按公式计算股票回报率（50论坛币求解）

计算股票年累计报酬率。

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input long(Stkcd Trdnt) str6 trdmnt double t
   
4. 2 200701 "200701" .246623
   
5. 2 200702 "200702" .193729
   
6. 2 200703 "200703" .196928
   
7. 2 200704 "200704" .346453
   
8. 2 200705 "200705" .102889
   
9. 2 200706 "200706" .154039
   
10. 2 200707 "200707" .234244
    
11. 2 200708 "200708" .134133
    
12. 2 200709 "200709" .044138
    
13. 2 200710 "200710" .087763
    
14. 2 200711 "200711" .069003
    
15. 2 200712 "200712" .204267
    
16. 2 200801 "200801" .066353
    
17. 2 200802 "200802" .083884
    
18. 2 200803 "200803" .191956
    
19. 2 200804 "200804" .037997
    
20. 2 200805 "200805" .033138
    
21. 2 200806 "200806" .247813
    
22. 2 200807 "200807" .088703
    
23. 2 200808 "200808" .226055
    
24. 2 200809 "200809" .082011
    
25. 2 200810 "200810" .255566
    
26. 2 200811 "200811"  .19239
    
27. 2 200812 "200812"  .07724
    
28. 2 200901 "200901" .157394
    
29. 2 200902 "200902"  .08893
    
30. 2 200903 "200903" .223024
    
31. 2 200904 "200904" .076364
    
32. 2 200905 "200905" .071731
    
33. 2 200906 "200906" .088737
    
34. 2 200907 "200907" .148047
    
35. 2 200908 "200908"  .15897
    
36. 2 200909 "200909" .045235
    
37. 2 200910 "200910" .120721
    
38. 2 200911 "200911" .146828
    
39. 2 200912 "200912" .025708
    
40. 2 201001 "201001" .032345
    
41. 2 201002 "201002" .066523
    
42. 2 201003 "201003" .042699
    
43. 2 201004 "201004" .070492
    
44. 2 201005 "201005" .085053
    
45. 2 201006 "201006" .092684
    
46. 2 201007 "201007" .152968
    
47. 2 201008 "201008" .091707
    
48. 2 201009 "201009" .014685
    
49. 2 201010 "201010" .092551
    
50. 2 201011 "201011" .008053
    
51. 2 201012 "201012"   .0194
    
52. 2 201101 "201101" .049277
    
53. 2 201102 "201102" .097416
    
54. 2 201103 "201103" .005443
    
55. 2 201104 "201104" .029671
    
56. 2 201105 "201105" .073427
    
57. 2 201106 "201106" .037579
    
58. 2 201107 "201107" .021129
    
59. 2 201108 "201108" .028933
    
60. 2 201109 "201109" .117144
    
61. 2 201110 "201110"  .03965
    
62. 2 201111 "201111" .044145
    
63. 2 201112 "201112" .155997
    
64. 2 201201 "201201" .007288
    
65. 2 201202 "201202" .130467
    
66. 2 201203 "201203" .072395
    
67. 2 201204 "201204" .075331
    
68. 2 201205 "201205" .020294
    
69. 2 201206 "201206" .064925
    
70. 2 201207 "201207" .092077
    
71. 2 201208 "201208" .019197
    
72. 2 201209 "201209"  .01457
    
73. 2 201210 "201210"  .00558
    
74. 2 201211 "201211" .108443
    
75. 2 201212 "201212" .166233
    
76. 2 201301 "201301" .065083
    
77. 2 201302 "201302" .043567
    
78. 2 201303 "201303" .033948
    
79. 2 201304 "201304" .032165
    
80. 2 201305 "201305"  .13469
    
81. 2 201306 "201306" .163374
    
82. 2 201307 "201307" .062773
    
83. 2 201308 "201308" .092286
    
84. 2 201309 "201309" .048109
    
85. 2 201310 "201310" .020632
    
86. 2 201311 "201311" .071771
    
87. 2 201312 "201312"  .03295
    
88. 2 201401 "201401" .005079
    
89. 2 201402 "201402" .043985
    
90. 2 201403 "201403" .017824
    
91. 2 201404 "201404" .012822
    
92. 2 201405 "201405" .024008
    
93. 2 201406 "201406" .040563
    
94. 2 201407 "201407" .092952
    
95. 2 201408 "201408" .060615
    
96. 2 201409 "201409" .143076
    
97. 2 201410 "201410" .023014
    
98. 2 201411 "201411" .063455
    
99. 2 201412 "201412" .010609
    
100. 2 201501 "201501" .072194
     
101. 2 201502 "201502"  .07249
     
102. 2 201503 "201503" .224049
     
103. 2 201504 "201504" .189475
     
104. end

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______沉、默 发表于 2019-9-9 14:53
黄老师，又重新上传了，麻烦您了

看看是

1. // ssc install numdate
   
2. numdate monthly ym = trdmnt, pattern(YM)
   
3. gen m = month(dofm(ym))
   
4. gen year = year(dofm(ym))
   
5. 
   
6. * no product function in Stata, sum logs instead
   
7. gen double lret = log(1+Rmt)
   
8. // ssc install rangestat
   
9. rangestat (sum) lret (count) lret, interval(ym -11 0) by(Stkcd)
   
10. gen wanted = exp(lret_sum) - 1 if lret_count == 12
    
11. keep if m == 4
    
12. list Stkcd year wanted

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否为此：

你附的资料一点用都没有，请思考后重发！

请也看看 https://bbs.pinggu.org/thread-5743011-1-1.html。

黃河泉 发表于 2019-9-9 12:05
你附的资料一点用都没有，请思考后重发！

黄老师，又重新上传了，麻烦您了

______沉、默 发表于 2019-9-9 14:53
黄老师，又重新上传了，麻烦您了

这个资料看起来似乎较有代表性，你是要每年算一笔资料吗？若是，则 (例如) 2007/05-2008/04 是算哪一年？

黃河泉 发表于 2019-9-9 16:13
这个资料看起来似乎较有代表性，你是要每年算一笔资料吗？若是，则 (例如) 2007/05-2008/04 是算哪一年？ ...

这个算2007年的，每年算一个值

黃河泉 发表于 2019-9-9 16:31
看看是否为此：

是的，谢谢黄老师

我就看看，学习一下