I have daily unbalanced panel data with ID = permno and Time = date.
The variable prc is the price of a stock and the variable maxprc_52 is the highest price in the last 52 weeks. I calculated the highest price via "rangestat" command.
The other variables are the year, the month and the day.
Problem: Now I want to calculate a new variable that equals the number of days since the 52 weeks high price.
Here is an example of my data:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input double permno long date float(year month week day prc) double maxprc_52 10001 18639 2011 1 2 12 10.61 12.350000381469727 10001 18640 2011 1 2 13 10.66 12.350000381469727 10001 18641 2011 1 2 14 10.77 12.350000381469727 10001 18645 2011 1 3 18 10.66 12.350000381469727 10001 18646 2011 1 3 19 10.73 12.350000381469727 10001 18647 2011 1 3 20 10.76 12.350000381469727 10001 18648 2011 1 3 21 10.6699 12.350000381469727 10001 18651 2011 1 4 24 10.77 12.350000381469727 10001 18652 2011 1 4 25 10.8699 12.350000381469727 10001 18653 2011 1 4 26 10.92 12.350000381469727 10001 18654 2011 1 4 27 10.8 12.350000381469727 10001 18655 2011 1 4 28 10.74 12.350000381469727 10001 18658 2011 1 5 31 10.78 12.350000381469727 10001 18659 2011 2 5 1 10.77 12.350000381469727 10001 18660 2011 2 5 2 10.76 12.350000381469727 10001 18661 2011 2 5 3 10.79 12.350000381469727 10001 18662 2011 2 5 4 10.779 12.350000381469727 10001 18665 2011 2 6 7 10.93 12.350000381469727 10001 18666 2011 2 6 8 10.83 12.350000381469727 10001 18667 2011 2 6 9 10.8775 12.350000381469727 10001 18668 2011 2 6 10 10.85 12.350000381469727 10001 18669 2011 2 6 11 10.85 12.350000381469727 10001 18672 2011 2 7 14 10.85 12.350000381469727 10001 18673 2011 2 7 15 10.84 12.350000381469727 10001 18674 2011 2 7 16 10.87 12.350000381469727 10001 18675 2011 2 7 17 10.92 12.350000381469727 10001 18676 2011 2 7 18 10.93 12.350000381469727 10001 18680 2011 2 8 22 10.87 12.350000381469727 10001 18681 2011 2 8 23 10.9699 12.350000381469727 10001 18682 2011 2 8 24 10.94 12.350000381469727 10001 18683 2011 2 8 25 10.99 12.350000381469727 10001 18686 2011 2 9 28 10.98 12.350000381469727 10001 18687 2011 3 9 1 11 12.350000381469727 10001 18688 2011 3 9 2 10.9968 12.350000381469727 10001 18689 2011 3 9 3 11.13 12.350000381469727 10001 18690 2011 3 9 4 11.25 12.350000381469727 10001 18693 2011 3 10 7 11.354 12.350000381469727 10001 18694 2011 3 10 8 11.04 12.350000381469727 10001 18695 2011 3 10 9 11.15 12.350000381469727 10001 18696 2011 3 10 10 11.04 12.350000381469727 10001 18697 2011 3 10 11 11.04 12.350000381469727 10001 18700 2011 3 11 14 11.0801 12.350000381469727 10001 18701 2011 3 11 15 10.825 12.350000381469727 10001 18702 2011 3 11 16 10.95 12.350000381469727 10001 18703 2011 3 11 17 11.1 12.350000381469727 10001 18704 2011 3 11 18 11.05 12.350000381469727 10001 18707 2011 3 12 21 11.2 12.350000381469727 10001 18708 2011 3 12 22 11.11 12.350000381469727 10001 18709 2011 3 12 23 11.09 12.350000381469727 10001 18710 2011 3 12 24 11.17 12.350000381469727 10001 18711 2011 3 12 25 11.24 12.350000381469727 10001 18714 2011 3 13 28 11.31 12.350000381469727 10001 18715 2011 3 13 29 11.25 12.350000381469727 10001 18716 2011 3 13 30 11.35 12.350000381469727 10001 18717 2011 3 13 31 11.73 12.350000381469727 10001 18718 2011 4 13 1 11.75 12.350000381469727 10001 18721 2011 4 14 4 11.7799 12.350000381469727 10001 18722 2011 4 14 5 11.689 12.350000381469727 10001 18723 2011 4 14 6 11.65 12.350000381469727 10001 18724 2011 4 14 7 11.58 12.350000381469727 10001 18725 2011 4 14 8 11.5929 12.350000381469727 10001 18728 2011 4 15 11 11.74 12.350000381469727 10001 18729 2011 4 15 12 11.7399 12.350000381469727 10001 18730 2011 4 15 13 11.74 12.350000381469727 10001 18731 2011 4 15 14 11.83 12.350000381469727 10001 18732 2011 4 15 15 11.75 12.350000381469727 10001 18735 2011 4 16 18 11.6801 12.350000381469727 10001 18736 2011 4 16 19 11.8 12.350000381469727 10001 18737 2011 4 16 20 11.78 12.350000381469727 10001 18738 2011 4 16 21 11.6657 12.350000381469727 10001 18742 2011 4 17 25 11.69 12.350000381469727 10001 18743 2011 4 17 26 11.42 12.350000381469727 10001 18744 2011 4 17 27 11.35 12.350000381469727 10001 18745 2011 4 17 28 11.28 12.350000381469727 10001 18746 2011 4 17 29 11.23 12.350000381469727 10001 18749 2011 5 18 2 11.09 12.350000381469727 10001 18750 2011 5 18 3 11.25 12.350000381469727 10001 18751 2011 5 18 4 11.14 12.350000381469727 10001 18752 2011 5 18 5 11.3199 12.350000381469727 10001 18753 2011 5 18 6 11.28 12.350000381469727 10001 18756 2011 5 19 9 11.5 12.350000381469727 10001 18757 2011 5 19 10 11.2 12.350000381469727 10001 18758 2011 5 19 11 11.2399 12.350000381469727 10001 18759 2011 5 19 12 11.32 12.350000381469727 10001 18760 2011 5 19 13 11.3 12.350000381469727 10001 18763 2011 5 20 16 11.45 12.350000381469727 10001 18764 2011 5 20 17 11.35 12.350000381469727 10001 18765 2011 5 20 18 11.29 12.350000381469727 10001 18766 2011 5 20 19 11.3299 12.350000381469727 10001 18767 2011 5 20 20 11.3 12.350000381469727 10001 18770 2011 5 21 23 11.23 12.350000381469727 10001 18771 2011 5 21 24 11.29 12.350000381469727 10001 18772 2011 5 21 25 11.29 12.350000381469727 10001 18773 2011 5 21 26 11.36 12.350000381469727 10001 18774 2011 5 21 27 11.36 12.350000381469727 10001 18778 2011 5 22 31 11.5 12.350000381469727 10001 18779 2011 6 22 1 11.42 12.350000381469727 10001 18780 2011 6 22 2 11.4 12.350000381469727 10001 18781 2011 6 22 3 11.52 12.350000381469727 10001 18784 2011 6 23 6 11.5299 12.350000381469727 end format %d date
Best regards
Steven
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