Creating value weighted industry portfolios in SAS? Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern) The Ask Question Wizard is Live! Data science time! April 2019 and salary with experience Should we burninate the [wrap] tag?SAS/R calculate distance between two groupsFilling in the months and years in date range?extracting from dataset using another dataset in SASSAS creating subtables ordered by yearcalculate market weighted return using SASAsking SAS to compute calculations based on datesReturn dataset of column sums in SASSAS Regression Output Data StructureCreating portfolios depending on 2 variables with SASCreate variables with years based on the start and end dates
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Creating value weighted industry portfolios in SAS?
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)
The Ask Question Wizard is Live!
Data science time! April 2019 and salary with experience
Should we burninate the [wrap] tag?SAS/R calculate distance between two groupsFilling in the months and years in date range?extracting from dataset using another dataset in SASSAS creating subtables ordered by yearcalculate market weighted return using SASAsking SAS to compute calculations based on datesReturn dataset of column sums in SASSAS Regression Output Data StructureCreating portfolios depending on 2 variables with SASCreate variables with years based on the start and end dates
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I am new to SAS and I would like to create industry portfolios based on market capitalization.
I have an excel file which has a a number of variables:
- Date
- Company Name
- Industry code (between 1 and 26)
- Return of each company
- Market cap
I would like to create a portfolio in June of each year based on the market cap and then create the value-weighted return.
I will need to re balance the portfolio in the next year.
Any advice or reference which would be useful would be greatly appreciate.
Thanks
sas
add a comment |
I am new to SAS and I would like to create industry portfolios based on market capitalization.
I have an excel file which has a a number of variables:
- Date
- Company Name
- Industry code (between 1 and 26)
- Return of each company
- Market cap
I would like to create a portfolio in June of each year based on the market cap and then create the value-weighted return.
I will need to re balance the portfolio in the next year.
Any advice or reference which would be useful would be greatly appreciate.
Thanks
sas
Hello, welcome to Stack Overflow. Please see this post on creating quality questions that are more likely to be answered: stackoverflow.com/help/how-to-ask. There are free SAS courses online that can be taken to get yourself introduced to SAS. I recommend starting there. coursera.org/learn/sas-programming-basics
– Stu Sztukowski
Mar 8 at 21:34
add a comment |
I am new to SAS and I would like to create industry portfolios based on market capitalization.
I have an excel file which has a a number of variables:
- Date
- Company Name
- Industry code (between 1 and 26)
- Return of each company
- Market cap
I would like to create a portfolio in June of each year based on the market cap and then create the value-weighted return.
I will need to re balance the portfolio in the next year.
Any advice or reference which would be useful would be greatly appreciate.
Thanks
sas
I am new to SAS and I would like to create industry portfolios based on market capitalization.
I have an excel file which has a a number of variables:
- Date
- Company Name
- Industry code (between 1 and 26)
- Return of each company
- Market cap
I would like to create a portfolio in June of each year based on the market cap and then create the value-weighted return.
I will need to re balance the portfolio in the next year.
Any advice or reference which would be useful would be greatly appreciate.
Thanks
sas
sas
asked Mar 8 at 16:20
user11140153user11140153
53
53
Hello, welcome to Stack Overflow. Please see this post on creating quality questions that are more likely to be answered: stackoverflow.com/help/how-to-ask. There are free SAS courses online that can be taken to get yourself introduced to SAS. I recommend starting there. coursera.org/learn/sas-programming-basics
– Stu Sztukowski
Mar 8 at 21:34
add a comment |
Hello, welcome to Stack Overflow. Please see this post on creating quality questions that are more likely to be answered: stackoverflow.com/help/how-to-ask. There are free SAS courses online that can be taken to get yourself introduced to SAS. I recommend starting there. coursera.org/learn/sas-programming-basics
– Stu Sztukowski
Mar 8 at 21:34
Hello, welcome to Stack Overflow. Please see this post on creating quality questions that are more likely to be answered: stackoverflow.com/help/how-to-ask. There are free SAS courses online that can be taken to get yourself introduced to SAS. I recommend starting there. coursera.org/learn/sas-programming-basics
– Stu Sztukowski
Mar 8 at 21:34
Hello, welcome to Stack Overflow. Please see this post on creating quality questions that are more likely to be answered: stackoverflow.com/help/how-to-ask. There are free SAS courses online that can be taken to get yourself introduced to SAS. I recommend starting there. coursera.org/learn/sas-programming-basics
– Stu Sztukowski
Mar 8 at 21:34
add a comment |
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Hello, welcome to Stack Overflow. Please see this post on creating quality questions that are more likely to be answered: stackoverflow.com/help/how-to-ask. There are free SAS courses online that can be taken to get yourself introduced to SAS. I recommend starting there. coursera.org/learn/sas-programming-basics
– Stu Sztukowski
Mar 8 at 21:34