XLU over past 60 days: cumulative return -4.1%, annualized vol 26.2%. Market regime: sideways.

Question:
Asset: XLU
Historical prices (past 60 trading days): start=33.34, end=31.98, cumulative_return=-4.1%, annualized_volatility=26.2%
Macro context: {'fed_funds_rate': 3.83, 'cpi_yoy': 298.832, 'unemployment': 3.5, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.83, 't10y3m_spread': -0.8, 'breakeven_10y': 2.28, 'hy_oas': 4.55, 'ig_oas': 1.38, 'ted_spread': 0.09, 'mortgage_30y': 6.33, 'vix': 22.290000915527344}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-12-08] ["US STOCKS-S&P 500, Nasdaq snap losing streaks after jobless claims rise By David French Dec 8 (Reuters) - The S&P 500 .SPXended higher on Thursday, snapping a five-session losing streak, as investors interpreted data showing a rise in weekly jobless claims as a sign the pace of interest rate hikes could soon slow. Wall Street's main indexes had come under pressure in recent days, with the S&P 500 shedding 3.6% since the beginning of December on expectations of a longer rate-hike cycle and downbeat economic views from some top company executives. Such thinking had also weighed on the Nasdaq Composite .IXIC, which had posted four straight losing sessions prior to Thursday's advance on the tech-heavy index. Stocks rose as investors cheered data showing the number of Americans filing claims for jobless benefits increased moderately last week, while unemployment rolls hit a 10-month high toward the end of November. The report follows data last Friday that showed U.S. employers hired more workers than expected in November and increased wages, spurring fears that the Fed might stick to its aggressive stance to tame decades-high inflation. Markets have been swayed by data releases in recent days, with investors lacking certainty ahead of Federal Reserve guidance next week on interest rates. Such behavior means Friday's producer price index and the University of Michigan's consumer sentiment survey will likely dictate whether Wall Street can build on Thursday's rally. \"The market has to adjust to the fact that we're moving from a stimulus-based economy - both fiscal and monetary - into a fundamentals-based economy, and that's what we're grappling with right now,\" said Wiley Angell, chief market strategist at Ziegler Capital Management. The Dow Jones Industrial Average .DJI rose 183.56 points, or 0.55%, to close at 33,781.48; the S&P 500 .SPX gained 29.59 points, or 0.75%, to finish at 3,963.51; and the Nasdaq Composite .IXIC added 123.45 points, or 1.13%, at 11,082.00. Nine of the 11 major S&P 500 sectors rose, led by a 1.6% gain in technology stocks .SPLRCT. Most mega-cap technology and growth stocks gained. Apple Inc AAPL.O, Nvidia Corp NVDA.O and Amazon.com Inc AMZN.O rose between 1.2% and 6.5%. Microsoft Corp MSFT.O ended 1.2% higher, despite giving up some intraday gains after the Federal Trade Commission filed a complaint aimed at blocking the tech giant's $69 billion bid to buy Activision Blizzard Inc ATVI.O. The \"Call of Duty\" games maker closed 1.5% lower. The energy index .SPNY was an exception, slipping 0.5%, despite Exxon Mobil Corp XOM.N gaining 0.7% after announcing it would expand its $30-billion share repurchase program. The sector had been under pressure in recent sessions as commodity prices slipped: U.S. crude CLc1 is now hovering near its level at the start of 2022. Meanwhile, Moderna Inc MRNA.O advanced 3.2% after the U.S. Food and Drug Administration authorized COVID-19 shots from the vaccine maker that target both the original

Predict whether the return of XLU over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XLU starting 2022-12-09 was +1.74%, which classifies as 'positive'.


ACWI over past 60 days: cumulative return +18.0%, annualized vol 13.7%. Market regime: sideways.

Question:
Asset: ACWI
Historical prices (past 60 trading days): start=71.03, end=83.80, cumulative_return=+18.0%, annualized_volatility=13.7%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 0.92, 't10y3m_spread': 0.96, 'breakeven_10y': 2.08, 'hy_oas': 3.85, 'ig_oas': 1.03, 'ted_spread': 0.13, 'mortgage_30y': 2.77, 'vix': 37.209999084472656}
Market regime: sideways
Recent filing/news:
[Kaggle 2021-01-27] ["AT&T Reports Earnings Wednesday. Here\u2019s What to Expect. Dividend plans, 5G and HBO Max updates, and 2021 guidance will be the highlights of AT&T\u2019s fourth-quarter earnings report Wednesday.", "European stocks track Wall Street lower with investors focused on Fed and big tech earnings European stocks struggled on Wednesday, as investors look to the Federal Reserve meeting later, coronavirus updates and a batch of big U.S. earnings.", "London stocks under pressure led by miners amid grim COVID-19 headlines Investors were steeped in gloom for Wednesday as the U.K. faces the worst death toll in Europe and potentially more restrictions.", "AT&T Just Reported Earnings. Here Are the Numbers You Need to Know. AT&T saw a huge net gain in wireless subscribers, but it also offered guidance that was likely much softer than investors had expected.", "Accelerating Growth for Microsoft Azure Bodes Well for Cloud Software Sector Even as the S&P 500 sells off this morning, down about 1.8%, Microsoft shares have rallied 1.5%, to $235.81. The stock is on track for another record close.", "GameStop\u2019s surge is making it one of the most traded stocks in the U.S. The parabolic ride higher for GameStop, driven by a klatch of investors congregating on sites like Reddit's WallStreetBest forum, has made the company the most traded stock in the U.S., according to Deutsche Bank data.", "Even Reddit is beginning to discuss the endgame for the wild GameStop ride When are the meteoric gains for videogames retailer GameStop going to stop? Perhaps one sign is that there is a discussion of the subject on the Reddit message board that fueled the run.", "Apple overtakes Amazon to become world\u2019s most valuable brand, while Tesla is the fastest-growing Apple has overtaken Amazon to become the world\u2019s most valuable brand for the first time in five years, according to a global report.", "Stocks Close Down Sharply on Fed News, Disappointing Earnings Investors reacted to the central bank\u2019s comments on slowing recovery plus big losses from Boeing and AT&T.", "Apple posts record revenue of $111.4 billion, up 21%", "U.S. stocks book worst daily losses since October as Powell stresses long road to recovery and short squeeze drama plays out Dow, S&P 500 both flipped negative for the year Wednesday, as stocks tumbled and Federal Reserve Chair Jerome Powell underscored how far the economy is from a full recovery.", "Facebook beats expectations but warns of \u2018cross currents\u2019 in 2021 Facebook Inc. shares initially tumbled 5% in extended trading, then quickly rallied, Wednesday after it announced better-than-expected fourth-quarter results, but warned of \"significant uncertainty as we manage through a number of cross currents in 2021.\"", "Apple Earnings Crush Estimates as iPhone Scores Again Wall Street had been looking for a potentially spectacular quarter for iPhone sales following the recent launch of Apple's first 5G phones. The company delivered.", "Gam

Predict whether the return of ACWI over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for ACWI starting 2021-01-28 was +0.28%, which classifies as 'flat'.


XLP over past 60 days: cumulative return +2.9%, annualized vol 9.2%. Market regime: sideways.

Question:
Asset: XLP
Historical prices (past 60 trading days): start=61.68, end=63.45, cumulative_return=+2.9%, annualized_volatility=9.2%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 272.676, 'unemployment': 5.1, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.13, 't10y3m_spread': 1.3, 'breakeven_10y': 2.41, 'hy_oas': 3.34, 'ig_oas': 0.93, 'ted_spread': 0.07, 'mortgage_30y': 2.87, 'vix': 15.59000015258789}
Market regime: sideways
Recent filing/news:
[Kaggle 2021-08-12] ["6 Stocks to Buy as Delta Variant Cases Surge There's been an alarming rise in COVID-19 cases in recent weeks, due in large part to the delta variant. While worries over this strain of COVID-19 has created market volatility alongside the spike in infection rates, it's also created some potential buying opportunities in stocks. The delta variant, also known as B.1.617.2, was first identified in India late last year, but has spread to over 85 countries. It now accounts for over 90% of known COVID-19 cases in the U.S., according to the Centers for Disease Control and Prevention (CDC). The Delta variant is problematic as it is more infectious and more effective at evading vaccines. Even in vaccinated individuals, the variant is highly contagious, which allows it to spread quite easily. While most experts don't expect a repeat of the 2020 lockdowns, the delta variant could affect the economy and the equities market \u2013 especially considering several of the best stocks to buy in 2021 are directly tied to the recovery. Individuals may spend more time at home and away from offices and social gatherings, which could slow the recovery in the job market and the amount consumers spend. This, in turn, could impact certain sectors, including consumer discretionary and consumer staples. Also, the global supply chain could become even more strained, which could affect a variety of industries, like semiconductors and automakers. Investors should consider these six delta variant stocks that could thrive if the spread of the strain intensifies. We looked at stocks tracked by the Stock News POWR Ratings System, and focused on only those that received a Buy or Strong Buy rating from the pros based on the company's current financial situation and future prospects. We then homed in on companies best suited for another prolonged COVID flare-up. Check them out. SEE MORE 32 Bankruptcy Filings Chalked Up to COVID-19 Data is as of Aug. 11. POWR Ratings work on an A-B-C-D-F system. Stocks are listed in order of lowest to highest overall rating, and then alphabetically. Getty Images Adobe Market value: $298.2 billion POWR Ratings overall rating: B (Buy) POWR Ratings average broker rating: 1.35 Cloud company Adobe (ADBE, $626.03) provides content creation, document management and digital marketing and advertising software and services to creative professionals. With more people working at home during the pandemic, the need for ADBE's offerings has skyrocketed. As cases soar and workers remain home for the time being, this demand for its cloud products \u2013 Creative Cloud, Document Cloud and Adobe Experience Cloud \u2013 should continue, which should drive top-line growth. The company is also expected to benefit from growth in emerging markets, online video creation demand and improving average revenue per user. ADBE has an overall grade of B, which translates into a Buy rating in our POWR Ratings system. The company has a Stability grade of B, which means it has a histor

Predict whether the return of XLP over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for XLP starting 2021-08-13 was -0.62%, which classifies as 'flat'.


IWM over past 60 days: cumulative return -15.7%, annualized vol 30.8%. Market regime: sideways.

Question:
Asset: IWM
Historical prices (past 60 trading days): start=191.38, end=161.42, cumulative_return=-15.7%, annualized_volatility=30.8%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.19, 't10y3m_spread': 0.56, 'breakeven_10y': 2.34, 'hy_oas': 5.53, 'ig_oas': 1.6, 'ted_spread': 0.09, 'mortgage_30y': 5.51, 'vix': 26.39999961853028}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-07-14] ["5 Stocks to Outrun the Housing Market InvestorPlace - Stock Market News, Stock Advice & Trading Tips This article is excerpted from Tom Yeung\u2019s Profit & Protection newsletter. To make sure you don\u2019t miss any of Tom\u2019s picks, subscribe to his mailing list here. CPI Hits 9.1%\u2026 And Other Bad News On Tuesday, I wrote that exorbitant home prices are driving even relatively well-off professionals out of top markets. No matter how successful a doctor, lawyer or programmer you become, it\u2019s hard to make $450,000 per year \u2014 Fidelity Bank\u2019s estimated buying price for the average apartment in New York\u2019s Upper East Side. Right on cue, the Bureau of Labor Statistics (BLS) released even more bad news: Inflation hit 9.1% in the month of June. And as shocking as the figure might be, it actually understates the problem. According to data from Zillow, the average cost to rent has risen 14.7% in the past 12 months. But because only one-third of Americans rent (and making some adjustments for homeowners), the BLS only recorded a 5.6% increase in real estate spending among all Americans. But jumping into real estate today is also risky at best. Rising mortgage rates, slackening commodity prices and unaffordable prices point to prolonged stagnation in house values. Real estate prices cannot go to the moon unless wages do too. Instead, investors need to buy companies that benefit from real estate markets without the pricing risk. And today, we will cover five of these fast-growing tech firms that are upending the traditional real estate market. Source: Shutterstock / Unicode Vector 5 Stocks to Outrun the Housing Market Earlier this month, Zillow revealed housing prices have risen 19.4% over the past year. Many homeowners are nervously asking themselves how they\u2019ll afford a new house if they ever need to move. Meanwhile, renters are in even worse shape. Wages have risen at just one-third the rate of rent increases. And Google\u2019s 30 million results for the question \u201chow much does a cardboard box cost to live in\u201d yield very little helpful advice. At first glance, homebuilder stocks seem like a natural winner. As I mentioned on Tuesday, companies like America\u2019s largest home builder D.H. Horton (DHI) are earning 4x their operating income compared to five years ago. If home prices are going up, shouldn\u2019t homebuilder stocks too? But such conclusions fall into the trap of \u201cfirst-level thinking,\u201d a term coined by Oaktree Capital co-founder Howard Marks. First-level thinking is simplistic and superficial, and just about everyone can do it (a bad sign for anything involving an attempt at superiority). All the first-level thinker needs is an opinion about the future, as in \u201cThe outlook for the company is favorable, meaning the stock will go up.\u201d Second-level thinking is deep, complex and convoluted. That\u2019s because homebuilding is a low-margin business with virtually no barriers to entry.

Predict whether the return of IWM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for IWM starting 2022-07-15 was +16.16%, which classifies as 'positive'.


VEA over past 60 days: cumulative return -1.0%, annualized vol 11.1%. Market regime: sideways.

Question:
Asset: VEA
Historical prices (past 60 trading days): start=32.80, end=32.45, cumulative_return=-1.0%, annualized_volatility=11.1%
Macro context: {'fed_funds_rate': 2.38, 'cpi_yoy': 255.296, 'unemployment': 3.6, 'gdp_growth_qoq': 20602.275, 't10y2y_spread': 0.19, 't10y3m_spread': -0.06, 'breakeven_10y': 1.73, 'hy_oas': 4.22, 'ig_oas': 1.28, 'ted_spread': 0.2, 'mortgage_30y': 4.06, 'vix': 16.920000076293945}
Market regime: sideways
Recent filing/news:
[Kaggle 2019-05-23] ["Huawei feels U.S. squeeze in U.K. and Japan The peril to Huawei Technologies Co.'s global business is growing as foreign partners back away from the Chinese maker of networking equipment and smartphones in the face of U.S. restrictions. U.K.-based chip design company Arm Holdings PLC is suspending its business with Huawei following Washington's blacklisting of the Chinese technology giant, according to a person familiar with the matter.", "Podcast: Target Stock Rallies 8% After Strong Earnings 3 numbers to help you navigate the market\u2014in just two minutes.", "Apple Could Take a Huge Earnings Hit if China Retaliates Over Huawei, Goldman Says Apple faces a large risk to its annual profits if China decides to retaliate over the U.S. government\u2019s decision to restrict sales to Huawei, according to Goldman Sachs.", "Qualcomm Stock Plunged After an Antitrust Ruling Qualcomm stock was dropping sharply Wednesday after a U.S. district court ruled in favor of the Federal Trade Commission in its antitrust lawsuit against the chipmaker.", "Apple earnings at risk of 29% hit if China retaliates to Huawei ban, Goldman says HSBC has also warned of fallout if Chinese consumers accelerate adoption of local iPhone substitutes amid trade tensions Apple Inc.\u2019s per-share earnings are at risk of a 29% hit if its products are banned in China in retaliation for measures taken by the U.S. government against Huawei Technologies Co., Goldman Sachs said Wednesday.", "Apple stock price target cut to $225 from $235 at UBS", "Apple's stock falls 1.6% premarket, after dropping 2.1% on Wednesday", "Tesla stock\u2019s mini \u2018bullish divergence\u2019 provides glimmer of hope as prices plunge Aggressive selling, historically oversold conditions increase risk of short squeeze, analyst says A mini \u201cbullish technical divergence\u201d pattern in Tesla\u2019s stock chart suggests bulls still have some hope, at a time that many on Wall Street appear to have thrown in the towel on the electric car maker\u2019s prospects.", "Trade tensions could last well into the 2020 U.S. election campaign, says Nomura Critical information for the U.S. trading day Grab some popcorn and settle in for what could be a long summer, autumn, and winter of trade tensions, says Nomura, in our call of the day.", "Apple's stock now down 15.6% from May 3 record close of $211.75", "Apple's stock fall 2.3% to lowest level since March 11", "Why the Democrats\u2019 long game on impeachment is working Trump\u2019s numbers are getting worse, as boost from economy fades House Democrats are wise to play out President Donald Trump\u2019s drama, rather than rush toward impeachment, writes Tim Mullaney.", "Qualcomm stock downgraded at Mizuho amid FTC 'overhang' Mizuho analyst Vijay Rakesh cut his rating on Qualcomm Inc. shares to neutral from buy on Thursday, after a federal judge sided with the Federal Trade Commission and ruled that the company violated antitrust law with its patent royalties. \"The l

Predict whether the return of VEA over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for VEA starting 2019-05-24 was +3.43%, which classifies as 'positive'.


IWM over past 60 days: cumulative return +8.9%, annualized vol 11.6%. Market regime: sideways.

Question:
Asset: IWM
Historical prices (past 60 trading days): start=136.00, end=148.13, cumulative_return=+8.9%, annualized_volatility=11.6%
Macro context: {'fed_funds_rate': 1.91, 'cpi_yoy': 251.214, 'unemployment': 3.8, 'gdp_growth_qoq': 20276.154, 't10y2y_spread': 0.33, 't10y3m_spread': 0.92, 'breakeven_10y': 2.11, 'hy_oas': 3.71, 'ig_oas': 1.3, 'ted_spread': 0.45, 'mortgage_30y': 4.55, 'vix': 16.09000015258789}
Market regime: sideways
Recent filing/news:
[Kaggle 2018-06-29] ["4 Cloud Computing Stocks to Consider InvestorPlace - Stock Market News, Stock Advice & Trading Tips Cloud computing truly has revolutionized American business. The ability to deliver top-level performance anywhere - to a customer of nearly any size - has leveled the playing field for small and medium-sized businesses. And growth is only going to rise going forward. That would seem to create a huge opportunity in cloud computing stocks. But the problem is that the trend isn't exactly hidden - or new. Investors already are pricing many cloud plays at exceedingly high multiples to earnings - and in the cases of many companies that remain unprofitable, to sales. The 10 Fastest-Growing Stocks to Invest In Right Now But there are still opportunities to play the cloud computing trends with stocks whose valuations still allow for strong upside going forward. These four stocks all will benefit from cloud computing - and all are priced reasonably enough to satisfy investors looking for attractive entry points. Cloud Computing Stocks to Consider: Micron (MU) Source: Shutterstock I've admittedly been pushing Micron (NASDAQ: MU ) pretty hard lately , but there really isn't a better cloud play right now than MU stock. And in my defense, I'm not alone in saying that. Luke Lango pointed to cloud computing last week in arguing that MU should trade above $70. Stifel analyst Kevin Cassidy made a similar point after earnings this month, and gave Micron stock a $108 price target . JP Morgan (NYSE: JPM ) has cited the cloud tailwind , and so hasMorgan Stanley (NYSE: MS ). The core argument is rather simple. Micron trades at a seemingly ridiculous valuation (barely 5x forward EPS) because investors are worried that always-cyclical memory pricing eventually will decline. But the memory - particularly on the DRAM side - required for cloud computing should provide years of demand that can help offset any supply expansion. If cloud computing continues to grow, Micron's pricing should hold - and so should its earnings. And at some point in that scenario, Micron will be trading for a lot more than 5x EPS and its current price of $53. Cloud Computing Stocks to Consider: Adobe (ADBE) Source: Shutterstock The story at Adobe (NASDAQ: ADBE ) is a faster-growing version of that of Microsoft (NASDAQ: MSFT ). In both cases, the shift from \"on-premise\" software to cloud-based offerings hasn't just been a case of selling the same product in a different medium. Rather, the move to the cloud has opened up new cross-selling and revenue opportunities \u2026 and benefited margins as well. Indeed, Adobe's fantastic growth story often seems a bit lost in the shuffle in terms of tech coverage, despite a $120 billion market capitalization and hugely impressive performance. In fiscal Q2, revenue rose 24% and EPS jumped an impressive 77% year-over-year . Adobe once again beat analyst estimates; it hasn't missed consensus on either revenue or EPS since September 2014. 7 Stocks to Buy That Are

Predict whether the return of IWM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for IWM starting 2018-07-02 was +0.89%, which classifies as 'flat'.


SCHH over past 60 days: cumulative return +3.3%, annualized vol 18.8%. Market regime: sideways.

Question:
Asset: SCHH
Historical prices (past 60 trading days): start=14.13, end=14.59, cumulative_return=+3.3%, annualized_volatility=18.8%
Macro context: {'fed_funds_rate': 0.13, 'cpi_yoy': 237.733, 'unemployment': 5.0, 'gdp_growth_qoq': 18892.206, 't10y2y_spread': 1.47, 't10y3m_spread': 2.11, 'breakeven_10y': 1.54, 'hy_oas': 6.13, 'ig_oas': 1.73, 'ted_spread': 0.31, 'mortgage_30y': 3.76, 'vix': 16.170000076293945}
Market regime: sideways

Predict whether the return of SCHH over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for SCHH starting 2015-10-13 was -1.41%, which classifies as 'negative'.


XLP over past 60 days: cumulative return +6.3%, annualized vol 11.0%. Market regime: sideways.

Question:
Asset: XLP
Historical prices (past 60 trading days): start=47.22, end=50.17, cumulative_return=+6.3%, annualized_volatility=11.0%
Macro context: {'fed_funds_rate': 2.41, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.26, 't10y3m_spread': -0.02, 'breakeven_10y': 1.8, 'hy_oas': 3.96, 'ig_oas': 1.18, 'ted_spread': 0.2, 'mortgage_30y': 3.75, 'vix': 12.859999656677246}
Market regime: sideways
Recent filing/news:
[Kaggle 2019-07-16] ["Notable Tuesday Option Activity: UVE, AMD, WDC Among the underlying components of the Russell 3000 index, we saw noteworthy options trading volume today in Universal Insurance Holdings Inc (Symbol: UVE), where a total of 1,150 contracts have traded so far, representing approximately 115,000 underlying shares. That amounts to about 52.3% of UVE's average daily trading volume over the past month of 219,995 shares. Especially high volume was seen for the $25 strike call option expiring August 16, 2019, with 1,125 contracts trading so far today, representing approximately 112,500 underlying shares of UVE. Below is a chart showing UVE's trailing twelve month trading history, with the $25 strike highlighted in orange: Advanced Micro Devices Inc (Symbol: AMD) options are showing a volume of 294,746 contracts thus far today. That number of contracts represents approximately 29.5 million underlying shares, working out to a sizeable 50.7% of AMD's average daily trading volume over the past month, of 58.1 million shares. Particularly high volume was seen for the $35 strike call option expiring July 19, 2019, with 36,309 contracts trading so far today, representing approximately 3.6 million underlying shares of AMD. Below is a chart showing AMD's trailing twelve month trading history, with the $35 strike highlighted in orange: And Western Digital Corp (Symbol: WDC) options are showing a volume of 37,907 contracts thus far today. That number of contracts represents approximately 3.8 million underlying shares, working out to a sizeable 49.6% of WDC's average daily trading volume over the past month, of 7.6 million shares. Particularly high volume was seen for the $50 strike put option expiring July 19, 2019, with 4,169 contracts trading so far today, representing approximately 416,900 underlying shares of WDC. Below is a chart showing WDC's trailing twelve month trading history, with the $50 strike highlighted in orange: For the various different available expirations for UVE options, AMD options, or WDC options, visit StockOptionsChannel.com. Today's Most Active Call & Put Options of the S&P 500 \u00bb The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "The AMD Stock Rally Has Gotten Way Too Advanced in Front of Earnings Shraes of Advanced Micro Devices (NASDAQ:) broke out to fresh multi-year highs yesterday. AMD stock finally closed above the $34 level after three previous failed tries. Momentum traders rejoiced, although shares did finish slightly off the highs of the day. Advanced Micro Devices has now added on over 30% since the lows near $26.50 in late May. All good things must come to an end, though. The red-hot rally in an overbought and overvalued AMD has come too far, too fast. Time to take some chips off the table. InvestorPlace contributor Jay Yao both the bullish and bearish case for AMD stock. He noted that AMD stock price was comparatively expensive, trading a

Predict whether the return of XLP over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for XLP starting 2019-07-17 was -0.65%, which classifies as 'flat'.


XHB over past 60 days: cumulative return +11.7%, annualized vol 28.4%. Market regime: sideways.

Question:
Asset: XHB
Historical prices (past 60 trading days): start=53.81, end=60.11, cumulative_return=+11.7%, annualized_volatility=28.4%
Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 296.349, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.23, 't10y3m_spread': 0.25, 'breakeven_10y': 2.42, 'hy_oas': 4.57, 'ig_oas': 1.47, 'ted_spread': 0.09, 'mortgage_30y': 5.89, 'vix': 22.790000915527344}
Market regime: sideways

Predict whether the return of XHB over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for XHB starting 2022-09-12 was -8.10%, which classifies as 'negative'.


BTC-USD over past 60 days: cumulative return +5.5%, annualized vol 32.2%. Market regime: sideways.

Question:
Asset: BTC-USD
Historical prices (past 60 trading days): start=6295.73, end=6642.64, cumulative_return=+5.5%, annualized_volatility=32.2%
Macro context: {'fed_funds_rate': 2.18, 'cpi_yoy': 252.772, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.33, 't10y3m_spread': 0.96, 'breakeven_10y': 2.17, 'hy_oas': 3.41, 'ig_oas': 1.13, 'ted_spread': 0.21, 'mortgage_30y': 4.71, 'vix': 15.949999809265137}
Market regime: sideways

Predict whether the return of BTC-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for BTC-USD starting 2018-10-10 was -4.07%, which classifies as 'negative'.


VTI over past 60 days: cumulative return -5.8%, annualized vol 16.4%. Market regime: sideways.

Question:
Asset: VTI
Historical prices (past 60 trading days): start=87.97, end=82.84, cumulative_return=-5.8%, annualized_volatility=16.4%
Macro context: {'fed_funds_rate': 0.36, 'cpi_yoy': 237.652, 'unemployment': 4.8, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 1.17, 't10y3m_spread': 1.86, 'breakeven_10y': 1.43, 'hy_oas': 7.5, 'ig_oas': 1.8, 'ted_spread': 0.4, 'mortgage_30y': 3.97, 'vix': 25.21999931335449}
Market regime: sideways
Recent filing/news:
[Kaggle 2016-01-13] ["CLSA Survey: China\u2019s iPhone Demand Remains Firm Smartphone hardware stocks are sold off this year. Apple (AAPL) has fallen 5%, while Samsung Electronics (005930.Korea/SSNLF) has retreated 9.1% on concerns over a sharp smartphone growth slowdown.After conducting a consumer intent survey in December, Asia-based broker CLSA continues to feel bullish about Apple, but has cooled towards its competitors Huawei, Xiaomi and Samsung.READ MORE.", "Oversold Apple Stocks Apple's (AAPL) supply chain in Asia has sank with its patron this year. In Taiwan, casing supplier Catcher Technology (2474.Taiwan) lost a quarter of its market value in 7 trading days, while Apple's foundry Taiwan Semiconductor Manufacturing Corp., or TSMC (2330.Taiwan/TSM) retreated 7.6%.Some of the setback is media reports that Apple would cut its iPhone production by a third in the March quarter, but the weaker yuan, which has rattled stocks, commodities, and currencies worldwide, is also to blame.As yuan calms and dust settles, we may find some Apple suppliers oversold. \"On valuation, we find a few Apple names trading near book value, but still generating respectable free cash flow, ROE and dividend yields,\" noted HSBC's Steven Pelayo this morning.READ MORE.", "Qualcomm Teams with TDK in RF Assault on Skyworks, Qorvo Wireless chip giant Qualcomm (QCOM) early Wednesday morning announced it would team with Japan\u2019s TDK (TTDKY) to produce more complete radio frequency chips, a move that could bring the company into closer competition with RF leaders Skyworks Solutions (SWKS) and Qorvo (QRVO).Qualcomm said it will form a joint venture with TDK, called RF360 Holdings, 51% owned by Qualcomm, to make what are known as \u201cRF front-end modules,\u201d combining parts from Qualcomm, such as power amplifiers,\u201d with parts in which TDK specializes, such as radio-frequency filters.Qualcomm has long dominated the the baseband modem in smartphones such as Apple's (AAPL) iPhone and most other major devices. From the modem it has built a growing business supplying application processors, but also, increasingly, more of the radio-frequency chips that tune a phone to the particular electromagnetic frequency by which they must send and receive signals.TDK, founded in 1935, is best known for its magnetic recording media, especially the cassette tape. But it also has an extensive microelectronics business. That business includes parts of wireless equation that Qualcomm lacks, such as surface acoustic wave, or SAW, filters.Qualcomm has an option to buy out TDK\u2019s share in the venture, after 30 months have passed from the closing of the deal. In a phone call I had with the company, Qualcomm\u2019s chief financial officer, George Davis, said \"we would anticipate that being exercised\u201d ultimately.", "Steer clear of Saudi Aramco\u2019s initial public offering It would be world\u2019s biggest listed company, but it\u2019d come with lots of unknowns The initial public offering for Saudi

Predict whether the return of VTI over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for VTI starting 2016-01-14 was +0.00%, which classifies as 'flat'.


XLE over past 60 days: cumulative return +21.5%, annualized vol 29.7%. Market regime: sideways.

Question:
Asset: XLE
Historical prices (past 60 trading days): start=19.72, end=23.95, cumulative_return=+21.5%, annualized_volatility=29.7%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 276.55, 'unemployment': 4.5, 'gdp_growth_qoq': 21988.737, 't10y2y_spread': 1.29, 't10y3m_spread': 1.56, 'breakeven_10y': 2.5, 'hy_oas': 3.2, 'ig_oas': 0.9, 'ted_spread': 0.07, 'mortgage_30y': 2.99, 'vix': 20.0}
Market regime: sideways
Recent filing/news:
[Kaggle 2021-10-11] ["Loci Cycle Crypto Training Course 2021 by Chris Munch - Price And Bonuses Review The Loci Cycle system will be perfect for all those entrepreneurs interested in launching their own crypto ventures. Chris Munch equips users with the expert knowledge, proven strategies, and software tools to create a very sustainable source of income.London, United Kingdom, Oct. 10, 2021 (GLOBE NEWSWIRE) -- Chris Munch, the founder and CEO of AmpiFire, is launching the Loci Cycle. This comprehensive digital marketing training program can help entrepreneurs build a 6, even 7-figure income onlin", "Apple's AirPods Max headphones are $100 off at Amazon Apple's AirPods Max headphones are on sale in all colors $449 at Amazon.", "The Morning After: Google might offer a Pixel Phone subscription bundle Today\u2019s headlines: Google might offer a subscription bundle with its next Pixel phone, Burger King\u2019s Impossible Nuggets go on sale this week, Sony and TSMC may team up to tackle global chip shortages.", "Apple's MacBook Air M1 returns to record low of $850 at Amazon Amazon knocks the MacBook Air M1 down to a record low of $850.", "Apple appeals the Epic Games ruling and asks to put ordered App Store changes on hold A federal judge declared last month that Apple was not a monopoly when issuing the court's decision on California\u2019s Epic Games v. Apple case. On this point, the judge sided with Epic Games, saying that Apple can no longer prohibit developers from pointing to other means of payment beyond Apple's own payment systems. Now, Apple is appealing that decision and asking for a stay on the injunction the judge had put into place.", "Apple releases iOS 15.0.2 with a security fix for a bug 'under active exploitation' Apple today released its second minor update to iOS 15 and iPadOS 15, which includes an \"important security update\" for a zero-day bug under active exploitation. While details on the bug remain thin, Apple warns that it \"may have been actively exploited\" \u2014 so it's probably a good idea to update your devices right away. The updates also address a number of other glitches in iOS 15 and iPadOS 15, including an issue that caused the iPhone Leather Wallet and with MagSafe and not to connect to Find My, a bug that could cause AirTags not to appear in the \u200cFind My\u200c Items tab, and another that caused CarPlay to fail to open audio apps or to disconnect during playback.", "LiveOne To Present At The LD Micro Main Event On October 12th At 1:00 PM PT/4:00 PM ET LiveOne (Nasdaq: LVO) (\"LiveOne\"), a global platform for livestream and on-demand audio, video, and podcast/vodcast content in music, comedy, and pop culture, and owner of LiveXLive, PodcastOne, Slacker Radio, React Presents and Custom Personalization Solutions, announced today that its Chairman & CEO, Robert Ellin, will present at the LD Micro Main Event investor conference on Tuesday, October 12th at 1:00 pm PT/4:00 pm ET. The event will be held in-person at the Luxe Sunset Bel

Predict whether the return of XLE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XLE starting 2021-10-12 was +1.88%, which classifies as 'positive'.


DBA over past 60 days: cumulative return +11.2%, annualized vol 9.9%. Market regime: sideways.

Question:
Asset: DBA
Historical prices (past 60 trading days): start=13.14, end=14.61, cumulative_return=+11.2%, annualized_volatility=9.9%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 0.98, 't10y3m_spread': 1.02, 'breakeven_10y': 2.1, 'hy_oas': 3.74, 'ig_oas': 1.0, 'ted_spread': 0.13, 'mortgage_30y': 2.79, 'vix': 24.34000015258789}
Market regime: sideways

Predict whether the return of DBA over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for DBA starting 2021-01-18 was +2.42%, which classifies as 'positive'.


MATIC-USD over past 60 days: cumulative return +814.5%, annualized vol 188.6%. Market regime: sideways.

Question:
Asset: MATIC-USD
Historical prices (past 60 trading days): start=0.02, end=0.15, cumulative_return=+814.5%, annualized_volatility=188.6%
Macro context: {'fed_funds_rate': 0.07, 'cpi_yoy': 263.579, 'unemployment': 6.2, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.26, 't10y3m_spread': 1.34, 'breakeven_10y': 2.16, 'hy_oas': 3.44, 'ig_oas': 0.95, 'ted_spread': 0.15, 'mortgage_30y': 2.81, 'vix': 23.450000762939453}
Market regime: sideways

Predict whether the return of MATIC-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for MATIC-USD starting 2021-02-23 was +172.41%, which classifies as 'positive'.


DBB over past 60 days: cumulative return +6.7%, annualized vol 18.5%. Market regime: sideways.

Question:
Asset: DBB
Historical prices (past 60 trading days): start=12.72, end=13.57, cumulative_return=+6.7%, annualized_volatility=18.5%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.319, 'unemployment': 6.9, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.67, 't10y3m_spread': 0.75, 'breakeven_10y': 1.75, 'hy_oas': 4.87, 'ig_oas': 1.3, 'ted_spread': 0.12, 'mortgage_30y': 2.8, 'vix': 27.549999237060547}
Market regime: sideways

Predict whether the return of DBB over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for DBB starting 2020-10-26 was +6.64%, which classifies as 'positive'.


BNB-USD over past 60 days: cumulative return -12.3%, annualized vol 41.4%. Market regime: sideways.

Question:
Asset: BNB-USD
Historical prices (past 60 trading days): start=17.58, end=15.41, cumulative_return=-12.3%, annualized_volatility=41.4%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 257.042, 'unemployment': 11.0, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.5, 't10y3m_spread': 0.5, 'breakeven_10y': 1.34, 'hy_oas': 6.44, 'ig_oas': 1.6, 'ted_spread': 0.14, 'mortgage_30y': 3.13, 'vix': 30.43000030517578}
Market regime: sideways

Predict whether the return of BNB-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for BNB-USD starting 2020-07-01 was +14.29%, which classifies as 'positive'.


MATIC-USD over past 60 days: cumulative return -23.9%, annualized vol 101.2%. Market regime: sideways.

Question:
Asset: MATIC-USD
Historical prices (past 60 trading days): start=2.03, end=1.54, cumulative_return=-23.9%, annualized_volatility=101.2%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 284.5, 'unemployment': 3.9, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.62, 't10y3m_spread': 1.59, 'breakeven_10y': 2.41, 'hy_oas': 3.45, 'ig_oas': 1.08, 'ted_spread': 0.09, 'mortgage_30y': 3.55, 'vix': 22.09000015258789}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-02-02]

Predict whether the return of MATIC-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for MATIC-USD starting 2022-02-03 was -7.14%, which classifies as 'negative'.


XLI over past 60 days: cumulative return -0.9%, annualized vol 18.5%. Market regime: sideways.

Question:
Asset: XLI
Historical prices (past 60 trading days): start=93.33, end=92.44, cumulative_return=-0.9%, annualized_volatility=18.5%
Macro context: {'fed_funds_rate': 0.33, 'cpi_yoy': 288.561, 'unemployment': 3.7, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.18, 't10y3m_spread': 1.9, 'breakeven_10y': 2.86, 'hy_oas': 3.8, 'ig_oas': 1.35, 'ted_spread': 0.09, 'mortgage_30y': 5.11, 'vix': 27.020000457763672}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-04-25] ["Adobe Systems (ADBE) Outpaces Stock Market Gains: What You Should Know Adobe Systems (ADBE) closed at $413.95 in the latest trading session, marking a +1.29% move from the prior day. The stock outpaced the S&P 500's daily gain of 0.57%. Meanwhile, the Dow gained 0.7%, and the Nasdaq, a tech-heavy index, lost 0.1%. Prior to today's trading, shares of the software maker had lost 5.32% over the past month. This has was narrower than the Computer and Technology sector's loss of 11.12% and lagged the S&P 500's loss of 5.26% in that time. Adobe Systems will be looking to display strength as it nears its next earnings release. In that report, analysts expect Adobe Systems to post earnings of $3.30 per share. This would mark year-over-year growth of 8.91%. Our most recent consensus estimate is calling for quarterly revenue of $4.34 billion, up 13.12% from the year-ago period. For the full year, our Zacks Consensus Estimates are projecting earnings of $13.58 per share and revenue of $17.83 billion, which would represent changes of +8.81% and +12.93%, respectively, from the prior year. Investors might also notice recent changes to analyst estimates for Adobe Systems. These revisions help to show the ever-changing nature of near-term business trends. As a result, we can interpret positive estimate revisions as a good sign for the company's business outlook. Research indicates that these estimate revisions are directly correlated with near-term share price momentum. We developed the Zacks Rank to capitalize on this phenomenon. Our system takes these estimate changes into account and delivers a clear, actionable rating model. The Zacks Rank system ranges from #1 (Strong Buy) to #5 (Strong Sell). It has a remarkable, outside-audited track record of success, with #1 stocks delivering an average annual return of +25% since 1988. Within the past 30 days, our consensus EPS projection has moved 0.01% higher. Adobe Systems is currently a Zacks Rank #3 (Hold). In terms of valuation, Adobe Systems is currently trading at a Forward P/E ratio of 30.09. Its industry sports an average Forward P/E of 28.39, so we one might conclude that Adobe Systems is trading at a premium comparatively. Meanwhile, ADBE's PEG ratio is currently 1.73. The PEG ratio is similar to the widely-used P/E ratio, but this metric also takes the company's expected earnings growth rate into account. The Computer - Software industry currently had an average PEG ratio of 2.37 as of yesterday's close. The Computer - Software industry is part of the Computer and Technology sector. This industry currently has a Zacks Industry Rank of 160, which puts it in the bottom 37% of all 250+ industries. The Zacks Industry Rank includes is listed in order from best to worst in terms of the average Zacks Rank of the individual companies within each of these sectors. Our research shows that the top 50% rated industries outperform the bottom half by a factor of 2 to 1. To follow ADBE in the coming trading sessions, b

Predict whether the return of XLI over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for XLI starting 2022-04-26 was -4.77%, which classifies as 'negative'.


MATIC-USD over past 60 days: cumulative return -3.0%, annualized vol 74.7%. Market regime: sideways.

Question:
Asset: MATIC-USD
Historical prices (past 60 trading days): start=0.78, end=0.75, cumulative_return=-3.0%, annualized_volatility=74.7%
Macro context: {'fed_funds_rate': 3.08, 'cpi_yoy': 296.349, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.41, 't10y3m_spread': 0.41, 'breakeven_10y': 2.41, 'hy_oas': 4.91, 'ig_oas': 1.48, 'ted_spread': 0.09, 'mortgage_30y': 6.29, 'vix': 27.350000381469727}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-09-22]

Predict whether the return of MATIC-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for MATIC-USD starting 2022-09-23 was +1.80%, which classifies as 'positive'.


XRP-USD over past 60 days: cumulative return -18.2%, annualized vol 60.0%. Market regime: sideways.

Question:
Asset: XRP-USD
Historical prices (past 60 trading days): start=0.42, end=0.34, cumulative_return=-18.2%, annualized_volatility=60.0%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.2, 't10y3m_spread': 0.56, 'breakeven_10y': 2.36, 'hy_oas': 5.39, 'ig_oas': 1.58, 'ted_spread': 0.09, 'mortgage_30y': 5.51, 'vix': 24.229999542236328}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-07-17]

Predict whether the return of XRP-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XRP-USD starting 2022-07-18 was +3.43%, which classifies as 'positive'.


XLV: 60-day return history, mean=0.0000, std=0.0053.

Question:
Asset: XLV
Daily returns (past 60 days): mean=0.0000, std=0.0053, min=-0.0123, max=0.0133
Market regime: sideways
Recent filing/news:
[Kaggle 2017-12-08] ["A tale of two bubbles \u2014 the dot-coms and bitcoin The internet paid off in the end because it solved a real problem; bitcoin doesn\u2019t Bitcoin is the biggest bubble since the dot-com era but, unlike bitcoin, the dot-com companies actually solved a real problem, writes Tim Mullaney.", "We\u2019re still only in the early stages of stock-market euphoria Bitcoin and FAANGs excepted, of course Well, with the exception of bitcoin and FAANG stocks, says Howard Gold.", "YouTube plans to launch new streaming music offering: report Alphabet Inc.'s YouTube is planning to debut a new streaming music service in March to compete with Spotify and Apple Inc., according to a Bloomberg report from Thursday night. The service, called Remix, would feature streaming music as well as video clips, Bloomberg said, citing sources familiar with YouTube's plans. YouTube has reportedly inked a deal with Warner Music Group and is talking with other major labels, including Universal Music Group and Sony Corp.'s Sony Music Entertainment. Prior subscription music offerings from YouTube, including YouTube Red, have failed to generate the same interest as Apple Music or Spotify. Alphabet shares are up 0.1% in premarket trading Friday and up 32% so far in 2017. The S&P 500 has gained 18% in that time. (This replaces an earlier item that incorrectly reported the date of the Bloomberg report.)", "Apple stock rises after analyst points to supply-chain strength Apple Inc. shares gained 0.5% in Friday morning trading after an analyst at Drexel Hamilton penned an upbeat note on the Apple supply chain. Drexel's Brian White wrote that sales for his \"Apple Monitor,\" a basket of Apple suppliers, rose 7% in November, ahead of the season average of 6%. White is also optimistic that Apple will have a good holiday season and benefit from the iPhone X over the long term. \"We believe this is a durable iPhone cycle that will pay dividends for years to come given that the iPhone X pushes Apple deep into the ultra-luxury smartphone market with the highest-priced iPhone in the company's history,\" he wrote. Apple shares have gained 46% so far in 2017, compared with a 23% gain for the Dow Jones Industrial Average .", "Finisar stock gains after Apple hopes outweigh disappointing earnings Shares of Finisar Corp. gained 3.7% in Friday morning trade even though the company's earnings fell short of expectations and several analysts slashed their price targets. The company, which reported fiscal second-quarter earnings late Thursday, also delivered a lower-than-expected earnings outlook for the current quarter. Finisar, which makes products that help enable 3D-sensing technology, said on its earnings conference call that it had acquired a new plant in Texas and would expand manufacturing capacity. \"This was a mixed quarter, with gross margin weakness from the low 3D utilization, but with shipments ramping, the trajectory suggests Finisar received certification to sell to Apple ,\" wrote Raymond

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: -0.0080

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0080 (i.e., on a bad day with 5% probability, the loss exceeds 0.80%). CVaR(95%) = -0.0110.


XRP-USD: 60-day return history, mean=-0.0006, std=0.0551.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=-0.0006, std=0.0551, min=-0.1435, max=0.1673
Market regime: sideways

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

Answer: -0.0917

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0917 (i.e., on a bad day with 5% probability, the loss exceeds 9.17%). CVaR(95%) = -0.1163.


EEM: 60-day return history, mean=-0.0027, std=0.0142.

Question:
Asset: EEM
Daily returns (past 60 days): mean=-0.0027, std=0.0142, min=-0.0341, max=0.0317
Market regime: sideways
Recent filing/news:
[Kaggle 2016-01-26] ["Skyworks, Cirrus: Apple \u2018Capitulation\u2019 Will Be the Buy Sign, Says Pac Crest When Apple (AAPL) files fiscal Q1 results tomorrow, Tuesday, after the closing bell, it\u2019ll be time to buy shares of SkyworksSolutions (SWKS) and Cirrus Logic (CRUS), according to John Vinh with Pacific Crest Securities in a note to clients today.Apple\u2019s numbers, after months of hand-wringing about the volume of iPhone shipments that may happen in March \u2014 something that carried right through to today \u2014 is expected by Vinh to lead to a \"reset in expectations\u201d that \"would be viewed as a positive catalyst for suppliers CRUS and SWKS.\"The stocks already probably reflect the worst for Cirrus and Skyworks, he writes:Read further...", "Apple Q1 Capitulation to Boost Cirrus, Skyworks Weaker-than-expected results and guidance from Apple is anticipated and would prove a catalyst to suppliers.", "Apple Earnings: 3 Supply Chain Stocks to Watch Asian suppliers are down 30% but don\u2019t rush in: Market share gainers with strong cash flows are best bets.", "Can Tim Cook solve Apple\u2019s China challenge? Chinese market holds the key to Apple\u2019s earnings China, powered by a swelling middle class, last year became Apple Inc.\u2019s biggest market after the Americas.", "10 stock market \u2018darlings\u2019 you may want to break up with Credit Suisse has identified the stocks most commonly held by funds \u2014 and recommends selling a lot of them Credit Suisse has identified the stocks most commonly held by funds \u2014 and recommends selling a lot of them.", "Here\u2019s the chart that predicts Apple shares are headed for the $70s Critical intelligence before the U.S. stock market opens Apple reports Tuesday and a lot is on the line, both for investors in the stock and those in the S&P 500. The gloomsters won\u2019t be silenced. Here\u2019s one call that says the stock is headed to $70.", "The turning point in the stock market starts now Company earnings and economic reports support a rebound in equities Company earnings and economic reports support a rebound in equities, writes Tim Mullaney.", "Apple: Ahead of FYQ1 Report, Estimates Still Coming Down Shares of Apple (AAPL) are up 13 cents at $99.57, reversing losses at the open, as the company heads toward its fiscal Q1 report this afternoon, after the closing bell.Analysts are, on average, are modeling $76.6 billion and $3.23 per share. That includes an estimate for Apple to have sold 75 million iPhones, according to FactSet.For the March forecast, the Street is currently modeling $55.41 billion and $2.21 per share. That includes an iPhone number of 54 million units.There\u2019s still time for analysts to get their vote in for tonight\u2019s report. A couple are also still cutting their iPhone numbers for the full year that ends in September.Read further...", "Apple investors bracing for first decline in iPhone sales What to expect from Apple earnings, planned for Tuesday afternoon Apple is p

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: -0.0278

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%) = -0.0313.


ETH-USD: 60-day return history, mean=0.0035, std=0.0489.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=0.0035, std=0.0489, min=-0.1188, max=0.1068
Market regime: sideways

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: -0.0767

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0767 (i.e., on a bad day with 5% probability, the loss exceeds 7.67%). CVaR(95%) = -0.0970.


XRP-USD: 60-day return history, mean=0.0186, std=0.1097.

Question:
Asset: XRP-USD
Daily returns (past 60 days): mean=0.0186, std=0.1097, min=-0.2138, max=0.3257
Market regime: sideways

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

Answer: -0.1234

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1234 (i.e., on a bad day with 5% probability, the loss exceeds 12.34%). CVaR(95%) = -0.1774.


ETH-USD: 60-day return history, mean=-0.0076, std=0.0399.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=-0.0076, std=0.0399, min=-0.1477, max=0.0729
Market regime: sideways
Recent filing/news:
[Kaggle 2022-01-26]

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: -0.0662

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0662 (i.e., on a bad day with 5% probability, the loss exceeds 6.62%). CVaR(95%) = -0.1015.


QUAL: 60-day return history, mean=0.0013, std=0.0078.

Question:
Asset: QUAL
Daily returns (past 60 days): mean=0.0013, std=0.0078, min=-0.0232, max=0.0160
Market regime: sideways
Recent filing/news:
[Kaggle 2021-02-17] ["Martin Scorsese laments the rise of \u2018content\u2019 and streaming\u2019s lack of curation Oscar-winning director Martin Scorsese took a shot at streaming services Tuesday for devaluing cinema to mere \"content,\" and said algorithms are ruining discovery.", "The 2021 BMW 8 Series is a formidable blend of power and suppleness These large luxury grand touring machines offer brilliant handling and a luxurious interior, but can get a little pricey compared with the competition.", "This is how the great chip shortage happened \u2014 and how it gets solved Car companies and smartphone makers don't have enough semiconductors to meet demand for their products. The crunch should let up by mid-year, but there's a greater concern that the U.S. doesn't control enough manufacturing.", "Bitcoin\u2019s Run Doesn\u2019t Make Sense Berkshire Hathaway\u2019s mystery investments are Verizon and Chevron, major winter storm slows U.S. vaccination effort, Epic Games takes Apple battle to Brussels, and other news to start your day.", "Michael B. Jordan gave his girlfriend Herm\u00e8s stock for Valentine\u2019s Day The 'Black Panther' star gave Lori Harvey a gift that could keep on giving.", "Dow drops 84 points on losses in shares of Apple Inc., Walt Disney", "Dow flat in spite of losses for Apple Inc., American Express shares", "Looking to avoid an obscenely overpriced U.S. stock market? Here\u2019s one strategist\u2019s advice on how to ride the inflation wave If inflation is coming, where should investors go? How about Latin America, says one strategist.", "Moore Kuehn Encourages Investors of TSN, SPLK or CLOV to Contact Law Firm Moore Kuehn, PLLC, a securities law firm located on Wall Street, is investigating potential claims involving directors and officers regarding possible breaches of fiduciary duties related to whether insiders caused their companies to make false and/or misleading statements and/or failed to disclose, among other things, that:", "Dublin Attic And Wall Insulation Specialists Home Energy Assessment Launched Usher Insulations announced that their new Home Energy Assessment service is now available for clients in Dublin and surrounding areas, who are looking to reduce their energy billsDublin, Ireland , Feb. 16, 2021 (GLOBE NEWSWIRE) -- Usher Insulations, a leading home insulation contractor in Dublin, Ireland, announced the launch of their new Home Energy Assessment service. The company can help homeowners to identify their building\u2019s energy efficiency. More information can be found at https://www.usherinsulations.com The newly launched Home Energy Assessment service at Usher Insulations aims to identify the right steps to improve energy efficiency in each client\u2019s home, in locations across the greater Dublin area including counties Louth, Meath, Kildare and Wicklow. For homeowners looking to save heat and make their home warmer, more comfortable and energy efficient, getting a professional energy assessment can be an excellent s

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

Answer: -0.0079

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0079 (i.e., on a bad day with 5% probability, the loss exceeds 0.79%). CVaR(95%) = -0.0202.


VEA: 60-day return history, mean=0.0025, std=0.0136.

Question:
Asset: VEA
Daily returns (past 60 days): mean=0.0025, std=0.0136, min=-0.0276, max=0.0263
Market regime: sideways
Recent filing/news:
[Kaggle 2020-07-14] ["S&P 500, Dow rise after mixed bank earnings; tech-heavy Nasdaq falls By Medha Singh and Devik Jain July 14 (Reuters) - The S&P 500 and Dow indexes edged higher in volatile trading on Tuesday as investors digested a mixed bag of quarterly earnings reports from U.S. lenders but technology stocks fell on worries over new business restrictions in California. JPMorgan Chase & Co JPM.N, the largest U.S. lender, was up 0.2% after it posted a smaller-than-expected 51% drop in second-quarter profit. Wells Fargo & Co WFC.N, however, fell 5.5% after booking a quarterly loss for the first time since the 2008 financial crisis. Citigroup Inc C.N was also down 2.5% as it reported a steep fall in quarterly profit. The S&P 500 banks index .SPXBK slumped 1.6% as the three banks set aside a combined $28 billion to cover potential losses on loans to borrowers hurt by the coronavirus pandemic. \"The choppiness is very natural as we've had our fair share of gains over the last two or three weeks now,\" said Luis Strohmeier, wealth advisor at Octavia in Los Angeles, California. \"There's a level of uncertainty due to California temporary shutting down indoors ... because we weren't prepared for a reversal in the opening.\" Wall Street has reclaimed most of its coronavirus-driven losses since March as a raft of monetary and fiscal stimulus and upbeat economic data raised hopes of a swift post-pandemic recovery. But a recent record surge in COVID-19 cases and new business restrictions, particularly in California, have sparked a selloff in tech stocks, with the Nasdaq pulling back about 6% from its intraday record high on Monday. Investors are bracing for what could be the sharpest drop in quarterly earnings for S&P 500 firms since the 2008 financial crisis, according to Refinitiv IBES data. At 12:55 p.m. ET, the Dow Jones Industrial Average .DJI was up 257.51 points, or 0.99%, at 26,343.31, the S&P 500 .SPX was up 7.03 points, or 0.22%, at 3,162.25. The Nasdaq Composite .IXIC was down 41.96 points, or 0.40%, at 10,348.88. Amazon.com Inc AMZN.O, Adobe Inc ADBE.O and Facebook Inc FB.O, all three of which hit record highs in intraday trading on Monday, were some of the biggest drags on the Nasdaq. Delta Air Lines Inc DAL.N fell 2.5% as it warned it will be more than two years before the industry sees a sustainable recovery from the \"staggering\" impact of the coronavirus pandemic, with demand largely tracking the curve of infections in different places. Moderna Inc MRNA.O rose 3.7% as it plans to start a late-stage clinical trial for its COVID-19 vaccine candidate on or around July 27. Advancing issues outnumbered decliners by a 1.41-to-1 ratio on the NYSE and for a 1.01-to-1 ratio on the Nasdaq. The S&P index recorded three new 52-week highs and no new low, while the Nasdaq recorded 23 new highs and 27 new lows. COVID-19's growing potential economic impacthttps://tmsnrt.rs/307zCt5 (Reporting by Medha Singh and Devik Jain in Bengaluru; Editing by Shounak Dasgupta and Ani

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: -0.0209

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0209 (i.e., on a bad day with 5% probability, the loss exceeds 2.09%). CVaR(95%) = -0.0250.


MATIC-USD: 60-day return history, mean=0.0089, std=0.0594.

Question:
Asset: MATIC-USD
Daily returns (past 60 days): mean=0.0089, std=0.0594, min=-0.1465, max=0.2137
Market regime: sideways

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: -0.0743

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0743 (i.e., on a bad day with 5% probability, the loss exceeds 7.43%). CVaR(95%) = -0.1113.


REZ: 60-day return history, mean=0.0001, std=0.0071.

Question:
Asset: REZ
Daily returns (past 60 days): mean=0.0001, std=0.0071, min=-0.0249, max=0.0164
Market regime: sideways

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

Answer: -0.0117

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0117 (i.e., on a bad day with 5% probability, the loss exceeds 1.17%). CVaR(95%) = -0.0167.


IYR: 60-day return history, mean=0.0006, std=0.0049.

Question:
Asset: IYR
Daily returns (past 60 days): mean=0.0006, std=0.0049, min=-0.0101, max=0.0116
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: -0.0077

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0077 (i.e., on a bad day with 5% probability, the loss exceeds 0.77%). CVaR(95%) = -0.0089.


XLP: 60-day return history, mean=0.0012, std=0.0070.

Question:
Asset: XLP
Daily returns (past 60 days): mean=0.0012, std=0.0070, min=-0.0198, max=0.0144
Market regime: sideways
Recent filing/news:
[Kaggle 2018-07-26] ["This reversal shows there\u2019s risk in the bullish stock market \u2014 and Facebook is further proof Big tech stocks are faltering, so make sure to hold cash and maintain hedges Big tech stocks are faltering, so make sure to hold cash and maintain hedges, says Nigam Arora.", "This FAANG stock looks like the next Berkshire Hathaway \u2014 a smart bet for the next 25 years Critical information for the U.S. trading day Tough day out there for tech stocks, but our call of the day says if you\u2019ve got an eye on the future, then this superstar in that sector could be big like Berkshire in the next 25 years.", "Qualcomm drops NXP acquisition, leaves analysts concerned about Apple business Several price-target hikes follow better-than-expected earnings Nearly two years after Qualcomm Inc. announced its intent to acquire NXP Semiconductors NV, investors are pleased that the company is moving on.", "Is Facebook\u2019s thud a bad omen for FAANG stocks? Simon Maierhofer looks at technical indicators that suggest the fundamentals are deteriorating Simon Maierhofer looks at technical indicators that suggest the fundamentals are deteriorating.", "Wall Street veteran who flagged Apple at $1.14 a share says these 5 overlooked stocks are buys \u2018Turnaround Letter\u2019 editor\u2019s picks include Blue Apron, AMC Entertainment \u2018Turnaround Letter\u2019 editor\u2019s picks include Blue Apron, AMC Entertainment, writes Mark Hulbert.", "Amazon earnings: Prime Day isn\u2019t the only thing giving business a boost Amazon shares are up 25.3% for the last three months and the e-commerce giant is on the road to a $1 trillion market cap Amazon is expected to report earnings that reflect growth across advertising and cloud services as well as e-commerce.", "Intel earnings: After CEO departure, chip maker needs a win Data-center and PC revenue will be closely watched as Intel looks for a new leader Intel Corp. needs strong gains in its core personal-computer business as well as its server segment to overcome uncertainties about management succession and its manufacturing processes in the wake of a sudden shake-up.", "Why Facebook\u2019s stock plunge may gather steam When stocks open 15% or lower after earnings, they tend to close even weaker by the end of session It is an ugly day for Facebook, but an unsightly tumble for the social-media giant may get worse before it gets better.", "Facebook Investors Want to Strip Zuckerberg of Chairman Title Trillium, which filed a shareholder proposal asking the company to remove Zuckerberg as chairman before the company announced disappointing results Wednesday, is the latest group of investors who want a change.", "Tech Today: Facebook\u2019s Fall, AMD\u2019s New High, an Apple Beat? Facebook's got a credibility gap to deal with, AMD is heading for its highest level in over a decade, and some see nice trends for Apple heading into its earnings report next Tuesday.", "\u2018Oh sh-t!\u2019 Facebook\u2019s historic plunge, as

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

Answer: -0.0085

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0085 (i.e., on a bad day with 5% probability, the loss exceeds 0.85%). CVaR(95%) = -0.0169.


LINK-USD: 60-day return history, mean=0.0016, std=0.0467.

Question:
Asset: LINK-USD
Daily returns (past 60 days): mean=0.0016, std=0.0467, min=-0.0981, max=0.1130
Market regime: sideways

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: -0.0619

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0619 (i.e., on a bad day with 5% probability, the loss exceeds 6.19%). CVaR(95%) = -0.0804.


^VIX: 60-day return history, mean=-0.0053, std=0.0761.

Question:
Asset: ^VIX
Daily returns (past 60 days): mean=-0.0053, std=0.0761, min=-0.1825, max=0.2508
Market regime: sideways
Recent filing/news:
[Kaggle 2016-08-01] ["Tech Turbocharged By Earnings, Chart Breakouts Last week\u2019s killer earnings from Facebook, Alphabet and Apple paced an already energized tech sector.", "The drive behind Uber and Didi\u2019s odd billions Ride-hailing services battle for China with cash that isn\u2019t coming from venture capital Two ride-hailing giants are bringing in billions of dollars from untraditional sources, and the goals seem clear.", "The complicated web of companies that will determine the future of cars Race with tech giants to autonomous services pushes partnerships between carmakers and ride-hailing startups Auto makers, ride-hailing companies and tech companies are all part of an intricate web of partnerships and investments working toward an autonomous future.", "Sony: Could Have 54% Upside; Four Reasons to Be Bullish Japanese electronics giant Sony (6758.JP) is making investors believe in the stock again. Shares are up 2.2% this morning following the company\u2019s stunning June quarter earnings beat last Friday. The stock has rebounded 12% this year after having plummeted 35% in the second half ofSony unveiled a JPY56 billion operating profit for the June quarter, which is well above the JPY3 billion operating loss analysts were expecting. Revenues of JPY1.6 trillion were down 11% year-on-year although the fall narrows to 3% after adjusting for the stronger yen.READ MORE>>", "Didi Chuxing reaches deal to buy Uber\u2019s China operations Uber, investors in UberChina unit will own 20% of Didi; Chinese ride-hailing company will invest $1 billion in Uber Global ride-hailing giant Uber Technologies Inc. has given up its costly battle for China\u2019s riders, swapping its local operations there for a minority stake in the country\u2019s homegrown champion, Didi Chuxing Technology Co.", "Earnings signal a bear market: \u2018Sell the house, sell the car, sell the kids\u2019 Critical intelligence before the U.S. market opens Investors are certainly looking for something to light a fire under this market, considering the S&P 500 over the past 11 days has been stuck in the narrowest range in 45 years.", "Worldwide tablet shipments plunge 12% in second quarter: IDC", "VirnetX's stock plunges 46% premarket after disappointing court ruling on Apple patent suits", "Apple grows share of total tablet market despite sales decline Worldwide shipments of tablets fell 12% in the second quarter, according to a new report from IDC. Roughly 65% of tablets shipped this past quarter were run on Alphabet Inc.'s Android operating system, followed by Apple Inc.'s ioS, which captured 26% of the market. Apple's shipments fell by 9% year-over-year, but the launch of a new iPad Pro earlier this year helped to increase average selling prices for iPads, lifting Apple's total share of the market from 25% last year. Samsung Electronics Co.'s share decreased to 15.6% from 18.2% a year ago, as its shipments plunged 25% during the quarter. Lenovo, Huawei and Amazon.com Inc. rounded out the top fi

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

Answer: -0.1121

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1121 (i.e., on a bad day with 5% probability, the loss exceeds 11.21%). CVaR(95%) = -0.1614.


SHV: 60-day return history, mean=0.0000, std=0.0002.

Question:
Asset: SHV
Daily returns (past 60 days): mean=0.0000, std=0.0002, min=-0.0003, max=0.0005
Market regime: sideways

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

Answer: -0.0002

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%) = -0.0003.


ETH-USD: 60-day return history, mean=0.0072, std=0.0369.

Question:
Asset: ETH-USD
Daily returns (past 60 days): mean=0.0072, std=0.0369, min=-0.0749, max=0.1019
Market regime: sideways
Recent filing/news:
[Kaggle 2021-11-29]

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: -0.0490

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0490 (i.e., on a bad day with 5% probability, the loss exceeds 4.90%). CVaR(95%) = -0.0663.


^VIX: 60-day return history, mean=0.0008, std=0.0542.

Question:
Asset: ^VIX
Daily returns (past 60 days): mean=0.0008, std=0.0542, min=-0.0979, max=0.1600
Market regime: sideways
Recent filing/news:
[Kaggle 2022-10-05] ["After Hours Most Active for Oct 5, 2022 : DKNG, BTRS, X, AAPL, TQQQ, FDX, QQQ, SHY, STOR, C, TMX, T The NASDAQ 100 After Hours Indicator is down -5.07 to 11,568.11. The total After hours volume is currently 56,919,551 shares traded. The following are the most active stocks for the after hours session: DraftKings Inc. (DKNG) is +0.02 at $16.72, with 4,538,767 shares traded. As reported by Zacks, the current mean recommendation for DKNG is in the \"buy range\". BTRS Holdings Inc. (BTRS) is unchanged at $9.30, with 3,054,891 shares traded. As reported in the last short interest update the days to cover for BTRS is 7.073858; this calculation is based on the average trading volume of the stock. United States Steel Corporation (X) is -0.04 at $20.15, with 2,353,442 shares traded. X's current last sale is 79.02% of the target price of $25.5. Apple Inc. (AAPL) is -0.03 at $146.37, with 1,812,454 shares traded. As reported by Zacks, the current mean recommendation for AAPL is in the \"buy range\". ProShares UltraPro QQQ (TQQQ) is -0.02 at $22.56, with 1,517,812 shares traded. This represents a 17.01% increase from its 52 Week Low. FedEx Corporation (FDX) is +0.01 at $156.88, with 1,504,179 shares traded. FDX's current last sale is 78.83% of the target price of $199. Invesco QQQ Trust, Series 1 (QQQ) is +0.09 at $282.07, with 1,464,731 shares traded. This represents a 5.6% increase from its 52 Week Low. iShares 1-3 Year Treasury Bond ETF (SHY) is +0.03 at $81.26, with 1,197,338 shares traded. This represents a .32% increase from its 52 Week Low. STORE Capital Corporation (STOR) is +0.05 at $31.48, with 1,160,148 shares traded. STOR's current last sale is 97.61% of the target price of $32.25. Citigroup Inc. (C) is unchanged at $43.84, with 1,073,662 shares traded. C's current last sale is 73.07% of the target price of $60. Terminix Global Holdings, Inc. (TMX) is -0.05 at $40.34, with 986,921 shares traded. TMX's current last sale is 91.68% of the target price of $44. AT&T Inc. (T) is +0.03 at $15.96, with 892,397 shares traded. T's current last sale is 71.73% of the target price of $22.25. The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "US STOCKS-Wall St slides as Fed's hawkish talk snuffs two-day rally By Herbert Lash, Ankika Biswas and Bansari Mayur Kamdar Oct 5 (Reuters) - Wall Street stocks slid on Wednesday, ending the biggest two-day rally since 2020, after data showed U.S. labor demand remained strong and as Federal Reserve officials stuck to their hawkish message that interest rates will stay higher for longer. U.S. private employers stepped up hiring in September, the ADP National Employment report on Wednesday showed, suggesting rising rates and tighter financial conditions have yet to curb labor demand as the Fed battles high inflation. The Institute for Supply Management's services industry employment gauge shot up in another sign labor remains strong as t

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

Answer: -0.0858

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0858 (i.e., on a bad day with 5% probability, the loss exceeds 8.58%). CVaR(95%) = -0.0908.


SHV: 60-day return history, mean=0.0000, std=0.0001.

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

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

Answer: -0.0001

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


BNB-USD: 60-day return history, mean=-0.0015, std=0.0423.

Question:
Asset: BNB-USD
Daily returns (past 60 days): mean=-0.0015, std=0.0423, min=-0.1289, max=0.1087
Market regime: sideways

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: -0.0795

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0795 (i.e., on a bad day with 5% probability, the loss exceeds 7.95%). CVaR(95%) = -0.1098.


FXI: 60-day return history, mean=-0.0001, std=0.0159.

Question:
Asset: FXI
Daily returns (past 60 days): mean=-0.0001, std=0.0159, min=-0.0438, max=0.0400
Market regime: sideways
Recent filing/news:
[Kaggle 2021-10-28] ["The Morning After: Android 12L is Google's latest tablet effort Today\u2019s headlines: Google gives Android on tablets another shot with Android 12L, Intel's hybrid 12th-gen chips are a major strike against AMD and iOS 15\u2019s SharePlay is finally here.", "Fleksy raises Series A to expand its keyboard SDK biz after 10x growth Barcelona-based mobile keyboard software maker, Fleksy, has bagged a $1.6 million Series A to cement a pivot to b2b for its white-label SDK for Android and iOS. The AI keyboard maker has been a long time player in the third party smartphone keyboard space, initially developing a productivity-focused keyboard called ThingThing -- before acquiring the assets of better known US-based custom keyboard Fleksy (which had gone into stasis after its dev team got acquired by Pinterest) and making developing Fleksy the full focus. Tech giants like Apple and Google also throw their weight around in peculiar ways.", "Stock market news live updates: Stock futures as investors eye weaker-than-expected Q3 GDP, drop in jobless claims Stock futures rose Thursday morning, with the S&P 500 and Dow looking to resume advances after a pause on Wednesday. Traders looked ahead to more key earnings and economic data reports.", "Apple is the first public partner to join sustainable chip initiative With the Sustainable Semiconductor Technologies and Systems program, Imec wants to help chipmakers reduce their carbon footprint.", "Apple TV+ is coming to Comcast devices The Apple TV app will be available on Comcast devices in the months ahead, including its X1 boxes and XClass TVs.", "Apple's App Privacy Report launches into beta to show you what your apps are up to Apple has now launched a beta version of its \"App Privacy Report,\" a new feature that aims to provide iOS users with details about how often their everyday apps are requesting access to sensitive information, and where that information is being shared. The feature was first introduced at Apple's Worldwide Developer Conference in June, amid other privacy-focused improvements, including tools to block tracking pixels in emails, a private VPN, and more. Apple explained at the time the new report would include details about an app's access to user data and sensors, including the user's location, photos, contacts, and more, as well as a list of domains that the app contacts.", "Affirm founder Max Levchin on American Airlines deal, crypto Yahoo Finance Live chats with Affirm founder and CEO Max Levchin about his new deal with American Airlines and the outlook for crypto.", "Apple to report earnings amid chip shortage and supply crunch Apple will report its Q4 earnings after the bell on Thursday, with analysts looking to the potential impact of the chip shortage.", "Mark Zuckerberg takes thinly veiled shots at Apple for 'stifling innovation' via its platform policies Facebook (aka \"Meta\") CEO Mark Zuckerberg today took several thinly veiled shots at Apple and the overall app ecosystem when d

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

Answer: -0.0230

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0230 (i.e., on a bad day with 5% probability, the loss exceeds 2.30%). CVaR(95%) = -0.0325.


QUAL: 60-day return history, mean=-0.0001, std=0.0075.

Question:
Asset: QUAL
Daily returns (past 60 days): mean=-0.0001, std=0.0075, min=-0.0216, max=0.0141
Market regime: sideways
Recent filing/news:
[Kaggle 2021-10-07] November 26th Options Now Available For Analog Devices (ADI) Investors in Analog Devices Inc (Symbol: ADI) saw new options become available today, for the November 26th expiration. At Stock Options Channel, our YieldBoost formula has looked up and down the ADI options chain for the new November 26th contracts and identified one put and one call contract of particular interest. The put contract at the $165.00 strike price has a current bid of $4.80. If an investor was to sell-to-open that put contract, they are committing to purchase the stock at $165.00, but will also collect the premium, putting the cost basis of the shares at $160.20 (before broker commissions). To an investor already interested in purchasing shares of ADI, that could represent an attractive alternative to paying $168.30/share today. Because the $165.00 strike represents an approximate 2% discount to the current trading price of the stock (in other words it is out-of-the-money by that percentage), there is also the possibility that the put contract would expire worthless. The current analytical data (including greeks and implied greeks) suggest the current odds of that happening are 100%. Stock Options Channel will track those odds over time to see how they change, publishing a chart of those numbers on our website under the contract detail page for this contract. Should the contract expire worthless, the premium would represent a 2.91% return on the cash commitment, or 21.22% annualized — at Stock Options Channel we call this the YieldBoost. Below is a chart showing the trailing twelve month trading history for Analog Devices Inc, and highlighting in green where the $165.00 strike is located relative to that history: Turning to the calls side of the option chain, the call contract at the $170.00 strike price has a current bid of $4.60. If an investor was to purchase shares of ADI stock at the current price level of $168.30/share, and then sell-to-open that call contract as a "covered call," they are committing to sell the stock at $170.00. Considering the call seller will also collect the premium, that would drive a total return (excluding dividends, if any) of 3.74% if the stock gets called away at the November 26th expiration (before broker commissions). Of course, a lot of upside could potentially be left on the table if ADI shares really soar, which is why looking at the trailing twelve month trading history for Analog Devices Inc, as well as studying the business fundamentals becomes important. Below is a chart showing ADI's trailing twelve month trading history, with the $170.00 strike highlighted in red: Considering the fact that the $170.00 strike represents an approximate 1% premium to the current trading price of the stock (in other words it is out-of-the-money by that percentage), there is also the possibility that the covered call contract would expire worthless, in which case the investor would keep both their shares of stock and the premium collected. The current

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

Answer: -0.0130

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0130 (i.e., on a bad day with 5% probability, the loss exceeds 1.30%). CVaR(95%) = -0.0181.


PDBC: 60-day return history, mean=0.0006, std=0.0117.

Question:
Asset: PDBC
Daily returns (past 60 days): mean=0.0006, std=0.0117, min=-0.0300, max=0.0243
Market regime: sideways

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

Answer: -0.0171

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0171 (i.e., on a bad day with 5% probability, the loss exceeds 1.71%). CVaR(95%) = -0.0265.


AVAX-USD: 60-day return history, mean=-0.0005, std=0.0510.

Question:
Asset: AVAX-USD
Daily returns (past 60 days): mean=-0.0005, std=0.0510, min=-0.1211, max=0.1691
Market regime: sideways
Recent filing/news:
[Kaggle 2022-09-14]

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: -0.0832

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0832 (i.e., on a bad day with 5% probability, the loss exceeds 8.32%). CVaR(95%) = -0.1110.


LQD: 60-day return history, mean=0.0002, std=0.0031.

Question:
Asset: LQD
Daily returns (past 60 days): mean=0.0002, std=0.0031, min=-0.0078, max=0.0077
Market regime: sideways

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

Answer: -0.0048

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0048 (i.e., on a bad day with 5% probability, the loss exceeds 0.48%). CVaR(95%) = -0.0065.


VLUE: 60-day return history, mean=0.0001, std=0.0065.

Question:
Asset: VLUE
Daily returns (past 60 days): mean=0.0001, std=0.0065, min=-0.0228, max=0.0152
Market regime: sideways
Recent filing/news:
[Kaggle 2016-10-31] ["Music industry still plagued by pirated CDs Even in the digital era there are plenty of music fans who still buy old-fashioned compact discs for more than $10 a pop. But the money that shoppers have been spending on CDs lately hasn't necessarily been going to the artists and record labels who created the music.", "Apple hikes U.K. prices 20% \u2014 blame Brexit Consumer confidence in the U.K. slides in October Apple becomes the latest corporate giant to raise prices in the U.K. to address the pound plunge and the moves are starting to squeeze British households.", "Apple\u2019s underwhelming Mac event was lacking in innovation Opinion: Incremental improvements and annoying changes Apple Inc. hosted one of its most boring product launch events in recent years, one that is not likely to give investors confidence that innovation is alive and well at Apple", "Apple demolished by Microsoft at their respective PC events Microsoft hailed as the winner over Apple following back-to-back events Apple\u2019s PC event was underwhelming compared with Microsoft\u2019s, and many designers are for the first time turning to Windows over iOS.", "\u2018Game changer\u2019 could derail a traditionally great stretch for stocks Critical information ahead of the U.S. market\u2019s open Thanks to the FBI\u2019s fresh probe into Hillary\u2019s emails, it looks like that volatility traders have been missing is back, and there\u2019s nothing to suggest we won\u2019t see more of the same as we careen toward Election Day", "Nomura Ups Qualcomm To Buy, Praises NXP Semi Deal Qualcomm (QCOM) is rising Monday, after Nomura analyst Romit Shah gave the NXP Semi (NXPI) deal his blessing and upgraded the stockShah raised his rating on the stock from Neutral to Buy and boosted his price target from $55 to $80, writing that NXP is a good business that will add \u201ca ton\u201d of scale for Qualcomm, expanding its total addressable market and creating new opportunities for its Snapdragon suite of chips.", "Four Key Takeaways From Apple\u2019s 10K RBC Capital Markets\u2019 Amit Daryanani reviewed Apple\u2019s (AAPL) recently released 10K filing, and reiterated an Outperform rating and $125 price target on the stock Monday.He writes that there are a number of key findings from the stock, including the fact that initial fiscal 2017 capex spending is forecast up 26% year over year and total manufacturing and purchase commitments are up 3% year over year. The company has already spent some $133 billion of its $175 billion share repurchase authorization as well.", "Is buying a pair of Ivanka Trump shoes a political endorsement? A new survey found more than half of millennial women would still buy her shoes A new survey found more than half of millennial women would still buy shoes from the daughter of current Republican presidential candidate.", "Has Apple become a value play? In the wake of its earnings report, the stock may be flashing a buy signal.", "Could Apple Buy Time Warner? Would

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: -0.0116

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0116 (i.e., on a bad day with 5% probability, the loss exceeds 1.16%). CVaR(95%) = -0.0159.


XLV: 60-day return history, mean=0.0003, std=0.0086.

Question:
Asset: XLV
Daily returns (past 60 days): mean=0.0003, std=0.0086, min=-0.0292, max=0.0164
Market regime: sideways
Recent filing/news:
[Kaggle 2019-06-18] ["Earnings Scheduled For June 18, 2019", "7 Stocks To Watch For June 18, 2019", "Adobe Systems Q2 Earnings Preview", "Tuesday's Market Minute: What To Watch For Today, 6/18", "Adobe To Report Q2 Earnings After The Closing Bell, Co. Historically Issues Its Report Between 4:05 And 4:10 p.m. ET; Watch For Sympathy Movement In Co.'s Peer Companies In The Software Space Following Earnings", "Adobe Q2 Adj. EPS $1.83 Beats $1.78 Estimate, Sales $2.74B Beat $2.7B Estimate", "Adobe Sees Q3 Adj. EPS ~$1.95 vs $2.05 Est., Sales ~$2.80B vs $2.83B Est.", "Adobe shares are trading higher after the company reported better-than-expected Q2 EPS and sales results.", "Adobe Shares Trade Higher After Record Q2 Sales", "Adobe Shares Trade Higher After Record Q2 Sales", "Adobe shares are trading higher after the company reported better-than-expected Q2 EPS and sales results.", "Adobe Sees Q3 Adj. EPS ~$1.95 vs $2.05 Est., Sales ~$2.80B vs $2.83B Est.", "Adobe Q2 Adj. EPS $1.83 Beats $1.78 Estimate, Sales $2.74B Beat $2.7B Estimate", "Adobe To Report Q2 Earnings After The Closing Bell, Co. Historically Issues Its Report Between 4:05 And 4:10 p.m. ET; Watch For Sympathy Movement In Co.'s Peer Companies In The Software Space Following Earnings", "Tuesday's Market Minute: What To Watch For Today, 6/18", "Adobe Systems Q2 Earnings Preview", "7 Stocks To Watch For June 18, 2019", "Earnings Scheduled For June 18, 2019", "After Hours: Adobe Beats on Cloud Performance, CBS Reportedly Making a New Play for Viacom We're seeing plenty of trading action across various sectors in the after market this evening. One particularly hot stock is IT sector mainstay Adobe (NASDAQ: ADBE), which just released its latest set of quarterly figures. In the media sphere, it looks as if CBS (NYSE: CBS) is about to open its wallet for a big buy... although this is hardly the first episode in that particular soap opera. Image source: Adobe. Adobe's awesome quarter Adobe is one of the most actively traded issues in the post-market space tonight, and it's no wonder -- it released Q2 of fiscal 2019 figures after market close that were not only above expectations, they set new records. For its Q2, the company drew revenue of $2.74 billion. This was 25% higher on a year-over-year basis, and set a new record for Adobe. Net income came in at just over $900 million ($1.83 per share), against $825 million ($1.66) in the same period a year ago. On average, analysts had been projecting $2.70 billion on the top line and per-share earnings of $1.78. Adobe has enjoyed success with its shift to a cloud-based subscription model, as opposed to the classical method of charging high \"one and done\" prices for boxed software. The company believes it can continue to grow through a combination of price raises and the addition of new customers. Adobe proffered guidance for Q3. It believes it will post revenue of around $2.8 billion for the quarter and EPS of $1.95. These numbers, alas, are a bit below the analyst consens

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: -0.0190

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0190 (i.e., on a bad day with 5% probability, the loss exceeds 1.90%). CVaR(95%) = -0.0231.


ACWI: 60-day return history, mean=0.0011, std=0.0092.

Question:
Asset: ACWI
Daily returns (past 60 days): mean=0.0011, std=0.0092, min=-0.0195, max=0.0208
Market regime: sideways
Recent filing/news:
[Kaggle 2015-12-22] ["7 Stock Picks From the Top Tech Fund Since 2001 Kyle Weaver\u2019s Fidelity IT Services fund is No. 1 tech portfolio since dot-com crash, without owning FANGs.", "Apple and Tesla could blow away a boring stock market with 20% gains Two of Wall Street\u2019s biggest stocks may be your best way forward in beating the S&P 500 next year, says this analyst.", "Apple: Cowen Sees Street Too Bearish, But Not Ready to Buy the Stock The Street may finally be too bearish about Apple's (AAPL) iPhone prospects, writes Cowen & Co.\u2019s Timothy Arcuri this morning, while reiterating a Market Perform rating on shares of Apple and cutting his price target to $130 from $135.Arcuri, you\u2019ll recall, cut the stock from Outperform back in July, writing that supply-chain data was suggesting to him \u201cbuilds are tracking down cycle/cycle for the first time.\"Today he writes, \"At the end of the day, we think near-term investor expectations around the Q may finally be too bearish, creating some potential to be tactical - if only slightly - in the near-term,\u201d writes Arcuri, reflecting on the spate of estimate cuts for Apple in recent weeks.Read further...", "Still a F.A.N.G. Year in \u201916, Says Morgan Stanley; Maybe Qualcomm, Apple Is there anything to own in 2016 besides FANG \u2014 Facebook (FB), Amazon.com (AMZN), Netflix (NFLX), and Alphabet/Google (GOOGL)?That\u2019s one question tackled today by Morgan Stanley\u2019s Adam Parker in a think piece about what to do after the first Fed hike in years, last week.Parker notes investors are obsessed with the FANG question: \u201cIn nearly every investor meeting we have been in over the past few weeks, the issue of breadth has surfaced. Facebook, Amazon, Netflix, and GOOGL, a.k.a. F.A.N.G., have performed incredibly well, but market breadth has been pretty narrow.\"Parker goes on to rephrase this: \"Will growth and momentum keep working to predict things at the stock level, or will value start working in 2016?\"His view is \"growth will probably still work. Why? Our house view is that we are in a world described by slow growth, slow reflation, and slow retrenchment from the Fed. Hence, it is likely we remain in a backdrop where stocks that can deliver growth maintain or even increase their premium valuations.\"", "Kim Kardashian\u2019s \u2018Kimoji\u2019 app already No. 1 on its first day in the App Store \u2018Kimoji\u2019 is already the highest grossing app in Apple\u2019s iOS entertainment category Kim Kardashian\u2019s \u2018Kimoji\u2019 app launched Monday and is already the highest grossing entertainment app on Apple\u2019s App Store.", "Apple changes bylaws to let certain stockholders nominate directors", "Apple reverses course, will let investors nominate directors Apple Inc. said in a federal filing Tuesday that it will allow certain stockholders to nominate directors for its board, after arguing against a similar proposal for proxy access at its last annual meeting. Apple said that investors who

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

Answer: -0.0123

Explanation: Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0123 (i.e., on a bad day with 5% probability, the loss exceeds 1.23%). CVaR(95%) = -0.0159.