Programming the statistical procedures from SAS

Sorting according to 3 months lagged returns.

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Occasional Contributor
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Sorting according to 3 months lagged returns.

Can you guys please tell me commands on how can I sort my data according to 3,6 and 9 moths lagged returns and into portfolio of past loser, neutrals and winners?

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Re: Sorting according to 3 months lagged returns.

Example input data and expected output and definitions in data terms of "past loser", "neutral" and "winner".

Occasional Contributor
Posts: 6

Re: Sorting according to 3 months lagged returns.

Output is on page 21, 22 of pdf. Past losers(negative returns over last 3 months) Neural(Close to 0 Return) Past winner (Positive Return over last 3 months). I have also attached the sas file of the input data. Your help would be highly appreciated. Thank You.

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