I want to calculate the cumulative return by firm between the financial statements announcement dates. I have a lot of fims in my sample and, consequently, the period of time to acccumulate the return by firm is not the same for every year.


Following is a example:

[CODE]
* Example generated by -dataex-. To install: ssc install dataex
clear
input str10 nome long data float ln_ibrx
"" 20100201 .01548551
"Abc Brasil" 20100202 .00705269
"" 20100203 .0001464721
"" 20100204 -.04550696
"" 20100205 -.01955403
"" 20100208 .004655741
"" 20100209 .02371751
"" 20100210 .006023053
"" 20100211 .016052654
"" 20100212 -.003114336
"" 20100217 .02038598
"" 20100218 .00727148
"" 20100219 -.005275429
"" 20100222 -.006198696
"" 20100223 -.016333384
"" 20100224 -.003820685
"" 20100225 .0040268195
"" 20100226 .006304397
"" 20100301 .009415252
"" 20100302 .008277865
"" 20100303 -.00021809617
"" 20100304 .0007261788
"" 20100305 .01386975
"" 20100308 -.003013507
"" 20100309 .013404242
"" 20100310 .004963253
"" 20100311 -.0007461697
"" 20100312 -.007209466
"" 20100315 -.0033224404
"" 20100316 .012256977
"" 20100317 -.0029464085
"" 20100318 -.0022450543
"" 20100319 -.012158155
"" 20100322 .003812366
"" 20100323 .0020866748
"" 20100324 -.005988625
"" 20100325 -.006032603
"" 20100326 .003402446
"" 20100329 .015020214
"" 20100330 .0014771627
"" 20100331 .005985625
"" 20100401 .009914588
"" 20100405 .0027167536
"" 20100406 -.002006077
"" 20100407 -.002676853
"" 20100408 .01382804
"" 20100409 -.0041837064
"" 20100412 -.012646815
"" 20100413 .000733122
"" 20100414 .004613341
"" 20100415 -.006150903
"" 20100416 -.016944056
"" 20100419 -.003032876
"" 20100420 .004777521
"" 20100422 -.0014182093
"" 20100423 .0019531797
"" 20100426 -.01000712
"" 20100427 -.03305437
"" 20100428 .002449677
"" 20100429 .01878552
"" 20100430 -.005397597
"" 20100503 -.01127605
"" 20100504 -.032742087
"" 20100505 .0013825204
"" 20100506 -.016514722
"" 20100507 -.006785458
"" 20100510 .035572793
"" 20100511 -.013882626
"" 20100512 .008974887
"" 20100513 -.005965644
"" 20100514 -.0173465
"" 20100517 -.00612283
"" 20100518 -.027640853
"" 20100519 -.022546556
"" 20100520 -.02758209
"" 20100521 .033052858
"" 20100524 -.006249474
"" 20100525 -.01370723
"" 20100526 .014763827
"" 20100527 .03069436
"" 20100528 -.000640342
"" 20100531 .02284885
"" 20100601 -.02089637
"" 20100602 .017413381
"" 20100604 -.017219875
"" 20100607 -.009332366
"" 20100608 .008888113
"" 20100609 -.003712368
"" 20100610 .02094485
"" 20100611 .006109496
"" 20100614 -.004905867
"" 20100615 .013494988
"" 20100616 .005618304
"" 20100617 -.005128673
"" 20100618 -.000768185
"" 20100621 .008011871
"" 20100622 -.0036776084
"" 20100623 .0029862004
"" 20100624 -.02094062
"" 20100625 .013294999
"" 20100628 -.009104714
"" 20100629 -.0335708
"" 20100630 -.015748825
"" 20100701 .007958519
"" 20100702 .0039872653
"" 20100705 -.010612687
"" 20100706 .019826684
"" 20100707 .021015666
"" 20100708 .0049824
"" 20100712 -.007566669
"" 20100713 .00863789
"" 20100714 -.003565341
"" 20100715 -.00150469
"" 20100716 -.017092796
"" 20100719 .015384973
"" 20100720 .02057713
"" 20100721 -.0007529311
"" 20100722 .019029206
"" 20100723 .006535316
"" 20100726 .0013774858
"" 20100727 .001415894
"" 20100728 .006692177
"" 20100729 .00014010674
"" 20100730 .00787013
"" 20100802 .014973422
"" 20100803 -.006256967
"" 20100804 .0023233653
"" 20100805 .002020768
"" 20100806 -.003468551
"" 20100809 -.0021526173
"" 20100810 -.009014559
"" 20100811 -.022313116
"" 20100812 .004086641
"" 20100813 .0020864026
"" 20100816 .006851395
"" 20100817 .011116253
"" 20100818 -.00016024637
"" 20100819 -.01186261
"" 20100820 -.0028360414
"" 20100823 -.009893546
"" 20100824 -.01411115
"" 20100825 -.004996696
"" 20100826 -.013577537
"" 20100827 .027103774
"" 20100830 -.019649027
"" 20100831 .015309188
"" 20100901 .028026974
"" 20100902 -.006133024
"" 20100903 .0016789836
"" 20100906 .0005189099
"" 20100908 -.007422655
"" 20100909 .00010490756
"" 20100910 .0009076163
"" 20100913 .02032647
"" 20100914 -.005429443
"" 20100915 .005314962
"" 20100916 -.005544237
"" 20100917 -.007041194
"" 20100920 .015034274
"" 20100921 -.00868786
"" 20100922 .00631487
"" 20100923 .007464138
"" 20100924 -.006063567
"" 20100927 .010048976
"" 20100928 .005771614
"" 20100929 .008220281
"" 20100930 .003618965
"" 20101001 .010296718
"" 20101004 .0018589023
"" 20101005 .011253995
"" 20101006 -.010784387
"" 20101007 -.00805176
"" 20101008 .014244474
"" 20101011 .0010978605
"" 20101013 .008577881
"" 20101014 .00035574575
"" 20101015 .000641801
"" 20101018 .0010924251
"" 20101019 -.02450944
"" 20101020 .007058336
"" 20101021 -.011369086
"" 20101022 -.00005070722
"" 20101025 .005682364
"" 20101026 .016184792
"" 20101027 -.006184341
"" 20101028 -.00470528
"" 20101029 .0039427057
"" 20101101 .01433982
"" 20101103 .005397615
"" 20101104 .017578855
"" 20101105 -.0037653735
"" 20101108 .003402399
"" 20101109 -.013610138
"" 20101110 .0008781021
"" 20101111 -.009770552
"" 20101112 -.011594182
"" 20101116 -.016379397
"" 20101117 .004566566
"" 20101118 .015523665
"" 20101119 .002820933
"" 20101122 -.016186694
"" 20101123 -.021786403
"" 20101124 .021388015
"" 20101125 -.005042261
"" 20101126 -.012642575
"" 20101129 -.002939787
"" 20101130 -.005336011
"" 20101201 .022935146
"" 20101202 .003865587
"" 20101203 .0013483926
"" 20101206 -.003162241
"" 20101207 -.005248783
"" 20101208 -.012739833
"" 20101209 -.0019543061
"" 20101210 .006061327
"" 20101213 .01158293
"" 20101214 -.002892187
"" 20101215 -.01075413
"" 20101216 -.005435814
"" 20101217 .009464212
"" 20101220 -.010591313
"" 20101221 .01274356
"" 20101222 .005222335
"" 20101223 .0003664169
"" 20101227 -.00958547
"" 20101228 .0038079156
"" 20101229 .012289995
"" 20101230 .00676217
"" 20110103 .008869023
"" 20110104 .005176521
"" 20110105 .0116679
"" 20110106 -.009220785
"" 20110107 -.010193605
"" 20110110 .0024144156
"" 20110111 .00534316
"" 20110112 .01704833
"" 20110113 -.013811623
"" 20110114 .004501189
"" 20110117 -.003573543
"" 20110118 .0024245975
"" 20110119 -.01307254
"" 20110120 -.008626674
"" 20110121 -.004774143
"" 20110124 .005646552
"" 20110126 -.008166654
"" 20110127 -.006678906
"" 20110128 -.019311316
"" 20110131 -.0012330292
"" 20110201 .016086698
"" 20110202 -.01171
"" 20110203 .00012292537
"" 20110204 -.02119798
"" 20110207 .0021387152
"" 20110208 .004536287
"" 20110209 -.024097
"" 20110210 .0044298763
"Abc Brasil" 20110211 .018408349
"" 20110214 .011915598
"" 20110215 .002592566
"" 20110216 .017083665

I just include one firm to give an example. I want the cumulative return (ln_ibrx) between 20100202 to 20110211 for "Abc Brasil".

Does anyone have any idea about how to do this?

Thank you!