Currently I have a database of funds holdings of a particular stock with the time series being in quarters. I would like to calculate how many portfolio firms held the investment company during a given quarter.
For example, in quarter 1, 5 different portfolios held the investment company, and in quarter 2, 5 different portfolios held the investment company and so forth. I would like to do this for the entire dataset, with roughly 1500 companies and 41 quarters, where I would like to calculate by stock and quarter, how many portfolios held the particular investment company.
year | quarter | investment company | portfolio firm | number of shares | stock price of each holding firm |
1996 | 1 | 1001 | a | 1000 | 3.33 |
1996 | 1 | 1001 | b | 1200 | 3.33 |
1996 | 1 | 1001 | c | 1300 | 3.33 |
1996 | 1 | 1001 | d | 1100 | 3.33 |
1996 | 1 | 1001 | e | 1050 | 3.33 |
1996 | 2 | 1001 | a | 1100 | 4.44 |
1996 | 2 | 1001 | b | 1100 | 4.44 |
1996 | 2 | 1001 | c | 1200 | 4.44 |
1996 | 2 | 1001 | d | 1400 | 4.44 |
1996 | 2 | 1001 | e | 0 | 4.44 |
1996 | 3 | 1001 | a | 900 | 5.55 |
1996 | 3 | 1001 | b | 1300 | 5.55 |
1996 | 3 | 1001 | c | 1200 | 5.55 |
1996 | 3 | 1001 | d | 1400 | 5.55 |
1996 | 4 | 1001 | a | 1200 | 6.66 |
1996 | 4 | 1001 | b | 1030 | 6.66 |
1996 | 4 | 1001 | c | 1000 | 6.66 |
1996 | 4 | 1001 | d | 1409 | 6.66 |
1997 | 1 | 1001 | a | 2000 | 7.77 |
1997 | 1 | 1001 | b | 1700 | 7.77 |
1997 | 1 | 1001 | c | 1344 | 7.77 |
1997 | 1 | 1001 | d | 1278 | 7.77 |
1997 | 2 | 1001 | a | 1900 | 8.88 |
1997 | 2 | 1001 | b | 2000 | 8.88 |
1997 | 2 | 1001 | c | 1300 | 8.88 |
1997 | 2 | 1001 | d | 700 | 8.88 |
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