12_Industry_Portfolios_Daily

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Unformatted text preview: This file was created by CMPT_IND_RETS_DAILY using the 201107 CRSP database. It contains value- and equal-weighted returns for 12 industry portfolios. The portfolios are constructed at the end of June. Missing data are indicated by -99.99 or -999. Average Value Weighted Returns -- Daily NoDur Durbl Manuf Enrgy Chems BusEq Telcm Utils Shops Hlth Money Other 19630701 -0.30 -0.56 -0.88 -0.82 -0.47 -1.51 -0.61 -0.18 -0.35 -0.80 -0.46 -0.85 19630702 0.48 0.94 0.75 0.96 0.61 1.96 0.90 0.49 0.43 0.67 0.49 0.84 19630703 0.56 0.47 0.55 1.02 0.66 0.94 0.76 0.12 0.84 0.72 0.51 0.61 19630705 0.23 0.43 0.39 0.89 0.36 0.62 0.25 0.13 0.08 0.74 0.50 0.00 19630708 -0.29 -0.96 -0.61 -0.79 -0.59 -1.54 -0.62 0.02 -0.08 -0.52 -0.40 -1.00 19630709 0.25 0.34 0.57 0.68 0.27 0.94 0.15 0.21 0.23 0.44 0.62 1.19 19630710 -0.12 -0.33 -0.22 0.04 -0.08 -0.58 -0.22 -0.19 -0.29 -0.15 -0.19 0.30 19630711 -0.04 -0.43 -0.23 -0.01 -0.13 -0.53 -0.04 0.12 -0.19 -0.02 -0.13 -0.49 19630712 -0.05 -0.49 -0.16 0.36 0.02 -0.34 -0.20 -0.11 -0.01 -0.36 -0.20 -0.37 19630715 -0.46 -0.89 -0.82 -0.87 -0.52 -0.25 -0.62 -0.26 -0.45 -0.38 -0.23 -0.72 19630716 -0.41 0.30 -0.04 -0.17 -0.47 0.18 0.31 -0.19 -0.18 0.26 0.07 -0.13 19630717 -0.47 -0.30 -0.17 -0.12 -0.70 -0.58 -0.39 -0.20 -0.45 -0.44 -0.08 -0.50 19630718 -0.15 -1.01 -0.47 -0.70 -0.38 -0.85 -0.24 -0.15 -1.03 -0.55 -0.58 -0.57 19630719 -0.13 -0.11 -0.28 -0.42 -0.64 -0.03 0.07 0.05 0.09 -0.52 -0.26 -0.51 19630722 -0.68 -0.89 -0.81 -0.76 -0.69 -0.64 -0.47 -0.45 -0.54 -0.41 -0.79 -0.92 19630723 0.05 -0.11 -0.18 0.36 -0.07 -0.40 0.54 0.09 0.28 -0.13 -0.25 -0.94 19630724 0.33 0.90 0.29 1.01 0.34 0.82 0.04 0.01 0.40 0.82 0.34 0.35 19630725 0.10 -0.46 0.03 -0.01 -0.22 0.04 -0.46 0.47 0.04 0.34 -0.18 0.10 19630726 0.04 1.14 0.15 0.76 0.02 0.43 0.34 0.08 0.04 -0.05 0.37 0.48 19630729 0.04 0.35 0.20 0.01 0.06 0.00 -0.08 0.17 0.00 0.49 0.01 0.47 19630730 0.36 2.09 0.72 0.93 0.91 1.82 0.56 0.42 0.39 0.53 0.27 0.56 19630731 0.21 -0.42 -0.27 -0.03 0.58 -1.08 -0.18 0.20 -0.29 -0.12 -0.07 -0.17 19630801 -0.08 -0.18 -0.31 -0.30 0.49 -0.14 0.28 -0.07 0.06 -0.06 -0.15 0.27 19630802 0.46 0.29 0.37 0.66 0.56 -0.38 -0.02 0.28 0.06 -0.08 0.29 0.31 19630805 0.46 0.74 0.65 0.94 0.66 0.89 0.17 0.21 0.58 0.37 0.50 0.33 19630806 0.84 0.50 0.54 0.75 0.38 1.00 0.94 0.18 0.50 0.85 0.57 0.52 19630807 0.04 -0.86 -0.08 -0.15 -0.15 -0.62 -0.47 0.22 -0.15 0.41 0.11 0.14 19630808 -0.27 0.06 -0.05 0.18 0.22 0.49 0.39 0.22 0.21 0.68 0.00 0.03 19630809 0.25 0.94 0.76 0.30 0.54 0.97 0.97 0.32 0.34 1.56 0.11 0.63 19630812 0.23 0.19 0.51 -0.22 0.27 0.44 0.27 0.43 0.24 0.06 0.26 0.58 19630813 0.07 0.43 0.18 0.30 0.07 1.05 0.11 0.27 0.53 -0.14 0.18 0.43 19630814 -0.09 -0.09 0.66 -0.06 0.43 0.29 0.51 0.05 2.06 0.19 0.31 -0.03 19630815 0.21 1.16 0.51 0.38 0.23 -0.26 0.38 0.58 -0.30 0.81 0.31 0.90 19630816 0.50 0.38 0.26 -0.14 0.32 -0.14 -0.01 0.27 -0.25 0.13 0.36 0.50 19630819 -0.06 -0.47 -0.01 -0.09 -0.18 -0.15 -0.05 0.27 0.42 0.05 0.24 -0.08 19630820 0.05 -0.09 -0.07 0.09 -0.12 -0.60 -0.39 -0....
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This note was uploaded on 02/29/2012 for the course FINA 6275 taught by Professor Gerganajostova during the Spring '12 term at GWU.

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