Dear Statalist,

I am new to Stata and trying to make portfolio sorting , but I do still not know how to do it exactly. I have a panel data with the ID of the company (code) and the year (year), size (size) and a book to market (bvmv).

What I want to do is the following:
1. at the end of june each yea Sort stocks into two size groups (Big stocks are those in the top 90% of size, and small stocks are those in the bottom 10%)

2. Sort stocks into three book to market (bvmv) (breakpoints are 30th and 70th percentiles)

3. Sort stocks further with the independent 2x3 sorts on size and book to market produce six portfolios, SG, SN, SV, BG, BN, and BV, where S and B indicate small or big and G, N, and V indicate growth (low bvmv), neutral, and value (high bvmv).

* Example generated by -dataex-. To install: ssc install dataex
clear
input str48 name str12 isincode float(month yearnew size bvmv)
"WINGTECH TECHNOLOGY 'A'" "CNE000000M72" 9 1999 .006493479 .01559449
"SANXIANG IMPRESSION 'A'" "CNE000000T00" 9 1999 .009729746 .0126169
"TONGHUA DONGBAO PHARM. 'A'" "CNE000000H87" 9 1999 .01910826 .009465886
"CHONGQING WANLI NEW EN. 'A'" "CNE000000G96" 9 1999 .013541578 .01363718
"SHANGHAI HUAYI GP.'A'" "CNE0000006G6" 9 1999 .02795306 .013451143
"SHANGHAI LAIYIFEN 'A'" "CNE100002GH3" 9 1999 0 .013634946
"HUADIAN ENERGY 'A'" "CNE000000KX7" 9 1999 .023364574 .01195663
"SICHUAN MINJIANG 'A'" "CNE000000VJ3" 9 1999 .00168346 .01300116
"SHANGHAI WORTH GDN.'A'" "CNE1000021G3" 9 1999 .02755903 .02190554
"FAW CAR 'A'" "CNE000000R85" 9 1999 .0041666296 .01226845
"CITIC GUOAN INFO.IND.'A'" "CNE000000TD0" 9 1999 .00763358 .016245203
"SHN.GT.OCEAN SHIP.'B'" "CNE000001ML6" 9 1999 .012832209 .01527738
"SHANGHAI MALING AQUARIUS 'A'" "CNE000000RS2" 9 1999 .008752727 .014097102
"SHAI.FUDAN FWD.S & T 'A'" "CNE0000006S1" 9 1999 .0136752 .02004609
"SHN.YAN TIAN POR.HDG.'A'" "CNE000000SF7" 9 1999 .05673762 .015145889
"KUNWU JIUDING INVESTMENT HOLDINGS 'A'" "CNE000000PP2" 9 1999 .005128241 .012104352
"SHENZHEN AIRPORT 'A'" "CNE000000VK1" 9 1999 .020979 .012811908
"CHINA SECURITY 'A'" "CNE0000001Y0" 9 1999 .013761492 .01303691
"SHENZHEN HOPEWIND ELEC. 'A'" "CNE100002WM0" 9 1999 .0034188 .012733237
"SHANXI GUOXIN ENERGY 'B'" "CNE000000BM9" 9 1999 .035714254 .017803922
"JIANGSU WUZHONG INDL.'A'" "CNE000000YP4" 9 1999 0 .011289109
"QINGDAO HISENSE ELECTRONICS 'A'" "CNE000000PF3" 9 1999 .008896747 .011306063
"FOUNDER TECH.GP. 'A'" "CNE0000001S2" 9 1999 .004405282 .019085057
"CPT TECH.(GROUP) 'A'" "CNE0000002D2" 9 1999 .05197505 .014956822
"LAO FENG XIANG 'B'" "CNE0000004K3" 9 1999 0 .014583333
"TIBET RHDPHAR.HLDG. 'A'" "CNE000000ZW7" 9 1999 .005360342 .01412058
"GUI ZHOU TYRE 'A'" "CNE000000JH2" 9 1999 .012121201 .021861605
"ZHEJIANG JUHUA 'A'" "CNE000000WQ6" 9 1999 .008230445 .015338186
"SHN.CHINA BICYCLE 'A'" "CNE0000002Q4" 9 1999 .01271859 .013213408
"ANHUI GUOFENG PLSTC.'A'" "CNE000000XF7" 9 1999 .019607875 .01240107
"JIANGSU CHINESE ONLINE LOGISTICS 'A'" "CNE000000065" 9 1999 .003726675 .01076432
"SHANGHAI BELLING 'A'" "CNE000000XB6" 9 1999 .005630652 .015540547
"GAC CHANGFENG MOTOR 'A'" "CNE000001J76" 9 1999 .07482991 .02165474
"SHAI.CHLOR-ALKALI CHM. 'B'" "CNE0000004C0" 9 1999 0 .02034723
"TIANJIN BENEFO TEJING ELECTRIC 'A'" "CNE000001832" 9 1999 .015834361 .014274321
"ZHONGTIAN FINL.GP.'A'" "CNE000000FL2" 9 1999 0 .01415284
"BOHAI LEASING 'A'" "CNE0000009B1" 9 1999 0 .015557416
"XIAMEN XIANGYU 'A'" "CNE000000QN5" 9 1999 .04761907 .014939445
"CHANGHONG MEILING 'A'" "CNE000000BT4" 9 1999 .02234635 .014281092
"CHIN.REFORM HLTH. MAN.&. SSGP.'A'" "CNE000000255" 9 1999 .008316001 .010069065
"FUJIAN YONGAN FOREST.'A'" "CNE000000CS4" 9 1999 .01220936 .012546004
"SHENZHEN KAIFA TECH.'A'" "CNE000000FK4" 9 1999 0 .015677534
"CHONGQING SANXIA PS. 'A'" "CNE000000305" 9 1999 .0272277 .0143041
"PANDA FINL.HDG.'A'" "CNE0000018S6" 9 1999 .004366808 .014253124
"TONGHUA GOLDEN-HORSE PHARM.IND.'A'" "CNE000000735" 9 1999 .01974617 .012933527
"YANZHOU COAL MINING 'A'" "CNE000000WV6" 9 1999 .02170278 .013380827
"CSSC OFFS.& MAR.ENGR.GP. 'A'" "CNE000000BP2" 9 1999 .015520995 .013881355
"NANFANG BLACK SESAME GROUP 'A'" "CNE000000909" 9 1999 .007886466 .017195478
"TIANJIN TEDA 'A'" "CNE0000005D5" 9 1999 .005540161 .012039186
"JOINTO ENERGY INV. 'A'" "CNE000000FT5" 9 1999 .0044576833 .015465764
"SHENZHEN SEA STAR TECH. 'A'" "CNE1000000L7" 9 1999 .0010111454 .013600056
"CASIN REAL ESTATE DEVELOPMENT GROUP 'A'" "CNE0000007R1" 9 1999 .0151515 .010764802
"SHANGHAI HUAYI GROUP 'B'" "CNE0000004L1" 9 1999 0 .013507895
"ZANGGE HOLDING 'A'" "CNE000000L08" 9 1999 .08087092 .017323121
"TIBET AIM PHARM.'A'" "CNE100002C39" 9 1999 .001335144 .006744788
"SHANDONG ALUMINIUM IND. 'A'" "CNE000000ZJ4" 9 1999 .006265648 .009445054
"ZHANGZIDAO GROUP 'A'" "CNE000001NR1" 9 1999 .012106468 .0101811
"SHANGHAI LINGANG HOLDINGS 'B'" "CNE000000GW7" 9 1999 .11111108 .01986111
"HACI 'A'" "CNE000001MM4" 9 1999 .029411836 .01318302
"JIANGMEN SUG.CANE CHM. FAC.(GP.) 'A'" "CNE0000005H6" 9 1999 .016229726 .01377474
"GUANGZHOU GUANGRI STOCK 'A'" "CNE000000JS9" 9 1999 .009174303 .012333922
"MAANSHAN IRON & STL. 'A'" "CNE000000DD4" 9 1999 .02017289 .010490164
"HEBEI JINNIU CHM.IND.'A'" "CNE000000KR9" 9 1999 .02731511 .013249496
"CHINA WU YI 'A'" "CNE000000SD2" 9 1999 .003584226 .012237124
"SHAI.JINJIANG INTL. TRAVEL 'B'" "CNE000000HF0" 9 1999 .008148975 .013311288
"CHGC.DEPT.JITUAN SOE.'A'" "CNE000000GD7" 9 1999 .005633797 .01470124
"CHINA FANGDA GROUP 'B'" "CNE000000JD1" 9 1999 .007692301 .02074768
"HENAN SHUANGHUI INV.& DEV.'A'" "CNE000000XM3" 9 1999 .004694943 .011183902
"SHN.ZHONGJIN LINGNAN NONFEMET 'A'" "CNE000000FS7" 9 1999 .0079365 .012563717
"SHENYANG HUITIA THERMAL PWR.'A'" "CNE0000007K6" 9 1999 .01674279 .015495613
"CHANGCHAI 'A'" "CNE000000GT3" 9 1999 .01992033 .011439384
"SHANGHAI LINGANG HOLDINGS 'A'" "CNE000000C74" 9 1999 .02264802 .017265145
"SHANDONG INTCO MEDICAL PRODUCTS 'A'" "CNE100003456" 9 1999 .004769509 .010715269
"SHANDONG JINJIANG SCI.& CH.'A'" "CNE000001C57" 9 1999 .02159825 .010865006
"GZH.DEV.GPIN.'A'" "CNE000000SB6" 9 1999 .011464927 .012776517
"HENAN YINGE INDL.INV. 'A'" "CNE000000PT4" 9 1999 0 .01135509
"SHAI.YOUNG SUN INV. 'B'" "CNE000000J02" 9 1999 0 .018862223
"MAOYE COMMERCIAL 'A'" "CNE000000FJ6" 9 1999 .01759536 .01677732
"SHANDONG TONGDA NEW MATERIALS 'A'" "CNE100001DL4" 9 1999 .009302316 .014205392
"SHANGHAI COOLTECH POWER 'A'" "CNE100000YD9" 9 1999 .010899172 .01524961
"WUXI LITTLE SWAN 'A'" "CN:WSP" 9 1999 .011857696 .014462519
"LIAOHE JINMA OILFIELD 'A'" "CN0009139006" 9 1999 .03846153 .016373795
"ZHONGSHAN PUB.UTILS.GP. 'A'" "CNE0000006B7" 9 1999 .003891047 .019764414
"WUHAN ZHONGYUAN HUADIAN SCTC.'A'" "CNE100000GP0" 9 1999 .05038755 .012336186
"ANSHAN NO.1 CON.MACH.'A'" "CNE000001J43" 9 1999 .00468859 .016678596
"BEIJING ELECTRONIC ZONE INV.& DEV.'A'" "CNE000000974" 9 1999 .012970156 .016052367
"TIANMA MICROELS.'A'" "CNE000000HT1" 9 1999 .01070668 .011334972
"SICHUAN HUATI LIGHTING TECH.'A'" "CNE100002WT5" 9 1999 .0019493623 .017990904
"AEROSPACE HI-TECH HLDG. GP. 'A'" "CNE000000Y86" 9 1999 0 .011800613
"LANZHOU HUANGHE ENTER. 'A'" "CNE000000ZD7" 9 1999 .00491644 .011046248
"XIAMEN ITG GROUP 'A'" "CNE000000MN4" 9 1999 .03773593 .01435472
"CHINA NAT.ACCORD MDC.'B'" "CNE0000009M8" 9 1999 0 .022249887
"HUAYI COMPR. 'A'" "CNE000000KM0" 9 1999 .006968579 .012515024
"GZH.PER.RVR.IND.DEV.'A'" "CNE000000BN7" 9 1999 0 .01151179
"VANFUND URB.INVDV. 'A'" "CNE0000008Y5" 9 1999 .006067984 .006347805
"SHANDONG SWAN CTN.ILMH. STK.'A'" "CNE100002748" 9 1999 .024590205 .015767446
"QINGHAI HUZHU BARLEY WINE 'A'" "CNE1000019X2" 9 1999 .007911422 .016542897
"QINHUANGDAO PORT 'A'" "CNE100002QX9" 9 1999 0 .021875
"PETROLEUM LONG CHAMP 'A'" "CNE000000N06" 9 1999 .006034539 .015018919
"FUJIAN FURI ELTN. 'A'" "CNE000000Z36" 9 1999 .016726445 .012993315
end
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Any help would be appreciated !

Thanks in advance,