I have used STATA for some time but I am still amateur.
I have to create weighted peer market cap for each firm (excluding the firm weight) as shown in the last four columns of table below.
I have 50 firms' weekly data for 5 years.
Is it possible if you can guide me to calculate weighted peer market cap...?
And also how can I copy Firm B's market cap in front of Firm A's observation (by creating another variable)?
Thanks!
Qazi
Table:
Name | Week | Market Cap | Total Weight | Peer weight | Weight A | Weight B | Weight C | Weight D |
A | 1 | 2.5 | 14 | 14 - 2.5 = 11.5 | . | 3.5 / 11.5 | 1.5 / 11.5 | 6.5 / 11.5 |
B | 1 | 3.5 | 14 | 14 - 3.5= 10.5 | 2.5 / 10.5 | . | 1.5 / 10.5 | 6.5 / 10.5 |
C | 1 | 1.5 | 14 | 14 - 1.5 = 12.5 | 2.5 / 12.5 | 3.5 / 12.5 | . | 6.5 / 12.5 |
D | 1 | 6.5 | 14 | 14 - 6.5 = 7.5 | 2.5 / 7.5 | 3.5 / 7.5 | 1.5 / 7.5 | . |
14 |
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str23 name long(Week marketcap) "ALPHABET A" 36 534763617 "INTERNATIONAL BUS.MCHS." 36 132903587 "COGNIZANT TECH.SLTN.'A'" 36 36552180 "CACI INTERNATIONAL 'A'" 36 2243792 "VMWARE A" 36 23869542 "TYLER TECHNOLOGIES" 36 6410496 "ORACLE" 36 158649790 "GRUBHUB" 36 2056513 "MICRON TECHNOLOGY" 36 14712240 "3D SYSTEMS" 36 975218 "HUBSPOT" 36 1932165 "ZENDESK" 36 2387532 "CDW" 36 7071128 "WORKDAY CLASS A" 36 15537600 "HP" 36 21356033 "IAC INTERACTIVE" 36 1125127 "TWITTER" 36 16062214 "MICROSOFT" 36 445337960 "LIVERAMP HOLDINGS" 36 1628331 "BROADCOM" 36 40099011 "GROUPON" 36 1815350 "CDK GLOBAL" 36 7604694 "NEW RELIC" 36 1716472 "INTEL" 36 162776250 "RINGCENTRAL" 36 1696888 "CHANNELADVISOR" 36 349449 "QUALCOMM" 36 76177140 "EPLUS" 36 689098 "MANHATTAN ASSOCS." 36 4814952 "PEGASYSTEMS" 36 2103420 "SCIENCE APPS.INTL." 36 2060100 "PROS HOLDINGS" 36 685186 "TERADATA" 36 3453094 "NETAPP" 36 8120833 "PTC" 36 3938989 "APPLE" 36 587219541 "AVID TECHNOLOGY" 36 288174 "FACEBOOK CLASS A" 36 297757700 "SALESFORCE.COM" 36 52600834 "NVIDIA" 36 17732480 "UNISYS" 36 551395 "NATIONAL INSTS." 36 3657160 "EPAM SYSTEMS" 36 3944093 "A10 NETWORKS" 36 420968 "SERVICENOW" 36 13917616 "IDEANOMICS" 36 45831 "SILICON LABS." 36 2025429 "NUANCE COMMS." 36 6161544 "WORKIVA 'A'" 36 719464 "ADVANCED MICRO DEVICES" 36 2273040 "TYLER TECHNOLOGIES" 96 6410496 "SERVICENOW" 96 13917616 "GRUBHUB" 96 2056513 "CACI INTERNATIONAL 'A'" 96 2243792 "NATIONAL INSTS." 96 3657160 "CHANNELADVISOR" 96 349449 "HP" 96 21356033 "A10 NETWORKS" 96 420968 "WORKIVA 'A'" 96 719464 "MICRON TECHNOLOGY" 96 14712240 "SILICON LABS." 96 2025429 "NETAPP" 96 8120833 "TERADATA" 96 3453094 "TWITTER" 96 16062214 "MICROSOFT" 96 445337960 "3D SYSTEMS" 96 975218 "CDW" 96 7071128 "IDEANOMICS" 96 45831 "EPLUS" 96 689098 "VMWARE A" 96 23869542 "GROUPON" 96 1815350 "QUALCOMM" 96 76177140 "INTERNATIONAL BUS.MCHS." 96 132903587 "ADVANCED MICRO DEVICES" 96 2273040 "SCIENCE APPS.INTL." 96 2060100 "NEW RELIC" 96 1716472 "EPAM SYSTEMS" 96 3944093 "LIVERAMP HOLDINGS" 96 1628331 "UNISYS" 96 551395 "APPLE" 96 587219541 "IAC INTERACTIVE" 96 1125127 "WORKDAY CLASS A" 96 15537600 "AVID TECHNOLOGY" 96 288174 "MANHATTAN ASSOCS." 96 4814952 "FACEBOOK CLASS A" 96 297757700 "PTC" 96 3938989 "COGNIZANT TECH.SLTN.'A'" 96 36552180 "BROADCOM" 96 40099011 "INTEL" 96 162776250 "PROS HOLDINGS" 96 685186 "NUANCE COMMS." 96 6161544 "PEGASYSTEMS" 96 2103420 "RINGCENTRAL" 96 1696888 "ZENDESK" 96 2387532 "HUBSPOT" 96 1932165 "SALESFORCE.COM" 96 52600834 "ALPHABET A" 96 534763617 "NVIDIA" 96 17732480 "CDK GLOBAL" 96 7604694 "ORACLE" 96 158649790 end label values Week Week label def Week 36 "05/01/2015", modify label def Week 96 "12/01/2015", modify
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