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