These are my data. My data are quarterly from 2004q1 to 2022q4.I want to make portfolios using RimRf and stock characteristics as in the following stata do file. Some problems that i have is that in the first part where I want them to( by year: egen percentiles), is that I want it to make percentiles each second quarter of each year and for the last year I will have to take q2 and q4,so to understand I will have to make percentiles in the q2 of 2022 and q4 of 2022. Second problem that i face is that when i sum market values(egen total_mc = total(marketvalue * SV), by(quarters)) the problem is that some have market value but if it their first quarter they don't have a Return where i extract RimRf. Therefore the total_mc is more than it should be. So in just easy words if it is their first quarter I should not take their market value in the portfolios. I am trying to make. I suspect that they may be other problems as well but for now. That's good. If any finance people see something wrong with the way I am trying to do my portfolios let me know.
by year: egen pctlMV80 = pctile(marketvalue), p(80)
by year: egen pctlMV20 = pctile(marketvalue), p(20)
by year: egen pctlMtBV30 = pctile(mtbvalue), p(30)
by year: egen pctlMtBV70 = pctile(mtbvalue), p(70)
by year: egen esg20 = pctile(TRESG), p(20)
by year: egen esg80 = pctile(TRESG), p(80)
gen SN=1 if marketvalue<= pctlMV20 & pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70
gen SV=1 if marketvalue<= pctlMV20 & mtbvalue>=pctlMtBV70
gen SG=1 if marketvalue<= pctlMV20 & mtbvalue<=pctlMtBV30
gen BN=1 if marketvalue>= pctlMV80 & pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70
gen BV=1 if marketvalue>= pctlMV80 & mtbvalue>=pctlMtBV70
gen BG=1 if marketvalue>= pctlMV80 & mtbvalue<=pctlMtBV30
gen MV=1 if marketvalue< pctlMV80 & marketvalue> pctlMV20 & mtbvalue>=pctlMtBV70
gen MG=1 if marketvalue< pctlMV80 & marketvalue> pctlMV20 & mtbvalue<=pctlMtBV30
gen MN=1 if marketvalue< pctlMV80 & marketvalue> pctlMV20 & pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70
gen GL=1 if mtbvalue<=pctlMtBV30 & TRESG<=esg20
gen GH=1 if mtbvalue<=pctlMtBV30 & TRESG>=esg80
gen VL=1 if mtbvalue>=pctlMtBV70 & TRESG<=esg20
gen VH=1 if mtbvalue>=pctlMtBV70 & TRESG>=esg80
gen NL=1 if pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70 & TRESG<=esg20
gen NH=1 if pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70 & TRESG>=esg80
egen total_mc_SN = total(marketvalue * SN), by(quarters)
egen total_mc_SV = total(marketvalue * SV), by(quarters)
egen total_mc_SG = total(marketvalue * SG), by(quarters)
egen total_mc_BG = total(marketvalue * BG), by(quarters)
egen total_mc_BN = total(marketvalue * BN), by(quarters)
egen total_mc_BV = total(marketvalue * BV), by(quarters)
egen total_mc_MG = total(marketvalue * MG), by(quarters)
egen total_mc_MV = total(marketvalue * MV), by(quarters)
egen total_mc_MN = total(marketvalue * MN), by(quarters)
egen total_mc_GL = total(marketvalue * GL), by(quarters)
egen total_mc_NL = total(marketvalue * NL), by(quarters)
egen total_mc_VL = total(marketvalue * VL), by(quarters)
egen total_mc_GH = total(marketvalue * GH), by(quarters)
egen total_mc_VH = total(marketvalue * VH), by(quarters)
egen total_mc_NH = total(marketvalue * NH), by(quarters)
gen SNRET=(SN* RimRf*marketvalue)/ total_mc_SN
gen SVRET=(SV*RimRf*marketvalue)/ total_mc_SV
gen SGRET=(SG*RimRf*marketvalue)/ total_mc_SG
gen BVRET=(BV*RimRf*marketvalue)/ total_mc_BV
gen BNRET=(BN*RimRf*marketvalue)/ total_mc_BN
gen BGRET=(BG*RimRf*marketvalue)/ total_mc_BG
gen MVRET=(MV*RimRf*marketvalue)/ total_mc_MV
gen MGRET=(MG*RimRf*marketvalue)/ total_mc_MG
gen MNRET=(MN*RimRf*marketvalue)/ total_mc_MN
gen GLRET=(GL*RimRf*marketvalue)/ total_mc_GL
gen GHRET=(GH*RimRf*marketvalue)/ total_mc_GH
gen VLRET=(VL*RimRf*marketvalue)/ total_mc_VL
gen VHRET=(VH*RimRf*marketvalue)/ total_mc_VH
gen NLRET=(NL*RimRf*marketvalue)/ total_mc_NL
gen NHRET=(NH*RimRf*marketvalue)/ total_mc_NH
by quarters: egen WVR_SV=sum(SVRET)
by quarters: egen WVR_SN=sum(SNRET)
by quarters: egen WVR_SG=sum(SGRET)
by quarters: egen WVR_BV=sum(BVRET)
by quarters: egen WVR_BN=sum(BNRET)
by quarters: egen WVR_BG=sum(BGRET)
by quarters: egen WVR_MV=sum(MVRET)
by quarters: egen WVR_MG=sum(MGRET)
by quarters: egen WVR_MN=sum(MNRET)
by quarters: egen WVR_GL=sum(GLRET)
by quarters: egen WVR_GH=sum(GHRET)
by quarters: egen WVR_VL=sum(VLRET)
by quarters: egen WVR_VH=sum(VHRET)
by quarters: egen WVR_NL=sum(NLRET)
by quarters: egen WVR_NH=sum(NHRET)
by quarters: gen SMB=(1/3)*( WVR_SV + WVR_SN + WVR_SG )-(1/3)*( WVR_BV+ WVR_BN+ WVR_BG)
by quarters: gen HML=(1/3)*( WVR_SV + WVR_BV + WVR_MV )-(1/3)*( WVR_SG + WVR_BG + WVR_MG)
by quarters: gen HMLESG=(1/3)*(WVR_GH + WVR_VH + WVR_NH) - (1/3)*( WVR_GL + WVR_VL + WVR_NL)
input float(RimRf EMR quarters RM Spreturn) byte(EndOfMonth Month) str6 CompanyCode str4 SICCode float(mtbvalue return beta) str6 time float(RI marketvalue) long CompCode double Rfquart float(year SICc SicNum CGSCOR ENSCOR SOSCOR TRESG)
. . 176 . 1650.42 1 3 "28484K" "6211" . . 1.13 "Q12004" . . 841 1.0961290322580646 2004 6211 8 . . . .
. . 176 . 1650.42 1 3 "903705" "3492" 2.8 11045.44 1.39 "Q12004" . 1860.53 4019 1.0961290322580646 2004 3492 4 . . . .
. . 176 . 1650.42 1 3 "326570" "2835" 1.84 124.27 . "Q12004" . 210.45 1390 1.0961290322580646 2004 2835 4 . . . .
. . 176 . 1650.42 1 3 "511922" "3663" 3.28 274.67 1.32 "Q12004" . 214.19 1899 1.0961290322580646 2004 3663 4 . . . .
. . 176 . 1650.42 1 3 "8898Y1" "6331" . . .73 "Q12004" . . 3677 1.0961290322580646 2004 6331 8 . . . .
. . 176 . 1650.42 1 3 "36268N" "7359" . . 1.14 "Q12004" . . 1558 1.0961290322580646 2004 7359 9 . . . .
. . 176 . 1650.42 1 3 "50453C" "5713" . . 1.25 "Q12004" . . 1716 1.0961290322580646 2004 5713 7 . . . .
. . 176 . 1650.42 1 3 "257725" "5999" 1.45 23.4 3.29 "Q12004" . 4.6739717 369 1.0961290322580646 2004 5999 7 . . . .
. . 176 . 1650.42 1 3 "41003N" "3669" . . .74 "Q12004" . . 1567 1.0961290322580646 2004 3669 4 . . . .
. . 176 . 1650.42 1 3 "2570LF" "4911" . . 1.09 "Q12004" . . 331 1.0961290322580646 2004 4911 5 . . . .
. . 176 . 1650.42 1 3 "28749M" "6282" . . 1.36 "Q12004" . . 877 1.0961290322580646 2004 6282 8 . . . .
. . 176 . 1650.42 1 3 "2590HD" "7997" . . 1.25 "Q12004" . . 441 1.0961290322580646 2004 7997 9 . . . .
. . 176 . 1650.42 1 3 "974117" "1531" .94 4224.31 1.75 "Q12004" . 1335.806 5728 1.0961290322580646 2004 1531 3 . . . .
. . 176 . 1650.42 1 3 "27225R" "6512" .19 66.67 1.28 "Q12004" . 18.071024 664 1.0961290322580646 2004 6512 8 49.67 6.35 22.06 31.78
. . 176 . 1650.42 1 3 "9374P9" "7375" . . 1.13 "Q12004" . . 5272 1.0961290322580646 2004 7375 9 . . . .
. . 176 . 1650.42 1 3 "902103" "4932" 1.4 3340.3 .7 "Q12004" . 6821.01 3975 1.0961290322580646 2004 4932 5 . . . .
. . 176 . 1650.42 1 3 "673306" "2836" 5.07 13.21 .87 "Q12004" . 89.83023 2268 1.0961290322580646 2004 2836 4 . . . .
. . 176 . 1650.42 1 3 "944938" "6141" 5.77 6358.32 1.15 "Q12004" . 16958.04 5439 1.0961290322580646 2004 6141 8 . . . .
. . 176 . 1650.42 1 3 "29149U" "5511" . . 1.34 "Q12004" . . 959 1.0961290322580646 2004 5511 7 . . . .
. . 176 . 1650.42 1 3 "8953G5" "8731" . . -.33 "Q12004" . . 3820 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "86737J" "2043" . . .43 "Q12004" . . 3141 1.0961290322580646 2004 2043 4 . . . .
. . 176 . 1650.42 1 3 "53624C" "3731" . . .46 "Q12004" . . 2081 1.0961290322580646 2004 3731 4 . . . .
. . 176 . 1650.42 1 3 "8761DY" "6035" . . .43 "Q12004" . . 3369 1.0961290322580646 2004 6035 8 . . . .
. . 176 . 1650.42 1 3 "9839J3" "5999" . . .79 "Q12004" . . 5922 1.0961290322580646 2004 5999 7 . . . .
. . 176 . 1650.42 1 3 "884440" "5141" 2.89 256.74 .73 "Q12004" . 677.5 3572 1.0961290322580646 2004 5141 6 . . . .
. . 176 . 1650.42 1 3 "35993L" "6512" . . . "Q12004" . . 1523 1.0961290322580646 2004 6512 8 . . . .
. . 176 . 1650.42 1 3 "779117" "3312" .38 17.58 1.78 "Q12004" . 118.42394 3071 1.0961290322580646 2004 3312 4 . . . .
. . 176 . 1650.42 1 3 "9536Y2" "7334" . . 1.47 "Q12004" . . 5645 1.0961290322580646 2004 7334 9 . . . .
. . 176 . 1650.42 1 3 "87708H" "7371" . . 1.11 "Q12004" . . 3392 1.0961290322580646 2004 7371 9 . . . .
. . 176 . 1650.42 1 3 "898345" "8059" .93 41.79 1.1 "Q12004" . 138.72 3864 1.0961290322580646 2004 8059 9 . . . .
. . 176 . 1650.42 1 3 "154394" "7372" 4.99 527.03 1.32 "Q12004" . 2429.68 242 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "2551XU" "7375" . . 2.11 "Q12004" . . 260 1.0961290322580646 2004 7375 9 85.22 46.88 55.5 61.63
. . 176 . 1650.42 1 3 "30981V" "3562" . . 1.68 "Q12004" . . 1209 1.0961290322580646 2004 3562 4 81.79 27.55 48.66 51.85
. . 176 . 1650.42 1 3 "885991" "6029" .7 84.44 . "Q12004" . 181.04765 3610 1.0961290322580646 2004 6029 8 . . . .
. . 176 . 1650.42 1 3 "134982" "2841" 2.67 115.11 1.23 "Q12004" . 306.3576 62 1.0961290322580646 2004 2841 4 . . . .
. . 176 . 1650.42 1 3 "867383" "6035" 1.38 359.33 .94 "Q12004" . 174.96 3142 1.0961290322580646 2004 6035 8 . . . .
. . 176 . 1650.42 1 3 "51860W" "3559" . . 1.35 "Q12004" . . 2026 1.0961290322580646 2004 3559 4 . . . .
. . 176 . 1650.42 1 3 "2588R0" "2834" . . 1.19 "Q12004" . . 424 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "69633H" "7319" . . .62 "Q12004" . . 2575 1.0961290322580646 2004 7319 9 . . . .
. . 176 . 1650.42 1 3 "50539E" "6282" . . .53 "Q12004" . . 1756 1.0961290322580646 2004 6282 8 . . . .
. . 176 . 1650.42 1 3 "546697" "2836" 6.75 1232.2 .41 "Q12004" . 12632.25 2214 1.0961290322580646 2004 2836 4 . . . .
. . 176 . 1650.42 1 3 "8900MR" "1623" . . .94 "Q12004" . . 3686 1.0961290322580646 2004 1623 3 . . . .
. . 176 . 1650.42 1 3 "308918" "3861" 1.26 176.68 .94 "Q12004" . 146.66772 1176 1.0961290322580646 2004 3861 4 . . . .
. . 176 . 1650.42 1 3 "9445C7" "8731" . . .7 "Q12004" . . 5418 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "292065" "3674" -2.99 33.82 1.48 "Q12004" . 1606.38 967 1.0961290322580646 2004 3674 4 . . . .
. . 176 . 1650.42 1 3 "9339K5" "7375" . . 1.52 "Q12004" . . 5194 1.0961290322580646 2004 7375 9 . . . .
. . 176 . 1650.42 1 3 "2648NW" "3334" . . 2.46 "Q12004" . . 579 1.0961290322580646 2004 3334 4 . . . .
. . 176 . 1650.42 1 3 "877609" "7363" 3.78 163 .76 "Q12004" . 477.83 3411 1.0961290322580646 2004 7363 9 . . . .
. . 176 . 1650.42 1 3 "30154R" "2834" . . -2.24 "Q12004" . . 1089 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "325648" "3841" 2.56 511.24 .8 "Q12004" . 763.38 1363 1.0961290322580646 2004 3841 4 . . . .
. . 176 . 1650.42 1 3 "31506F" "8051" . . 1.02 "Q12004" . . 1272 1.0961290322580646 2004 8051 9 . . . .
. . 176 . 1650.42 1 3 "9518NX" "8731" . . -.59 "Q12004" . . 5583 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "9056NL" "7374" . . .88 "Q12004" . . 4152 1.0961290322580646 2004 7374 9 . . . .
. . 176 . 1650.42 1 3 "9505KZ" "4812" . . .3 "Q12004" . . 5523 1.0961290322580646 2004 4812 5 . . . .
. . 176 . 1650.42 1 3 "2786NP" "8748" . . 1.49 "Q12004" . . 780 1.0961290322580646 2004 8748 9 . . . .
. . 176 . 1650.42 1 3 "29546E" "6099" . . 1.02 "Q12004" . . 1014 1.0961290322580646 2004 6099 8 . . . .
. . 176 . 1650.42 1 3 "28031H" "8249" 15.76 118.94 1.26 "Q12004" . 867.02 795 1.0961290322580646 2004 8249 9 . . . .
. . 176 . 1650.42 1 3 "997027" "6021" 2.45 2644.3 .67 "Q12004" . 2017.2 6070 1.0961290322580646 2004 6021 8 . . . .
. . 176 . 1650.42 1 3 "2697VY" "8731" . . . "Q12004" . . 627 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "25783Z" "2834" . . .88 "Q12004" . . 376 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "902325" "4911" 2.13 6241.12 .55 "Q12004" . 21856.16 4001 1.0961290322580646 2004 4911 5 . . . .
. . 176 . 1650.42 1 3 "88314T" "6798" . . 1.41 "Q12004" . . 3530 1.0961290322580646 2004 6798 8 . . . .
. . 176 . 1650.42 1 3 "30730Q" "6231" . . 1.16 "Q12004" . . 1129 1.0961290322580646 2004 6231 8 . . . .
. . 176 . 1650.42 1 3 "92228H" "5999" . . .27 "Q12004" . . 4741 1.0961290322580646 2004 5999 7 . . . .
. . 176 . 1650.42 1 3 "688620" "2836" 3.74 110.96 .98 "Q12004" . 1472.3635 2470 1.0961290322580646 2004 2836 4 . . . .
. . 176 . 1650.42 1 3 "8897N6" "2834" . . -.14 "Q12004" . . 3670 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "992182" "3714" 1.6 8074.79 1.94 "Q12004" . 937.74 5999 1.0961290322580646 2004 3714 4 . . . .
. . 176 . 1650.42 1 3 "329534" "6798" 1.83 400.77 1.03 "Q12004" . 8098.55 1453 1.0961290322580646 2004 6798 8 . . . .
. . 176 . 1650.42 1 3 "98299G" "6513" . . . "Q12004" . . 5910 1.0961290322580646 2004 6513 8 . . . .
. . 176 . 1650.42 1 3 "75880W" "3629" . . 1.12 "Q12004" . . 2916 1.0961290322580646 2004 3629 4 . . . .
. . 176 . 1650.42 1 3 "93327P" "8731" . . .79 "Q12004" . . 5162 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "9814KF" "7372" . . .5 "Q12004" . . 5800 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "36171U" "3843" . . .96 "Q12004" . . 1542 1.0961290322580646 2004 3843 4 . . . .
. . 176 . 1650.42 1 3 "51036Q" "8731" . . 1.41 "Q12004" . . 1861 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "75727J" "5722" . . 1.33 "Q12004" . . 2901 1.0961290322580646 2004 5722 7 . . . .
. . 176 . 1650.42 1 3 "8789YZ" "4931" . . .6 "Q12004" . . 3454 1.0961290322580646 2004 4931 5 . . . .
. . 176 . 1650.42 1 3 "9374QA" "2834" . . .72 "Q12004" . . 5273 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "683460" "7389" 3.42 446.58 .88 "Q12004" . 721.43 2420 1.0961290322580646 2004 7389 9 . . . .
. . 176 . 1650.42 1 3 "292703" "8731" 1.05 154 1.32 "Q12004" . 1550.65 984 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "68595V" "6311" . . .91 "Q12004" . . 2447 1.0961290322580646 2004 6311 8 . . . .
. . 176 . 1650.42 1 3 "8913KY" "7372" . . .21 "Q12004" . . 3717 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "515510" "6798" .57 97.37 .37 "Q12004" . 134.66 1979 1.0961290322580646 2004 6798 8 . . . .
. . 176 . 1650.42 1 3 "28771Q" "6726" . . 1.16 "Q12004" . . 881 1.0961290322580646 2004 6726 8 . . . .
. . 176 . 1650.42 1 3 "256133" "7372" 2.03 91.67 .29 "Q12004" . 21.12035 296 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "130737" "6021" 1.39 416.17 .2 "Q12004" . 58.77 15 1.0961290322580646 2004 6021 8 . . . .
. . 176 . 1650.42 1 3 "912402" "6311" 1.38 3209.76 1.52 "Q12004" . 7386.41 4451 1.0961290322580646 2004 6311 8 . . . .
. . 176 . 1650.42 1 3 "8941LW" "8742" . . .44 "Q12004" . . 3791 1.0961290322580646 2004 8742 9 . . . .
. . 176 . 1650.42 1 3 "257778" "2621" 2.08 218.13 .6 "Q12004" . 7888.501 370 1.0961290322580646 2004 2621 4 . . . .
. . 176 . 1650.42 1 3 "683432" "4953" 2.18 101.72 .65 "Q12004" . 4088.64 2419 1.0961290322580646 2004 4953 5 . . . .
. . 176 . 1650.42 1 3 "290203" "8742" .85 49.89 . "Q12004" . 400.5494 933 1.0961290322580646 2004 8742 9 29.44 7.09 11.85 13.91
. . 176 . 1650.42 1 3 "257544" "1311" 1.91 117.96 1.15 "Q12004" . 203176.03 356 1.0961290322580646 2004 1311 2 . . . .
. . 176 . 1650.42 1 3 "301573" "3465" 3.21 174.58 1.52 "Q12004" . 479.1446 1090 1.0961290322580646 2004 3465 4 . . . .
. . 176 . 1650.42 1 3 "313252" "6022" 1.8 243.25 .77 "Q12004" . 53.28 1254 1.0961290322580646 2004 6022 8 . . . .
. . 176 . 1650.42 1 3 "307532" "6029" 1.24 780.51 1.09 "Q12004" . 71980.625 1142 1.0961290322580646 2004 6029 8 . . . .
. . 176 . 1650.42 1 3 "8885ZM" "7372" . . 1.14 "Q12004" . . 3648 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "9660FE" "7011" . . 1.74 "Q12004" . . 5694 1.0961290322580646 2004 7011 9 68.41 0 9.04 21.36
. . 176 . 1650.42 1 3 "28159Q" "6331" 1.35 102.86 .57 "Q12004" . 310.46 811 1.0961290322580646 2004 6331 8 . . . .
. . 176 . 1650.42 1 3 "13807C" "4833" .01 119.05 . "Q12004" . 67.14772 91 1.0961290322580646 2004 4833 5 . . . .
. . 176 . 1650.42 1 3 "77463L" "1311" . . 1.12 "Q12004" . . 3007 1.0961290322580646 2004 1311 2 . . . .
. . 176 . 1650.42 1 3 "901614" "4225" .79 18538.22 1.15 "Q12004" . 2286.9468 3956 1.0961290322580646 2004 4225 5 55.74 14.2 33 33.54
end
format %tq quarters
label values CompCode CompCode
label def CompCode 15 "130737", modify
label def CompCode 62 "134982", modify
label def CompCode 91 "13807C", modify
label def CompCode 242 "154394", modify
label def CompCode 260 "2551XU", modify
label def CompCode 296 "256133", modify
label def CompCode 331 "2570LF", modify
label def CompCode 356 "257544", modify
label def CompCode 369 "257725", modify
label def CompCode 370 "257778", modify
label def CompCode 376 "25783Z", modify
label def CompCode 424 "2588R0", modify
label def CompCode 441 "2590HD", modify
label def CompCode 579 "2648NW", modify
label def CompCode 627 "2697VY", modify
label def CompCode 664 "27225R", modify
label def CompCode 780 "2786NP", modify
label def CompCode 795 "28031H", modify
label def CompCode 811 "28159Q", modify
label def CompCode 841 "28484K", modify
label def CompCode 877 "28749M", modify
label def CompCode 881 "28771Q", modify
label def CompCode 933 "290203", modify
label def CompCode 959 "29149U", modify
label def CompCode 967 "292065", modify
label def CompCode 984 "292703", modify
label def CompCode 1014 "29546E", modify
label def CompCode 1089 "30154R", modify
label def CompCode 1090 "301573", modify
label def CompCode 1129 "30730Q", modify
label def CompCode 1142 "307532", modify
label def CompCode 1176 "308918", modify
label def CompCode 1209 "30981V", modify
label def CompCode 1254 "313252", modify
label def CompCode 1272 "31506F", modify
label def CompCode 1363 "325648", modify
label def CompCode 1390 "326570", modify
label def CompCode 1453 "329534", modify
label def CompCode 1523 "35993L", modify
label def CompCode 1542 "36171U", modify
label def CompCode 1558 "36268N", modify
label def CompCode 1567 "41003N", modify
label def CompCode 1716 "50453C", modify
label def CompCode 1756 "50539E", modify
label def CompCode 1861 "51036Q", modify
label def CompCode 1899 "511922", modify
label def CompCode 1979 "515510", modify
label def CompCode 2026 "51860W", modify
label def CompCode 2081 "53624C", modify
label def CompCode 2214 "546697", modify
label def CompCode 2268 "673306", modify
label def CompCode 2419 "683432", modify
label def CompCode 2420 "683460", modify
label def CompCode 2447 "68595V", modify
label def CompCode 2470 "688620", modify
label def CompCode 2575 "69633H", modify
label def CompCode 2901 "75727J", modify
label def CompCode 2916 "75880W", modify
label def CompCode 3007 "77463L", modify
label def CompCode 3071 "779117", modify
label def CompCode 3141 "86737J", modify
label def CompCode 3142 "867383", modify
label def CompCode 3369 "8761DY", modify
label def CompCode 3392 "87708H", modify
label def CompCode 3411 "877609", modify
label def CompCode 3454 "8789YZ", modify
label def CompCode 3530 "88314T", modify
label def CompCode 3572 "884440", modify
label def CompCode 3610 "885991", modify
label def CompCode 3648 "8885ZM", modify
label def CompCode 3670 "8897N6", modify
label def CompCode 3677 "8898Y1", modify
label def CompCode 3686 "8900MR", modify
label def CompCode 3717 "8913KY", modify
label def CompCode 3791 "8941LW", modify
label def CompCode 3820 "8953G5", modify
label def CompCode 3864 "898345", modify
label def CompCode 3956 "901614", modify
label def CompCode 3975 "902103", modify
label def CompCode 4001 "902325", modify
label def CompCode 4019 "903705", modify
label def CompCode 4152 "9056NL", modify
label def CompCode 4451 "912402", modify
label def CompCode 4741 "92228H", modify
label def CompCode 5162 "93327P", modify
label def CompCode 5194 "9339K5", modify
label def CompCode 5272 "9374P9", modify
label def CompCode 5273 "9374QA", modify
label def CompCode 5418 "9445C7", modify
label def CompCode 5439 "944938", modify
label def CompCode 5523 "9505KZ", modify
label def CompCode 5583 "9518NX", modify
label def CompCode 5645 "9536Y2", modify
label def CompCode 5694 "9660FE", modify
label def CompCode 5728 "974117", modify
label def CompCode 5800 "9814KF", modify
label def CompCode 5910 "98299G", modify
label def CompCode 5922 "9839J3", modify
label def CompCode 5999 "992182", modify
label def CompCode 6070 "997027", modify
[/CODE]
by year: egen pctlMV80 = pctile(marketvalue), p(80)
by year: egen pctlMV20 = pctile(marketvalue), p(20)
by year: egen pctlMtBV30 = pctile(mtbvalue), p(30)
by year: egen pctlMtBV70 = pctile(mtbvalue), p(70)
by year: egen esg20 = pctile(TRESG), p(20)
by year: egen esg80 = pctile(TRESG), p(80)
gen SN=1 if marketvalue<= pctlMV20 & pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70
gen SV=1 if marketvalue<= pctlMV20 & mtbvalue>=pctlMtBV70
gen SG=1 if marketvalue<= pctlMV20 & mtbvalue<=pctlMtBV30
gen BN=1 if marketvalue>= pctlMV80 & pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70
gen BV=1 if marketvalue>= pctlMV80 & mtbvalue>=pctlMtBV70
gen BG=1 if marketvalue>= pctlMV80 & mtbvalue<=pctlMtBV30
gen MV=1 if marketvalue< pctlMV80 & marketvalue> pctlMV20 & mtbvalue>=pctlMtBV70
gen MG=1 if marketvalue< pctlMV80 & marketvalue> pctlMV20 & mtbvalue<=pctlMtBV30
gen MN=1 if marketvalue< pctlMV80 & marketvalue> pctlMV20 & pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70
gen GL=1 if mtbvalue<=pctlMtBV30 & TRESG<=esg20
gen GH=1 if mtbvalue<=pctlMtBV30 & TRESG>=esg80
gen VL=1 if mtbvalue>=pctlMtBV70 & TRESG<=esg20
gen VH=1 if mtbvalue>=pctlMtBV70 & TRESG>=esg80
gen NL=1 if pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70 & TRESG<=esg20
gen NH=1 if pctlMtBV30<mtbvalue & mtbvalue<pctlMtBV70 & TRESG>=esg80
egen total_mc_SN = total(marketvalue * SN), by(quarters)
egen total_mc_SV = total(marketvalue * SV), by(quarters)
egen total_mc_SG = total(marketvalue * SG), by(quarters)
egen total_mc_BG = total(marketvalue * BG), by(quarters)
egen total_mc_BN = total(marketvalue * BN), by(quarters)
egen total_mc_BV = total(marketvalue * BV), by(quarters)
egen total_mc_MG = total(marketvalue * MG), by(quarters)
egen total_mc_MV = total(marketvalue * MV), by(quarters)
egen total_mc_MN = total(marketvalue * MN), by(quarters)
egen total_mc_GL = total(marketvalue * GL), by(quarters)
egen total_mc_NL = total(marketvalue * NL), by(quarters)
egen total_mc_VL = total(marketvalue * VL), by(quarters)
egen total_mc_GH = total(marketvalue * GH), by(quarters)
egen total_mc_VH = total(marketvalue * VH), by(quarters)
egen total_mc_NH = total(marketvalue * NH), by(quarters)
gen SNRET=(SN* RimRf*marketvalue)/ total_mc_SN
gen SVRET=(SV*RimRf*marketvalue)/ total_mc_SV
gen SGRET=(SG*RimRf*marketvalue)/ total_mc_SG
gen BVRET=(BV*RimRf*marketvalue)/ total_mc_BV
gen BNRET=(BN*RimRf*marketvalue)/ total_mc_BN
gen BGRET=(BG*RimRf*marketvalue)/ total_mc_BG
gen MVRET=(MV*RimRf*marketvalue)/ total_mc_MV
gen MGRET=(MG*RimRf*marketvalue)/ total_mc_MG
gen MNRET=(MN*RimRf*marketvalue)/ total_mc_MN
gen GLRET=(GL*RimRf*marketvalue)/ total_mc_GL
gen GHRET=(GH*RimRf*marketvalue)/ total_mc_GH
gen VLRET=(VL*RimRf*marketvalue)/ total_mc_VL
gen VHRET=(VH*RimRf*marketvalue)/ total_mc_VH
gen NLRET=(NL*RimRf*marketvalue)/ total_mc_NL
gen NHRET=(NH*RimRf*marketvalue)/ total_mc_NH
by quarters: egen WVR_SV=sum(SVRET)
by quarters: egen WVR_SN=sum(SNRET)
by quarters: egen WVR_SG=sum(SGRET)
by quarters: egen WVR_BV=sum(BVRET)
by quarters: egen WVR_BN=sum(BNRET)
by quarters: egen WVR_BG=sum(BGRET)
by quarters: egen WVR_MV=sum(MVRET)
by quarters: egen WVR_MG=sum(MGRET)
by quarters: egen WVR_MN=sum(MNRET)
by quarters: egen WVR_GL=sum(GLRET)
by quarters: egen WVR_GH=sum(GHRET)
by quarters: egen WVR_VL=sum(VLRET)
by quarters: egen WVR_VH=sum(VHRET)
by quarters: egen WVR_NL=sum(NLRET)
by quarters: egen WVR_NH=sum(NHRET)
by quarters: gen SMB=(1/3)*( WVR_SV + WVR_SN + WVR_SG )-(1/3)*( WVR_BV+ WVR_BN+ WVR_BG)
by quarters: gen HML=(1/3)*( WVR_SV + WVR_BV + WVR_MV )-(1/3)*( WVR_SG + WVR_BG + WVR_MG)
by quarters: gen HMLESG=(1/3)*(WVR_GH + WVR_VH + WVR_NH) - (1/3)*( WVR_GL + WVR_VL + WVR_NL)
input float(RimRf EMR quarters RM Spreturn) byte(EndOfMonth Month) str6 CompanyCode str4 SICCode float(mtbvalue return beta) str6 time float(RI marketvalue) long CompCode double Rfquart float(year SICc SicNum CGSCOR ENSCOR SOSCOR TRESG)
. . 176 . 1650.42 1 3 "28484K" "6211" . . 1.13 "Q12004" . . 841 1.0961290322580646 2004 6211 8 . . . .
. . 176 . 1650.42 1 3 "903705" "3492" 2.8 11045.44 1.39 "Q12004" . 1860.53 4019 1.0961290322580646 2004 3492 4 . . . .
. . 176 . 1650.42 1 3 "326570" "2835" 1.84 124.27 . "Q12004" . 210.45 1390 1.0961290322580646 2004 2835 4 . . . .
. . 176 . 1650.42 1 3 "511922" "3663" 3.28 274.67 1.32 "Q12004" . 214.19 1899 1.0961290322580646 2004 3663 4 . . . .
. . 176 . 1650.42 1 3 "8898Y1" "6331" . . .73 "Q12004" . . 3677 1.0961290322580646 2004 6331 8 . . . .
. . 176 . 1650.42 1 3 "36268N" "7359" . . 1.14 "Q12004" . . 1558 1.0961290322580646 2004 7359 9 . . . .
. . 176 . 1650.42 1 3 "50453C" "5713" . . 1.25 "Q12004" . . 1716 1.0961290322580646 2004 5713 7 . . . .
. . 176 . 1650.42 1 3 "257725" "5999" 1.45 23.4 3.29 "Q12004" . 4.6739717 369 1.0961290322580646 2004 5999 7 . . . .
. . 176 . 1650.42 1 3 "41003N" "3669" . . .74 "Q12004" . . 1567 1.0961290322580646 2004 3669 4 . . . .
. . 176 . 1650.42 1 3 "2570LF" "4911" . . 1.09 "Q12004" . . 331 1.0961290322580646 2004 4911 5 . . . .
. . 176 . 1650.42 1 3 "28749M" "6282" . . 1.36 "Q12004" . . 877 1.0961290322580646 2004 6282 8 . . . .
. . 176 . 1650.42 1 3 "2590HD" "7997" . . 1.25 "Q12004" . . 441 1.0961290322580646 2004 7997 9 . . . .
. . 176 . 1650.42 1 3 "974117" "1531" .94 4224.31 1.75 "Q12004" . 1335.806 5728 1.0961290322580646 2004 1531 3 . . . .
. . 176 . 1650.42 1 3 "27225R" "6512" .19 66.67 1.28 "Q12004" . 18.071024 664 1.0961290322580646 2004 6512 8 49.67 6.35 22.06 31.78
. . 176 . 1650.42 1 3 "9374P9" "7375" . . 1.13 "Q12004" . . 5272 1.0961290322580646 2004 7375 9 . . . .
. . 176 . 1650.42 1 3 "902103" "4932" 1.4 3340.3 .7 "Q12004" . 6821.01 3975 1.0961290322580646 2004 4932 5 . . . .
. . 176 . 1650.42 1 3 "673306" "2836" 5.07 13.21 .87 "Q12004" . 89.83023 2268 1.0961290322580646 2004 2836 4 . . . .
. . 176 . 1650.42 1 3 "944938" "6141" 5.77 6358.32 1.15 "Q12004" . 16958.04 5439 1.0961290322580646 2004 6141 8 . . . .
. . 176 . 1650.42 1 3 "29149U" "5511" . . 1.34 "Q12004" . . 959 1.0961290322580646 2004 5511 7 . . . .
. . 176 . 1650.42 1 3 "8953G5" "8731" . . -.33 "Q12004" . . 3820 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "86737J" "2043" . . .43 "Q12004" . . 3141 1.0961290322580646 2004 2043 4 . . . .
. . 176 . 1650.42 1 3 "53624C" "3731" . . .46 "Q12004" . . 2081 1.0961290322580646 2004 3731 4 . . . .
. . 176 . 1650.42 1 3 "8761DY" "6035" . . .43 "Q12004" . . 3369 1.0961290322580646 2004 6035 8 . . . .
. . 176 . 1650.42 1 3 "9839J3" "5999" . . .79 "Q12004" . . 5922 1.0961290322580646 2004 5999 7 . . . .
. . 176 . 1650.42 1 3 "884440" "5141" 2.89 256.74 .73 "Q12004" . 677.5 3572 1.0961290322580646 2004 5141 6 . . . .
. . 176 . 1650.42 1 3 "35993L" "6512" . . . "Q12004" . . 1523 1.0961290322580646 2004 6512 8 . . . .
. . 176 . 1650.42 1 3 "779117" "3312" .38 17.58 1.78 "Q12004" . 118.42394 3071 1.0961290322580646 2004 3312 4 . . . .
. . 176 . 1650.42 1 3 "9536Y2" "7334" . . 1.47 "Q12004" . . 5645 1.0961290322580646 2004 7334 9 . . . .
. . 176 . 1650.42 1 3 "87708H" "7371" . . 1.11 "Q12004" . . 3392 1.0961290322580646 2004 7371 9 . . . .
. . 176 . 1650.42 1 3 "898345" "8059" .93 41.79 1.1 "Q12004" . 138.72 3864 1.0961290322580646 2004 8059 9 . . . .
. . 176 . 1650.42 1 3 "154394" "7372" 4.99 527.03 1.32 "Q12004" . 2429.68 242 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "2551XU" "7375" . . 2.11 "Q12004" . . 260 1.0961290322580646 2004 7375 9 85.22 46.88 55.5 61.63
. . 176 . 1650.42 1 3 "30981V" "3562" . . 1.68 "Q12004" . . 1209 1.0961290322580646 2004 3562 4 81.79 27.55 48.66 51.85
. . 176 . 1650.42 1 3 "885991" "6029" .7 84.44 . "Q12004" . 181.04765 3610 1.0961290322580646 2004 6029 8 . . . .
. . 176 . 1650.42 1 3 "134982" "2841" 2.67 115.11 1.23 "Q12004" . 306.3576 62 1.0961290322580646 2004 2841 4 . . . .
. . 176 . 1650.42 1 3 "867383" "6035" 1.38 359.33 .94 "Q12004" . 174.96 3142 1.0961290322580646 2004 6035 8 . . . .
. . 176 . 1650.42 1 3 "51860W" "3559" . . 1.35 "Q12004" . . 2026 1.0961290322580646 2004 3559 4 . . . .
. . 176 . 1650.42 1 3 "2588R0" "2834" . . 1.19 "Q12004" . . 424 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "69633H" "7319" . . .62 "Q12004" . . 2575 1.0961290322580646 2004 7319 9 . . . .
. . 176 . 1650.42 1 3 "50539E" "6282" . . .53 "Q12004" . . 1756 1.0961290322580646 2004 6282 8 . . . .
. . 176 . 1650.42 1 3 "546697" "2836" 6.75 1232.2 .41 "Q12004" . 12632.25 2214 1.0961290322580646 2004 2836 4 . . . .
. . 176 . 1650.42 1 3 "8900MR" "1623" . . .94 "Q12004" . . 3686 1.0961290322580646 2004 1623 3 . . . .
. . 176 . 1650.42 1 3 "308918" "3861" 1.26 176.68 .94 "Q12004" . 146.66772 1176 1.0961290322580646 2004 3861 4 . . . .
. . 176 . 1650.42 1 3 "9445C7" "8731" . . .7 "Q12004" . . 5418 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "292065" "3674" -2.99 33.82 1.48 "Q12004" . 1606.38 967 1.0961290322580646 2004 3674 4 . . . .
. . 176 . 1650.42 1 3 "9339K5" "7375" . . 1.52 "Q12004" . . 5194 1.0961290322580646 2004 7375 9 . . . .
. . 176 . 1650.42 1 3 "2648NW" "3334" . . 2.46 "Q12004" . . 579 1.0961290322580646 2004 3334 4 . . . .
. . 176 . 1650.42 1 3 "877609" "7363" 3.78 163 .76 "Q12004" . 477.83 3411 1.0961290322580646 2004 7363 9 . . . .
. . 176 . 1650.42 1 3 "30154R" "2834" . . -2.24 "Q12004" . . 1089 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "325648" "3841" 2.56 511.24 .8 "Q12004" . 763.38 1363 1.0961290322580646 2004 3841 4 . . . .
. . 176 . 1650.42 1 3 "31506F" "8051" . . 1.02 "Q12004" . . 1272 1.0961290322580646 2004 8051 9 . . . .
. . 176 . 1650.42 1 3 "9518NX" "8731" . . -.59 "Q12004" . . 5583 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "9056NL" "7374" . . .88 "Q12004" . . 4152 1.0961290322580646 2004 7374 9 . . . .
. . 176 . 1650.42 1 3 "9505KZ" "4812" . . .3 "Q12004" . . 5523 1.0961290322580646 2004 4812 5 . . . .
. . 176 . 1650.42 1 3 "2786NP" "8748" . . 1.49 "Q12004" . . 780 1.0961290322580646 2004 8748 9 . . . .
. . 176 . 1650.42 1 3 "29546E" "6099" . . 1.02 "Q12004" . . 1014 1.0961290322580646 2004 6099 8 . . . .
. . 176 . 1650.42 1 3 "28031H" "8249" 15.76 118.94 1.26 "Q12004" . 867.02 795 1.0961290322580646 2004 8249 9 . . . .
. . 176 . 1650.42 1 3 "997027" "6021" 2.45 2644.3 .67 "Q12004" . 2017.2 6070 1.0961290322580646 2004 6021 8 . . . .
. . 176 . 1650.42 1 3 "2697VY" "8731" . . . "Q12004" . . 627 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "25783Z" "2834" . . .88 "Q12004" . . 376 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "902325" "4911" 2.13 6241.12 .55 "Q12004" . 21856.16 4001 1.0961290322580646 2004 4911 5 . . . .
. . 176 . 1650.42 1 3 "88314T" "6798" . . 1.41 "Q12004" . . 3530 1.0961290322580646 2004 6798 8 . . . .
. . 176 . 1650.42 1 3 "30730Q" "6231" . . 1.16 "Q12004" . . 1129 1.0961290322580646 2004 6231 8 . . . .
. . 176 . 1650.42 1 3 "92228H" "5999" . . .27 "Q12004" . . 4741 1.0961290322580646 2004 5999 7 . . . .
. . 176 . 1650.42 1 3 "688620" "2836" 3.74 110.96 .98 "Q12004" . 1472.3635 2470 1.0961290322580646 2004 2836 4 . . . .
. . 176 . 1650.42 1 3 "8897N6" "2834" . . -.14 "Q12004" . . 3670 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "992182" "3714" 1.6 8074.79 1.94 "Q12004" . 937.74 5999 1.0961290322580646 2004 3714 4 . . . .
. . 176 . 1650.42 1 3 "329534" "6798" 1.83 400.77 1.03 "Q12004" . 8098.55 1453 1.0961290322580646 2004 6798 8 . . . .
. . 176 . 1650.42 1 3 "98299G" "6513" . . . "Q12004" . . 5910 1.0961290322580646 2004 6513 8 . . . .
. . 176 . 1650.42 1 3 "75880W" "3629" . . 1.12 "Q12004" . . 2916 1.0961290322580646 2004 3629 4 . . . .
. . 176 . 1650.42 1 3 "93327P" "8731" . . .79 "Q12004" . . 5162 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "9814KF" "7372" . . .5 "Q12004" . . 5800 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "36171U" "3843" . . .96 "Q12004" . . 1542 1.0961290322580646 2004 3843 4 . . . .
. . 176 . 1650.42 1 3 "51036Q" "8731" . . 1.41 "Q12004" . . 1861 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "75727J" "5722" . . 1.33 "Q12004" . . 2901 1.0961290322580646 2004 5722 7 . . . .
. . 176 . 1650.42 1 3 "8789YZ" "4931" . . .6 "Q12004" . . 3454 1.0961290322580646 2004 4931 5 . . . .
. . 176 . 1650.42 1 3 "9374QA" "2834" . . .72 "Q12004" . . 5273 1.0961290322580646 2004 2834 4 . . . .
. . 176 . 1650.42 1 3 "683460" "7389" 3.42 446.58 .88 "Q12004" . 721.43 2420 1.0961290322580646 2004 7389 9 . . . .
. . 176 . 1650.42 1 3 "292703" "8731" 1.05 154 1.32 "Q12004" . 1550.65 984 1.0961290322580646 2004 8731 9 . . . .
. . 176 . 1650.42 1 3 "68595V" "6311" . . .91 "Q12004" . . 2447 1.0961290322580646 2004 6311 8 . . . .
. . 176 . 1650.42 1 3 "8913KY" "7372" . . .21 "Q12004" . . 3717 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "515510" "6798" .57 97.37 .37 "Q12004" . 134.66 1979 1.0961290322580646 2004 6798 8 . . . .
. . 176 . 1650.42 1 3 "28771Q" "6726" . . 1.16 "Q12004" . . 881 1.0961290322580646 2004 6726 8 . . . .
. . 176 . 1650.42 1 3 "256133" "7372" 2.03 91.67 .29 "Q12004" . 21.12035 296 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "130737" "6021" 1.39 416.17 .2 "Q12004" . 58.77 15 1.0961290322580646 2004 6021 8 . . . .
. . 176 . 1650.42 1 3 "912402" "6311" 1.38 3209.76 1.52 "Q12004" . 7386.41 4451 1.0961290322580646 2004 6311 8 . . . .
. . 176 . 1650.42 1 3 "8941LW" "8742" . . .44 "Q12004" . . 3791 1.0961290322580646 2004 8742 9 . . . .
. . 176 . 1650.42 1 3 "257778" "2621" 2.08 218.13 .6 "Q12004" . 7888.501 370 1.0961290322580646 2004 2621 4 . . . .
. . 176 . 1650.42 1 3 "683432" "4953" 2.18 101.72 .65 "Q12004" . 4088.64 2419 1.0961290322580646 2004 4953 5 . . . .
. . 176 . 1650.42 1 3 "290203" "8742" .85 49.89 . "Q12004" . 400.5494 933 1.0961290322580646 2004 8742 9 29.44 7.09 11.85 13.91
. . 176 . 1650.42 1 3 "257544" "1311" 1.91 117.96 1.15 "Q12004" . 203176.03 356 1.0961290322580646 2004 1311 2 . . . .
. . 176 . 1650.42 1 3 "301573" "3465" 3.21 174.58 1.52 "Q12004" . 479.1446 1090 1.0961290322580646 2004 3465 4 . . . .
. . 176 . 1650.42 1 3 "313252" "6022" 1.8 243.25 .77 "Q12004" . 53.28 1254 1.0961290322580646 2004 6022 8 . . . .
. . 176 . 1650.42 1 3 "307532" "6029" 1.24 780.51 1.09 "Q12004" . 71980.625 1142 1.0961290322580646 2004 6029 8 . . . .
. . 176 . 1650.42 1 3 "8885ZM" "7372" . . 1.14 "Q12004" . . 3648 1.0961290322580646 2004 7372 9 . . . .
. . 176 . 1650.42 1 3 "9660FE" "7011" . . 1.74 "Q12004" . . 5694 1.0961290322580646 2004 7011 9 68.41 0 9.04 21.36
. . 176 . 1650.42 1 3 "28159Q" "6331" 1.35 102.86 .57 "Q12004" . 310.46 811 1.0961290322580646 2004 6331 8 . . . .
. . 176 . 1650.42 1 3 "13807C" "4833" .01 119.05 . "Q12004" . 67.14772 91 1.0961290322580646 2004 4833 5 . . . .
. . 176 . 1650.42 1 3 "77463L" "1311" . . 1.12 "Q12004" . . 3007 1.0961290322580646 2004 1311 2 . . . .
. . 176 . 1650.42 1 3 "901614" "4225" .79 18538.22 1.15 "Q12004" . 2286.9468 3956 1.0961290322580646 2004 4225 5 55.74 14.2 33 33.54
end
format %tq quarters
label values CompCode CompCode
label def CompCode 15 "130737", modify
label def CompCode 62 "134982", modify
label def CompCode 91 "13807C", modify
label def CompCode 242 "154394", modify
label def CompCode 260 "2551XU", modify
label def CompCode 296 "256133", modify
label def CompCode 331 "2570LF", modify
label def CompCode 356 "257544", modify
label def CompCode 369 "257725", modify
label def CompCode 370 "257778", modify
label def CompCode 376 "25783Z", modify
label def CompCode 424 "2588R0", modify
label def CompCode 441 "2590HD", modify
label def CompCode 579 "2648NW", modify
label def CompCode 627 "2697VY", modify
label def CompCode 664 "27225R", modify
label def CompCode 780 "2786NP", modify
label def CompCode 795 "28031H", modify
label def CompCode 811 "28159Q", modify
label def CompCode 841 "28484K", modify
label def CompCode 877 "28749M", modify
label def CompCode 881 "28771Q", modify
label def CompCode 933 "290203", modify
label def CompCode 959 "29149U", modify
label def CompCode 967 "292065", modify
label def CompCode 984 "292703", modify
label def CompCode 1014 "29546E", modify
label def CompCode 1089 "30154R", modify
label def CompCode 1090 "301573", modify
label def CompCode 1129 "30730Q", modify
label def CompCode 1142 "307532", modify
label def CompCode 1176 "308918", modify
label def CompCode 1209 "30981V", modify
label def CompCode 1254 "313252", modify
label def CompCode 1272 "31506F", modify
label def CompCode 1363 "325648", modify
label def CompCode 1390 "326570", modify
label def CompCode 1453 "329534", modify
label def CompCode 1523 "35993L", modify
label def CompCode 1542 "36171U", modify
label def CompCode 1558 "36268N", modify
label def CompCode 1567 "41003N", modify
label def CompCode 1716 "50453C", modify
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label def CompCode 1861 "51036Q", modify
label def CompCode 1899 "511922", modify
label def CompCode 1979 "515510", modify
label def CompCode 2026 "51860W", modify
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label def CompCode 2214 "546697", modify
label def CompCode 2268 "673306", modify
label def CompCode 2419 "683432", modify
label def CompCode 2420 "683460", modify
label def CompCode 2447 "68595V", modify
label def CompCode 2470 "688620", modify
label def CompCode 2575 "69633H", modify
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label def CompCode 3007 "77463L", modify
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label def CompCode 3677 "8898Y1", modify
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label def CompCode 4001 "902325", modify
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label def CompCode 4451 "912402", modify
label def CompCode 4741 "92228H", modify
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label def CompCode 5418 "9445C7", modify
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label def CompCode 5523 "9505KZ", modify
label def CompCode 5583 "9518NX", modify
label def CompCode 5645 "9536Y2", modify
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label def CompCode 5728 "974117", modify
label def CompCode 5800 "9814KF", modify
label def CompCode 5910 "98299G", modify
label def CompCode 5922 "9839J3", modify
label def CompCode 5999 "992182", modify
label def CompCode 6070 "997027", modify
[/CODE]
