Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int s_id str51 stock float(mdate pr rt mcap idiovol beta size bmratio mom rev illiq coskew idioskew) 1 "3I Infotech Ltd." 582 107.9 .0838774 1300.66 .0791094 .8957983 7.170627 .4481165 -.12633932 -.1669456 .0026881 -1.4033834 1.2621658 1 "3I Infotech Ltd." 583 112.6 .0435588 1410.03 .1176593 .8941596 7.251366 .4133457 -.2648224 .0838774 .0038134 -1.3507864 1.3801864 1 "3I Infotech Ltd." 584 68.7 -.3898757 1471.64 .0692917 .9035137 7.294133 .3960924 -.17417905 .0435588 .0017423 -1.4160223 1.3780096 1 "3I Infotech Ltd." 585 41.95 -.389374 898.22 .0772024 .9303561 6.800415 .7110626 -.1374322 -.3898757 .0049241 -1.9217837 1.2305558 1 "3I Infotech Ltd." 586 32.4 -.2276519 548.5 .1910248 1.0543237 6.307187 1.164482 -.4467936 -.389374 .015475 -1.540114 1.0260595 1 "3I Infotech Ltd." 587 38.65 .1929012 423.63 .0835618 1.0544907 6.048861 1.507716 -.8273377 -.2276519 .0103564 -1.5301414 .903521 1 "3I Infotech Ltd." 588 35.65 -.0776197 505.35 .1445049 1.1047881 6.225251 1.317464 -1.1370238 .1929012 .0095969 -1.991793 .9232385 1 "3I Infotech Ltd." 589 28.95 -.1879383 466.13 .1259066 1.1740319 6.144464 1.428331 -.7739682 -.0776197 .0039669 -1.5736206 .662843 1 "3I Infotech Ltd." 590 32.5 .1226252 378.52 .0846883 1.198705 5.936269 1.758895 -.8983014 -.1879383 .0020465 -1.3750672 .7003378 1 "3I Infotech Ltd." 591 45.95 .4138462 424.94 .0701886 1.1770436 6.051948 1.521846 -.8540121 .1226252 .0046898 -2.2867496 .7316203 1 "3I Infotech Ltd." 592 73.45 .5984765 600.8 .194191 1.1731851 6.398262 1.076387 -1.0945559 .4138462 .0009951 -2.5983424 1.090149 1 "3I Infotech Ltd." 593 71.6 -.0251872 960.37 .2080131 1.2537544 6.867319 .6733833 -.58259636 .5984765 .0070034 -1.696038 1.2895592 2 "3M India Ltd." 582 1605 -.0403587 1884.08 .0945285 .5504192 7.541195 .1718505 -.04965548 -.0961414 .0324018 .663267 .8722552 2 "3M India Ltd." 583 1624.75 .0123053 1808.04 .0789487 .56862265 7.499999 .1790779 -.00929656 -.0403587 .1150158 .4075693 .8189214 2 "3M India Ltd." 584 1439.9 -.1137713 1830.29 .0702951 .555436 7.51223 .1769011 -.0061362 .0123053 .0659989 .18330938 .8100186 2 "3M India Ltd." 585 930.35 -.3538788 1622.06 .0687143 .55424374 7.391452 .2075352 -.03710564 -.1137713 .0524532 -.17885327 .807752 2 "3M India Ltd." 586 916.05 -.0153705 1048.05 .1174414 .4366922 6.954687 .3212017 -.3864366 -.3538788 .1614821 -1.2584523 .15513664 2 "3M India Ltd." 587 926 .0108619 1031.94 . .4371958 6.939196 .3262158 -.6253247 -.0153705 .2712789 -.7098808 .1790273 2 "3M India Ltd." 588 945.5 .0210583 1043.15 .0563063 .4049516 6.95 .3333693 -.8057244 .0108619 .2083724 -.8741335 .03139757 2 "3M India Ltd." 589 893.85 -.0546272 1065.11 .0590803 .33627075 6.970833 .3264939 -.6232147 .0210583 .1946547 -.08674618 .21036015 2 "3M India Ltd." 590 879 -.0166135 1006.93 . .3306707 6.914661 .34536 -.6206292 -.0546272 1.510476 -.17237993 .01673686 2 "3M India Ltd." 591 1024.6 .1656428 990.2 .1408168 .3201537 6.897907 .3639932 -.6131397 -.0166135 .1730662 -.2353555 .1885965 2 "3M India Ltd." 592 1241.3 .2114972 1154.22 .1939789 .371392 7.05118 .3122682 -.6534325 .1656428 .2436674 -.8175713 .9254652 2 "3M India Ltd." 593 1285 .035205 1398.33 .1210847 .3899597 7.243034 .257754 -.48089325 .2114972 .0481781 -1.0205089 .9289688 3 "63 Moons Technologies Ltd." 582 1441.15 -.142147 7708.22 .1038105 1.0037644 8.950043 .2126611 -.4747278 -.0323705 .001202 -2.361518 .836089 3 "63 Moons Technologies Ltd." 583 1424 -.0119002 6612.52 .1323558 .9775379 8.796721 .2478992 -.34828845 -.142147 .0009891 -2.3182673 .6366838 3 "63 Moons Technologies Ltd." 584 1034.75 -.2733497 6533.83 .0728888 .9427468 8.784749 .2508848 -.4611148 -.0119002 .0007456 -2.0230758 .4945134 3 "63 Moons Technologies Ltd." 585 510.95 -.5062092 4747.81 .1093 .9315034 8.465439 .3614883 -.5940032 -.2733497 .0007692 -2.712284 .24077667 3 "63 Moons Technologies Ltd." 586 587.6 .1500146 2344.42 .1548035 1.0700614 7.759793 .7320677 -.8046051 -.5062092 .0047458 -1.584189 -.22960605 3 "63 Moons Technologies Ltd." 587 499 -.1507828 2696.12 .1724489 1.0461704 7.899569 .6365725 -1.2564824 .1500146 .0023662 -.3913108 .05654725 3 "63 Moons Technologies Ltd." 588 478.7 -.0406813 2289.59 .1338877 1.0402232 7.736128 .768477 -1.1768951 -.1507828 .0012496 -.19957256 .05539269 3 "63 Moons Technologies Ltd." 589 423.6 -.1151034 2196.45 .068043 1.0022038 7.694598 .8010654 -1.1431617 -.0406813 .0016374 -.11193354 .04199263 3 "63 Moons Technologies Ltd." 590 619.9 .4634089 1943.63 .1194559 1.0311736 7.572313 .9052644 -1.1361648 -.1151034 .0022114 .1376895 .1781995 3 "63 Moons Technologies Ltd." 591 707.65 .1415551 2844.33 .1092815 .9769729 7.953083 .6151475 -1.0393578 .4634089 .0014219 .8105374 .1951375 3 "63 Moons Technologies Ltd." 592 1446.5 1.04409 3246.96 .0868962 .9995847 8.085474 .5388681 -.6623359 .1415551 .0002822 .7207437 .1832574 3 "63 Moons Technologies Ltd." 593 1307.3 -.0962323 6637.07 .2136188 1.0656089 8.800426 .2636225 -.51756567 1.04409 .0038525 1.535526 .8561664 4 "A B B India Ltd." 582 770.1 -.0510167 17196.36 .0744674 .832959 9.752453 .108244 .01307075 -.2075195 .0003755 -.5570521 .4166189 4 "A B B India Ltd." 583 878.5 .140761 16319.06 .1217215 .8416988 9.700089 .1140631 -.24201564 -.0510167 .0005074 -.3640922 .07702978 4 "A B B India Ltd." 584 784.9 -.1065452 18616.15 .07044 .8088375 9.831785 .0999886 -.2728126 .140761 .0002135 -.349309 .04015106 4 "A B B India Ltd." 585 535.65 -.3175564 16632.69 .0592615 .8106629 9.719126 .1182061 -.28264767 -.1065452 .0003473 -.4228735 .04250785 4 "A B B India Ltd." 586 437.9 -.1824886 11350.87 .1467664 .8811383 9.337049 .1732101 -.6069741 -.3175564 .0012176 -2.4606845 -.3731064 4 "A B B India Ltd." 587 453.45 .0355104 9279.47 .0978662 .9122386 9.13556 .2118749 -.9133573 -.1824886 .0006658 -2.2701082 -.2783756 4 "A B B India Ltd." 588 479.8 .05811 9608.99 .0655202 .9129699 9.170454 .2190319 -1.0667948 .0355104 .0005836 -2.311827 -.3233492 4 "A B B India Ltd." 589 367.65 -.2337432 10167.36 .1042047 .9118398 9.226938 .2070029 -.7721182 .05811 .0008996 -2.411128 -.3627294 4 "A B B India Ltd." 590 427.4 .1625187 7790.81 .0955599 .9314957 8.9607 .2701482 -.745961 -.2337432 .0008895 -2.1981113 -.36798945 4 "A B B India Ltd." 591 487.35 .1402668 9056.96 .0934217 .9214678 9.111289 .2410388 -.9950995 .1625187 .0003751 -2.5660474 -.388953 4 "A B B India Ltd." 592 649.7 .3331282 10327.35 .1215041 .9258978 9.242551 .2113881 -.8049828 .1402668 .0004761 -2.775156 -.19926205 4 "A B B India Ltd." 593 777.1 .1960904 13767.69 .1822933 .9528525 9.53008 .1585655 -.5617028 .3331282 .0038507 -2.5738716 .06192054 5 "A B G Shipyard Ltd." 582 336.8 .0023809 1710.97 .1396551 .7913384 7.444816 .4278274 .4182359 -.3892019 .0063787 -3.3355446 .5100719 5 "A B G Shipyard Ltd." 583 362.45 .076158 1715.05 .1610839 .7561606 7.447197 .4268112 -.3066918 .0023809 .0066063 -1.9838413 .4239286 5 "A B G Shipyard Ltd." 584 298.6 -.1761622 1845.66 .0738923 .7791618 7.520592 .3966064 -.2124559 .076158 .0022315 -2.538337 .5012522 5 "A B G Shipyard Ltd." 585 115.3 -.6138647 1520.52 .0868495 .7594597 7.326807 .4985934 -.3513617 -.1761622 .0047463 -1.972155 .5859241 5 "A B G Shipyard Ltd." 586 97.45 -.1548136 587.13 .2024035 .893261 6.375246 1.29124 -.7107053 -.6138647 .0281276 -3.354473 .09760043 5 "A B G Shipyard Ltd." 587 133.4 .3689071 496.23 .0782214 .8622221 6.207039 1.527758 -1.6249357 -.1548136 .0131701 -1.769576 -.0898203 5 "A B G Shipyard Ltd." 588 70.1 -.4745127 679.3 .2176897 .8696815 6.521063 1.183808 -1.7767352 .3689071 .0070357 -3.101864 .4325186 5 "A B G Shipyard Ltd." 589 83.25 .1875892 356.96 .1819502 .9021762 5.877624 2.252782 -1.1264615 -.4745127 .004963 -4.5782504 .3841798 5 "A B G Shipyard Ltd." 590 82.8 -.0054054 423.92 .1701636 .9180753 6.049545 1.896937 -1.5662667 .1875892 .0012445 -4.3800807 .5055168 5 "A B G Shipyard Ltd." 591 114.8 .3864734 421.63 .1424798 .9778091 6.044128 1.989251 -1.424076 -.0054054 .0019382 -5.074934 .499775 5 "A B G Shipyard Ltd." 592 224.45 .9551393 584.58 .2416571 1.08625 6.370893 1.434756 -1.2780082 .3864734 .0013215 -5.314609 .6503295 5 "A B G Shipyard Ltd." 593 198.95 -.113611 1142.94 .2144302 1.1334819 7.041359 .7338383 -.7924519 .9551393 .0020673 -4.0301075 .7002978 6 "A C C Ltd." 582 584.3 .1182775 9804.72 .0888697 .7693109 9.190619 .4876555 -.27696294 -.2091123 .0002736 -2.822503 -.10143326 6 "A C C Ltd." 583 561.65 -.0387643 10964.48 .1286077 .7471054 9.302416 .4360774 -.6211684 .1182775 .0003969 -2.985709 -.1997642 6 "A C C Ltd." 584 611.65 .0890234 10539.54 .0814341 .7269282 9.262889 .4536633 -.5085044 -.0387643 .0002722 -2.7649505 -.20128797 6 "A C C Ltd." 585 493.4 -.1933296 11477.8 .0654252 .6773509 9.34817 .4412654 -.6682932 .0890234 .0001937 -2.5826764 -.29695332 6 "A C C Ltd." 586 406.25 -.1766315 9258.83 .1317637 .6466519 9.133333 .5470207 -.4810188 -.1933296 .0013751 -1.715922 -.3301926 6 "A C C Ltd." 587 477.9 .1763692 7623.52 .125151 .6608026 8.938993 .6643692 -.6854388 -.1766315 .0007359 -1.9595603 -.3994362 6 "A C C Ltd." 588 504.85 .0563926 8969.31 .1007549 .7195417 9.101564 .5493827 -.8024532 .1763692 .0004708 -1.439382 -.4040527 6 "A C C Ltd." 589 539.8 .0692284 9475.17 .0943909 .7197791 9.15643 .5200554 -.3900176 .0563926 .000392 -1.0564758 -.14830434 6 "A C C Ltd." 590 576.65 .0682661 10131.12 .0934666 .7322345 9.223367 .4863838 -.346466 .0692284 .0002354 -.9772217 -.16816477 6 "A C C Ltd." 591 653 .1324026 10822.84 .0653843 .753518 9.289414 .4926905 -.319372 .0682661 .0002462 -.9229993 -.14441592 6 "A C C Ltd." 592 783 .1990812 12255.82 .095833 .752023 9.413756 .4350842 -.1694572 .1324026 .0001953 -1.2742578 -.13297321 6 "A C C Ltd." 593 768.9 -.0180076 14696.14 .1408703 .7617074 9.59534 .3628353 .09212224 .1990812 .0035031 -1.0264001 -.00727474 7 "A I A Engineering Ltd." 582 255.6 .0162214 2363.88 .0581261 .7958049 7.76806 .2335957 -.06549466 -.1934066 .0692599 -.6260848 .8918313 7 "A I A Engineering Ltd." 583 313.38 .2260563 2402.23 .0893585 .7441835 7.784153 .229867 -.13198939 .0162214 .0952409 -1.226386 .7527254 7 "A I A Engineering Ltd." 584 269.97 -.1385219 2945.27 .0650951 .7174511 7.987956 .1874848 -.04077616 .2260563 .0445475 -1.2685347 .753996 7 "A I A Engineering Ltd." 585 155.8 -.4228988 2537.28 .0901486 .7119604 7.838848 .2278031 .24033707 -.1385219 .0526978 -1.405125 .5611397 7 "A I A Engineering Ltd." 586 124.95 -.1980103 1464.27 .1693883 .6732609 7.289112 .3947368 -.00271862 -.4228988 .1935599 -2.849101 -.31739795 7 "A I A Engineering Ltd." 587 136.1 .0892358 1174.33 .1370389 .6822902 7.068453 .4921969 -.4690253 -.1980103 .0406018 -2.1152267 -.4536062 7 "A I A Engineering Ltd." 588 114.05 -.1620132 1279.12 .1125702 .6748999 7.153928 .4746509 -.7592906 .0892358 .0435148 -2.0833333 -.21065316 7 "A I A Engineering Ltd." 589 116.15 .018413 1071.89 .1387436 .6517614 6.977179 .5664182 -.5515879 -.1620132 .0656963 -2.72293 -.17259285 7 "A I A Engineering Ltd." 590 124.45 .0714593 1091.62 .0639747 .653017 6.995418 .5561773 -.8733688 .018413 .07222 -2.419581 -.15481132 7 "A I A Engineering Ltd." 591 169.25 .359984 1169.63 .1627489 .6240959 7.064443 .5546002 -.7269815 .0714593 .025908 -3.400641 .10350284 7 "A I A Engineering Ltd." 592 241.25 .4254062 1590.68 .1256488 .686071 7.371917 .4077991 -.7309081 .359984 .0088803 -3.116629 .1878451 7 "A I A Engineering Ltd." 593 227.25 -.0580311 2267.36 .1219077 .7222152 7.726371 .2860933 -.33348125 .4254062 .0620181 -2.573541 .11304089 8 "Aban Offshore Ltd." 582 2502.25 -.1301212 10872.86 .0833856 1.095154 9.294025 .0715927 .46470425 -.2810063 .0001606 -2.289098 -.13397793 8 "Aban Offshore Ltd." 583 2080.2 -.1686682 9458.07 .1201344 1.0798002 9.154624 .0823019 .18721692 -.1301212 .0001296 -2.3768287 -.12070557 8 "Aban Offshore Ltd." 584 2049.85 -.0145899 7862.79 .0719796 1.0449556 8.969896 .0990001 .08449736 -.1686682 .0001089 -2.0108082 -.094764 8 "Aban Offshore Ltd." 585 795.6 -.611874 7748.9 .1200437 1.0192004 8.955306 .1109545 -.2840065 -.0145899 .0000935 -2.341828 -.0935983 8 "Aban Offshore Ltd." 586 693.1 -.1288336 3007.55 .2719017 1.256357 8.008881 .2858723 -.6351557 -.611874 .0004018 -1.6526965 -.3275574 8 "Aban Offshore Ltd." 587 671.7 -.0308757 2620.08 .1332539 1.2491058 7.87096 .3281489 -1.2225515 -.1288336 .0002849 -.6521291 -.3671528 8 "Aban Offshore Ltd." 588 484.2 -.2791425 2539.18 .1546266 1.225027 7.839596 .3606074 -1.4337457 -.0308757 .000188 -.6997693 -.379891 8 "Aban Offshore Ltd." 589 315.75 -.3478934 1830.39 .1649709 1.238564 7.512284 .5002478 -1.20281 -.2791425 .0002161 .4037297 -.52581537 8 "Aban Offshore Ltd." 590 399.65 .2657165 1193.61 .1096739 1.2438087 7.084738 .7671259 -1.608876 -.3478934 .0001826 .8031088 -.4628556 8 "Aban Offshore Ltd." 591 407.35 .0192669 1510.77 .1892143 1.3248554 7.320375 .6084074 -1.692288 .2657165 .0001198 -1.272794 -.04180823 8 "Aban Offshore Ltd." 592 905.35 1.222536 1539.88 .1369767 1.3458644 7.33946 .5969068 -1.5530345 .0192669 .0000695 -.6858675 -.04058292 8 "Aban Offshore Ltd." 593 894.5 -.0119843 3422.43 .308261 1.420559 8.138106 .2685702 -1.7080214 1.222536 .0009972 .7390614 .6606715 9 "Abbott India Ltd." 582 544.8 .0186034 774.07 .0575914 .2559861 6.651662 .3402076 .03810834 .01557 .0117642 -.4820676 1.3073744 9 "Abbott India Ltd." 583 560.9 .0295522 745.03 .0666287 .20880777 6.613424 .3181351 .040532 .0186034 .0098854 -1.2728097 1.0129037 9 "Abbott India Ltd." 584 485.7 -.1340703 767.04 .0174757 .20387904 6.642539 .3090034 -.03217566 .0295522 .0015339 -1.0881753 .4121031 9 "Abbott India Ltd." 585 442.05 -.0898703 664.21 .0479385 .21832784 6.498599 .3833025 -.00843637 -.1340703 .0191308 -1.361761 .3169914 end format %tm mdate
Code:
capture program drop my_first_program program my_first_program summarize idiovol, detail gen mean = r(mean) gen sd = r(sd) gen skew = r(skewness) gen kurt = r(kurtosis) gen min = r(min) gen five = r(p5) gen twentyfive = r(p25) gen fifty = r(p50) gen seventyfive = r(p75) gen ninetyfive = r(p95) list end runby my_first_program, by(mdate) collapse mean sd skew kurt min five twentyfive fifty seventyfive ninetyfive, by(mdate) collapse (mean) mean sd skew kurt min five twentyfive fifty seventyfive ninetyfive
0 Response to Cross-Sectional Summary Stat
Post a Comment