1 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
70
71 data paper.CSRP_Monthly_Stock;
72 set paper.CSRP_Monthly_Stock;
73 by ticker date;
74 retain annual_return 1;
75 annual_return = annual_return * (1 + RET);
76 month = int( mod(date,10000) / 100);
77 if month = 12 or last.ticker;
78 mnth_gmean= 100*(exp(log(annual_return)/12)-1);
79 annual_return = (annual_return - 1) * 100;
80 output;
81 annual_return = 1;
82 run;
NOTE: Invalid argument to function LOG(-385.5522418) at line 78 column 26.
PERMNO=16347 date=20161230 NAMEENDT=. SHRCD=11 EXCHCD=1 SICCD=3334 NCUSIP=1387210 TICKER=AA COMNAM=ALCOA CORP SHRCLS= TSYMBOL=AA
NAICS=331313 PRIMEXCH=N TRDSTAT=A SECSTAT=R PERMCO=55718 ISSUNO=0 HEXCD=1 HSICCD=3334 CUSIP=1387210 DCLRDT=. DLAMT= DLPDT=
DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP= SHRENDDT=20170130
NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=28.08 ASKHI=32.05 PRC=28.08 VOL=802781 RET=-0.030721
BID=28.08 ASK=28.09 SHROUT=182869 CFACPR=1 CFACSHR=1 ALTPRC=28.08 SPREAD= ALTPRCDT=20161230 RETX=-0.030721 vwretd=0.018775
vwretx=0.016633 ewretd=0.015889 ewretx=0.01242 sprtrn=0.018201 year=2016 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=1
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=1
NOTE: Invalid argument to function LOG(-2391.558353) at line 78 column 26.
PERMNO=14945 date=20151231 NAMEENDT=. SHRCD=11 EXCHCD=1 SICCD=6799 NCUSIP=30710 TICKER=AAC COMNAM=A A C HOLDINGS SHRCLS=
TSYMBOL=AAC NAICS=523910 PRIMEXCH=N TRDSTAT=A SECSTAT=R PERMCO=55038 ISSUNO=0 HEXCD=1 HSICCD=6799 CUSIP=30710 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20160128 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=18.55 ASKHI=24.72 PRC=19.06 VOL=60903
RET=-0.223309 BID=18.98 ASK=19.04 SHROUT=22407 CFACPR=1 CFACSHR=1 ALTPRC=19.06 SPREAD= ALTPRCDT=20151231 RETX=-0.223309
vwretd=-0.022257 vwretx=-0.024498 ewretd=-0.035887 ewretx=-0.039462 sprtrn=-0.01753 year=2015 annual_return=1 month=12 mnth_gmean=.
FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=5
NOTE: Invalid argument to function LOG(-4704.226346) at line 78 column 26.
PERMNO=14945 date=20161230 NAMEENDT=. SHRCD=11 EXCHCD=1 SICCD=6799 NCUSIP=30710 TICKER=AAC COMNAM=A A C HOLDINGS SHRCLS=
TSYMBOL=AAC NAICS=523910 PRIMEXCH=N TRDSTAT=A SECSTAT=R PERMCO=55038 ISSUNO=0 HEXCD=1 HSICCD=6799 CUSIP=30710 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20170130 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=6.86 ASKHI=8.57 PRC=7.24 VOL=46692
RET=-0.137068 BID=7.24 ASK=7.25 SHROUT=23707 CFACPR=1 CFACSHR=1 ALTPRC=7.24 SPREAD= ALTPRCDT=20161230 RETX=-0.137068
vwretd=0.018775 vwretx=0.016633 ewretd=0.015889 ewretx=0.01242 sprtrn=0.018201 year=2016 annual_return=1 month=12 mnth_gmean=.
FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=6
NOTE: Invalid argument to function LOG(-300.9914677) at line 78 column 26.
PERMNO=15580 date=20111230 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=6320 NCUSIP=4820910 TICKER=AAME COMNAM=ATLANTIC AMERIC SHRCLS=
TSYMBOL=AAME NAICS=524113 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=5 ISSUNO=5 HEXCD=3 HSICCD=6320 CUSIP=4820910 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20120308 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=5 MMCNT=21 NSDINX=5 BIDLO=1.89 ASKHI=2.027 PRC=1.97 VOL=1103
RET=-0.01005 BID=1.98 ASK=1.99 SHROUT=21274 CFACPR=1 CFACSHR=1 ALTPRC=1.97 SPREAD= ALTPRCDT=20111230 RETX=-0.01005 vwretd=0.003702
vwretx=0.001454 ewretd=-0.003561 ewretx=-0.00702 sprtrn=0.008533 year=2011 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=9
NOTE: Invalid argument to function LOG(-149.7160054) at line 78 column 26.
PERMNO=15580 date=20141231 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=6320 NCUSIP=4820910 TICKER=AAME COMNAM=ATLANTIC AMERIC SHRCLS=
TSYMBOL=AAME NAICS=524113 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=5 ISSUNO=5 HEXCD=3 HSICCD=6320 CUSIP=4820910 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20150316 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=5 MMCNT=21 NSDINX=5 BIDLO=3.83 ASKHI=4.03 PRC=4.03 VOL=818
RET=0.046753 BID=4.01 ASK=4.03 SHROUT=20582 CFACPR=1 CFACSHR=1 ALTPRC=4.03 SPREAD= ALTPRCDT=20141231 RETX=0.046753 vwretd=-0.003616
vwretx=-0.005754 ewretd=-0.00019 ewretx=-0.003562 sprtrn=-0.004189 year=2014 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=12
NOTE: Invalid argument to function LOG(-1935.048557) at line 78 column 26.
PERMNO=15580 date=20161230 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=6320 NCUSIP=4820910 TICKER=AAME COMNAM=ATLANTIC AMERIC SHRCLS=
TSYMBOL=AAME NAICS=524113 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=5 ISSUNO=5 HEXCD=3 HSICCD=6320 CUSIP=4820910 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20170330 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=5 MMCNT=23 NSDINX=5 BIDLO=3.6733 ASKHI=4.1 PRC=4.1 VOL=800
RET=0.025 BID=4.1 ASK=4.2 SHROUT=20447 CFACPR=1 CFACSHR=1 ALTPRC=4.1 SPREAD= ALTPRCDT=20161230 RETX=0.025 vwretd=0.018775
vwretx=0.016633 ewretd=0.015889 ewretx=0.01242 sprtrn=0.018201 year=2016 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=14
NOTE: Invalid argument to function LOG(-1579.877759) at line 78 column 26.
PERMNO=15580 date=20171229 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=6320 NCUSIP=4820910 TICKER=AAME COMNAM=ATLANTIC AMERIC SHRCLS=
TSYMBOL=AAME NAICS=524113 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=5 ISSUNO=5 HEXCD=3 HSICCD=6320 CUSIP=4820910 DCLRDT=. DLAMT=0
DLPDT= DLSTCD=1 NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=. NWPERM=0 DLRETX=A DLPRC=0 DLRET=A TRTSCD=1 NMSIND=5 MMCNT=23 NSDINX=5 BIDLO=3.1 ASKHI=3.85 PRC=3.4 VOL=1411 RET=-0.055556
BID=3.3 ASK=3.4 SHROUT=20439 CFACPR=1 CFACSHR=1 ALTPRC=3.4 SPREAD= ALTPRCDT=20171229 RETX=-0.055556 vwretd=0.012163 vwretx=0.010303
ewretd=0.01422 ewretx=0.011149 sprtrn=0.009832 year=2017 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0 LAST.TICKER=1
FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=15
NOTE: Invalid argument to function LOG(-2350.148392) at line 78 column 26.
PERMNO=10517 date=20151231 NAMEENDT=. SHRCD=11 EXCHCD=1 SICCD=7359 NCUSIP=253530 TICKER=AAN COMNAM=AARONS INC SHRCLS= TSYMBOL=AAN
NAICS=443141 PRIMEXCH=N TRDSTAT=A SECSTAT=R PERMCO=5674 ISSUNO=7016 HEXCD=1 HSICCD=7359 CUSIP=253530 DCLRDT=. DLAMT= DLPDT=
DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP= SHRENDDT=20160128
NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=5 NMSIND=2 MMCNT=2 NSDINX=1 BIDLO=21.74 ASKHI=24.58 PRC=22.39 VOL=179446 RET=-0.077462
BID=22.39 ASK=22.4 SHROUT=72593 CFACPR=1 CFACSHR=1 ALTPRC=22.39 SPREAD= ALTPRCDT=20151231 RETX=-0.077462 vwretd=-0.022257
vwretx=-0.024498 ewretd=-0.035887 ewretx=-0.039462 sprtrn=-0.01753 year=2015 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=21
NOTE: Invalid argument to function LOG(-329.6591721) at line 78 column 26.
PERMNO=14593 date=20151231 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=3571 NCUSIP=3783310 TICKER=AAPL COMNAM=APPLE INC SHRCLS= TSYMBOL=AAPL
NAICS=334111 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=7 ISSUNO=8 HEXCD=3 HSICCD=3571 CUSIP=3783310 DCLRDT=. DLAMT= DLPDT= DLSTCD=
NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP= SHRENDDT=20160107 NWPERM=
DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=6 MMCNT=63 NSDINX=1 BIDLO=105.26 ASKHI=119.03 PRC=105.26 VOL=9237703 RET=-0.110228
BID=105.22 ASK=105.23 SHROUT=5544487 CFACPR=1 CFACSHR=1 ALTPRC=105.26 SPREAD= ALTPRCDT=20151231 RETX=-0.110228 vwretd=-0.022257
vwretx=-0.024498 ewretd=-0.035887 ewretx=-0.039462 sprtrn=-0.01753 year=2015 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=37
NOTE: Invalid argument to function LOG(-82.58607451) at line 78 column 26.
PERMNO=12513 date=20111230 NAMEENDT=. SHRCD=18 EXCHCD=1 SICCD=6798 NCUSIP=2401310 TICKER=AAT COMNAM=AMERICAN ASSETS SHRCLS=
TSYMBOL=AAT NAICS=531190 PRIMEXCH=N TRDSTAT=A SECSTAT=R PERMCO=53645 ISSUNO=0 HEXCD=1 HSICCD=6798 CUSIP=2401310 DCLRDT=20111108
DLAMT= DLPDT= DLSTCD= NEXTDT= PAYDT=20111229 RCRDDT=20111215 SHRFLG=0 HSICMG= HSICIG= DISTCD=1232 DIVAMT=0.21 FACPR=0 FACSHR=0
ACPERM= ACCOMP= SHRENDDT=20120130 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=19.96 ASKHI=20.99
PRC=20.51 VOL=58936 RET=0.003876 BID=20.5 ASK=20.51 SHROUT=39284 CFACPR=1 CFACSHR=1 ALTPRC=20.51 SPREAD= ALTPRCDT=20111230
RETX=-0.006298 vwretd=0.003702 vwretx=0.001454 ewretd=-0.003561 ewretx=-0.00702 sprtrn=0.008533 year=2011 annual_return=1 month=12
mnth_gmean=. FIRST.TICKER=1 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=40
NOTE: Invalid argument to function LOG(-226.9453475) at line 78 column 26.
PERMNO=12513 date=20151231 NAMEENDT=. SHRCD=18 EXCHCD=1 SICCD=6798 NCUSIP=2401310 TICKER=AAT COMNAM=AMERICAN ASSETS SHRCLS=
TSYMBOL=AAT NAICS=531190 PRIMEXCH=N TRDSTAT=A SECSTAT=R PERMCO=53645 ISSUNO=0 HEXCD=1 HSICCD=6798 CUSIP=2401310 DCLRDT=20151103
DLAMT= DLPDT= DLSTCD= NEXTDT= PAYDT=20151223 RCRDDT=20151209 SHRFLG=0 HSICMG= HSICIG= DISTCD=1232 DIVAMT=0.25 FACPR=0 FACSHR=0
ACPERM= ACCOMP= SHRENDDT=20160128 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=38.14 ASKHI=40.11
PRC=38.35 VOL=44040 RET=-0.030394 BID=38.35 ASK=38.36 SHROUT=45346 CFACPR=1 CFACSHR=1 ALTPRC=38.35 SPREAD= ALTPRCDT=20151231
RETX=-0.036674 vwretd=-0.022257 vwretx=-0.024498 ewretd=-0.035887 ewretx=-0.039462 sprtrn=-0.01753 year=2015 annual_return=1
month=12 mnth_gmean=. FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=44
NOTE: Invalid argument to function LOG(-946.6704474) at line 78 column 26.
PERMNO=12513 date=20171229 NAMEENDT=. SHRCD=18 EXCHCD=1 SICCD=6798 NCUSIP=2401310 TICKER=AAT COMNAM=AMERICAN ASSETS SHRCLS=
TSYMBOL=AAT NAICS=531190 PRIMEXCH=N TRDSTAT=A SECSTAT=R PERMCO=53645 ISSUNO=0 HEXCD=1 HSICCD=6798 CUSIP=2401310 DCLRDT=20171025
DLAMT=0 DLPDT= DLSTCD=1 NEXTDT= PAYDT=20171221 RCRDDT=20171207 SHRFLG=0 HSICMG= HSICIG= DISTCD=1232 DIVAMT=0.27 FACPR=0 FACSHR=0
ACPERM= ACCOMP= SHRENDDT=20171229 NWPERM=0 DLRETX=A DLPRC=0 DLRET=A TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=37.66 ASKHI=39.54
PRC=38.24 VOL=44327 RET=-0.021596 BID=38.22 ASK=38.24 SHROUT=47128 CFACPR=1 CFACSHR=1 ALTPRC=38.24 SPREAD= ALTPRCDT=20171229
RETX=-0.028455 vwretd=0.012163 vwretx=0.010303 ewretd=0.01422 ewretx=0.011149 sprtrn=0.009832 year=2017 annual_return=1 month=12
mnth_gmean=. FIRST.TICKER=0 LAST.TICKER=1 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=46
NOTE: Invalid argument to function LOG(-4103.108691) at line 78 column 26.
PERMNO=91038 date=20111230 NAMEENDT=. SHRCD=12 EXCHCD=2 SICCD=1041 NCUSIP=2028310 TICKER=AAU COMNAM=ALMADEN MINERAL SHRCLS=
TSYMBOL=AAU NAICS=212221 PRIMEXCH=A TRDSTAT=A SECSTAT=R PERMCO=50013 ISSUNO=0 HEXCD=2 HSICCD=1041 CUSIP=2028330 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20120130 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=2.03 ASKHI=2.66 PRC=2.52 VOL=36682
RET=-0.073529 BID=2.5 ASK=2.52 SHROUT=57942 CFACPR=1 CFACSHR=1 ALTPRC=2.52 SPREAD= ALTPRCDT=20111230 RETX=-0.073529 vwretd=0.003702
vwretx=0.001454 ewretd=-0.003561 ewretx=-0.00702 sprtrn=0.008533 year=2011 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=48
NOTE: Invalid argument to function LOG(-6519.259662) at line 78 column 26.
PERMNO=91038 date=20131231 NAMEENDT=. SHRCD=12 EXCHCD=2 SICCD=1041 NCUSIP=2028310 TICKER=AAU COMNAM=ALMADEN MINERAL SHRCLS=
TSYMBOL=AAU NAICS=212221 PRIMEXCH=A TRDSTAT=A SECSTAT=R PERMCO=50013 ISSUNO=0 HEXCD=2 HSICCD=1041 CUSIP=2028330 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20140130 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=1.03 ASKHI=1.17 PRC=1.17 VOL=24785
RET=0.008621 BID=1.16 ASK=1.17 SHROUT=64493 CFACPR=1 CFACSHR=1 ALTPRC=1.17 SPREAD= ALTPRCDT=20131231 RETX=0.008621 vwretd=0.026126
vwretx=0.024071 ewretd=0.025242 ewretx=0.02201 sprtrn=0.023563 year=2013 annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0
LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=50
NOTE: Invalid argument to function LOG(-1634.601257) at line 78 column 26.
PERMNO=91038 date=20141231 NAMEENDT=. SHRCD=12 EXCHCD=2 SICCD=1041 NCUSIP=2028310 TICKER=AAU COMNAM=ALMADEN MINERAL SHRCLS=
TSYMBOL=AAU NAICS=212221 PRIMEXCH=A TRDSTAT=A SECSTAT=R PERMCO=50013 ISSUNO=0 HEXCD=2 HSICCD=1041 CUSIP=2028330 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20150129 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=0.8738 ASKHI=1.05 PRC=0.94 VOL=33222
RET=-0.113208 BID=0.99 ASK=1.01 SHROUT=68728 CFACPR=1 CFACSHR=1 ALTPRC=0.94 SPREAD= ALTPRCDT=20141231 RETX=-0.113208
vwretd=-0.003616 vwretx=-0.005754 ewretd=-0.00019 ewretx=-0.003562 sprtrn=-0.004189 year=2014 annual_return=1 month=12 mnth_gmean=.
FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=51
NOTE: Invalid argument to function LOG(-4868.729477) at line 78 column 26.
PERMNO=91038 date=20151231 NAMEENDT=. SHRCD=12 EXCHCD=2 SICCD=1041 NCUSIP=2028330 TICKER=AAU COMNAM=ALMADEN MINERAL SHRCLS=
TSYMBOL=AAU NAICS=212221 PRIMEXCH=A TRDSTAT=A SECSTAT=R PERMCO=50013 ISSUNO=0 HEXCD=2 HSICCD=1041 CUSIP=2028330 DCLRDT=. DLAMT=
DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20160128 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=. NMSIND=. MMCNT=. NSDINX=. BIDLO=0.5199 ASKHI=0.72 PRC=0.678 VOL=20833
RET=0.303846 BID=0.67 ASK=0.69 SHROUT=77655 CFACPR=1 CFACSHR=1 ALTPRC=0.678 SPREAD= ALTPRCDT=20151231 RETX=0.303846
vwretd=-0.022257 vwretx=-0.024498 ewretd=-0.035887 ewretx=-0.039462 sprtrn=-0.01753 year=2015 annual_return=1 month=12 mnth_gmean=.
FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=52
NOTE: Invalid argument to function LOG(-2669.475305) at line 78 column 26.
PERMNO=91262 date=20111230 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=4522 NCUSIP=4916420 TICKER=AAWW COMNAM=ATLAS AIR WORLD SHRCLS=
TSYMBOL=AAWW NAICS=481212 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=13927 ISSUNO=44028 HEXCD=3 HSICCD=4522 CUSIP=4916420 DCLRDT=.
DLAMT= DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20120131 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=6 MMCNT=50 NSDINX=6 BIDLO=35.81 ASKHI=40.47 PRC=38.43 VOL=54549
RET=-0.090414 BID=38.41 ASK=38.42 SHROUT=26305 CFACPR=1 CFACSHR=1 ALTPRC=38.43 SPREAD= ALTPRCDT=20111230 RETX=-0.090414
vwretd=0.003702 vwretx=0.001454 ewretd=-0.003561 ewretx=-0.00702 sprtrn=0.008533 year=2011 annual_return=1 month=12 mnth_gmean=.
FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=56
NOTE: Invalid argument to function LOG(-928.5454066) at line 78 column 26.
PERMNO=91262 date=20131231 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=4522 NCUSIP=4916420 TICKER=AAWW COMNAM=ATLAS AIR WORLD SHRCLS=
TSYMBOL=AAWW NAICS=481212 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=13927 ISSUNO=44028 HEXCD=3 HSICCD=4522 CUSIP=4916420 DCLRDT=.
DLAMT= DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20140202 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=6 MMCNT=48 NSDINX=6 BIDLO=36.75 ASKHI=41.16 PRC=41.15 VOL=60287
RET=0.071615 BID=41.13 ASK=41.15 SHROUT=25039 CFACPR=1 CFACSHR=1 ALTPRC=41.15 SPREAD= ALTPRCDT=20131231 RETX=0.071615
vwretd=0.026126 vwretx=0.024071 ewretd=0.025242 ewretx=0.02201 sprtrn=0.023563 year=2013 annual_return=1 month=12 mnth_gmean=.
FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=58
NOTE: Invalid argument to function LOG(-1716.209187) at line 78 column 26.
PERMNO=91262 date=20151231 NAMEENDT=. SHRCD=11 EXCHCD=3 SICCD=4522 NCUSIP=4916420 TICKER=AAWW COMNAM=ATLAS AIR WORLD SHRCLS=
TSYMBOL=AAWW NAICS=481212 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=13927 ISSUNO=44028 HEXCD=3 HSICCD=4522 CUSIP=4916420 DCLRDT=.
DLAMT= DLPDT= DLSTCD= NEXTDT= PAYDT=. RCRDDT=. SHRFLG=0 HSICMG= HSICIG= DISTCD=. DIVAMT=. FACPR=. FACSHR=. ACPERM= ACCOMP=
SHRENDDT=20160210 NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=6 MMCNT=46 NSDINX=6 BIDLO=38.37 ASKHI=43.77 PRC=41.34 VOL=53201
RET=0.000484 BID=41.34 ASK=41.36 SHROUT=24637 CFACPR=1 CFACSHR=1 ALTPRC=41.34 SPREAD= ALTPRCDT=20151231 RETX=0.000484
vwretd=-0.022257 vwretx=-0.024498 ewretd=-0.035887 ewretx=-0.039462 sprtrn=-0.01753 year=2015 annual_return=1 month=12 mnth_gmean=.
FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=60
NOTE: Invalid argument to function LOG(-1952.454494) at line 78 column 26.
WARNING: Limit set by ERRORS= option reached. Further errors of this type will not be printed.
PERMNO=92766 date=20111230 NAMEENDT=. SHRCD=73 EXCHCD=3 SICCD=6726 NCUSIP=46428818 TICKER=AAXJ COMNAM=ISHARES TRUST SHRCLS=
TSYMBOL=AAXJ NAICS=525990 PRIMEXCH=Q TRDSTAT=A SECSTAT=R PERMCO=37493 ISSUNO=61774 HEXCD=3 HSICCD=6726 CUSIP=46428818
DCLRDT=20101222 DLAMT= DLPDT= DLSTCD= NEXTDT= PAYDT=20111229 RCRDDT=20111222 SHRFLG=0 HSICMG= HSICIG= DISTCD=1242
DIVAMT=0.39113 FACPR=0 FACSHR=0 ACPERM= ACCOMP= SHRENDDT=. NWPERM= DLRETX= DLPRC= DLRET= TRTSCD=1 NMSIND=5 MMCNT=39 NSDINX=1
BIDLO=48.45 ASKHI=52.81 PRC=49.9 VOL=152528 RET=-0.041526 BID=49.85 ASK=49.87 SHROUT=40100 CFACPR=1 CFACSHR=1 ALTPRC=49.9 SPREAD=
ALTPRCDT=20111230 RETX=-0.04898 vwretd=0.003702 vwretx=0.001454 ewretd=-0.003561 ewretx=-0.00702 sprtrn=0.008533 year=2011
annual_return=1 month=12 mnth_gmean=. FIRST.TICKER=0 LAST.TICKER=0 FIRST.date=1 LAST.date=1 _ERROR_=1 _N_=64
NOTE: Missing values were generated as a result of performing an operation on missing values.
Each place is given by: (Number of times) at (Line):(Column).
11016 at 78:22 11016 at 78:44 11016 at 78:48
NOTE: Mathematical operations could not be performed at the following places. The results of the operations have been set to
missing values.
Each place is given by: (Number of times) at (Line):(Column).
11016 at 78:26
NOTE: There were 28648 observations read from the data set PAPER.CSRP_MONTHLY_STOCK.
NOTE: The data set PAPER.CSRP_MONTHLY_STOCK has 28648 observations and 68 variables.
NOTE: DATA statement used (Total process time):
real time 0.07 seconds
user cpu time 0.02 seconds
system cpu time 0.02 seconds
memory 3658.40k
OS Memory 31404.00k
Timestamp 03/15/2018 01:03:05 AM
Step Count 29 Switch Count 1
Page Faults 0
Page Reclaims 1070
Page Swaps 0
Voluntary Context Switches 432
Involuntary Context Switches 2
Block Input Operations 24096
Block Output Operations 24080
83
84 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
96