search for: mktcap

...EPS22 MKT22 N2 T2 S2 I2 C2 FY-2 ROE23 EPS23 MKT23 N2 T2 S2 I2 C2 FY-2 ROE24 EPS24 MKT24 N2 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,...

I have a data frame, lets call it dat, with 3 columns ( mc, yr, ret) which represent market cap, year, and return. mc is a factor, mc, and ret are real numbers. I want to add a column to the data calculated as follows. For each year, I want to split the data by mc decile, then calculate the mean ret within that mc decile, and finally subtract that year's decile mean from the raw return. Then