Hi Everyone. I am doing research on how Price Earning (P/E) ratio, Price to book (P/B) ratio, Dividend Yield, Risk Premium, Market Capitalisation (Size) affect stock market returns.
I have download monthly stock returns for 100 companies and also monthly P/E ratio, P/B ratio, Dividend Yield, Risk Premium and Market capitalisation data from Bloomberg for a duration of 10 years.
My question is how do I convert these monthly data for returns to 6 month, 1 year, 2 year and 5 year return data?
Secondly, How do I convert monthly P/E ratio, P/B ratio, Dividend Yield, Risk Premium and Market capitalisation data into 6 month, 1 year, 2 year and 5 year data?
The returns stock return data is simple returns.
I am new to stata and I apologise if my question seems inane, but I really need your expert help. Please provide me with some guidance and code.
I have download monthly stock returns for 100 companies and also monthly P/E ratio, P/B ratio, Dividend Yield, Risk Premium and Market capitalisation data from Bloomberg for a duration of 10 years.
My question is how do I convert these monthly data for returns to 6 month, 1 year, 2 year and 5 year return data?
Secondly, How do I convert monthly P/E ratio, P/B ratio, Dividend Yield, Risk Premium and Market capitalisation data into 6 month, 1 year, 2 year and 5 year data?
The returns stock return data is simple returns.
I am new to stata and I apologise if my question seems inane, but I really need your expert help. Please provide me with some guidance and code.
