Dear Statalister,

Does someone know how to calculate log of realised return in STATA? I tried to use Holding Period Return in CRSP. However, CRSP only include USA data and I need data for all countries. So I tried to use Realised Return=(Dividend Per Share + Fiscal Close Price - last year's Fiscal Close Price)/ last year's Fiscal Close Price. But I do not have Dividend Per Share, which I calculated as Dividend-Common share/ CSHO = DPS.

Summary:
DPS = Dividend / CSHO
LN Realised return= LN [(DPS + prrcc_f - L.prcc_f)/L.prcc_f]

Is this the right step to calculate the natural log of realised return?

Help would very appreciated!

Best,

Tiantian