I would like to drop the stocks whose market value (MV) is below 5th percentile of all stocks in each month and would like to ask for the assistance.
Thank you in advance!
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str6 dscd str10 MV str8 var4 float(DATE month year) "131879" "1858,53" "19800229" 7364 2 1980 "131879" "2044,56" "19800331" 7395 3 1980 "131879" "1844,64" "19800430" 7425 4 1980 "131879" "1670,26" "19800530" 7455 5 1980 "131879" "1644,39" "19800630" 7486 6 1980 "131879" "1642,57" "19800731" 7517 7 1980 "131879" "1586,6" "19800829" 7546 8 1980 "131879" "1763,44" "19800930" 7578 9 1980 "131879" "1546,18" "19801031" 7609 10 1980 "131879" "1563,4" "19801128" 7637 11 1980 "131879" "1242,44" "19801231" 7670 12 1980 "131879" "1290,62" "19810130" 7700 1 1981 "131879" "1353,73" "19810227" 7728 2 1981 "131879" "1289,06" "19810331" 7760 3 1981 "131879" "602,85" "19810430" 7790 4 1981 "131879" "670,47" "19810529" 7819 5 1981 "131879" "779,26" "19810630" 7851 6 1981 "131879" "717,34" "19810731" 7882 7 1981 "131879" "668,54" "19810831" 7913 8 1981 "131879" "685,68" "19810930" 7943 9 1981 "131879" "759,76" "19811030" 7973 10 1981 "131879" "1014,62" "19811130" 8004 11 1981 "131879" "1156,44" "19811231" 8035 12 1981 "131879" "1169,23" "19820129" 8064 1 1982 "131879" "1468,25" "19820226" 8092 2 1982 "131879" "1478,28" "19820331" 8125 3 1982 "131879" "1880,86" "19820430" 8155 4 1982 "131879" "1707,42" "19820528" 8183 5 1982 "131879" "1736,22" "19820630" 8216 6 1982 "131879" "1733,99" "19820730" 8246 7 1982 "131879" "1587,08" "19820831" 8278 8 1982 "131879" "1699,51" "19820930" 8308 9 1982 "131879" "1681,22" "19821029" 8337 10 1982 "131879" "1645,75" "19821130" 8369 11 1982 "131879" "1743,25" "19821231" 8400 12 1982 "131879" "2287,1" "19830131" 8431 1 1983 "131879" "2230,49" "19830228" 8459 2 1983 "131879" "2576,67" "19830331" 8490 3 1983 "131879" "2858,24" "19830429" 8519 4 1983 "131879" "3050,69" "19830531" 8551 5 1983 "131879" "3052,93" "19830630" 8581 6 1983 "131879" "2731,86" "19830729" 8610 7 1983 "131879" "2524,69" "19830831" 8643 8 1983 "131879" "2503,48" "19830930" 8673 9 1983 "131879" "2300,83" "19831031" 8704 10 1983 "131879" "1992,86" "19831130" 8734 11 1983 "131879" "2319,52" "19831230" 8764 12 1983 "131879" "2102,17" "19840131" 8796 1 1984 "131879" "1640,99" "19840229" 8825 2 1984 "131879" "1227,67" "19840330" 8855 3 1984 "131879" "1404,35" "19840430" 8886 4 1984 "131879" "1292,17" "19840531" 8917 5 1984 "131879" "1280,6" "19840629" 8946 6 1984 "131879" "1547,26" "19840731" 8978 7 1984 "131879" "1332,18" "19840831" 9009 8 1984 "131879" "1365,85" "19840928" 9037 9 1984 "131879" "1090,49" "19841031" 9070 10 1984 "131879" "1030,51" "19841130" 9100 11 1984 "131879" "1108,18" "19841231" 9131 12 1984 "131879" "1032,98" "19850131" 9162 1 1985 "131879" "1031,02" "19850228" 9190 2 1985 "131879" "1100,84" "19850329" 9219 3 1985 "131879" "1119,75" "19850430" 9251 4 1985 "131879" "1204,75" "19850531" 9282 5 1985 "131879" "1435,58" "19850628" 9310 6 1985 "131879" "1615,83" "19850731" 9343 7 1985 "131879" "1386,97" "19850830" 9373 8 1985 "131879" "1440,61" "19850930" 9404 9 1985 "131879" "1635,6" "19851031" 9435 10 1985 "131879" "1395,72" "19851129" 9464 11 1985 "131879" "1195,82" "19851231" 9496 12 1985 "131879" "1377,02" "19860131" 9527 1 1986 "131879" "1685,52" "19860228" 9555 2 1986 "131879" "2179,01" "19860331" 9586 3 1986 "131879" "2285,13" "19860430" 9616 4 1986 "131879" "2482,51" "19860530" 9646 5 1986 "131879" "1861,24" "19860630" 9677 6 1986 "131879" "1596,95" "19860731" 9708 7 1986 "131879" "1738,22" "19860829" 9737 8 1986 "131879" "2069,89" "19860930" 9769 9 1986 "131879" "2164,9" "19861031" 9800 10 1986 "131879" "2475,48" "19861128" 9828 11 1986 "131879" "2689,39" "19861231" 9861 12 1986 "131879" "3043,45" "19870130" 9891 1 1987 "131879" "3095,35" "19870227" 9919 2 1987 "131879" "3833,58" "19870331" 9951 3 1987 "131879" "3939,12" "19870430" 9981 4 1987 "131879" "3351,86" "19870529" 10010 5 1987 "131879" "3352,8" "19870630" 10042 6 1987 "131879" "3247,31" "19870731" 10073 7 1987 "131879" "3938,7" "19870831" 10104 8 1987 "131879" "4666,43" "19870930" 10134 9 1987 "131879" "4242,82" "19871030" 10164 10 1987 "131879" "3712,53" "19871130" 10195 11 1987 "131879" "3783,5" "19871231" 10226 12 1987 "131879" "3626,74" "19880129" 10255 1 1988 "131879" "3747,59" "19880229" 10286 2 1988 "131879" "3102,95" "19880331" 10317 3 1988 "131879" "4990,3" "19880429" 10346 4 1988 "131879" "5092,14" "19880531" 10378 5 1988 end
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