Displaying 1 result from an estimated 1 matches for "fiscalyear".
2013 Mar 01
7
Conditional Weighted Average (ddply or any other function)
...T2 S2 I2 C2 FY0 ROE25 EPS25 MKT25
N2 T2 S2 I2 C2 FY2 ROE26 EPS26 MKT26
N2 T2 S2 I2 C2 FY2 ROE27 EPS27 MKT27
with colnames:
(Name,Ticker,Sector,Industry,Country,Year,ROE,EPS,MKTCAP)
I want to compute
1) Weighted ROE based on Sector and Fiscal Year.
For firm N1 of Sector S1 and Fiscalyear FY-3 weight is
MKT1 / SUM(MKT, where Sector = S1, Fiscalyear FY-3)
2) Weighted ROE based on Country and Fiscal Year.
For firm N1 of Country C1 and Fiscalyear FY-3 weight is
MKT1 / SUM(MKT, where Country = C1, Fiscalyear FY-3)
3) Weighted ROE based on Country, Sector and Fiscal Year.
For firm N1...