Thank you for reading my question. I am brand new! I only started learning SAS today and even worse I have a tight deadline. I have some code that replicates Kenneth French’s industry portfolios! My problem is I need this adapting so that it can be run with a different dataset. I have data in excel: DATE: INDUSTRY: COMPANY NAME: RETURN: MARKET CAP Likewise to the above data I would like value weighted returns that are rebalanced every June. I think this isn’t such as difficult task but the problem I am having is that I am very new to SAS so any advice on how I could do this would be appreciated. Here is the link to the SAS code that I believe does this already. By problem is that I have different data in the above format. https://wrds-www.wharton.upenn.edu/pages/support/research-wrds/research-guides/procedures-using-fama-and-french-48-industry-classification/
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