||||||
| 7/14/20 | 154.199997 | -0.006443299 | ||||||||
| 7/15/20 | 150.443497 | -0.02436122 | ||||||||
| 7/16/20 | 149.994995 | -0.002981199 | ||||||||
| 7/17/20 | 148.098495 | -0.012643755 | ||||||||
| 7/20/20 | 159.841995 | 0.079295201 | ||||||||
| 7/21/20 | 156.914505 | -0.018314899 | ||||||||
| 7/22/20 | 154.995499 | -0.012229628 | ||||||||
| 7/23/20 | 149.327499 | -0.036568804 | ||||||||
| 7/24/20 | 150.445496 | 0.00748688 | ||||||||
| 7/27/20 | 152.760498 | 0.015387646 | ||||||||
| 7/28/20 | 150.016495 | -0.017962779 | ||||||||
| 7/29/20 | 151.676498 | 0.01106547 | ||||||||
| 7/30/20 | 152.593994 | 0.006049032 | ||||||||
| 7/31/20 | 158.233994 | 0.036960826 | ||||||||
| 8/3/20 | 155.594498 | -0.016680967 | ||||||||
| 8/4/20 | 156.941498 | 0.008657118 | ||||||||
| 8/5/20 | 160.251495 | 0.021090642 | ||||||||
| 8/6/20 | 161.25 | 0.006230862 | ||||||||
| 8/7/20 | 158.373001 | -0.017841854 | ||||||||
| 8/10/20 | 157.408005 | -0.006093185 | ||||||||
| 8/11/20 | 154.033493 | -0.021437995 | ||||||||
| 8/12/20 | 158.112 | 0.026478053 | ||||||||
| 8/13/20 | 158.050995 | -0.000385834 | ||||||||
| 8/14/20 | 157.401001 | -0.004112559 | ||||||||
| 8/17/20 | 159.120499 | 0.010924314 | ||||||||
| 8/18/20 | 165.624496 | 0.040874664 | ||||||||
| 8/19/20 | 163.024002 | -0.015701144 | ||||||||
| 8/20/20 | 164.8685 | 0.011314273 | ||||||||
| 8/21/20 | 164.235992 | -0.003836439 | ||||||||
| 8/24/20 | 165.373001 | 0.00692302 | ||||||||
| 8/25/20 | 167.324493 | 0.011800548 | ||||||||
| 8/26/20 | 172.092499 | 0.028495565 | ||||||||
| 8/27/20 | 170 | -0.012159153 | ||||||||
| 8/28/20 | 170.089996 | 0.000529388 | ||||||||
| 8/31/20 | 172.548004 | 0.01445122 | ||||||||
| 9/1/20 | 174.955994 | 0.013955479 | ||||||||
| 9/2/20 | 176.572495 | 0.009239472 | ||||||||
| 9/3/20 | 168.399994 | -0.046284111 | ||||||||
| 9/4/20 | 164.731003 | -0.021787358 | ||||||||
| 9/8/20 | 157.492004 | -0.043944363 | ||||||||
| 9/9/20 | 163.430496 | 0.037706625 | ||||||||
| 9/10/20 | 158.755493 | -0.028605451 | ||||||||
| 9/11/20 | 155.811005 | -0.018547314 | ||||||||
| 9/14/20 | 155.148499 | -0.004251985 | ||||||||
| 9/15/20 | 157.806503 | 0.017131999 | ||||||||
| 9/16/20 | 153.904999 | -0.024723341 | ||||||||
| 9/17/20 | 150.436493 | -0.022536669 | ||||||||
| 9/18/20 | 147.745499 | -0.017887907 | ||||||||
| 9/21/20 | 148.023499 | 0.001881614 | ||||||||
| 9/22/20 | 156.449493 | 0.056923354 | ||||||||
| 9/23/20 | 149.992996 | -0.041268891 | ||||||||
| 9/24/20 | 150.989502 | 0.006643684 | ||||||||
| 9/25/20 | 154.7565 | 0.024948741 | ||||||||
| 9/28/20 | 158.702499 | 0.025498115 | ||||||||
| 9/29/20 | 157.244003 | -0.009190126 | ||||||||
| 9/30/20 | 157.436493 | 0.001224148 | ||||||||
| 10/1/20 | 161.063004 | 0.023034755 | ||||||||
| 10/2/20 | 156.25 | -0.029882741 | ||||||||
| 10/5/20 | 159.960007 | 0.023744045 | ||||||||
| 10/6/20 | 154.998001 | -0.031020291 | ||||||||
| 10/7/20 | 159.7845 | 0.030881037 | ||||||||
| 10/8/20 | 159.527496 | -0.001608441 | ||||||||
| 10/9/20 | 164.332504 | 0.03012025 | ||||||||
| 10/12/20 | 172.1465 | 0.047549911 | ||||||||
| 10/13/20 | 172.181503 | 0.000203333 | ||||||||
| 10/14/20 | 168.185501 | -0.023208079 | ||||||||
| 10/15/20 | 166.932495 | -0.007450143 | ||||||||
| 10/16/20 | 163.635498 | -0.019750481 | ||||||||
| 10/19/20 | 160.360504 | -0.020013958 | ||||||||
| 10/20/20 | 160.850494 | 0.003055553 | ||||||||
| 10/21/20 | 159.246994 | -0.009968885 | ||||||||
| 10/22/20 | 158.820007 | -0.002681288 | ||||||||
| 10/23/20 | 160.220001 | 0.008814973 | ||||||||
| 10/26/20 | 160.352005 | 0.000823892 | ||||||||
| 10/27/20 | 164.316498 | 0.024723688 | ||||||||
| 10/28/20 | 158.139008 | -0.037595069 | ||||||||
| 10/29/20 | 160.550507 | 0.015249236 | ||||||||
| 10/30/20 | 151.807495 | -0.054456458 | ||||||||
| 11/2/20 | 150.223999 | -0.010430947 | ||||||||
| 11/3/20 | 152.420502 | 0.014621519 | ||||||||
| 11/4/20 | 162.057999 | 0.063229663 | ||||||||
| 11/5/20 | 166.100006 | 0.024941731 | ||||||||
| 11/6/20 | 165.568497 | -0.003199934 | ||||||||
| 11/9/20 | 157.186996 | -0.050622559 | ||||||||
| 11/10/20 | 151.751007 | -0.034582943 | ||||||||
| 11/11/20 | 156.869507 | 0.033729595 | ||||||||
| 11/12/20 | 155.514008 | -0.008640934 | ||||||||
| 11/13/20 | 156.440506 | 0.00595765 | ||||||||
| 11/16/20 | 156.552994 | 0.000719047 | ||||||||
| 11/17/20 | 156.783005 | 0.001469221 | ||||||||
| 11/18/20 | 155.272995 | -0.00963121 | ||||||||
| 11/19/20 | 155.850998 | 0.003722495 | ||||||||
| 11/20/20 | 154.970001 | -0.005652816 | ||||||||
| 11/23/20 | 154.919495 | -0.000325908 | ||||||||
| 11/24/20 | 155.903 | 0.006348491 | ||||||||
| 11/25/20 | 159.253494 | 0.021490889 | ||||||||
| 11/27/20 | 159.766998 | 0.003224444 | ||||||||
| 11/30/20 | 158.401993 | -0.008543723 | ||||||||
| 12/1/20 | 161.003998 | 0.016426593 | ||||||||
| 12/2/20 | 160.176498 | -0.005139624 | ||||||||
| 12/3/20 | 159.336502 | -0.00524419 | ||||||||
| 12/4/20 | 158.128998 | -0.007578326 | ||||||||
| 12/7/20 | 157.899994 | -0.00144821 | ||||||||
| 12/8/20 | 158.864502 | 0.006108347 | ||||||||
| 12/9/20 | 155.210007 | -0.023003849 | ||||||||
| 12/10/20 | 155.074493 | -0.000873101 | ||||||||
| 12/11/20 | 155.820999 | 0.004813854 | ||||||||
| 12/14/20 | 157.848495 | 0.013011699 | ||||||||
| 12/15/20 | 158.255997 | 0.002581602 | ||||||||
| 12/16/20 | 162.048004 | 0.023961222 | ||||||||
| 12/17/20 | 161.804001 | -0.001505745 | ||||||||
| 12/18/20 | 160.082504 | -0.010639397 | ||||||||
| 12/21/20 | 160.309006 | 0.001414908 | ||||||||
| 12/22/20 | 160.326004 | 0.000106033 | ||||||||
| 12/23/20 | 159.263504 | -0.006627122 | ||||||||
| 12/24/20 | 158.634506 | -0.003949417 | ||||||||
| 12/28/20 | 164.197998 | 0.035071134 | ||||||||
| 12/29/20 | 166.100006 | 0.011583625 | ||||||||
| 12/30/20 | 164.292496 | -0.010882059 | ||||||||
| 12/31/20 | 162.846497 | -0.00880137 | ||||||||
| 1/4/21 | 159.331497 | -0.021584744 | ||||||||
| 1/5/21 | 160.925507 | 0.010004362 | ||||||||
| 1/6/21 | 156.919006 | -0.024896619 | ||||||||
| 1/7/21 | 158.108002 | 0.007577132 | ||||||||
| 1/8/21 | 159.134995 | 0.006495516 | ||||||||
| 1/11/21 | 155.710495 | -0.021519465 | ||||||||
| 1/12/21 | 156.041504 | 0.002125798 | ||||||||
| 1/13/21 | 158.294495 | 0.014438409 | ||||||||
| 1/14/21 | 156.373505 | -0.012135545 | ||||||||
| 1/15/21 | 155.212494 | -0.007424602 | ||||||||
| 1/19/21 | 156.037994 | 0.005318515 | ||||||||
| 1/20/21 | 163.169006 | 0.045700485 | ||||||||
| 1/21/21 | 165.349503 | 0.013363426 | ||||||||
| 1/22/21 | 164.611496 | -0.004463316 | ||||||||
| 1/25/21 | 164.699997 | 0.000537636 | ||||||||
| 1/26/21 | 166.306503 | 0.009754135 | ||||||||
| 1/27/21 | 161.628998 | -0.028125809 | ||||||||
| 1/28/21 | 161.880997 | 0.00155912 | ||||||||
| 1/29/21 | 160.309998 | -0.009704654 | ||||||||
| 2/1/21 | 167.143997 | 0.042629899 | ||||||||
| 2/2/21 | 169 | 0.011104216 | ||||||||
| 2/3/21 | 165.626495 | -0.019961568 | ||||||||
| 2/4/21 | 166.550003 | 0.005575847 | ||||||||
| 2/5/21 | 167.607498 | 0.006349414 | ||||||||
| 2/8/21 | 166.147003 | -0.008713781 | ||||||||
| 2/9/21 | 165.25 | -0.005398852 | ||||||||
| 2/10/21 | 164.328995 | -0.005573404 | ||||||||
| 2/11/21 | 163.106506 | -0.007439278 | ||||||||
| 2/12/21 | 163.885498 | 0.004775971 | ||||||||
| 2/16/21 | 163.447495 | -0.002672616 | ||||||||
| 2/17/21 | 165.432007 | 0.012141587 | ||||||||
| 2/18/21 | 166.411499 | 0.005920813 | ||||||||
| 2/19/21 | 162.494995 | -0.023535056 | ||||||||
| 2/22/21 | 159.037003 | -0.021280606 | ||||||||
| 2/23/21 | 159.725006 | 0.004326056 | ||||||||
| 2/24/21 | 157.976501 | -0.010946971 | ||||||||
| 2/25/21 | 152.858002 | -0.032400382 | ||||||||
| 2/26/21 | 154.6465 | 0.011700388 | ||||||||
| 3/1/21 | 157.307007 | 0.017203797 | ||||||||
| 3/2/21 | 154.726501 | -0.016404266 | ||||||||
| 3/3/21 | 150.25 | -0.028931702 | ||||||||
| 3/4/21 | 148.878494 | -0.00912816 | ||||||||
| 3/5/21 | 150.022995 | 0.007687484 | ||||||||
| 3/8/21 | 147.597504 | -0.016167462 | ||||||||
| 3/9/21 | 153.142502 | 0.037568372 | ||||||||
| 3/10/21 | 152.882004 | -0.001701017 | ||||||||
| 3/11/21 | 155.679504 | 0.018298426 | ||||||||
| 3/12/21 | 154.474503 | -0.007740267 | ||||||||
| 3/15/21 | 154.084 | -0.002527945 | ||||||||
| 3/16/21 | 154.593002 | 0.003303406 | ||||||||
| 3/17/21 | 156.786499 | 0.014188851 | ||||||||
| 3/18/21 | 151.399506 | -0.034358781 | ||||||||
| 3/19/21 | 153.748001 | 0.015511907 | ||||||||
| 3/22/21 | 155.543503 | 0.011678214 | ||||||||
| 3/23/21 | 156.875 | 0.008560287 | ||||||||
| 3/24/21 | 154.3535 | -0.016073307 | ||||||||
| 3/25/21 | 152.313004 | -0.013219629 | ||||||||
| 3/26/21 | 152.601501 | 0.001894106 | ||||||||
| 3/29/21 | 153.786499 | 0.00776531 | ||||||||
| 3/30/21 | 152.764496 | -0.006645596 | ||||||||
| 3/31/21 | 154.703995 | 0.012696006 | ||||||||
| 4/1/21 | 158.050003 | 0.021628452 | ||||||||
| 4/5/21 | 161.336502 | 0.020794046 | ||||||||
| 4/6/21 | 161.190994 | -0.000901891 | ||||||||
| 4/7/21 | 163.969498 | 0.01723734 | ||||||||
| 4/8/21 | 164.964996 | 0.006071239 | ||||||||
| 4/9/21 | 168.610001 | 0.022095627 | ||||||||
| 4/12/21 | 168.969498 | 0.002132121 | ||||||||
| 4/13/21 | 170 | 0.006098746 | ||||||||
| 4/14/21 | 166.649994 | -0.019705918 | ||||||||
| 4/15/21 | 168.954498 | 0.013828407 | ||||||||
| 4/16/21 | 169.972 | 0.006022343 | ||||||||
| 4/19/21 | 168.600494 | -0.008069011 | ||||||||
| 4/20/21 | 166.734497 | -0.011067565 | ||||||||
| 4/21/21 | 168.100998 | 0.008195671 | ||||||||
| 4/22/21 | 165.451996 | -0.015758395 | ||||||||
| 4/23/21 | 167.044006 | 0.009622187 | ||||||||
| 4/26/21 | 170.449997 | 0.020389783 | ||||||||
| 4/27/21 | 170.871506 | 0.002472919 | ||||||||
| 4/28/21 | 172.925003 | 0.012017785 | ||||||||
| 4/29/21 | 173.565506 | 0.003703935 | ||||||||
| 4/30/21 | 173.371002 | -0.001120637 | ||||||||
| 5/3/21 | 169.324493 | -0.023340172 | ||||||||
| 5/4/21 | 165.593506 | -0.022034538 | ||||||||
| 5/5/21 | 163.526993 | -0.012479433 | ||||||||
| 5/6/21 | 165.318497 | 0.010955402 | ||||||||
| 5/7/21 | 164.580505 | -0.004464062 | ||||||||
| 5/10/21 | 159.524506 | -0.030720522 | ||||||||
| 5/11/21 | 161.195496 | 0.010474817 | ||||||||
| 5/12/21 | 157.597 | -0.0223238 | ||||||||
| 5/13/21 | 158.073502 | 0.003023547 | ||||||||
| 5/14/21 | 161.145004 | 0.019430847 | ||||||||
| 5/17/21 | 163.519501 | 0.014735157 | ||||||||
| 5/18/21 | 161.613998 | -0.011653063 | ||||||||
| 5/19/21 | 161.589996 | -0.000148514 | ||||||||
| 5/20/21 | 162.384003 | 0.004913714 | ||||||||
| 5/21/21 | 160.154007 | -0.013732855 | ||||||||
| 5/24/21 | 162.249496 | 0.013084212 | ||||||||
| 5/25/21 | 162.952499 | 0.004332852 | ||||||||
| 5/26/21 | 163.257996 | 0.001874761 | ||||||||
| 5/27/21 | 161.505493 | -0.010734562 | ||||||||
| 5/28/21 | 161.153503 | -0.002179431 | ||||||||
| 6/1/21 | 160.932495 | -0.001371413 | ||||||||
| 6/2/21 | 161.699493 | 0.004765961 | ||||||||
| 6/3/21 | 159.350494 | -0.014526941 | ||||||||
| 6/4/21 | 160.311005 | 0.006027663 | ||||||||
| 6/7/21 | 159.900497 | -0.002560698 | ||||||||
| 6/8/21 | 163.205505 | 0.020669154 | ||||||||
| 6/9/21 | 164.057495 | 0.005220351 | ||||||||
| 6/10/21 | 167.482498 | 0.020876846 | ||||||||
| 6/11/21 | 167.341507 | -0.000841825 | ||||||||
| 6/14/21 | 169.193497 | 0.011067129 | ||||||||
| 6/15/21 | 169.156494 | -0.000218702 | ||||||||
| 6/16/21 | 170.762497 | 0.009494185 | ||||||||
| 6/17/21 | 174.462006 | 0.021664646 | ||||||||
| 6/18/21 | 174.345001 | -0.000670662 | ||||||||
| 6/21/21 | 172.697998 | -0.009446804 | ||||||||
| 6/22/21 | 175.272003 | 0.01490466 | ||||||||
| 6/23/21 | 175.190994 | -0.00046219 | ||||||||
| 6/24/21 | 172.453995 | -0.015622943 | ||||||||
| 6/25/21 | 170.072998 | -0.013806563 | ||||||||
| 6/28/21 | 172.194504 | 0.012474091 | ||||||||
| 6/29/21 | 172.406998 | 0.001234035 | ||||||||
| 6/30/21 | 172.007996 | -0.002314303 | ||||||||
| 7/1/21 | 171.648499 | -0.002090002 | ||||||||
| 7/2/21 | 175.548996 | 0.022723747 | ||||||||
| 7/6/21 | 183.787003 | 0.04692711 | ||||||||
| 7/7/21 | 184.828995 | 0.005669563 | ||||||||
| 7/8/21 | 186.570496 | 0.009422228 | ||||||||
| 7/9/21 | 185.966995 | -0.003234708 | ||||||||
| 7/12/21 | 185.927505 | -0.00021235 | ||||||||
| 7/13/21 | 183.867996 | -0.011076946 | ||||||||
| 7/14/21 | 184.084 | 0.001174778 | ||||||||
| 7/15/21 | 181.559998 | -0.013711143 | ||||||||
| 7/16/21 | 178.681503 | -0.015854236 | ||||||||
| 7/19/21 | 177.479507 | -0.006727031 | ||||||||
| 7/20/21 | 178.6595 | 0.006648615 | ||||||||
| 7/21/21 | 179.259995 | 0.003361114 | ||||||||
| 7/22/21 | 181.901505 | 0.014735636 | ||||||||
| 7/23/21 | 182.832001 | 0.005115384 | ||||||||
| 7/26/21 | 184.990997 | 0.011808633 | ||||||||
| 7/27/21 | 181.319504 | -0.019846874 | ||||||||
| 7/28/21 | 181.516006 | 0.001083733 | ||||||||
| 7/29/21 | 179.996002 | -0.008373939 | ||||||||
| 7/30/21 | 166.379501 | -0.075648908 | ||||||||
| 8/2/21 | 166.574005 | 0.001169038 | ||||||||
| 8/3/21 | 168.311996 | 0.010433747 | ||||||||
| 8/4/21 | 167.735992 | -0.00342224 | ||||||||
| 8/5/21 | 168.7995 | 0.006340369 | ||||||||
| 8/6/21 | 167.246994 | -0.009197338 | ||||||||
| 8/9/21 | 167.093506 | -0.000917732 | ||||||||
| 8/10/21 | 166.033997 | -0.006340815 | ||||||||
| 8/11/21 | 164.605499 | -0.008603648 | ||||||||
| 8/12/21 | 165.175003 | 0.003459812 | ||||||||
| 8/13/21 | 164.698502 | -0.002884825 | ||||||||
| 8/16/21 | 164.949493 | 0.001523942 | ||||||||
| 8/17/21 | 162.098007 | -0.017287025 | ||||||||
| 8/18/21 | 160.061005 | -0.012566484 | ||||||||
| 8/19/21 | 159.387497 | -0.004207821 | ||||||||
| 8/20/21 | 159.997498 | 0.003827157 | ||||||||
| 8/23/21 | 163.293503 | 0.020600353 | ||||||||
| 8/24/21 | 165.289001 | 0.012220315 | ||||||||
| 8/25/21 | 164.959 | -0.001996509 | ||||||||
| 8/26/21 | 165.800003 | 0.005098255 | ||||||||
| 8/27/21 | 167.481506 | 0.010141755 | ||||||||
| 8/30/21 | 171.078506 | 0.021476998 | ||||||||
| 8/31/21 | 173.539505 | 0.014385203 | ||||||||
| 9/1/21 | 173.949997 | 0.00236541 | ||||||||
| 9/2/21 | 173.156006 | -0.004564478 | ||||||||
| 9/3/21 | 173.902496 | 0.004311083 | ||||||||
| 9/7/21 | 175.464493 | 0.008982027 | ||||||||
| 9/8/21 | 176.274994 | 0.004619174 | ||||||||
| 9/9/21 | 174.207993 | -0.011726002 | ||||||||
| 9/10/21 | 173.457504 | -0.004308006 | ||||||||
| 9/13/21 | 172.858505 | -0.00345329 | ||||||||
| 9/14/21 | 172.5 | -0.00207398 | ||||||||
| 9/15/21 | 173.789505 | 0.007475391 | ||||||||
| 9/16/21 | 174.412003 | 0.003581908 | ||||||||
| 9/17/21 | 173.126007 | -0.007373323 | ||||||||
| 9/20/21 | 167.786499 | -0.030841744 | ||||||||
| 9/21/21 | 167.181503 | -0.003605749 | ||||||||
| 9/22/21 | 169.002502 | 0.010892347 | ||||||||
| 9/23/21 | 170.800003 | 0.010635943 | ||||||||
| 9/24/21 | 171.276001 | 0.002786873 | ||||||||
| 9/27/21 | 170.289993 | -0.005756837 | ||||||||
| 9/28/21 | 165.798004 | -0.026378467 | ||||||||
| 9/29/21 | 165.056 | -0.004475349 | ||||||||
| 9/30/21 | 164.251999 | -0.00487108 | ||||||||
| 10/1/21 | 164.162994 | -0.000541881 | ||||||||
| 10/4/21 | 159.488998 | -0.028471679 | ||||||||
| 10/5/21 | 161.050003 | 0.00978754 | ||||||||
| 10/6/21 | 163.100494 | 0.012732015 | ||||||||
| 10/7/21 | 165.121506 | 0.012391207 | ||||||||
| 10/8/21 | 164.431 | -0.004181805 | ||||||||
| 10/11/21 | 162.315002 | -0.012868608 | ||||||||
| 10/12/21 | 162.366501 | 0.000317278 | ||||||||
| 10/13/21 | 164.214005 | 0.011378603 | ||||||||
| 10/14/21 | 164.992996 | 0.004743755 | ||||||||
| 10/15/21 | 170.451004 | 0.033080241 | ||||||||
| 10/18/21 | 172.337006 | 0.011064775 | ||||||||
| 10/19/21 | 172.207504 | -0.000751446 | ||||||||
| 10/20/21 | 170.753006 | -0.008446194 | ||||||||
| 10/21/21 | 171.750504 | 0.00584176 | ||||||||
| 10/22/21 | 166.777496 | -0.028954838 | ||||||||
| 10/25/21 | 166.018494 | -0.004550986 | ||||||||
| 10/26/21 | 168.803497 | 0.016775258 | ||||||||
| 10/27/21 | 169.624496 | 0.004863637 | ||||||||
| 10/28/21 | 172.328506 | 0.015941153 | ||||||||
| 10/29/21 | 168.621506 | -0.021511241 | ||||||||
| 11/1/21 | 165.905502 | -0.016107103 | ||||||||
| 11/2/21 | 165.637497 | -0.001615408 | ||||||||
| 11/3/21 | 169.199997 | 0.021507811 | ||||||||
| 11/4/21 | 173.850006 | 0.027482323 | ||||||||
| 11/5/21 | 175.949493 | 0.012076428 | ||||||||
| 11/8/21 | 174.449005 | -0.008527947 | ||||||||
| 11/9/21 | 178.811493 | 0.025007239 | ||||||||
| 11/10/21 | 174.102493 | -0.026334996 | ||||||||
| 11/11/21 | 173.625 | -0.002742597 | ||||||||
| 11/12/21 | 176.257507 | 0.015162027 | ||||||||
| 11/15/21 | 177.283997 | 0.005823809 | ||||||||
| 11/16/21 | 177.035004 | -0.001404487 | ||||||||
| 11/17/21 | 177.449997 | 0.00234413 | ||||||||
| 11/18/21 | 184.802994 | 0.041437008 | ||||||||
| 11/19/21 | 183.828506 | -0.005273118 | ||||||||
| 11/22/21 | 178.628494 | -0.028287299 | ||||||||
| 11/23/21 | 179.001999 | 0.00209096 | ||||||||
| 11/24/21 | 179.020493 | 0.000103317 | ||||||||
| 11/26/21 | 175.227997 | -0.021184703 | ||||||||
| 11/29/21 | 178.078506 | 0.016267429 | ||||||||
| 11/30/21 | 175.3535 | -0.015302273 | ||||||||
| 12/1/21 | 172.186005 | -0.018063483 | ||||||||
| 12/2/21 | 171.867996 | -0.001846892 | ||||||||
| 12/3/21 | 169.489502 | -0.013839074 | ||||||||
| 12/6/21 | 171.3685 | 0.011086221 | ||||||||
| 12/7/21 | 176.164505 | 0.027986503 | ||||||||
| 12/8/21 | 176.158005 | -3.69E-05 | ||||||||
| 12/9/21 | 174.171005 | -0.011279646 | ||||||||
| 12/10/21 | 172.212006 | -0.011247561 | ||||||||
| 12/13/21 | 169.567505 | -0.015356078 | ||||||||
| 12/14/21 | 169.091507 | -0.00280713 | ||||||||
| 12/15/21 | 173.315002 | 0.02497757 | ||||||||
| 12/16/21 | 168.871002 | -0.025641173 | ||||||||
| 12/17/21 | 170.017502 | 0.006789206 | ||||||||
| 12/20/21 | 167.078995 | -0.017283556 | ||||||||
| 12/21/21 | 170.417007 | 0.019978645 | ||||||||
| 12/22/21 | 171.037003 | 0.003638111 | ||||||||
| 12/23/21 | 171.068497 | 0.000184136 | ||||||||
| 12/27/21 | 169.669495 | -0.008178022 | ||||||||
| 12/28/21 | 170.660995 | 0.005843714 | ||||||||
| 12/29/21 | 169.201004 | -0.008554919 | ||||||||
| 12/30/21 | 168.644501 | -0.003289005 | ||||||||
| 12/31/21 | 166.716995 | -0.011429403 | ||||||||
| 1/3/22 | 170.404495 | 0.022118321 | ||||||||
| 1/4/22 | 167.522003 | -0.016915587 | ||||||||
| 1/5/22 | 164.356995 | -0.018893088 | ||||||||
| 1/6/22 | 163.253998 | -0.006710983 | ||||||||
| 1/7/22 | 162.554001 | -0.004287779 | ||||||||
| 1/10/22 | 161.485992 | -0.00657018 | ||||||||
| 1/11/22 | 165.362 | 0.024002131 | ||||||||
| 1/12/22 | 165.207001 | -0.000937331 | ||||||||
| 1/13/22 | 161.214005 | -0.024169654 | ||||||||
| 1/14/22 | 162.138 | 0.005731481 | ||||||||
| 1/18/22 | 158.917496 | -0.019862734 | ||||||||
| 1/19/22 | 156.298996 | -0.016477103 | ||||||||
| 1/20/22 | 151.667496 | -0.029632308 | ||||||||
| 1/21/22 | 142.643005 | -0.059501813 | ||||||||
| 1/24/22 | 144.544006 | 0.013326984 | ||||||||
| 1/25/22 | 139.985992 | -0.031533746 | ||||||||
| 1/26/22 | 138.872498 | -0.007954324 | ||||||||
| 1/27/22 | 139.637497 | 0.005508643 | ||||||||
| 1/28/22 | 143.977997 | 0.031084058 | ||||||||
| 1/31/22 | 149.573502 | 0.038863612 | ||||||||
| 2/1/22 | 151.193497 | 0.010830762 | ||||||||
| 2/2/22 | 150.612503 | -0.003842718 | ||||||||
| 2/3/22 | 138.845505 | -0.078127631 | ||||||||
| 2/4/22 | 157.639496 | 0.135359016 | ||||||||
| 2/7/22 | 157.935501 | 0.001877734 | ||||||||
| 2/8/22 | 161.413498 | 0.022021629 | ||||||||
| 2/9/22 | 161.189499 | -0.001387734 | ||||||||
| 2/10/22 | 159.003494 | -0.013561709 | ||||||||
| 2/11/22 | 153.293503 | -0.035911104 | ||||||||
| 2/14/22 | 155.167007 | 0.012221679 | ||||||||
| 2/15/22 | 156.510498 | 0.008658355 | ||||||||
| 2/16/22 | 158.100494 | 0.010159037 | ||||||||
| 2/17/22 | 154.652496 | -0.021808901 | ||||||||
| 2/18/22 | 152.601501 | -0.013261959 | ||||||||
| 2/22/22 | 150.197495 | -0.015753489 | ||||||||
| 2/23/22 | 144.826996 | -0.035756249 | ||||||||
| 2/24/22 | 151.358002 | 0.045095225 | ||||||||
| 2/25/22 | 153.788498 | 0.016057929 | ||||||||
| 2/28/22 | 153.563004 | -0.001466261 | ||||||||
| 3/1/22 | 151.141998 | -0.015765555 | ||||||||
| 3/2/22 | 152.052505 | 0.006024183 | ||||||||
| 3/3/22 | 147.898499 | -0.02731955 | ||||||||
| 3/4/22 | 145.641006 | -0.015263799 | ||||||||
| 3/7/22 | 137.453003 | -0.056220451 | ||||||||
| 3/8/22 | 136.014496 | -0.010465446 | ||||||||
| 3/9/22 | 139.279007 | 0.024001199 | ||||||||
| 3/10/22 | 146.817505 | 0.054125156 | ||||||||
| 3/11/22 | 145.524506 | -0.008806845 | ||||||||
| 3/14/22 | 141.852997 | -0.02522949 | ||||||||
| 3/15/22 | 147.366501 | 0.03886773 | ||||||||
| 3/16/22 | 153.104004 | 0.038933563 | ||||||||
| 3/17/22 | 157.238998 | 0.027007746 | ||||||||
| 3/18/22 | 161.250504 | 0.025512157 | ||||||||
| 3/21/22 | 161.491501 | 0.00149455 | ||||||||
| 3/22/22 | 164.889008 | 0.021038302 | ||||||||
| 3/23/22 | 163.408005 | -0.008981818 | ||||||||
| 3/24/22 | 163.649506 | 0.001477902 | ||||||||
| 3/25/22 | 164.773499 | 0.006868294 | ||||||||
| 3/28/22 | 168.990494 | 0.025592677 | ||||||||
| 3/29/22 | 169.315002 | 0.001920274 | ||||||||
| 3/30/22 | 166.300995 | -0.017801181 | ||||||||
| 3/31/22 | 162.997498 | -0.019864565 | ||||||||
| 4/1/22 | 163.559998 | 0.003450973 | ||||||||
| 4/4/22 | 168.346497 | 0.029264484 | ||||||||
| 4/5/22 | 164.054993 | -0.02549209 | ||||||||
| 4/6/22 | 158.755997 | -0.03230012 | ||||||||
| 4/7/22 | 157.7845 | -0.006119435 | ||||||||
| 4/8/22 | 154.460495 | -0.02106674 | ||||||||
| 4/11/22 | 151.121994 | -0.021613947 | ||||||||
| 4/12/22 | 150.787506 | -0.002213364 | ||||||||
| 4/13/22 | 155.541 | 0.031524455 | ||||||||
| 4/14/22 | 151.706497 | -0.024652683 | ||||||||
| 4/18/22 | 152.785004 | 0.007109168 | ||||||||
| 4/19/22 | 158.115494 | 0.03488883 | ||||||||
| 4/20/22 | 153.998001 | -0.026041047 | ||||||||
| 4/21/22 | 148.296005 | -0.037026429 | ||||||||
| 4/22/22 | 144.350006 | -0.026608937 | ||||||||
| 4/25/22 | 146.074005 | 0.011943186 | ||||||||
| 4/26/22 | 139.391006 | -0.045750775 | ||||||||
| 4/27/22 | 138.167007 | -0.008781047 | ||||||||
| 4/28/22 | 144.596497 | 0.046534192 | ||||||||
| 4/29/22 | 124.281502 | -0.140494379 | ||||||||
| 5/2/22 | 124.5 | 0.001758089 | ||||||||
| 5/3/22 | 124.253502 | -0.001979904 | ||||||||
| 5/4/22 | 125.928497 | 0.013480465 | ||||||||
| 5/5/22 | 116.406998 | -0.07561036 | ||||||||
| 5/6/22 | 114.772499 | -0.014041243 | ||||||||
| 5/9/22 | 108.789001 | -0.052133552 | ||||||||
| 5/10/22 | 108.859001 | 0.000643447 | ||||||||
| 5/11/22 | 105.372002 | -0.032032252 | ||||||||
| 5/12/22 | 106.930496 | 0.014790399 | ||||||||
| 5/13/22 | 113.055 | 0.05727556 | ||||||||
| 5/16/22 | 110.810501 | -0.01985316 | ||||||||
| 5/17/22 | 115.3685 | 0.041133277 | ||||||||
| 5/18/22 | 107.112503 | -0.071561969 | ||||||||
| 5/19/22 | 107.319 | 0.001927852 | ||||||||
| 5/20/22 | 107.591003 | 0.002534528 | ||||||||
| 5/23/22 | 107.556999 | -0.000316049 | ||||||||
| 5/24/22 | 104.099998 | -0.032141107 | ||||||||
| 5/25/22 | 106.775002 | 0.025696485 | ||||||||
| 5/26/22 | 111.077499 | 0.040294984 | ||||||||
| 5/27/22 | 115.1465 | 0.036632091 | ||||||||
| 5/31/22 | 120.209503 | 0.043970099 | ||||||||
| 6/1/22 | 121.683998 | 0.012266044 | ||||||||
| 6/2/22 | 125.511002 | 0.031450347 | ||||||||
| 6/3/22 | 122.349998 | -0.025185075 | ||||||||
| 6/6/22 | 124.790001 | 0.019942812 | ||||||||
| 6/7/22 | 123 | -0.014344106 | ||||||||
| 6/8/22 | 121.18 | -0.014796748 | ||||||||
| 6/9/22 | 116.150002 | -0.041508483 | ||||||||
| 6/10/22 | 109.650002 | -0.055962117 | ||||||||
| 6/13/22 | 103.669998 | -0.054537199 | ||||||||
| 6/14/22 | 102.309998 | -0.013118549 | ||||||||
| 6/15/22 | 107.669998 | 0.052389797 | ||||||||
| 6/16/22 | 103.660004 | -0.037243374 | ||||||||
| 6/17/22 | 106.220001 | 0.024696092 | ||||||||
| 6/21/22 | 108.68 | 0.023159471 | ||||||||
| 6/22/22 | 108.949997 | 0.00248433 | ||||||||
| 6/23/22 | 112.440002 | 0.032033089 | ||||||||
| 6/24/22 | 116.459999 | 0.035752374 | ||||||||
| 6/27/22 | 113.220001 | -0.027820694 | ||||||||
| 6/28/22 | 107.400002 | -0.051404336 | ||||||||
| 6/29/22 | 108.919998 | 0.014152663 | ||||||||
| 6/30/22 | 106.209999 | -0.024880638 | ||||||||
| 7/1/22 | 109.559998 | 0.031541277 | ||||||||
| 7/5/22 | 113.5 | 0.035962049 | ||||||||
| 7/6/22 | 114.330002 | 0.007312793 | ||||||||
| 7/7/22 | 116.330002 | 0.017493221 | ||||||||
| 7/8/22 | 115.540001 | -0.006791034 | ||||||||
| 7/11/22 | 111.75 | -0.032802501 | ||||||||
| 7/12/22 | 109.220001 | -0.022639812 | ||||||||
| 7/13/22 | 110.400002 | 0.010803891 | ||||||||
| 7/14/22 | 110.629997 | 0.002083288 | ||||||||
| 7/15/22 | 113.550003 | 0.026394342 | ||||||||
| 7/18/22 | 113.760002 | 0.001849397 | ||||||||
| 7/19/22 | 118.209999 | 0.039117413 | ||||||||
| 7/20/22 | 122.769997 | 0.0385754 | ||||||||
| 7/21/22 | 124.629997 | 0.015150281 | ||||||||
| 7/22/22 | 122.419998 | -0.017732481 | ||||||||
| 7/25/22 | 121.139999 | -0.0104558 | ||||||||
| 7/26/22 | 114.809998 | -0.0522536 | ||||||||
| 7/27/22 | 120.970001 | 0.05365389 | ||||||||
| 7/28/22 | 122.279999 | 0.010829115 | ||||||||
| 7/29/22 | 134.949997 | 0.103614639 | ||||||||
| 8/1/22 | 135.389999 | 0.003260482 | ||||||||
| 8/2/22 | 134.160004 | -0.009084829 | ||||||||
| 8/3/22 | 139.520004 | 0.039952295 | ||||||||
| 8/4/22 | 142.570007 | 0.021860686 | ||||||||
| 8/5/22 | 140.800003 | -0.012414982 | ||||||||
| 8/8/22 | 139.410004 | -0.009872152 | ||||||||
| 8/9/22 | 137.830002 | -0.011333491 | ||||||||
| 8/10/22 | 142.690002 | 0.035260828 | ||||||||
| 8/11/22 | 140.639999 | -0.01436683 | ||||||||
| 8/12/22 | 143.550003 | 0.020691155 | ||||||||
| 8/15/22 | 143.179993 | -0.002577569 | ||||||||
| 8/16/22 | 144.779999 | 0.011174788 | ||||||||
| 8/17/22 | 142.100006 | -0.018510796 | ||||||||
| 8/18/22 | 142.300003 | 0.001407438 | ||||||||
| 8/19/22 | 138.229996 | -0.028601595 | ||||||||
| 8/22/22 | 133.220001 | -0.036243906 | ||||||||
| 8/23/22 | 133.619995 | 0.003002507 | ||||||||
| 8/24/22 | 133.800003 | 0.001347164 | ||||||||
| 8/25/22 | 137.279999 | 0.026008938 | ||||||||
| 8/26/22 | 130.75 | -0.047567009 | ||||||||
| 8/29/22 | 129.789993 | -0.00734231 | ||||||||
| 8/30/22 | 128.729996 | -0.008167016 | ||||||||
| 8/31/22 | 126.769997 | -0.015225659 | ||||||||
| 9/1/22 | 127.82 | 0.008282741 | ||||||||
| 9/2/22 | 127.510002 | -0.00242527 | ||||||||
| 9/6/22 | 126.110001 | -0.010979539 | ||||||||
| 9/7/22 | 129.479996 | 0.026722663 | ||||||||
| 9/8/22 | 129.820007 | 0.002625973 | ||||||||
| 9/9/22 | 133.270004 | 0.026575234 | ||||||||
| 9/12/22 | 136.449997 | 0.023861281 | ||||||||
| 9/13/22 | 126.82 | -0.070575282 | ||||||||
| 9/14/22 | 128.550003 | 0.013641405 | ||||||||
| 9/15/22 | 126.279999 | -0.017658529 | ||||||||
| 9/16/22 | 123.529999 | -0.021777004 | ||||||||
| 9/19/22 | 124.660004 | 0.009147616 | ||||||||
| 9/20/22 | 122.190002 | -0.019813909 | ||||||||
| 9/21/22 | 118.540001 | -0.029871519 | ||||||||
| 9/22/22 | 117.309998 | -0.01037627 | ||||||||
| 9/23/22 | 113.779999 | -0.030091203 | ||||||||
| 9/26/22 | 115.150002 | 0.012040807 | ||||||||
| 9/27/22 | 114.410004 | -0.006426383 | ||||||||
| 9/28/22 | 118.010002 | 0.031465762 | ||||||||
| 9/29/22 | 114.800003 | -0.027201076 | ||||||||
| 9/30/22 | 113 | -0.015679468 | ||||||||
| 10/3/22 | 115.879997 | 0.025486699 | ||||||||
| 10/4/22 | 121.089996 | 0.044960296 | ||||||||
| 10/5/22 | 120.949997 | -0.001156157 | ||||||||
| 10/6/22 | 120.300003 | -0.005374072 | ||||||||
| 10/7/22 | 114.559998 | -0.047714089 | ||||||||
| 10/10/22 | 113.669998 | -0.007768855 | ||||||||
| 10/11/22 | 112.209999 | -0.01284419 | ||||||||
| 10/12/22 | 112.900002 | 0.006149211 | ||||||||
| 10/13/22 | 112.529999 | -0.003277263 | ||||||||
| 10/14/22 | 106.900002 | -0.050031077 | ||||||||
| 10/17/22 | 113.790001 | 0.064452749 | ||||||||
| 10/18/22 | 116.360001 | 0.022585464 | ||||||||
| 10/19/22 | 115.07 | -0.011086292 | ||||||||
| 10/20/22 | 115.25 | 0.001564265 | ||||||||
| 10/21/22 | 119.32 | 0.035314534 | ||||||||
| 10/24/22 | 119.82 | 0.004190412 | ||||||||
| 10/25/22 | 120.599998 | 0.006509748 | ||||||||
| 10/26/22 | 115.660004 | -0.040961808 | ||||||||
| 10/27/22 | 110.959999 | -0.04063639 | ||||||||
| 10/28/22 | 103.410004 | -0.068042493 | ||||||||
| 10/31/22 | 102.440002 | -0.009380156 | ||||||||
| 11/1/22 | 96.790001 | -0.055154245 | ||||||||
| 11/2/22 | 92.120003 | -0.048248765 | ||||||||
| 11/3/22 | 89.300003 | -0.030612244 | ||||||||
| 11/4/22 | 90.980003 | 0.018812989 | ||||||||
| 11/7/22 | 90.529999 | -0.004946186 | ||||||||
| 11/8/22 | 89.980003 | -0.00607529 | ||||||||
| 11/9/22 | 86.139999 | -0.042676193 | ||||||||
| 11/10/22 | 96.629997 | 0.121778478 | ||||||||
| 11/11/22 | 100.790001 | 0.043050855 | ||||||||
| 11/14/22 | 98.489998 | -0.022819754 | ||||||||
| 11/15/22 | 98.940002 | 0.004569032 |
Var Example
| A 95 percent confidence interval means that in 1 day out of 20 a loss equal to or exceeding the VaR-measure will incur. | ||||||||||||
| Worth observing is that VaR estimations does not give any information about what the potential exceeded loss might be. | ||||||||||||
| Value at Risk | ||||||||||||
| Wealth | $ 10,000,000.00 | Ex: Time Window=20 days, | ||||||||||
| µ (1 day) | 0.0192% | CI=95.00 % var=100-95=5%=.05 * 20 = 1.0 day out of 20 a loss >= VaR will incur | ||||||||||
| σ (1 day) | 0.930% | CI=99.00 % var=100-99=1%=.01 * 20 = 0.2 day out of 20 a loss >= VaR will incur | ||||||||||
| CI=99.90 % var=100-99.9=0.1%=.001 * 20 = .02 day out of 20 a loss >= VaR will incur it is a one-in-thousand day event | ||||||||||||
| Confidence intervals | Z-score | |||||||||||
| 90% confidence interval | -1.282 | |||||||||||
| 95% confidence interval | -1.645 | Confidence Interval % | No of days | One in | Days | |||||||
| 99% confidence interval | -2.326 | 20 | ||||||||||
| 95 | 100 | 5 | 0.05 | 1 | 20 | 1 | 20 | |||||
| Value at risk | = Mean x Investment + Z-score x Investment | 99 | 100 | 1 | 0.01 | 0.2 | 20 | 1 | 100 | |||
| VaR 90% 1 day | $ -117,294.60 | =$C$8*$C$7+$C$9*C12*$C$7 | 99.9 | 100 | 0.1 | 0.001 | 0.02 | 20 | 1 | 1000.0000000001 | ||
| VaR 95% 1 day | $ -151,091.16 | |||||||||||
| VaR 99% 1 day | $ -214,487.88 | |||||||||||
| Value at risk: zero mean | = Standard deviation x Z-score x Investment | |||||||||||
| VaR 90% 1 day | $ -119,217.68 | =$C$9*C12*$C$7 | VaR has tow parts: | |||||||||
| VaR 95% 1 day | $ -153,014.24 | Forexample: | ||||||||||
| VaR 99% 1 day | $ -216,410.96 | When you say you are 95% confident that a loss event will not exceed by a certain amount | ||||||||||
| Or you say you are 5% confident that loss event will be minimum or above that amount |
Historical VaR
| See Barclay and HSBC Examples |
Parametric
| Example of VaR Calculations: Variance – Covariance Approach | |||||
| Daily Variance = | 0.0111021 | 0.0111021 | Million | ||
| Daily Standard Deviation= | = Sqrt(0.0111021) | 0.1053665032 | Million | ||
| 90% confidence interval= | = 1- 0.90 = 0.10 | 0.10 | Note: Standard Deviation is the Square root of Variance. | ||
| Z-value at the 90% confidence interval = | 1.645 | ||||
| VaR = Standard deviation x Z-value | |||||
| VaR= | 0.1733278978 | ||||
| VaR= | 173,327.90 | Multiply by 1000,000 to convert from millions |
Critical Z lookup table
| Z-Value | Z-Score | |||||
| Confidence Level | Critical Z-Value for use in Confidence Interval Calulation | Confidence Level | 1 - Confidence Level | Z-score | ||
| 50% | 0.67449 | 50% | 0.5000 | 0 | ||
| 75% | 1.15035 | 75% | 0.2500 | -0.6745 | ||
| 90% | 1.64485 | 90% | 0.1000 | -1.2816 | ||
| 95% | 1.95996 | 95% | 0.0500 | -1.6449 | ||
| 97% | 2.17009 | 97% | 0.0300 | -1.8808 | ||
| 99% | 2.57583 | 99% | 0.0100 | -2.3263 | ||
| 99.99% | 3.29053 | 99.99% | 0.0001 | -3.719 | ||
| Use Excel Command: NORMINV(1-(percentile/100),0,1) | ||||||
| e.g. | Calculate Z-score at 95% | |||||
| Z-score | -1.644853627 | |||||
| How to calculate Z-score | ||||||
| https://sphweb.bumc.bu.edu/otlt/mph-modules/bs/bs704_confidence_intervals/bs704_confidence_intervals_print.html |
Percentilte to Z-score
| Percentile to Z-Score Calculator | |
| https://www.statology.org/percentile-to-z-score-calculator/ |
