Monthly return

[Cassie2]

Hi all, 

I have a dataset that are similar to the following. It's the monthly stock prices of about 200 companies. Now I want to generate the monthly return of each stock, which I defined as : (Rt/Rt-1) -1 . How should write the code to do this? 

Thank you very much.

Name	DANANG RUBBER	SAIGON THUONG TIN COMMERCIAL	ASIA COMMERCIAL	CHUONG DUONG BEVERAGES	THANG LONG WINE	PETROVIETNAM FCM.	DONG PHU RUBBER	HOA BINH RUBBER	GENERAL MATERIAL	THONG NHAT RUBBER
Code	VT:DRC(P)	VT:STB(P)	VT:ACB(P)	VT:SCD(P)	VT:VTL(P)	VT:DPM(P)	VT:DPR(P)	VT:HRC(P)	VT:HSI(P)	VT:TNC(P)
1/1/08	13498.75	30110.97	49638.72	40000	21994.38	74000	85000	96000.5	41000	36500
2/1/08	13169.51	29651.26	41527.03	33600	22494.25	68500	82000	84571.88	34600	31500
3/1/08	8505.31	22525.75	30872.86	23800	20344.8	53500	58000	54000.31	25800	24200
4/1/08	6200.65	17193.13	28481.73	17900	12896.7	49000	49400	39143.07	21300	19300
5/1/08	5816.54	15400.27	25091.76	19100	11846.97	53500	56000	35714.48	23800	19000
6/1/08	4356.91	11079	14316.54	17700	9997.44	40200	44500	26742.99	18600	14000
7/1/08	3709.41	10343.46	14861.35	22100	12146.89	44000	54000	25428.71	18500	13500
8/1/08	4402.99	10527.35	18523.71	18400	9897.47	58000	62000	27714.43	24100	14700
9/1/08	5788.64	14205.02	28935.74	25300	10547.3	65000	69500	36000.2	24200	17000
10/1/08	4532.49	11033.03	24254.92	19000	9747.51	58000	63000	28571.59	19000	14900
11/1/08	3030.3	10113.61	20314.09	18000	6998.21	45200	35300	14742.94	13500	11000
12/1/08	2331	9332.1	19610.37	16200	6498.34	36200	30400	18400.11	13500	9800
1/1/09	2175.6	8458.65	17884.61	16000	6998.21	34500	30400	13942.94	11700	8200
2/1/09	2201.5	7861.03	17820.51	15700	7298.13	33000	31000	13028.64	12200	7700
3/1/09	2292.15	6987.58	16025.65	12100	6648.3	28300	24000	11085.78	9700	6700
4/1/09	3082.1	7769.09	19230.77	12400	6748.27	33100	31900	14857.23	11800	9400
5/1/09	3613.04	9653.9	23717.96	13100	8247.89	36500	31800	14628.66	11300	10500
6/1/09	7834.73	12779.93	28461.55	15700	11946.95	44200	46700	21200.12	13300	15600
7/1/09	10036.23	15262.36	29871.81	15600	14596.27	40500	40500	19028.68	11900	13300
8/1/09	11007.48	16687.45	29871.81	16000	14896.19	47400	45800	20171.55	12200	14200
9/1/09	13338.47	18020.61	30576.94	19200	13746.48	49700	62000	25142.99	13200	16300
10/1/09	21885.47	18564.48	29358.98	20600	13996.42	47100	60000	25428.71	13000	16300
11/1/09	19813.47	16955.17	27564.11	29400	14996.16	42200	57000	24685.86	13300	16800
12/1/09	16316.98	15288.41	25287.41	24800	14946.18	38100	61000	23371.55	11700	15800
1/1/10	15798.97	13851.52	24182.3	26900	14646.25	34000	58000	21371.55	11300	14300

[ballardw]

Since you don't show a variable or anything labeled as "Rt" you need to describe in terms of you data what exactly is meant by "(Rt/Rt-1) -1 ".

You probably need to reshape your data so that you have something that looks more like:

Name Code Date Value

Do you have a SAS data set? That looks very improbable for the sort of calculation I think you intend as all of those values under the names are going to be character.

Instructions here: https://communities.sas.com/t5/SAS-Communities-Library/How-to-create-a-data-step-version-of-your-dat... will show how to turn an existing SAS data set into data step code that can be pasted into a forum code box using the {i} icon or attached as text to show exactly what you have and that we can test code against.