# st: Calculating the return of stocks - problem with weekends

 From Tobias Brütsch To Subject st: Calculating the return of stocks - problem with weekends Date Mon, 30 Apr 2007 10:02:57 +0200

```Dear Stata-listers,

I have a little problem and i hope someone of you could help me.
I have to calculate the returns of 134 firms. My Data looks like this:

daily    number 	 date              f        return

16790   1          20.12.2005        12         .0041841

16791   1          21.12.2005        12.25    .0208333

16792   1          22.12.2005        12.25    0

16793   1          23.12.2005        12.3      .0040816

16796   1          26.12.2005        12.3

16797   1          27.12.2005        12.5      .0162601

16798   1          28.12.2005        12.7      .016

16799   1          29.12.2005        12.95    .019685

16800   1          30.12.2005        12.75    -.015444

14976   2          01.01.2001        184

14977   2          02.01.2001        184       0

14978   2          03.01.2001        173.75  -.0557065

14979   2          04.01.2001        175.5    .0100719

14980   2          05.01.2001        173.75  -.0099715

14983   2          08.01.2001        174.5

14984   2          09.01.2001        167.75  -.0386819

I used the following codes to calculate:

. sort   nummer  daily

. tsset  nummer daily

gen redite = f/l.f-1

The problems are the weekends. For example at the 26.12.2005 STATA doesn’t
calculate the return.

How can I solve this problem?
Thank You all

Tobias

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```