Hi All,
I have daily returns data, and I want to generate equal weights on daily and monthly basis for all the companies in my dataset. Can someone please help me with the codes?
dataex-
I have daily returns data, and I want to generate equal weights on daily and monthly basis for all the companies in my dataset. Can someone please help me with the codes?
dataex-
Code:
* Example generated by -dataex-. For more info, type help dataex clear input long co_code str66 company_name str10 co_stkdate double bse_firm_level_returns byte date2 float month int cal_year float(f_year ddate) 80248 "GEEKAY EXIM (INDIA) LTD." "02-04-1996" .98 2 4 1996 1997 13241 148438 "MOLD-TEK TECHNOLOGIES LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 122196 "KONARK SYNTHETIC LTD." "02-04-1996" 1 2 4 1996 1997 13241 23287 "ASSAMBROOK LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 8909 "AJANTA SOYA LTD." "02-04-1996" .96 2 4 1996 1997 13241 115789 "KANAN STEELS LTD." "02-04-1996" 1.08 2 4 1996 1997 13241 98659 "INDIAN ALUMINIUM CO. LTD. [MERGED]" "02-04-1996" 1.04 2 4 1996 1997 13241 246345 "T R F LTD." "02-04-1996" 1 2 4 1996 1997 13241 171629 "UNIPLY DECOR LTD." "02-04-1996" 1.14 2 4 1996 1997 13241 269457 "VITARA CHEMICALS LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 241564 "SUPER TANNERY LTD." "02-04-1996" 1 2 4 1996 1997 13241 265154 "VIBROS ORGANICS LTD." "02-04-1996" 1.05 2 4 1996 1997 13241 98548 "INDIA POLYSPIN LTD." "02-04-1996" .94 2 4 1996 1997 13241 98171 "I F L PROMOTERS LTD." "02-04-1996" 1 2 4 1996 1997 13241 73013 "FILATEX INDIA LTD." "02-04-1996" 1.1 2 4 1996 1997 13241 126871 "SRIKALAHASTHI PIPES LTD." "02-04-1996" 1.1 2 4 1996 1997 13241 271442 "WELLMAN INCANDESCENT INDIA LTD." "02-04-1996" 1 2 4 1996 1997 13241 82775 "GOA FRUIT SPECIALITIES LTD." "02-04-1996" .89 2 4 1996 1997 13241 181142 "PRESIDENCY SHOE INTERNATIONAL LTD." "02-04-1996" 1.2 2 4 1996 1997 13241 139221 "INDIA HOME LOAN LTD." "02-04-1996" 1.01 2 4 1996 1997 13241 131746 "M K SECURITIES LTD." "02-04-1996" 1.07 2 4 1996 1997 13241 60085 "DHARANI FINANCE LTD." "02-04-1996" .86 2 4 1996 1997 13241 183335 "PRUDENTIAL STOCK BROKING SERVICES LTD." "02-04-1996" .94 2 4 1996 1997 13241 206862 "SAFEPACK POLYMERS LTD." "02-04-1996" 1 2 4 1996 1997 13241 146415 "MINAXI TEXTILES LTD." "02-04-1996" 1 2 4 1996 1997 13241 164764 "UNIFRAX INDIA PVT. LTD." "02-04-1996" 1 2 4 1996 1997 13241 269920 "VOLTAS LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 98991 "INDIAN SEAMLESS METAL TUBES LTD. [MERGED]" "02-04-1996" .98 2 4 1996 1997 13241 223799 "SHREE VAANI SUGARS & INDS. LTD. [MERGED]" "02-04-1996" .89 2 4 1996 1997 13241 37079 "BLUE STAR LTD." "02-04-1996" 1.02 2 4 1996 1997 13241 275224 "ZENITH FIBRES LTD." "02-04-1996" .91 2 4 1996 1997 13241 266398 "VIKALP SECURITIES LTD." "02-04-1996" .96 2 4 1996 1997 13241 68528 "MENA MANI INDS. LTD." "02-04-1996" 1.2 2 4 1996 1997 13241 23482 "A S I INDUSTRIES LTD." "02-04-1996" .98 2 4 1996 1997 13241 35306 "BHUWALKA STEEL INDS. LTD." "02-04-1996" .96 2 4 1996 1997 13241 152087 "N I I T LTD." "02-04-1996" 1.02 2 4 1996 1997 13241 167986 "PAAM PHARMACEUTICALS (DELHI) LTD." "02-04-1996" 1.01 2 4 1996 1997 13241 41332 "CALCOM VISION LTD." "02-04-1996" 1 2 4 1996 1997 13241 212975 "SARIKA PAINTS LTD." "02-04-1996" .87 2 4 1996 1997 13241 226600 "SIDDHI VINAYAK METAL CO. LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 169725 "PANJON LTD." "02-04-1996" 1 2 4 1996 1997 13241 272875 "PAGARIA ENERGY LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 79489 "GLOBAL OFFSHORE SERVICES LTD." "02-04-1996" .87 2 4 1996 1997 13241 243521 "SURYODAYA PLASTICS LTD." "02-04-1996" .83 2 4 1996 1997 13241 97057 "I T C CLASSIC FINANCE LTD. [MERGED]" "02-04-1996" 1.03 2 4 1996 1997 13241 184916 "QUALITY STEELS & FORGINGS LTD." "02-04-1996" .92 2 4 1996 1997 13241 66728 "ELECTROSTEEL CASTINGS LTD." "02-04-1996" 1.16 2 4 1996 1997 13241 66917 "ELGI EQUIPMENTS LTD." "02-04-1996" 1 2 4 1996 1997 13241 25790 "AXTEL INDUSTRIES LTD." "02-04-1996" .92 2 4 1996 1997 13241 120630 "KIDUJA INDIA LTD." "02-04-1996" .94 2 4 1996 1997 13241 58783 "CHHUBB'S COMPUTER VAULT LTD." "02-04-1996" 1 2 4 1996 1997 13241 32716 "BETA NAPHTHOL LTD." "02-04-1996" .98 2 4 1996 1997 13241 155424 "NATCO POLYPLAST LTD." "02-04-1996" .96 2 4 1996 1997 13241 206995 "SAGAR APPARELS LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 183839 "PUNJAB IRON & STEEL CO. LTD." "02-04-1996" .86 2 4 1996 1997 13241 73568 "FIRTH (INDIA) STEEL CO. LTD." "02-04-1996" 1.05 2 4 1996 1997 13241 76204 "G E I INDUSTRIAL SYSTEMS LTD." "02-04-1996" .98 2 4 1996 1997 13241 174416 "PERK PHARMACEUTICALS LTD." "02-04-1996" 1 2 4 1996 1997 13241 36081 "BIOFIL CHEMICALS & PHARMACEUTICALS LTD." "02-04-1996" .87 2 4 1996 1997 13241 188393 "RAASI CEMENT LTD." "02-04-1996" .95 2 4 1996 1997 13241 86189 "GRINDWELL NORTON LTD." "02-04-1996" 1.03 2 4 1996 1997 13241 43774 "CEPHAM MILK SPECIALITIES LTD." "02-04-1996" 1 2 4 1996 1997 13241 20138 "ARORA FIBRES LTD." "02-04-1996" 1.1 2 4 1996 1997 13241 25580 "C N I RESEARCH LTD." "02-04-1996" 1.2 2 4 1996 1997 13241 52303 "CREST ANIMATION STUDIOS LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 186872 "NARAYAN AGRO FOODS LTD." "02-04-1996" .89 2 4 1996 1997 13241 121038 "KIRAN PRINT-PACK LTD." "02-04-1996" .98 2 4 1996 1997 13241 239332 "SUMERU INDUSTRIES LTD." "02-04-1996" .92 2 4 1996 1997 13241 266042 "DARSHAN HOUSING & INFRASTRUCTURE LTD." "02-04-1996" .88 2 4 1996 1997 13241 133547 "MAC CHARLES (INDIA) LTD." "02-04-1996" 1.03 2 4 1996 1997 13241 241791 "S D F INDUSTRIES LTD." "02-04-1996" 1 2 4 1996 1997 13241 33162 "BHAGWATI GLASS CONTAINERS LTD." "02-04-1996" 1.12 2 4 1996 1997 13241 236509 "STEEL STRIPS LTD. [MERGED]" "02-04-1996" .93 2 4 1996 1997 13241 10714 "ALFA TRANSFORMERS LTD." "02-04-1996" 1 2 4 1996 1997 13241 162065 "NU TECH ORGANIC CHEMICALS LTD." "02-04-1996" 1.06 2 4 1996 1997 13241 164242 "ONWARD TECHNOLOGIES LTD." "02-04-1996" 1 2 4 1996 1997 13241 127130 "BOSTON BIO SYSTEMS LTD." "02-04-1996" .88 2 4 1996 1997 13241 73840 "UFLEX LTD." "02-04-1996" 1.02 2 4 1996 1997 13241 252414 "TOURISM FINANCE CORPN. OF INDIA LTD." "02-04-1996" 1.13 2 4 1996 1997 13241 96001 "HYDERABAD LAMPS LTD." "02-04-1996" 1 2 4 1996 1997 13241 154181 "NAMTECH ELECTRONIC DEVICES LTD." "02-04-1996" 1.01 2 4 1996 1997 13241 42236 "CAPLIN POINT LABORATORIES LTD." "02-04-1996" 1.09 2 4 1996 1997 13241 71864 "FAIRFIELD ATLAS LTD." "02-04-1996" 1.03 2 4 1996 1997 13241 133559 "MAC INDUSTRIES LTD. [MERGED]" "02-04-1996" 1.1 2 4 1996 1997 13241 238066 "SUDARSHAN CEMENT & MULTIPROJECTS LTD." "02-04-1996" 1.05 2 4 1996 1997 13241 155066 "NARMADA CEMENT CO. LTD. [MERGED]" "02-04-1996" .92 2 4 1996 1997 13241 258271 "UNIVERSAL CABLES LTD." "02-04-1996" 1 2 4 1996 1997 13241 223630 "SHREE SHYAM FABRICS LTD." "02-04-1996" 1 2 4 1996 1997 13241 90362 "HARIA EXPORTS LTD." "02-04-1996" .93 2 4 1996 1997 13241 176337 "PLATINUM FINANCE LTD." "02-04-1996" 1 2 4 1996 1997 13241 66436 "ELCAPS CAPACITORS LTD." "02-04-1996" .92 2 4 1996 1997 13241 230463 "SOLARSON INDUSTRIES LTD." "02-04-1996" 1.04 2 4 1996 1997 13241 205838 "S V A INDIA LTD." "02-04-1996" .88 2 4 1996 1997 13241 9167 "AJCON GLOBAL SERVICES LTD." "02-04-1996" 1 2 4 1996 1997 13241 208602 "SAKTHI SUGARS LTD." "02-04-1996" 1.03 2 4 1996 1997 13241 89597 "HAMCO MINING & SMELTING LTD." "02-04-1996" 1.05 2 4 1996 1997 13241 160251 "NIRLON LTD." "02-04-1996" .97 2 4 1996 1997 13241 27031 "B M B MUSIC & MAGNETICS LTD." "02-04-1996" .99 2 4 1996 1997 13241 163397 "OLYMPIA INDUSTRIES LTD." "02-04-1996" .83 2 4 1996 1997 13241 241688 "SUPERHOUSE LTD." "02-04-1996" 1 2 4 1996 1997 13241 end format %td ddate
