I have a problem related to cumulative returns, I have a return series from 01-01-2020 to 23-03-2020, which I have calculated the cumulative return for (cum_ret_collapse) and then I have the return from the 24-03-2020 (ret_stimulus). What I would like my final result to look like, based on the below dataex output is:
gvkey | date | cum_ret_collapse | ret_stimulus |
121572 | 23-03-2020 (21997) | -.25781345 | BLANK |
121572 | 24-03-2020 (21998) | BLANK | .11871266 |
351629 | 23-03-2020 (21997) | -.4168774 | BLANK |
351629 | 24-03-2020 (21998) | BLANK | .04898913 |
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long(gvkey date) float(ln_daily_excess_return cum_ret_collapse ret_stimulus) 121572 21916 -.005597397 . . 121572 21917 .012331572 . . 121572 21920 .014464203 . . 121572 21921 -.030459324 . . 121572 21922 .010714876 . . 121572 21923 .012003983 . . 121572 21924 -.0001912124 . . 121572 21927 .01298292 . . 121572 21928 .016417757 . . 121572 21929 .017291797 . . 121572 21930 .007254987 . . 121572 21931 -.011881473 . . 121572 21935 .00024433032 . . 121572 21936 -.009300313 . . 121572 21937 .007439621 . . 121572 21938 -.011954164 . . 121572 21941 .0022482078 . . 121572 21942 -.00932446 . . 121572 21943 -.0092616705 . . 121572 21944 -.006548685 . . 121572 21945 -.03011329 . . 121572 21948 -.007227845 . . 121572 21949 -.001198359 . . 121572 21950 .01139212 . . 121572 21951 .007558542 . . 121572 21952 -.0001659268 . . 121572 21955 -.00283801 . . 121572 21956 -.004852127 . . 121572 21957 .011355303 . . 121572 21958 -.0083264755 . . 121572 21959 -.016974656 . . 121572 21963 -.010120523 . . 121572 21964 -.02562303 . . 121572 21965 .01279469 . . 121572 21966 .006664403 . . 121572 21969 -.015735576 . . 121572 21970 -.008814471 . . 121572 21971 -.00498269 . . 121572 21972 .016218198 . . 121572 21973 .0031807376 . . 121572 21976 -.006490797 . . 121572 21977 .006421153 . . 121572 21978 .03947235 . . 121572 21979 -.0326997 . . 121572 21980 -.006461781 . . 121572 21983 -.005753573 . . 121572 21984 .005175421 . . 121572 21985 -.014263118 . . 121572 21986 -.03841731 . . 121572 21987 .01693143 . . 121572 21990 -.10546456 . . 121572 21991 -.019903116 . . 121572 21992 -.04505246 . . 121572 21993 .02358914 . . 121572 21994 -.0947519 . . 121572 21997 .02844759 -.25781345 . 121572 21998 .11871266 . .11871266 351629 21916 -.011761626 . . 351629 21917 .014446345 . . 351629 21920 -.007383171 . . 351629 21921 -.02013525 . . 351629 21922 .009187161 . . 351629 21923 .00020607914 . . 351629 21924 .008115655 . . 351629 21927 .016802315 . . 351629 21928 -.0024659846 . . 351629 21929 .0006855737 . . 351629 21930 .002621368 . . 351629 21931 .008626423 . . 351629 21935 -.004126159 . . 351629 21936 -.006078674 . . 351629 21937 .002617892 . . 351629 21938 -.011460582 . . 351629 21941 -.005677637 . . 351629 21942 .002656959 . . 351629 21943 -.002004263 . . 351629 21944 .01264292 . . 351629 21945 -.007831172 . . 351629 21948 .010650126 . . 351629 21949 .002612802 . . 351629 21950 -.002456543 . . 351629 21951 -.002221288 . . 351629 21952 -.005385953 . . 351629 21955 .018053994 . . 351629 21956 -.0014790925 . . 351629 21957 .005449541 . . 351629 21958 .007075593 . . 351629 21959 .007963802 . . 351629 21963 .0011278415 . . 351629 21964 -.0080429055 . . 351629 21965 .009826872 . . 351629 21966 -.013701586 . . 351629 21969 -.018468712 . . 351629 21970 -.03794376 . . 351629 21971 -.012918465 . . 351629 21972 -.06838585 . . 351629 21973 -.029580915 . . 351629 21976 .04113207 . . 351629 21977 -.0008376593 . . 351629 21978 .05137467 . . 351629 21979 -.025396325 . . 351629 21980 -.02713015 . . 351629 21983 -.11313085 . . 351629 21984 .034961585 . . 351629 21985 -.09721826 . . 351629 21986 -.13892464 . . 351629 21987 .1459414 . . 351629 21990 -.2206053 . . 351629 21991 .0515087 . . 351629 21992 -.1193427 . . 351629 21993 .014776438 . . 351629 21994 -.0498397 . . 351629 21997 .05151322 -.4168774 . 351629 21998 .04898913 . .04898913 end format %td date
Does anyone have a neat trick to fix this issue?
If further questions are needed to solve this problem, feel free to ask.
Thank you in advance.
Best Regards,
Jeppe S
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