Looping code over multiple Excel sheets

[Anton Jannerberg]

Hello, I am new to Stata and trying to loop code to calculate Idiosyncratic risk for companies in separate Excel sheets. This is the code I want to loop for each sheet in my excel workbook. All sheets are named after the company which information it contains. I realise it should not be particularly difficult but being new to Stata, I simply cannot figure out how to make it work.

import excel myfilepath/myfilename.xlsx, sheet("my_sheetname") firstrow

// Estimate the beta using the CAPM
regress Stockreturn Marketreturn
estimates store beta_coeff // store the beta coefficient

// Specify the beta coefficient
scalar beta = _b[Marketreturn]

// Calculate the expected return using the CAPM
summ Marketreturn
scalar Marketreturn_mean = r(mean)
scalar expected_return = 0.03 + beta * (Marketreturn_mean - 0.03)

// Calculate the idiosyncratic risk using the CAPM
summarize Stockreturn
scalar Stockreturn_var = r(Var)
scalar idiosyncratic_risk = Stockreturn_var - beta^2 * (Marketreturn_mean - 0.03)^2

// Display the results
display "Beta: " beta
display "Expected return: " expected_return
display "Idiosyncratic risk: " idiosyncratic_risk

Thank you in advance
Anton

[Jared Greathouse]

Is there a URL link to these excel sheets?

[Clyde Schechter]

#1 is a duplicate post. Asked and answered at https://www.statalist.org/forums/for...e-excel-sheets.