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  • Sorting stock returns data on financial characteristics and calculating mean portfolio returns

    Dear all,

    The code below provides a Brazilian dataset where ticker is a stock, month is a date variable, monthly_returns is just the return, tercileBEME gives the book equity tercile group the stock belongs to in December t-1, and medianME gives the top 50%/low 50% group a stock belongs to June of year t. Finally, panel is the period between july t and june t+1 I need to calculate mean returns of different equally weighted portfolios sorted by the medianME at June year t and by tercileBEME December year t-1.

    I would appreciate help in devising a code to calculate returns from July t to June t+1 of portfolios sorted by medianME in year t and then by tercileBEME of year t-1 (6 portfolios in total lowME/lowBE, low ME/mediumBE, lowME/highBE etc). Note that stocks that do not have BEME and ME data for perfect pairs dec t-1 and jun t do not enter portfolio returns calculations.

    Many thanks in advance,

    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input str13 ticker float(month monthly_return tercileBEME medianME mon year panel)
    "ABEV3"       419     -.05048478 2 . 12 1994  1
    "ABEV3"       425      .06796126 . 1  6 1995  1
    "ABEV3"       426      .04684225 . .  7 1995  2
    "ABEV3"       427      .08232353 . .  8 1995  2
    "ABEV3"       428    -.018263174 . .  9 1995  2
    "ABEV3"       429      .03947375 . . 10 1995  2
    "ABEV3"       430      .06756764 . . 11 1995  2
    "ABEV3"       431      .03797462 2 . 12 1995  2
    "ABEV3"       432      .14634141 . .  1 1996  2
    "ABEV3"       433       .1792664 . .  2 1996  2
    "ABEV3"       434     .020408137 . .  3 1996  2
    "ABEV3"       435     .030808264 . .  4 1996  2
    "ABEV3"       436      .15728164 . .  5 1996  2
    "ABEV3"       437      .05042009 . 1  6 1996  2
    "ABEV3"       438    -.015872946 . .  7 1996  3
    "ABEV3"       439     .032257993 . .  8 1996  3
    "ABEV3"       440    -.005258164 . .  9 1996  3
    "ABEV3"       441     .004746753 . . 10 1996  3
    "ABEV3"       442     -.03904742 . . 11 1996  3
    "ABEV3"       443    -.032258037 3 . 12 1996  3
    "ABEV3"       444      .08196729 . .  1 1997  3
    "ABEV3"       445      .10757568 . .  2 1997  3
    "ABEV3"       446    -.032036934 . .  3 1997  3
    "ABEV3"       447              0 . .  4 1997  3
    "ABEV3"       448      .04832214 . .  5 1997  3
    "ABEV3"       449       .0675326 . 2  6 1997  3
    "ABEV3"       450              0 . .  7 1997  4
    "ABEV3"       451     -.05000007 . .  8 1997  4
    "ABEV3"       452      .08517013 . .  9 1997  4
    "ABEV3"       453     -.08168316 . . 10 1997  4
    "ABEV3"       454    -.007194242 . . 11 1997  4
    "ABEV3"       455     .007246374 2 . 12 1997  4
    "ABEV3"       456      .05714296 . .  1 1998  4
    "ABEV3"       457     .027026895 . .  2 1998  4
    "ABEV3"       458      .04849282 . .  3 1998  4
    "ABEV3"       459     -.13749643 . .  4 1998  4
    "ABEV3"       460    -.069444455 . .  5 1998  4
    "ABEV3"       461    -.030156095 . 2  6 1998  4
    "ABEV3"       462      .04687508 . .  7 1998  5
    "ABEV3"       463     -.17786516 . .  8 1998  5
    "ABEV3"       464     -.14814818 . .  9 1998  5
    "ABEV3"       465      .02272725 . . 10 1998  5
    "ABEV3"       466       .1555555 . . 11 1998  5
    "ABEV3"       467    -.009345905 2 . 12 1998  5
    "ABEV3"       468       .1719255 . .  1 1999  5
    "ABEV3"       469              0 . .  2 1999  5
    "ABEV3"       470      .04999996 . .  3 1999  5
    "ABEV3"       471     -.02243585 . .  4 1999  5
    "ABEV3"       472      .06249993 . .  5 1999  5
    "ABEV3"       473      .08859468 . 2  6 1999  5
    "ABEV3"       474    -.032416835 . .  7 1999  6
    "ABEV3"       475    -.017632298 . .  8 1999  6
    "ABEV3"       476      .05882352 . .  9 1999  6
    "ABEV3"       477        .063291 . . 10 1999  6
    "ABEV3"       478     .035714347 . . 11 1999  6
    "ABEV3"       479     -.03977276 3 . 12 1999  6
    "ABEV3"       480     .035294063 . .  1 2000  6
    "ABEV3"       481  .000024931056 . .  2 2000  6
    "ABEV3"       482      .10121945 . .  3 2000  6
    "ABEV3"       483      .04395594 . .  4 2000  6
    "ABEV3"       484 -.000031703352 . .  5 2000  6
    "ABEV3"       485      .26576084 . 2  6 2000  6
    "ABEV3"       486      .18644065 . .  7 2000  7
    "ABEV3"       487     .035714425 . .  8 2000  7
    "ABEV3"       488      .07699279 . .  9 2000  7
    "ABEV3"       489       .2179488 . . 10 2000  7
    "ABEV3"       490     .001286974 . . 11 2000  7
    "ABEV3"       491      .20546217 2 . 12 2000  7
    "ABEV3"       492      .10638294 . .  1 2001  7
    "ABEV3"       493     -.09259267 . .  2 2001  7
    "ABEV3"       494    -.019941157 . .  3 2001  7
    "ABEV3"       495        .050505 . .  4 2001  7
    "ABEV3"       496              0 . .  5 2001  7
    "ABEV3"       497              0 . 2  6 2001  7
    "ABEV3"       498      -.0841122 . .  7 2001  8
    "ABEV3"       499     -.05183346 . .  8 2001  8
    "ABEV3"       500       -.205298 . .  9 2001  8
    "ABEV3"       501        .083361 . . 10 2001  8
    "ABEV3"       502              0 . . 11 2001  8
    "ABEV3"       503      .07000004 3 . 12 2001  8
    "ABEV3"       504     -.05882357 . .  1 2002  8
    "ABEV3"       505      .03797463 . .  2 2002  8
    "ABEV3"       506     -.02439026 . .  3 2002  8
    "ABEV3"       507      .04081634 . .  4 2002  8
    "ABEV3"       508     -.03117504 . .  5 2002  8
    "ABEV3"       509      -.0806846 . 2  6 2002  8
    "ABEV3"       510    -.005263211 . .  7 2002  9
    "ABEV3"       511     .026315724 . .  8 2002  9
    "ABEV3"       512      -.0278481 . .  9 2002  9
    "ABEV3"       513      .19820216 . . 10 2002  9
    "ABEV3"       514      .02659573 . . 11 2002  9
    "ABEV3"       515     .006315801 2 . 12 2002  9
    "ABEV3"       516     -.04470214 . .  1 2003  9
    "ABEV3"       517     -.01928338 . .  2 2003  9
    "ABEV3"       518      .10955382 . .  3 2003  9
    "ABEV3"       519      .03061222 . .  4 2003  9
    "ABEV3"       520  -.00001909353 . .  5 2003  9
    "ABEV3"       521     -.05660372 . 2  6 2003  9
    "ABEV3"       522    -.009900942 . .  7 2003 10
    "ABEV3"       523      .13131316 . .  8 2003 10
    "ABEV3"       524     .025624033 . .  9 2003 10
    "ABEV3"       525     -.08617926 . . 10 2003 10
    "ABEV3"       526       .0947369 . . 11 2003 10
    "ABEV3"       527      .01599999 2 . 12 2003 10
    "ABEV3"       528     .006201565 . .  1 2004 10
    "ABEV3"       529      .13029832 . .  2 2004 10
    "ABEV3"       530      .12826017 . .  3 2004 10
    "ABEV3"       531       .0842105 . .  4 2004 10
    "ABEV3"       532        .105314 . .  5 2004 10
    "ABEV3"       533      .06100789 . 2  6 2004 10
    "ABEV3"       534    -.033613414 . .  7 2004 11
    "ABEV3"       535     .035652224 . .  8 2004 11
    "ABEV3"       536      .03019577 . .  9 2004 11
    "ABEV3"       537      .13636367 . . 10 2004 11
    "ABEV3"       538    -.020287365 . . 11 2004 11
    "ABEV3"       539     .024719125 2 . 12 2004 11
    "ABEV3"       540       -.074518 . .  1 2005 11
    "ABEV3"       541     .005300009 . .  2 2005 11
    "ABEV3"       542     -.19540992 . .  3 2005 11
    "ABEV3"       543      -.3289474 . .  4 2005 11
    "ABEV3"       544     .009390827 . .  5 2005 11
    "ABEV3"       545      .07717992 . 2  6 2005 11
    "ABEV3"       546    -.032573253 . .  7 2005 12
    "ABEV3"       547     .016767437 . .  8 2005 12
    "ABEV3"       548      .09459514 . .  9 2005 12
    "ABEV3"       549     -.07299267 . . 10 2005 12
    "ABEV3"       550      .13960552 . . 11 2005 12
    "ABEV3"       551    -.014546095 2 . 12 2005 12
    "ABEV3"       552      .02866669 . .  1 2006 12
    "ABEV3"       553     .012987047 . .  2 2006 12
    "ABEV3"       554      .05902565 . .  3 2006 12
    "ABEV3"       555      .02994017 . .  4 2006 12
    "ABEV3"       556     -.02557876 . .  5 2006 12
    "ABEV3"       557     -.05714281 . 2  6 2006 12
    "ABEV3"       558    -.067153886 . .  7 2006 13
    "ABEV3"       559      .08336007 . .  8 2006 13
    "ABEV3"       560      .02036437 . .  9 2006 13
    "ABEV3"       561     -.03753409 . . 10 2006 13
    "ABEV3"       562      .05412103 . . 11 2006 13
    "ABEV3"       563      .05666773 1 . 12 2006 13
    "ABEV3"       564       .0311845 . .  1 2007 13
    "ABEV3"       565     .003091111 . .  2 2007 13
    "ABEV3"       566      .08166002 . .  3 2007 13
    "ABEV3"       567      .09294822 . .  4 2007 13
    "ABEV3"       568      .09242856 . .  5 2007 13
    "ABEV3"       569      .02168979 . 2  6 2007 13
    "ABEV3"       570    -.029411715 . .  7 2007 14
    "ABEV3"       571     .031290084 . .  8 2007 14
    "ABEV3"       572    -.023954956 . .  9 2007 14
    "ABEV3"       573      .04029304 . . 10 2007 14
    "ABEV3"       574     -.09180169 . . 11 2007 14
    "ABEV3"       575      -.0494596 2 . 12 2007 14
    "ABEV3"       576     -.06504065 . .  1 2008 14
    "ABEV3"       577      .07112975 . .  2 2008 14
    "ABEV3"       578      -.1039231 . .  3 2008 14
    "ABEV3"       579     -.05516217 . .  4 2008 14
    "ABEV3"       580     -.07982453 . .  5 2008 14
    "ABEV3"       581    -.064077705 . 2  6 2008 14
    "ABEV3"       582     -.09141614 . .  7 2008 15
    "ABEV3"       583        .066796 . .  8 2008 15
    "ABEV3"       584      .06101732 . .  9 2008 15
    "ABEV3"       585     -.12208796 . . 10 2008 15
    "ABEV3"       586       .0220254 . . 11 2008 15
    "ABEV3"       587      .08705121 3 . 12 2008 15
    "ABEV3"       588     -.09129315 . .  1 2009 15
    "ABEV3"       589      .06021206 . .  2 2009 15
    "ABEV3"       590       .2130719 . .  3 2009 15
    "ABEV3"       591      .06249667 . .  4 2009 15
    "ABEV3"       592     .065129556 . .  5 2009 15
    "ABEV3"       593     -.04136873 . 2  6 2009 15
    "ABEV3"       594       .0341525 . .  7 2009 16
    "ABEV3"       595      .09836365 . .  8 2009 16
    "ABEV3"       596      .06924691 . .  9 2009 16
    "ABEV3"       597     .034961835 . . 10 2009 16
    "ABEV3"       598      .06312265 . . 11 2009 16
    "ABEV3"       599      .03887866 3 . 12 2009 16
    "ABEV3"       600     -.01960788 . .  1 2010 16
    "ABEV3"       601    -.015643595 . .  2 2010 16
    "ABEV3"       602     -.07559396 . .  3 2010 16
    "ABEV3"       603     .064236104 . .  4 2010 16
    "ABEV3"       604     .008144515 . .  5 2010 16
    "ABEV3"       605      .05050501 . 1  6 2010 16
    "ABEV3"       606      .06165856 . .  7 2010 17
    "ABEV3"       607     .017300209 . .  8 2010 17
    "ABEV3"       608      .04797475 . .  9 2010 17
    "ABEV3"       609     .073500015 . . 10 2010 17
    "ABEV3"       610     .006473773 . . 11 2010 17
    "ABEV3"       611       .0959596 3 . 12 2010 17
    "ABEV3"       612     -.12712643 . .  1 2011 17
    "ABEV3"       613    -.006631313 . .  2 2011 17
    "ABEV3"       614     .032098003 . .  3 2011 17
    "ABEV3"       615      .05450002 . .  4 2011 17
    "ABEV3"       616     -.03902783 . .  5 2011 17
    "ABEV3"       617      .06567536 . 2  6 2011 17
    "ABEV3"       618      -.1067442 . .  7 2011 18
    "ABEV3"       619      .20370375 . .  8 2011 18
    "ABEV3"       620    .0078896005 . .  9 2011 18
    "ABEV3"       621      .03136814 . . 10 2011 18
    "ABEV3"       622      .05509465 . . 11 2011 18
    "ABEV3"       623      .08873388 2 . 12 2011 18
    "ABEV3"       624     -.04411765 . .  1 2012 18
    "ABEV3"       625      .10284629 . .  2 2012 18
    "ABEV3"       626      .09895296 . .  3 2012 18
    "ABEV3"       627       .0498035 . .  4 2012 18
    "ABEV3"       628     -.06147851 . .  5 2012 18
    "ABEV3"       629      .06320825 . 2  6 2012 18
    "ABEV3"       630       .0421394 . .  7 2012 19
    "ABEV3"       631    -.007934029 . .  8 2012 19
    "ABEV3"       632     .009579075 . .  9 2012 19
    "ABEV3"       633      .05222623 . . 10 2012 19
    "ABEV3"       634      .12625025 . . 11 2012 19
    "ABEV3"       635      .06652226 3 . 12 2012 19
    "ABEV3"       636     .071275614 . .  1 2013 19
    "ABEV3"       637    -.017776279 . .  2 2013 19
    "ABEV3"       638     -.05508571 . .  3 2013 19
    "ABEV3"       639    -.010284308 . .  4 2013 19
    "ABEV3"       640      .02613807 . .  5 2013 19
    "ABEV3"       641     .029932624 . 2  6 2013 19
    "ABEV3"       642      .03890302 . .  7 2013 20
    "ABEV3"       643     -.04800914 . .  8 2013 20
    "ABEV3"       644     .021994183 . .  9 2013 20
    "ABEV3"       645     -.02191751 . . 10 2013 20
    "ABEV3"       646      .04028437 . . 11 2013 20
    "ABEV3"       647     -.01085099 2 . 12 2013 20
    "ABEV3"       648     -.06092814 . .  1 2014 20
    "ABEV3"       649      .08903228 . .  2 2014 20
    "ABEV3"       650     .008928599 . .  3 2014 20
    "ABEV3"       651     -.03947701 . .  4 2014 20
    "ABEV3"       652    -.009369127 . .  5 2014 20
    "ABEV3"       653    -.033128828 . 2  6 2014 20
    "ABEV3"       654      -.0128624 . .  7 2014 21
    "ABEV3"       655      .04086848 . .  8 2014 21
    "ABEV3"       656     .005012559 . .  9 2014 21
    "ABEV3"       657      .06627122 . . 10 2014 21
    "ABEV3"       658      .04012344 . . 11 2014 21
    "ABEV3"       659     .021236693 3 . 12 2014 21
    "ABEV3"       660      .10762728 . .  1 2015 21
    "ABEV3"       661       .0546291 . .  2 2015 21
    "ABEV3"       662     .020464687 . .  3 2015 21
    "ABEV3"       663    .0031779434 . .  4 2015 21
    "ABEV3"       664     -.04909568 . .  5 2015 21
    "ABEV3"       665     .036353737 . 2  6 2015 21
    "ABEV3"       666     .018848184 . .  7 2015 22
    "ABEV3"       667    -.022529496 . .  8 2015 22
    "ABEV3"       668      .04594824 . .  9 2015 22
    "ABEV3"       669    -.030964464 . . 10 2015 22
    "ABEV3"       670     -.04897961 . . 11 2015 22
    "ABEV3"       671     -.03897497 1 . 12 2015 22
    "ABEV3"       672       .0842533 . .  1 2016 22
    "ABEV3"       673     -.04130435 . .  2 2016 22
    "ABEV3"       674      .03123282 . .  3 2016 22
    "ABEV3"       675      .02810177 . .  4 2016 22
    "ABEV3"       676      -.0205024 . .  5 2016 22
    "ABEV3"       677    -.014994826 . 2  6 2016 22
    "ABEV3"       678    -.015253428 . .  7 2016 23
    "ABEV3"       679      .01000005 . .  8 2016 23
    "ABEV3"       680     .007625822 . .  9 2016 23
    "ABEV3"       681     -.04658228 . . 10 2016 23
    "ABEV3"       682    -.064375296 . . 11 2016 23
    "ABEV3"       683    -.000371504 2 . 12 2016 23
    "ABEV3"       684      .05884226 . .  1 2017 23
    "ABEV3"       685     .030023113 . .  2 2017 23
    "ABEV3"       686     .018425457 . .  3 2017 23
    "ABEV3"       687       .0144444 . .  4 2017 23
    "ABEV3"       688     .007539123 . .  5 2017 23
    "ABEV3"       689   -.0042029056 . 2  6 2017 23
    "ABRE11SEDU3" 419              0 . . 12 1994  1
    "ABRE11SEDU3" 425              0 . .  6 1995  1
    "ABRE11SEDU3" 426              0 . .  7 1995  2
    "ABRE11SEDU3" 427              0 . .  8 1995  2
    "ABRE11SEDU3" 428              0 . .  9 1995  2
    "ABRE11SEDU3" 429              0 . . 10 1995  2
    "ABRE11SEDU3" 430              0 . . 11 1995  2
    "ABRE11SEDU3" 431              0 . . 12 1995  2
    "ABRE11SEDU3" 432              0 . .  1 1996  2
    "ABRE11SEDU3" 433              0 . .  2 1996  2
    "ABRE11SEDU3" 434              0 . .  3 1996  2
    "ABRE11SEDU3" 435              0 . .  4 1996  2
    "ABRE11SEDU3" 436              0 . .  5 1996  2
    "ABRE11SEDU3" 437              0 . .  6 1996  2
    "ABRE11SEDU3" 438              0 . .  7 1996  3
    "ABRE11SEDU3" 439              0 . .  8 1996  3
    "ABRE11SEDU3" 440              0 . .  9 1996  3
    "ABRE11SEDU3" 441              0 . . 10 1996  3
    "ABRE11SEDU3" 442              0 . . 11 1996  3
    "ABRE11SEDU3" 443              0 . . 12 1996  3
    "ABRE11SEDU3" 444              0 . .  1 1997  3
    "ABRE11SEDU3" 445              0 . .  2 1997  3
    "ABRE11SEDU3" 446              0 . .  3 1997  3
    "ABRE11SEDU3" 447              0 . .  4 1997  3
    "ABRE11SEDU3" 448              0 . .  5 1997  3
    "ABRE11SEDU3" 449              0 . .  6 1997  3
    "ABRE11SEDU3" 450              0 . .  7 1997  4
    "ABRE11SEDU3" 451              0 . .  8 1997  4
    "ABRE11SEDU3" 452              0 . .  9 1997  4
    "ABRE11SEDU3" 453              0 . . 10 1997  4
    "ABRE11SEDU3" 454              0 . . 11 1997  4
    "ABRE11SEDU3" 455              0 . . 12 1997  4
    "ABRE11SEDU3" 456              0 . .  1 1998  4
    "ABRE11SEDU3" 457              0 . .  2 1998  4
    "ABRE11SEDU3" 458              0 . .  3 1998  4
    "ABRE11SEDU3" 459              0 . .  4 1998  4
    "ABRE11SEDU3" 460              0 . .  5 1998  4
    "ABRE11SEDU3" 461              0 . .  6 1998  4
    "ABRE11SEDU3" 462              0 . .  7 1998  5
    "ABRE11SEDU3" 463              0 . .  8 1998  5
    "ABRE11SEDU3" 464              0 . .  9 1998  5
    "ABRE11SEDU3" 465              0 . . 10 1998  5
    "ABRE11SEDU3" 466              0 . . 11 1998  5
    "ABRE11SEDU3" 467              0 . . 12 1998  5
    "ABRE11SEDU3" 468              0 . .  1 1999  5
    "ABRE11SEDU3" 469              0 . .  2 1999  5
    "ABRE11SEDU3" 470              0 . .  3 1999  5
    "ABRE11SEDU3" 471              0 . .  4 1999  5
    "ABRE11SEDU3" 472              0 . .  5 1999  5
    "ABRE11SEDU3" 473              0 . .  6 1999  5
    "ABRE11SEDU3" 474              0 . .  7 1999  6
    "ABRE11SEDU3" 475              0 . .  8 1999  6
    "ABRE11SEDU3" 476              0 . .  9 1999  6
    "ABRE11SEDU3" 477              0 . . 10 1999  6
    "ABRE11SEDU3" 478              0 . . 11 1999  6
    "ABRE11SEDU3" 479              0 . . 12 1999  6
    "ABRE11SEDU3" 480              0 . .  1 2000  6
    "ABRE11SEDU3" 481              0 . .  2 2000  6
    "ABRE11SEDU3" 482              0 . .  3 2000  6
    "ABRE11SEDU3" 483              0 . .  4 2000  6
    "ABRE11SEDU3" 484              0 . .  5 2000  6
    "ABRE11SEDU3" 485              0 . .  6 2000  6
    "ABRE11SEDU3" 486              0 . .  7 2000  7
    "ABRE11SEDU3" 487              0 . .  8 2000  7
    "ABRE11SEDU3" 488              0 . .  9 2000  7
    "ABRE11SEDU3" 489              0 . . 10 2000  7
    "ABRE11SEDU3" 490              0 . . 11 2000  7
    "ABRE11SEDU3" 491              0 . . 12 2000  7
    "ABRE11SEDU3" 492              0 . .  1 2001  7
    "ABRE11SEDU3" 493              0 . .  2 2001  7
    "ABRE11SEDU3" 494              0 . .  3 2001  7
    "ABRE11SEDU3" 495              0 . .  4 2001  7
    "ABRE11SEDU3" 496              0 . .  5 2001  7
    "ABRE11SEDU3" 497              0 . .  6 2001  7
    "ABRE11SEDU3" 498              0 . .  7 2001  8
    "ABRE11SEDU3" 499              0 . .  8 2001  8
    "ABRE11SEDU3" 500              0 . .  9 2001  8
    "ABRE11SEDU3" 501              0 . . 10 2001  8
    "ABRE11SEDU3" 502              0 . . 11 2001  8
    "ABRE11SEDU3" 503              0 . . 12 2001  8
    "ABRE11SEDU3" 504              0 . .  1 2002  8
    "ABRE11SEDU3" 505              0 . .  2 2002  8
    "ABRE11SEDU3" 506              0 . .  3 2002  8
    "ABRE11SEDU3" 507              0 . .  4 2002  8
    "ABRE11SEDU3" 508              0 . .  5 2002  8
    "ABRE11SEDU3" 509              0 . .  6 2002  8
    "ABRE11SEDU3" 510              0 . .  7 2002  9
    "ABRE11SEDU3" 511              0 . .  8 2002  9
    "ABRE11SEDU3" 512              0 . .  9 2002  9
    "ABRE11SEDU3" 513              0 . . 10 2002  9
    "ABRE11SEDU3" 514              0 . . 11 2002  9
    "ABRE11SEDU3" 515              0 . . 12 2002  9
    "ABRE11SEDU3" 516              0 . .  1 2003  9
    "ABRE11SEDU3" 517              0 . .  2 2003  9
    "ABRE11SEDU3" 518              0 . .  3 2003  9
    "ABRE11SEDU3" 519              0 . .  4 2003  9
    "ABRE11SEDU3" 520              0 . .  5 2003  9
    "ABRE11SEDU3" 521              0 . .  6 2003  9
    "ABRE11SEDU3" 522              0 . .  7 2003 10
    "ABRE11SEDU3" 523              0 . .  8 2003 10
    "ABRE11SEDU3" 524              0 . .  9 2003 10
    "ABRE11SEDU3" 525              0 . . 10 2003 10
    "ABRE11SEDU3" 526              0 . . 11 2003 10
    "ABRE11SEDU3" 527              0 . . 12 2003 10
    "ABRE11SEDU3" 528              0 . .  1 2004 10
    "ABRE11SEDU3" 529              0 . .  2 2004 10
    "ABRE11SEDU3" 530              0 . .  3 2004 10
    "ABRE11SEDU3" 531              0 . .  4 2004 10
    "ABRE11SEDU3" 532              0 . .  5 2004 10
    "ABRE11SEDU3" 533              0 . .  6 2004 10
    "ABRE11SEDU3" 534              0 . .  7 2004 11
    "ABRE11SEDU3" 535              0 . .  8 2004 11
    "ABRE11SEDU3" 536              0 . .  9 2004 11
    "ABRE11SEDU3" 537              0 . . 10 2004 11
    "ABRE11SEDU3" 538              0 . . 11 2004 11
    "ABRE11SEDU3" 539              0 . . 12 2004 11
    "ABRE11SEDU3" 540              0 . .  1 2005 11
    "ABRE11SEDU3" 541              0 . .  2 2005 11
    "ABRE11SEDU3" 542              0 . .  3 2005 11
    "ABRE11SEDU3" 543              0 . .  4 2005 11
    "ABRE11SEDU3" 544              0 . .  5 2005 11
    "ABRE11SEDU3" 545              0 . .  6 2005 11
    "ABRE11SEDU3" 546              0 . .  7 2005 12
    "ABRE11SEDU3" 547              0 . .  8 2005 12
    "ABRE11SEDU3" 548              0 . .  9 2005 12
    "ABRE11SEDU3" 549              0 . . 10 2005 12
    "ABRE11SEDU3" 550              0 . . 11 2005 12
    "ABRE11SEDU3" 551              0 . . 12 2005 12
    "ABRE11SEDU3" 552              0 . .  1 2006 12
    "ABRE11SEDU3" 553              0 . .  2 2006 12
    "ABRE11SEDU3" 554              0 . .  3 2006 12
    "ABRE11SEDU3" 555              0 . .  4 2006 12
    "ABRE11SEDU3" 556              0 . .  5 2006 12
    "ABRE11SEDU3" 557              0 . .  6 2006 12
    "ABRE11SEDU3" 558              0 . .  7 2006 13
    "ABRE11SEDU3" 559              0 . .  8 2006 13
    "ABRE11SEDU3" 560              0 . .  9 2006 13
    "ABRE11SEDU3" 561              0 . . 10 2006 13
    "ABRE11SEDU3" 562              0 . . 11 2006 13
    "ABRE11SEDU3" 563              0 . . 12 2006 13
    "ABRE11SEDU3" 564              0 . .  1 2007 13
    "ABRE11SEDU3" 565              0 . .  2 2007 13
    "ABRE11SEDU3" 566              0 . .  3 2007 13
    "ABRE11SEDU3" 567              0 . .  4 2007 13
    "ABRE11SEDU3" 568              0 . .  5 2007 13
    "ABRE11SEDU3" 569              0 . .  6 2007 13
    "ABRE11SEDU3" 570              0 . .  7 2007 14
    "ABRE11SEDU3" 571              0 . .  8 2007 14
    "ABRE11SEDU3" 572              0 . .  9 2007 14
    "ABRE11SEDU3" 573              0 . . 10 2007 14
    "ABRE11SEDU3" 574              0 . . 11 2007 14
    "ABRE11SEDU3" 575              0 . . 12 2007 14
    "ABRE11SEDU3" 576              0 . .  1 2008 14
    "ABRE11SEDU3" 577              0 . .  2 2008 14
    "ABRE11SEDU3" 578              0 . .  3 2008 14
    "ABRE11SEDU3" 579              0 . .  4 2008 14
    "ABRE11SEDU3" 580              0 . .  5 2008 14
    "ABRE11SEDU3" 581              0 . .  6 2008 14
    "ABRE11SEDU3" 582              0 . .  7 2008 15
    "ABRE11SEDU3" 583              0 . .  8 2008 15
    "ABRE11SEDU3" 584              0 . .  9 2008 15
    "ABRE11SEDU3" 585              0 . . 10 2008 15
    "ABRE11SEDU3" 586              0 . . 11 2008 15
    "ABRE11SEDU3" 587              0 . . 12 2008 15
    "ABRE11SEDU3" 588              0 . .  1 2009 15
    "ABRE11SEDU3" 589              0 . .  2 2009 15
    "ABRE11SEDU3" 590              0 . .  3 2009 15
    "ABRE11SEDU3" 591              0 . .  4 2009 15
    "ABRE11SEDU3" 592              0 . .  5 2009 15
    "ABRE11SEDU3" 593              0 . .  6 2009 15
    "ABRE11SEDU3" 594              0 . .  7 2009 16
    "ABRE11SEDU3" 595              0 . .  8 2009 16
    "ABRE11SEDU3" 596              0 . .  9 2009 16
    "ABRE11SEDU3" 597              0 . . 10 2009 16
    "ABRE11SEDU3" 598              0 . . 11 2009 16
    "ABRE11SEDU3" 599              0 . . 12 2009 16
    "ABRE11SEDU3" 600              0 . .  1 2010 16
    "ABRE11SEDU3" 601              0 . .  2 2010 16
    "ABRE11SEDU3" 602              0 . .  3 2010 16
    "ABRE11SEDU3" 603              0 . .  4 2010 16
    "ABRE11SEDU3" 604              0 . .  5 2010 16
    "ABRE11SEDU3" 605              0 . .  6 2010 16
    "ABRE11SEDU3" 606              0 . .  7 2010 17
    "ABRE11SEDU3" 607              0 . .  8 2010 17
    "ABRE11SEDU3" 608              0 . .  9 2010 17
    "ABRE11SEDU3" 609              0 . . 10 2010 17
    "ABRE11SEDU3" 610              0 . . 11 2010 17
    "ABRE11SEDU3" 611              0 . . 12 2010 17
    "ABRE11SEDU3" 612              0 . .  1 2011 17
    "ABRE11SEDU3" 613              0 . .  2 2011 17
    "ABRE11SEDU3" 614              0 . .  3 2011 17
    "ABRE11SEDU3" 615              0 . .  4 2011 17
    "ABRE11SEDU3" 616              0 . .  5 2011 17
    "ABRE11SEDU3" 617              0 . .  6 2011 17
    "ABRE11SEDU3" 618     -.06500004 . .  7 2011 18
    "ABRE11SEDU3" 619     -.22110286 . .  8 2011 18
    "ABRE11SEDU3" 620       .2158536 . .  9 2011 18
    "ABRE11SEDU3" 621      .00959596 . . 10 2011 18
    "ABRE11SEDU3" 622   .00050048507 . . 11 2011 18
    "ABRE11SEDU3" 623     .022388024 1 . 12 2011 18
    "ABRE11SEDU3" 624      .13189448 . .  1 2012 18
    "ABRE11SEDU3" 625      .07731088 . .  2 2012 18
    "ABRE11SEDU3" 626      .06707311 . .  3 2012 18
    "ABRE11SEDU3" 627     .016071456 . .  4 2012 18
    "ABRE11SEDU3" 628     .022963744 . .  5 2012 18
    "ABRE11SEDU3" 629     -.01095405 . 2  6 2012 18
    "ABRE11SEDU3" 630      .14391136 . .  7 2012 19
    "ABRE11SEDU3" 631      .05249436 . .  8 2012 19
    "ABRE11SEDU3" 632      .05572756 . .  9 2012 19
    "ABRE11SEDU3" 633      .05916311 . . 10 2012 19
    "ABRE11SEDU3" 634     .001335092 . . 11 2012 19
    "ABRE11SEDU3" 635      .06466208 2 . 12 2012 19
    "ABRE11SEDU3" 636      .06931906 . .  1 2013 19
    "ABRE11SEDU3" 637       .1011236 . .  2 2013 19
    "ABRE11SEDU3" 638    -.024079626 . .  3 2013 19
    "ABRE11SEDU3" 639     -.10397997 . .  4 2013 19
    "ABRE11SEDU3" 640     -.04041542 . .  5 2013 19
    "ABRE11SEDU3" 641     -.10241657 . 1  6 2013 19
    "ABRE11SEDU3" 642     -.09768637 . .  7 2013 20
    "ABRE11SEDU3" 643     -.06779661 . .  8 2013 20
    "ABRE11SEDU3" 644   -.0003014249 . .  9 2013 20
    "ABRE11SEDU3" 645     -.02446483 . . 10 2013 20
    "ABRE11SEDU3" 646      .05969689 . . 11 2013 20
    "ABRE11SEDU3" 647     -.01764706 2 . 12 2013 20
    "ABRE11SEDU3" 648      -.1152782 . .  1 2014 20
    "ABRE11SEDU3" 649      .05551495 . .  2 2014 20
    "ABRE11SEDU3" 650      -.0479452 . .  3 2014 20
    "ABRE11SEDU3" 651     .031499296 . .  4 2014 20
    "ABRE11SEDU3" 652      .08578178 . .  5 2014 20
    "ABRE11SEDU3" 653      .11281563 . 1  6 2014 20
    "ABRE11SEDU3" 654      .08664567 . .  7 2014 21
    "ABRE11SEDU3" 655     .013712853 . .  8 2014 21
    "ABRE11SEDU3" 656  -.00051451084 . .  9 2014 21
    "ABRE11SEDU3" 657     -.09842524 . . 10 2014 21
    end
    format %tm month

  • #2
    You didn't get a quick answer. You will increase your chances of a useful answer by following the FAQ on asking questions. In particular, make and show an effort to solve your own problem. We also only need enough data to illustrate the problem.

    If you search Statalist, there have been many postings about creating portfolios.

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