Displaying 1 result from an estimated 1 matches for "roe27".
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roe17
2013 Mar 01
7
Conditional Weighted Average (ddply or any other function)
...PS17 MKT17
N2 T2 S2 I2 C2 FY-4 ROE21 EPS21 MKT21
N2 T2 S2 I2 C2 FY-3 ROE22 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...