Thank you very much for your answer! There are some things that you should know for the return : First there is no return for the first date (here 25 May 2012) Second the calculation for the return is : {(Price of the day (t) - Price of the previous day (t-1))/(Price of the previous day (t-1)} * 100 Therefore the return for 28 May 2012 for the CAC will be : {(3042-3047)/3047} * 100 = -0,16% I don't know if it would be easier to add a step which would be to calculate the lag of the values, therefore : (Price of the day (t) - Price of the previous day (t-1)) And add this calculation to a new column for each stock. Also, I was wondering if maybe if it would be easier to create a new table with the new columns that we want instead of adding new columns so the existing data set would not be destroyed. I will try to see if SASHELP.Stocks can answer my questions !
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