Q
qiong
Hi
I am presently working on some data that requires a lot of repetiv
work (pasting, copying ...) and was wondering if what i am doing is th
best way or if a more efficient way is possible.
I have a worksheet 'Cumulative1' where Column A contains Firms' names
Columns B,C,D are the past 6-month cumulative stock returns of th
firms on months Jan 73, Feb 73, Mar 73.... such that each row contain
the time-series cumulative returns of a single firm.
I have another worksheet 'Raw1' quite like the first worksheet excep
that each row contains the time-series raw returns of a single firm.
What i want to do is:
1) Each month, sort the firms in ascending order according t
cumulative returns (from 'Cumulative1').
2) And then, based on the sort order each month, divide the list int
the top 30%, bottom 30% and intermediate 40% firms.
3) And after this division, I want to retrieve the raw returns (fro
'Raw1') of the firms within each of the 3 catergories, for the next 6
months.
4) The last step involves finding the average returns in each categor
each month.
What I am doing now is I manually cut and paste the cumulative return
(from 'Cumulative1') each month onto a separate worksheet and then us
Excel's sort function. And then use a vlookup function to retrieve th
raw returns (from 'Raw1') for the next 60 months. And then use th
autofilter function to find the top 30%, then take the average of th
values within this catergory; and the same for the bottom 30%.
This whole process is so repetitive and tiring. I need to do this 36
times (my sample period is from 1973 - 2003... 30 years... 360 months)
I was wondering if there was a more efficient way to do this, tha
eliminates the month by month cut and paste and so on...
Thanks in advance!
Ken
I am presently working on some data that requires a lot of repetiv
work (pasting, copying ...) and was wondering if what i am doing is th
best way or if a more efficient way is possible.
I have a worksheet 'Cumulative1' where Column A contains Firms' names
Columns B,C,D are the past 6-month cumulative stock returns of th
firms on months Jan 73, Feb 73, Mar 73.... such that each row contain
the time-series cumulative returns of a single firm.
I have another worksheet 'Raw1' quite like the first worksheet excep
that each row contains the time-series raw returns of a single firm.
What i want to do is:
1) Each month, sort the firms in ascending order according t
cumulative returns (from 'Cumulative1').
2) And then, based on the sort order each month, divide the list int
the top 30%, bottom 30% and intermediate 40% firms.
3) And after this division, I want to retrieve the raw returns (fro
'Raw1') of the firms within each of the 3 catergories, for the next 6
months.
4) The last step involves finding the average returns in each categor
each month.
What I am doing now is I manually cut and paste the cumulative return
(from 'Cumulative1') each month onto a separate worksheet and then us
Excel's sort function. And then use a vlookup function to retrieve th
raw returns (from 'Raw1') for the next 60 months. And then use th
autofilter function to find the top 30%, then take the average of th
values within this catergory; and the same for the bottom 30%.
This whole process is so repetitive and tiring. I need to do this 36
times (my sample period is from 1973 - 2003... 30 years... 360 months)
I was wondering if there was a more efficient way to do this, tha
eliminates the month by month cut and paste and so on...
Thanks in advance!
Ken