Good morning everyone,
i am basically a beginner in STATA and need it for my master thesis. I would be so thankful for any help. I have annual data from the CRSP/Compustat Merged Database fundamentals annual and monthly data from the same database but monthly security.
I now need to prepare my data and merge it m:1, , the goal is to achieve that to every monthly stock data from for exampe July 1988 to June 1989 the accounting annual data from 1988 will be assigned, to avoid look ahead bias. If this is achieved the next thing is to sort Portfolios by the likelyhood of employee stock options: the procedure according to my master thesis advisor should be: Portfolios are sorted once a year and then held for one year. This results in a return time series over 12 months. Then it is sorted again. And so on. So you have a portfolio that always contains, for example, the shares with the highest value of employee shares. So you would have several portfolios sorted on the variable of interest (employee shares).
The returns of the portfolio need to be value weighted and equal weighted portfolio returns.
So concluding, can someone help me with the code the described parts:
- preparing and merging data as described (to avoid look ahead bias)
- prepare data for portfolio sorts
- portfolio sorts and value weighted and equal weighted returns
i would appreciate any kind of help.
Yours sincerly
Stefan Maurer
if it helps this is a over view of my variables
annual accounting data
monthly stock data
i am basically a beginner in STATA and need it for my master thesis. I would be so thankful for any help. I have annual data from the CRSP/Compustat Merged Database fundamentals annual and monthly data from the same database but monthly security.
I now need to prepare my data and merge it m:1, , the goal is to achieve that to every monthly stock data from for exampe July 1988 to June 1989 the accounting annual data from 1988 will be assigned, to avoid look ahead bias. If this is achieved the next thing is to sort Portfolios by the likelyhood of employee stock options: the procedure according to my master thesis advisor should be: Portfolios are sorted once a year and then held for one year. This results in a return time series over 12 months. Then it is sorted again. And so on. So you have a portfolio that always contains, for example, the shares with the highest value of employee shares. So you would have several portfolios sorted on the variable of interest (employee shares).
The returns of the portfolio need to be value weighted and equal weighted portfolio returns.
So concluding, can someone help me with the code the described parts:
- preparing and merging data as described (to avoid look ahead bias)
- prepare data for portfolio sorts
- portfolio sorts and value weighted and equal weighted returns
i would appreciate any kind of help.
Yours sincerly
Stefan Maurer
if it helps this is a over view of my variables
annual accounting data
Code:
* Example generated by -dataex-. For more info, type help dataex clear input double(LPERMNO LPERMCO) long datadate double fyear str8 tic str70 conm double(act at csho ceq cshrso cshrt dcpstk epsfi epsfx epspi epspx esopct prcc_f prch_f prcl_f) 25881 23369 4017 1970 "AE.2" "A & E PLASTIK PAK INC" 21.351 33.45 2.446 10.544 . .456 0 .17 .56 .17 .56 . 10 10.875 7.5 25881 23369 4382 1971 "AE.2" "A & E PLASTIK PAK INC" 19.688 29.33 2.995 8.381 . .963 7 -.65 .04 -.65 .04 . 5.75 12.875 3.625 25881 23369 4748 1972 "AE.2" "A & E PLASTIK PAK INC" 11.326 19.907 2.902 7.021 . 1.066 7 .69 .5 .72 .5 . 5.125 8.75 4.625 25881 23369 5113 1973 "AE.2" "A & E PLASTIK PAK INC" 12.969 21.771 2.84 8.567 . 1.162 7 .62 .62 .64 .64 . 1.75 5.5 1.125 25881 23369 5478 1974 "AE.2" "A & E PLASTIK PAK INC" 19.473 25.638 2.15 9.843 . 1.178 7 .81 .59 .87 .6 . 2.125 3.375 1.875 25881 23369 5843 1975 "AE.2" "A & E PLASTIK PAK INC" 16.366 23.905 2.098 10.24 . .916 2.5 .91 .91 1.02 1.02 . 4.375 4.5 2 25881 23369 6209 1976 "AE.2" "A & E PLASTIK PAK INC" 21.647 38.586 2.207 14.106 . .824 2.25 1.38 1.38 1.47 1.47 . 5.75 8.5 4 25881 23369 6574 1977 "AE.2" "A & E PLASTIK PAK INC" 23.548 44.025 2.226 15.876 . .505 0 .79 .79 .8 .8 . 9.25 9.5 5.625 10015 6398 8765 1983 "AMFD." "A & M FOOD SERVICES INC" 4.807 14.08 3.568 7.823 . .345 0 .4 .4 .4 .4 . 7.25 8 6 10015 6398 9131 1984 "AMFD." "A & M FOOD SERVICES INC" 2.789 16.267 3.568 8.962 .445 .445 0 .32 .32 .32 .32 . 3.75 8.75 3.5 10015 6398 9496 1985 "AMFD." "A & M FOOD SERVICES INC" 3.852 39.495 3.988 13.014 .445 .445 0 .68 .68 .68 .68 . 10.125 11 3.75 10023 22159 4748 1972 "AAIC.1" "AAI CORP" 12.865 15.676 .877 8.591 . .04 0 1.02 1.02 . 1.02 . 5.5 9.5 5.5 10031 6672 8765 1983 "ANTQ" "A.A. IMPORTING CO INC" 8.273 8.529 2.683 6.095 . .1 0 .49 .49 .49 .49 . 5.25 5.25 5.25 10031 6672 9131 1984 "ANTQ" "A.A. IMPORTING CO INC" 7.817 8.241 2.683 6.482 .1 .1 0 .14 .14 .14 .14 . 2.75 6 2.25 10031 6672 9527 1985 "ANTQ" "A.A. IMPORTING CO INC" 12.458 13.99 2.683 6.665 .143 .143 0 .09 .09 .09 .09 . 4.5 5.25 2.875 10031 6672 9892 1986 "ANTQ" "A.A. IMPORTING CO INC" 13.09 14.586 2.683 7.458 .154 .154 0 .3 .3 .3 .3 . 4.5 5 4 10031 6672 10257 1987 "ANTQ" "A.A. IMPORTING CO INC" 14.199 16.042 2.683 7.643 .154 .154 0 .07 -.2 .07 -.2 . 2.75 5.25 2.75 10031 6672 10623 1988 "ANTQ" "A.A. IMPORTING CO INC" 14.656 16.28 2.683 -.194 .154 .454 0 -2.92 -2.92 -2.92 -2.92 . 1.75 3.75 1.75 54594 20000 4534 1971 "AIR" "AAR CORP" 12.62 16.501 1.034 6.975 . .071 0 .8 .8 .82 .82 . 32.99993761 36.74995001 11.49999192 54594 20000 4899 1972 "AIR" "AAR CORP" 18.49 24.068 1.255 12.483 . .044 0 1.3 1.3 1.3 1.3 . 14.24999179 34.24994912 12.49998785 54594 20000 5264 1973 "AIR" "AAR CORP" 24.602 31.584 1.257 14.521 . .291 3 1.67 1.67 1.67 1.67 . 10.3749882 18.62498228 8.87498877 54594 20000 5629 1974 "AIR" "AAR CORP" 35.925 43.353 1.239 14.299 . .29 3 . 1.34 .08 1.48 . 7.24999262 11.49998639 4.74999277 54594 20000 5995 1975 "AIR" "AAR CORP" 35.507 43.539 1.224 15.782 . .3 3 1.34 1.34 1.5 1.5 . 9.499989 10.49999046 6.24998563 54594 20000 6360 1976 "AIR" "AAR CORP" 37.068 45.55 1.233 17.252 . .312 3 1.29 1.29 1.46 1.46 . 10.8749917 14.49998524 8.99999103 54594 20000 6725 1977 "AIR" "AAR CORP" 45.721 56.502 1.339 18.665 . .32 3 1.32 1.32 1.5 1.5 . 10.62499266 11.24998927 6.24999540227 54594 20000 7090 1978 "AIR" "AAR CORP" 50.103 64.194 1.684 21.084 . .393 3 1.53 1.53 1.79 1.79 . 10.37499502 13.699990064 8.499994128 54594 20000 7456 1979 "AIR" "AAR CORP" 52.722 73.758 2.357 25.682 . .288 1.25 1.49 1.49 1.68 1.68 . 10.2499963 15.62499511 7.699994448 54594 20000 7821 1980 "AIR" "AAR CORP" 59.334 83.075 2.566 29.721 . .12 0 1.41 1.41 1.45 1.45 . 10.87499392 14.74999201 9.12499416 54594 20000 8186 1981 "AIR" "AAR CORP" 73.908 113.653 3.942 42.423 . .199 0 .33 .33 .33 .33 . 6.99999583 12.37499464 5.99999321 54594 20000 8551 1982 "AIR" "AAR CORP" 69.656 111.288 3.932 43.225 . .141 0 .7 .7 .71 .71 . 14.74999201 15.74999464 5.74999416 54594 20000 8917 1983 "AIR" "AAR CORP" 92.526 137.228 6.007 81.085 . .19 0 .96 .96 .97 .97 . 19.49999321 20.37499309 13.24999452 54594 20000 9282 1984 "AIR" "AAR CORP" 102.454 155.405 6.036 87.385 .142 .196 0 1.5 1.5 1.51 1.51 . 18.74999285 23.49999404 16 54594 20000 9647 1985 "AIR" "AAR CORP" 140.741 198.287 9.099 95.381 .342 .429 0 1.27 1.27 1.27 1.27 . 23.62499571 23.99999642 11.999994993333 54594 20000 10012 1986 "AIR" "AAR CORP" 168.95 235.091 10.536 134.31 .302 .393 0 1.5 1.5 1.5 1.5 . 30.37497425 33.62498116 20.12499619 54594 20000 10378 1987 "AIR" "AAR CORP" 208.395 284.948 15.87 150.497 .374 .51 0 1.34 1.34 1.34 1.34 . 25.12497711 25.99999237 13.99999809 54594 20000 10743 1988 "AIR" "AAR CORP" 257.048 356.391 16.009 171.58 .638 .774 0 1.56 1.56 1.56 1.56 . 31.24999237 31.49997711 21.74999857 54594 20000 11108 1989 "AIR" "AAR CORP" 275.576 388.521 16.082 189.548 .706 .815 0 1.6 1.6 1.6 1.6 0 21.24999762 37.49997711 20.24999857 54594 20000 11473 1990 "AIR" "AAR CORP" 268.399 379.958 15.891 193.778 .833 .95 0 .93 .93 .93 .93 0 14.12499905 24.24998474 9.12499809 54594 20000 11839 1991 "AIR" "AAR CORP" 289.537 395.351 15.899 196.737 .971 1.064 0 .63 .63 .63 .63 0 12.87499809 16.87499857 10.62499809 54594 20000 12204 1992 "AIR" "AAR CORP" 265.036 365.151 15.901 189.216 .644 1.843 0 .02 .02 .02 .02 0 13.49999857 14.62499857 10.74999905 54594 20000 12569 1993 "AIR" "AAR CORP" 307.723 417.626 15.906 189.488 .732 1.896 0 .6 .6 .6 .6 0 14.37499809 17.37499809 12.62499905 54594 20000 12934 1994 "AIR" "AAR CORP" 321.632 425.814 15.961 197.119 .933 2.359 0 .66 .66 .66 .66 0 15.24999905 15.24999905 11.87499905 54594 20000 13300 1995 "AIR" "AAR CORP" 338.012 437.846 15.998 204.635 . . 0 1 1 1 1 0 22.12499857 23.74999809 14.87499905 54594 20000 13665 1996 "AIR" "AAR CORP" 414.1 529.584 18.204 269.259 . . 0 1.38 1.38 1.38 1.38 0 30.99998474 31.99999237 17.74999809 54594 20000 14030 1997 "AIR" "AAR CORP" 468.4 670.559 27.704 300.85 . . 0 1.27 1.27 1.29 1.29 0 26.4375 32.41699219 20.49998474 54594 20000 14395 1998 "AIR" "AAR CORP" 508.186 726.63 27.381 326.035 . . 0 1.49 1.49 1.51 1.51 0 19.75 30.25 14.625 54594 20000 14761 1999 "AIR" "AAR CORP" 511.267 740.998 26.865 339.515 . . 0 1.28 1.28 1.3 1.3 0 13.875 28.5 13.625 54594 20000 15126 2000 "AIR" "AAR CORP" 485.856 701.854 26.937 340.212 . . 0 .69 .69 .69 .69 0 14 15.7 9.75 54594 20000 15491 2001 "AIR" "AAR CORP" 436.656 710.199 31.87 310.235 . . 0 -2.08 -2.08 -2.08 -2.08 0 11.44 17.45 6.96 54594 20000 15856 2002 "AIR" "AAR CORP" 396.412 686.621 31.851 294.988 . . 0 -.39 -.39 -.39 -.39 0 4.5 11.44 2.92 54594 20000 16222 2003 "AIR" "AAR CORP" 432.204 709.292 32.245 301.684 . . 75 .11 .11 .11 .11 0 9.58 16.87 4.59 54594 20000 16587 2004 "AIR" "AAR CORP" 474.542 732.23 32.586 314.744 . . 67 .46 .55 .48 .58 0 16.04 16.13 8.86 54594 20000 16952 2005 "AIR" "AAR CORP" 624.454 978.819 36.654 422.717 . . 166.355 .94 .94 1.05 1.05 0 24.08 29.32 14.8 54594 20000 17317 2006 "AIR" "AAR CORP" 645.721 1067.633 37.729 494.243 . . 166.355 1.4 1.42 1.61 1.63 0 32.5 33.75 19.4 54594 20000 17683 2007 "AIR" "AAR CORP" 783.431 1362.01 38.773 585.255 . . 400 1.76 1.77 2.02 2.04 0 19.28 39.42 18.75 54594 20000 18048 2008 "AIR" "AAR CORP" 851.312 1377.511 38.884 656.895 . . 289.49 1.87 1.92 2.07 2.12 0 14.7 19.84 9.69 54594 20000 18413 2009 "AIR" "AAR CORP" 863.429 1501.042 39.484 746.906 . . 224.437 1.16 1.16 1.17 1.17 0 19.7 26.08 14.31 54594 20000 18778 2010 "AIR" "AAR CORP" 913.985 1703.727 39.781 835.845 . . 232.147 1.73 1.81 1.76 1.85 0 26.39 29.05 14.91 54594 20000 19144 2011 "AIR" "AAR CORP" 1063.272 2195.653 40.273 864.649 . . 209.525 1.65 1.65 1.68 1.68 0 12.05 31.66 12.02 54594 20000 19509 2012 "AIR" "AAR CORP" 1033.7 2136.9 39.382 918.6 . . 138.8 1.38 1.38 1.38 1.38 0 20.06 20.87 10 54594 20000 19874 2013 "AIR" "AAR CORP" 1116.9 2199.5 39.56 999.5 . . 75.5 1.83 1.83 1.85 1.85 0 24.3 31.55 19.98 54594 20000 20239 2014 "AIR" "AAR CORP" 954.1 1515 35.423 845.1 . . 48 .24 -1.4 .26 -1.4 0 29.54 34.24 22.37 54594 20000 20605 2015 "AIR" "AAR CORP" 873.1 1442.1 34.515 865.8 . . 0 1.37 1.16 1.37 1.16 0 24.41 32.87 18.36 54594 20000 20970 2016 "AIR" "AAR CORP" 888.5 1504.1 34.354 914.2 . . 0 1.64 1.45 1.66 1.47 0 34.94 38.75 21.78 54594 20000 21335 2017 "AIR" "AAR CORP" 942.7 1524.7 34.716 936.3 . . 0 .41 2.11 .44 2.14 0 44.69 47.97 33.92 54594 20000 21700 2018 "AIR" "AAR CORP" 952.5 1517.2 34.788 905.9 . . 0 .21 2.4 .2 2.42 0 30.09 51.52 29.84 54594 20000 22066 2019 "AIR" "AAR CORP" 1438.7 2079 35.097 902.6 . . 0 .13 .71 .12 .71 0 20.17 52.78 8.56 54594 20000 22431 2020 "AIR" "AAR CORP" 937 1539.7 35.375 974.4 . . 0 1 1.3 1.01 1.31 0 41.75 45.49 16.53 54594 20000 22796 2021 "AIR" "AAR CORP" 1007.2 1573.9 35.391 1034.5 . . 0 2.17 2.16 2.2 2.19 0 48.22 52 30.9 61903 11 5052 1973 "ABA.2" "A.B.A. INDUSTRIES INC" . . . . . . . . . . . . 1.99999958 4.49999571 1.99999958 61903 11 5417 1974 "ABA.2" "A.B.A. INDUSTRIES INC" 2.049 3.269 .292 1.942 . .001 0 -.06 -.06 -.06 -.06 . 2.49999966 3.49999666 1.62499957 61903 11 5782 1975 "ABA.2" "A.B.A. INDUSTRIES INC" 2.916 4.266 .287 2.183 . 0 0 1.01 1.01 1.01 1.01 . 4.74999845 4.99999523 1.49999969 61903 11 6148 1976 "ABA.2" "A.B.A. INDUSTRIES INC" 3.269 4.705 .286 2.54 . 0 0 1.35 1.35 1.35 1.35 . 5.24999797 5.49999774 3.99999619 61903 11 6513 1977 "ABA.2" "A.B.A. INDUSTRIES INC" 3.29 4.843 .286 2.744 . 0 0 .81 1 .81 1 . 4.99999523 6.24999702 4.74999845 61903 11 6878 1978 "ABA.2" "A.B.A. INDUSTRIES INC" 4.82 7.164 .285 2.935 . 0 0 .7 .7 .7 .7 . 5.99999726 6.49999678 4.74999845 61903 11 7243 1979 "ABA.2" "A.B.A. INDUSTRIES INC" 6.241 9.251 .295 3.509 . 0 0 1.59 1.59 1.59 1.59 . 8.49999785 8.74999464 5.12499511 61903 11 7609 1980 "ABA.2" "A.B.A. INDUSTRIES INC" 10.275 15.504 .896 6.874 . .075 0 1.29 1.29 1.29 1.29 . 16.12499654 18.24999601 3.999999165 61903 11 7974 1981 "ABA.2" "A.B.A. INDUSTRIES INC" 17.223 24.48 1.139 8.602 . .098 0 1.29 1.29 1.29 1.29 . 11.74999833 22.79996872 9.12499905 10058 20 5386 1974 "4135B" "ABKCO INDUSTRIES INC" 7.507 14.358 1.47 4.727 . .11 0 -.32 -.32 -.32 -.32 . . . . 10058 20 5751 1975 "4135B" "ABKCO INDUSTRIES INC" 6.393 11.898 1.442 4.718 . .132 0 .03 .03 .03 .03 . . . . 10058 20 6117 1976 "4135B" "ABKCO INDUSTRIES INC" 5.366 11.223 1.438 4.082 . .089 0 -.44 -.44 -.44 -.44 . . . . 10058 20 6482 1977 "4135B" "ABKCO INDUSTRIES INC" 10.313 12.094 1.385 3.552 . .132 0 -.33 -.33 -.33 -.33 . . . . 10058 20 6847 1978 "4135B" "ABKCO INDUSTRIES INC" 6.166 9.042 1.382 3.58 . .132 0 .03 .03 .03 .03 . . . . 10058 20 7212 1979 "4135B" "ABKCO INDUSTRIES INC" 4.973 7.554 1.251 3.155 . 0 0 -.07 -.07 -.07 -.07 . 1.75 2 1.25 10058 20 7578 1980 "4135B" "ABKCO INDUSTRIES INC" 5.296 7.199 1.164 2.973 . 0 0 .02 .02 .02 .02 . 1.75 2 1.5 10058 20 7943 1981 "4135B" "ABKCO INDUSTRIES INC" 3.091 5.271 1.138 1.891 . 0 0 -.9 -.9 -.9 -.9 . .75 1.75 .75 10058 20 8308 1982 "4135B" "ABKCO INDUSTRIES INC" 2.832 4.877 1.13 1.896 . 0 0 .25 .11 .25 .11 . .5 .75 .5 10058 20 8673 1983 "4135B" "ABKCO INDUSTRIES INC" 2.075 3.974 1.121 .833 . 0 0 -.94 -.93 -.94 -.93 . .5 .5 .5 10066 6331 8917 1983 "ABMC." "ABM COMPUTER SYSTEMS INC" 1.267 1.54 2.459 .778 . .431 0 -.46 -.46 -.46 -.46 . 2.125 2.375 1.125 10066 6331 9282 1984 "ABMC." "ABM COMPUTER SYSTEMS INC" .75 .973 3.234 .384 .4 .4 0 -.22 -.22 -.22 -.22 . .53099996 2.75 .5 10066 6331 9647 1985 "ABMC." "ABM COMPUTER SYSTEMS INC" .821 .965 11.41 .636 .362 .362 0 -.14 -.14 -.14 -.14 . 1.375 2.68699932 .375 10074 5271 8339 1982 "ABSI.1" "ABS INDUSTRIES INC" 9.282 25.689 .876 .385 . .1 0 -7.23 -7.09 -7.23 -7.09 . 2.49999619 4.99998665 2.49999619 10074 5271 8704 1983 "ABSI.1" "ABS INDUSTRIES INC" 4.049 8.08 .876 -2.615 . .094 0 -3.4 1.41 -3.4 1.41 . 4.99998665 6.49998665 .99999833 10074 5271 9070 1984 "ABSI.1" "ABS INDUSTRIES INC" 4.076 8.869 .876 -.541 .091 .091 0 2.52 1.53 2.52 1.53 . 5.4999876 6.74998283 4.49998856 10074 5271 9435 1985 "ABSI.1" "ABS INDUSTRIES INC" 3.139 10.549 .876 2.12 .088 .088 0 3.32 1.91 3.33 1.92 . 11.49997902 13.49997711 4.99998665 10074 5271 9800 1986 "ABSI.1" "ABS INDUSTRIES INC" 3.396 14.16 .862 2.835 . . 0 2.79 1.83 2.8 1.84 . 17.4999733 22.74996758 11.24997711 10074 5271 10165 1987 "ABSI.1" "ABS INDUSTRIES INC" 3.982 17.344 .842 2.947 0 0 0 1.37 1 1.37 1 . 11.99997711 19.9999752 11.99997711 10074 5271 10531 1988 "ABSI.1" "ABS INDUSTRIES INC" 6.692 16.217 .842 3.779 0 0 0 1.79 1.5 1.79 1.5 . 13.99998093 15.9999733 9.49998093 10074 5271 10896 1989 "ABSI.1" "ABS INDUSTRIES INC" 7.555 26.089 2.526 4.935 0 0 0 .78 .52 .78 .52 0 6.99999809 8.99999809 4.66666031 10074 5271 11261 1990 "ABSI.1" "ABS INDUSTRIES INC" 10.047 32.335 2.526 6.262 0 0 0 .85 .57 .85 .57 0 5.99999809 8.49999809 5.74999809 end format %td datadate
Code:
* Example generated by -dataex-. For more info, type help dataex clear input str6 GVKEY str2 LINKPRIM str4 LIID str2 LINKTYPE double(LPERMNO LPERMCO) long(LINKDT LINKENDDT) str4 iid long datadate str8 tic str70 conm double(dvrate navm prccm prchm prclm trfm trt1m cshoq) long ccmbegdt "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9527 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 4.25 4.375 2.375 1 . 3.68 9163 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9555 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 3.125 4.25 3.125 1 -26.470588235294112 . 9191 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9586 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 4.375 4.375 3.125 1 39.99999999999999 . 9222 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9616 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 3.875 4.25 3.875 1 -11.428571428571432 3.793 9252 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9647 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 3.06199932 4.06199932 3 1 -20.98066270967742 . 9283 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9677 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 3.06199932 3.125 2.81199932 1 0 . 9313 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9708 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 2.81199932 3.375 2.53099918 1 -8.16460011493405 3.793 9344 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9739 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 1.06199932 2.5 1 1 -62.23330096680109 . 9375 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9769 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . 1 1.25 .93699998 1 -5.837981139196957 . 9405 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9800 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .75 1 .68699998 1 -25 3.843 9436 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9830 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .78099996 .81199998 .68699998 1 4.133328000000014 . 9466 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9861 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .46899998 .78099996 .43699998 1 -39.94878309596841 . 9497 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9892 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .375 .46899998 .375 1 -20.04264051354544 . 9528 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9920 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .375 .375 .375 1 0 . 9556 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9951 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .21899998 .375 .21899998 1 -41.600005333333336 . 9587 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 9981 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .21899998 .21899998 .18699998 1 0 3.893 9617 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 10012 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .18699998 .21899998 .18699998 1 -14.611873480536385 . 9648 "013007" "P" "01" "LU" 10000 7952 9503 10042 "01" 10042 "OMFGA" "OPTIMUM MANUFACTURING -CL A" . . .18699998 .18699998 .18699998 1 0 . 9678 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 9527 "EGAS" "GAS NATURAL INC" . . 6 6.25 5.625 1 . . 9163 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 9555 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9981 "EGAS" "GAS NATURAL INC" .41999996 . 5.875 6.375 5.875 1.08328240698335 -7.843137254901955 . 9617 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10012 "EGAS" "GAS NATURAL INC" .41999996 . 5.875 6.25 5.5 1.08328240698335 0 . 9648 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10042 "EGAS" "GAS NATURAL INC" .41999996 . 5.875 6 5.5 1.1026431915624062 1.787233361702123 .991 9678 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10073 "EGAS" "GAS NATURAL INC" .41999996 . 6 6.25 5.5 1.10264319156241 2.1276595744680993 . 9709 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10104 "EGAS" "GAS NATURAL INC" .41999996 . 6.5 6.5 6 1.10264319156241 8.333333333333325 . 9740 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10134 "EGAS" "GAS NATURAL INC" .41999996 . 6.25 6.5 6 1.1211675901237421 -2.230769846153835 .992 9770 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10165 "EGAS" "GAS NATURAL INC" .41999996 . 6.375 6.5 5.875 1.1211675901237401 2.0000000000000018 . 9801 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10195 "EGAS" "GAS NATURAL INC" .41999996 . 6.25 6.375 5.875 1.1211675901237401 -1.9607843137254832 . 9831 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10226 "EGAS" "GAS NATURAL INC" .41999996 . 5.875 6.375 5.875 1.1412054713350235 -4.320000639999999 .992 9862 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10257 "EGAS" "GAS NATURAL INC" .41999996 . 6.25 6.5 5.875 1.14120547133502 6.382978723404276 . 9893 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10286 "EGAS" "GAS NATURAL INC" .41999996 . 6.75 6.75 6.25 1.14120547133502 7.999999999999985 . 9921 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10317 "EGAS" "GAS NATURAL INC" .43999994 . 6.125 6.75 6.125 1.1617005806879308 -7.629630370370366 .992 9952 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10347 "EGAS" "GAS NATURAL INC" .43999994 . 6.125 6.625 6.125 1.16170058068793 0 . 9982 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10378 "EGAS" "GAS NATURAL INC" .43999994 . 6.625 6.625 6.125 1.16170058068793 8.163265306122458 . 10013 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10408 "EGAS" "GAS NATURAL INC" .43999994 . 6.25 6.75 6.25 1.1821465016144328 -4.000000754716981 .992 10043 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10439 "EGAS" "GAS NATURAL INC" .43999994 . 6.25 6.75 6.25 1.18214650161443 0 . 10074 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10470 "EGAS" "GAS NATURAL INC" .43999994 . 6.625 6.625 6.25 1.18214650161443 6.000000000000005 . 10105 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10500 "EGAS" "GAS NATURAL INC" .43999994 . 6.625 6.625 6.125 1.2017745855495638 1.6603766037735834 .998 10135 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10531 "EGAS" "GAS NATURAL INC" .43999994 . 6.625 6.625 6.125 1.2017745855495598 0 . 10166 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10561 "EGAS" "GAS NATURAL INC" .43999994 . 6.625 6.625 6.125 1.2017745855495598 0 . 10196 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10592 "EGAS" "GAS NATURAL INC" .43999994 . 6.375 6.625 6.125 1.2225110787764968 -2.113208301886793 .998 10227 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10623 "EGAS" "GAS NATURAL INC" .43999994 . 6.5 6.5 6.125 1.2225110787765 1.9607843137254832 . 10258 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10651 "EGAS" "GAS NATURAL INC" .43999994 . 6.75 6.75 6.25 1.2225110787765 3.8461538461538547 . 10287 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10682 "EGAS" "GAS NATURAL INC" .4799999 . 6.75 7 6.25 1.2442446000102223 1.7777770370370538 .998 10318 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10712 "EGAS" "GAS NATURAL INC" .4799999 . 7.25 7.5 6.75 1.2442446000102199 7.407407407407396 . 10348 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10743 "EGAS" "GAS NATURAL INC" .4799999 . 7 7.5 7 1.2442446000102199 -3.44827586206895 . 10379 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 10773 "EGAS" "GAS NATURAL INC" .4799999 . 7 7.25 7 1.265574498551505 1.7142849999999932 1.001 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1.29924392965538 -2.4691358024691468 . 10624 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11016 "EGAS" "GAS NATURAL INC" .5 . 10 10 9.75 1.29924392965538 1.2658227848101333 . 10652 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11047 "EGAS" "GAS NATURAL INC" .5 . 10.125 10.125 9.75 1.315283978169644 2.499999999999991 1.027 10683 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11077 "EGAS" "GAS NATURAL INC" .5 . 10 10 9.75 1.31528397816964 -1.2345679012345623 . 10713 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11108 "EGAS" "GAS NATURAL INC" .5 . 9.75 10 9.75 1.31528397816964 -2.500000000000002 . 10744 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11138 "EGAS" "GAS NATURAL INC" .54999995 . 9.75 10.25 9.75 1.3338328453417883 1.4102556923076826 1.031 10774 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11169 "EGAS" "GAS NATURAL INC" .54999995 . 10.25 10.25 9.875 1.3338328453417898 5.128205128205132 . 10805 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11200 "EGAS" "GAS NATURAL INC" .54999995 . 9.5 10.25 9.5 1.3338328453417898 -7.317073170731703 . 10836 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11230 "EGAS" "GAS NATURAL INC" .54999995 . 9.75 9.875 9.5 1.352643298969092 4.07894663157895 1.049 10866 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11261 "EGAS" "GAS NATURAL INC" .54999995 . 9.5 9.75 9.5 1.35264329896909 -2.5641025641025883 . 10897 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11291 "EGAS" "GAS NATURAL INC" .54999995 . 9.625 9.75 9.25 1.35264329896909 1.3157894736842257 . 10927 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11322 "EGAS" "GAS NATURAL INC" .54999995 . 9.5 9.75 9.25 1.3722210209610077 .12986940259740454 1.054 10958 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11353 "EGAS" "GAS NATURAL INC" .54999995 . 9.625 9.75 9.25 1.37222102096101 1.3157894736842035 . 10989 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11381 "EGAS" "GAS NATURAL INC" .54999995 . 9.75 10 9.25 1.37222102096101 1.298701298701288 . 11017 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11412 "EGAS" "GAS NATURAL INC" .54999995 . 9.5 10 9.5 1.3920821045743434 -1.1538468717948613 1.054 11048 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11442 "EGAS" "GAS NATURAL INC" .54999995 . 10 10 9.75 1.3920821045743401 5.2631578947368585 . 11078 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11473 "EGAS" "GAS NATURAL INC" .54999995 . 10 10 9.75 1.3920821045743401 0 . 11109 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11503 "EGAS" "GAS NATURAL INC" .5999999 . 10.5 10.5 9.75 1.41196898913096 6.499999799999978 1.073 11139 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11534 "EGAS" "GAS NATURAL INC" .5999999 . 10.125 10.5 10 1.41196898913096 -3.571428571428581 . 11170 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11565 "EGAS" "GAS NATURAL INC" .5999999 . 11.5 12 10.125 1.41196898913096 13.580246913580263 . 11201 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11595 "EGAS" "GAS NATURAL INC" .5999999 . 11.5 12 11.5 1.4303859734901134 1.3043476521739095 1.075 11231 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11626 "EGAS" "GAS NATURAL INC" .5999999 . 13 13 11.5 1.43038597349011 13.043478260869556 . 11262 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11656 "EGAS" "GAS NATURAL INC" .5999999 . 14.75 15 12.25 1.43038597349011 13.461538461538458 . 11292 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11687 "EGAS" "GAS NATURAL INC" .5999999 . 14.5 15.25 14.25 1.4451830677946478 -.6779662372881523 1.075 11323 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11718 "EGAS" "GAS NATURAL INC" .5999999 . 13.75 15.25 13.75 1.44518306779465 -5.1724137931034475 . 11354 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11747 "EGAS" "GAS NATURAL INC" .5999999 . 11 14.5 11 1.44518306779465 -20.000000000000007 . 11382 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11778 "EGAS" "GAS NATURAL INC" .5999999 . 11.75 12.25 11 1.4636322108810786 8.181817999999996 1.075 11413 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11808 "EGAS" "GAS NATURAL INC" .5999999 . 11.5 12 11.5 1.46363221088108 -2.127659574468077 . 11443 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11839 "EGAS" "GAS NATURAL INC" .5999999 . 11.75 12.25 11.5 1.46363221088108 2.1739130434782483 . 11474 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11869 "EGAS" "GAS NATURAL INC" .63 . 11.75 12.5 11.75 1.4832510995182604 1.3404247659574375 1.075 11504 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11900 "EGAS" "GAS NATURAL INC" .63 . 12.5 12.5 11.75 1.4832510995182602 6.382978723404276 . 11535 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11931 "EGAS" "GAS NATURAL INC" .63 . 13 13 11.75 1.4832510995182602 3.9999999999999813 . 11566 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11961 "EGAS" "GAS NATURAL INC" .63 . 15 15.25 12.5 1.4988252271636953 16.59615315384615 1.076 11596 "012994" "P" "01" "LC" 10001 7953 9505 21062 "01" 11992 "EGAS" "GAS NATURAL INC" .63 . 15 15 14.25 1.4988252271637001 0 . 11627 end format %td LINKDT format %td LINKENDDT format %td datadate format %td ccmbegdt
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