Hey there,

i am trying to do CAPM regressions with daily stock returns for every company over a period of 18 years (2002 - 2019). So far i have done a foreah loop and repeated it 18 times (once for each year). Is there any way to combine it and make nly one foreach loop.

This is the code i have done so far. I ran it 18 times (once for each year). I also need to have all the values (beta = systematic risk) in one matrix at the end.

Code:
foreach aktie of varlist u_s_*{
local regressanden `regressanden' `aktie'
summarize `aktie'
regress `aktie' u_i_SP500COMPOSITE if year == 2002
matrix out = nullmat(out)\ _b[u_i_SP500COMPOSITE]
}
// Ende Schleife
matrix colnames out = beta_02
matrix list out
svmat out, names (beta_2002)
matrix drop out
I would appreciate some help.

Thanks
Patrick