how to calculate holding period of stocks?

[shivangi_naik]

Thanks for your input.

However I have SAS 4.3 in where hash tables with duplicate keys cannot be used.

Thanks& regards,

Shivangi

[Haikuo]

So I suppose you have EG 4.3,  and your BASE SAS version is 9.1. Anyway, the "multidata: 'y'" option is to put there for the sake of robustness.  Given the nature of your data, it is highly unlikely that you will have duplicated keys "h.definekey('_stock','_Buy_Sell','_TRANS_DATE');", therefore you should be fine if you remove this option. However, there  maybe other methods (such setcur()) that are not supported by 9.1, so Hash() is still may not good for your settings.

Haikuo

[TammyGoSAS]

Hello,

I am very new to SAS and have a research project which requires return calculation. This discussion matches my question. However, my data allows short sale. So SHRS in your data may be negative. I need to calculate RETURN at each point of time by following First In First Out (FIFO) rule. FIFO means where the oldest entry is processed first. This is exactly the rule your are using.

Original data:

Date   Buy/Sell       Price       ShrsHeld

   1        Buy              10                 2

   2        Buy              20                 5

   3        Sell              30                 4       

   4        Sell              40                -2       

   5        Sell              50                -4       

   6        Buy              60                -1      

Desired ouput:

Date   Buy/Sell          Price        ShrsHeld   Return

   1        Buy                 10                 2

   2        Buy                 20                 5

   3        Sell                 30                 4             20

   4        Sell                 40                -2             90

   5        Sell                 50                -4      

   6        Buy                 60                -1            -50

For example:

At time 3, return is 1*(30-10)=20.

At time 4, return is 1*(40-10)+3*(40-20)=90.

At time 6, return is -2*(60-40)-1*(60-50)=-50.

I have trouble to code it. Please help!! Thank you for your kind assistance.

Best,

Tammy

[art297]

Tammy,

Repost your question as a new question.  More people are likely to respond to a new question than they would respond to one that is 2 years old and already marked as having been answered.

[TammyGoSAS]

Will do. Thank you.