How can I get a month or year return starting at a certain date?

[JKCho]

HI!!!

I found a very close answer here: 

https://wrds-www.wharton.upenn.edu/pages/support/applications/event-studies/event-study-research-app...

But still... I wonder how can I get a monthly return from a specific date.

e.g. from July 13th to Aug 13.

If either or both dates are nontrading days, then select the next trading days. Since I have to have a month interval, the code used in the link that can only sets intervals instead of a certain period of time(like month and year) is not the right one.

I wonder how other CRSP users can get stock returns too.

If you use CRSP and know how to get month-long returns please share your knowledge.

Thank you,

[Astounding]

Just to confirm then ...

For a starting date of Jan 28, 29, 30, or 31, the ending date will be Feb 28?

[JKCho]

February can be either ending in 28th or 29th depending on the data. Still wondering I can make this kind of code. My intention is simple.

I want to know return a month later. But it is depending on the data(trading days) whether the date a month later is a trading day or not. If not, the date will be the next trading day.

[JKCho]

I rather write another post so that you may understand better what I want to do. Thx though

[ballardw · Accepted solution]

The first part will be starting with actual SAS date values. Do you have that yet?

I think that you want the INTNX function with the 'Same' option.

data example;
   do date='25Jan2020'd to '31JAN2020'd;
      newdate = intnx('month',date,1,'S');
      output;
   end;
   format date newdate date9.;
run;

I used dates from 2020 as it is a leap year. 29, 30 and 31 Jan all get advanced to 29 Feb.

If you use 2019 then 28, 29, 30 and 31 Jan all get advanced to 28 Feb.

[JKCho]

Awwwwwwwwwwwwwwwwwwesome!
That is what I want!!
THX X 10000000000!!!!