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Financial statistics in Stata

Free1 HourOnline

This webinar introduces the new suite of financial commands in StataNow. Whether you are estimating the price of risk or comparing portfolio performance against a benchmark, this session will show you how to conduct rigorous financial analysis entirely within Stata.

In this webinar, we will walk you through practical workflows using real-world financial data. You will learn how to do the following:

  • Determine the drivers of asset returns: Use the new finregress capm command to easily fit Capital Asset Pricing Models (CAPM) and finregress fmb to run Fama–MacBeth regressions.
  • Evaluate portfolio performance: Use the finsummarize command to instantly compute key metrics, including the Sharpe ratio, Treynor index, Beta, and Jensen's alpha.
  • Manage financial workflows: Use the finreturns command to compute asset-return series and the finportfolio command to generate portfolios.

Presenter:

David Schenck portrait

David Schenck

Senior Econometrician and Software Developer

David Schenck is a Senior Econometrician at StataCorp LLC. He earned his bachelor's degree in economics from Vanderbilt University and a PhD in economics from Boston College. His interests include time series, Bayesian analysis, and macroeconomics. At Stata, he is the primary developer of DSGE and other time-series features.

How to join

The webinar is free, but you must register to attend. Registrations are limited so register soon. We will send you an email prior to the start with instructions on how to access the webinar.

Register

Available sessions
10 November 2026, 11:00 AM CST (5:00 PM UTC)
Registration deadline: 8 November 2026

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