研究数据高级数据
上市公司股票收益率与波动率（Ret、Sigma）指标
数据摘要
股票收益率及其波动程度是资本市场实证研究中的常用控制变量。本资料整理上市公司Ret、Sigma指标，包含分市场和综合市场下的等权、流通市值与总市值加权口径，并提供全样本及剔除、缩尾版本，便于比较不同收益率处理方式。
基本信息
| 数据频率 | 年度 |
|---|---|
| 年份范围 | 1991-2025 |
| 当前预览样本量 | 66121 行 |
| 文件格式 | Excel / Stata / Stata代码 / PDF |
| 文件包大小 | 667.58 MB |
| 包含内容 | 数据表7份、代码1份、文档2份 |
| 所属分类 |
样本年份分布
合计 66,121 行 · 35 个年份
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
查看年份明细
| 年份 | 样本量 |
|---|---|
| 1991 | 10 |
| 1992 | 26 |
| 1993 | 85 |
| 1994 | 259 |
| 1995 | 291 |
| 1996 | 339 |
| 1997 | 593 |
| 1998 | 725 |
| 1999 | 800 |
| 2000 | 881 |
| 2001 | 1,032 |
| 2002 | 1,057 |
| 2003 | 1,085 |
| 2004 | 1,147 |
| 2005 | 1,225 |
| 2006 | 1,177 |
| 2007 | 1,239 |
| 2008 | 1,369 |
| 2009 | 1,412 |
| 2010 | 1,624 |
| 2011 | 1,956 |
| 2012 | 2,230 |
| 2013 | 2,352 |
| 2014 | 2,379 |
| 2015 | 2,426 |
| 2016 | 2,568 |
| 2017 | 2,928 |
| 2018 | 3,259 |
| 2019 | 3,367 |
| 2020 | 3,498 |
| 2021 | 4,007 |
| 2022 | 4,420 |
| 2023 | 4,701 |
| 2024 | 4,820 |
| 2025 | 4,834 |
测算方法
以公司和年份为分组，将公司年内的周度市场调整收益率取算术平均，得到Ret；对同一组周度收益率计算样本标准差，得到Sigma。计算分别采用分市场和综合市场两组基准，每组包含等权、流通市值加权和总市值加权三种方式，因此共形成六组收益率与波动率指标。完成年度聚合后，每个公司年度保留一条记录。资料另提供排除金融业并仅保留正常交易状态的版本，在这一版本基础上，对十二个连续指标执行全样本1%和99%分位缩尾，分别保存处理前后的结果。
以下字段、样本量及样本仅对应当前展示的数据表，不代表资料包全部文件。查看文件结构
字段列表共 19 个字段
| 字段 | 含义 / 说明 | 类型 | 均值 | 标准差 | 最小值 | 最大值 | 缺失率 |
|---|---|---|---|---|---|---|---|
证券代码 | — | 文本 | — | — | — | — | 0.0000% |
stkcd | — | 整数 | 323970.4694 | 276923.7479 | 2 | 833994 | 0.0000% |
year | — | 整数 | 2015.449086 | 7.89389984 | 1991 | 2025 | 0.0000% |
Ret_分市场等权平均法 | — | 数值 | -0.001238538692 | 0.001071348757 | -0.005980717949 | -0.00013062 | 0.0000% |
Sigma_分市场等权平均法 | — | 数值 | 0.04629698573 | 0.01866967096 | 0.01632482816 | 0.1084168719 | 0.0000% |
Ret_分市场流通市值平均法 | — | 数值 | -0.001338642053 | 0.001139591731 | -0.006273192308 | -0.0001410784314 | 0.0000% |
Sigma_分市场流通市值平均法 | — | 数值 | 0.04824229276 | 0.01927020136 | 0.01696503811 | 0.1112754869 | 0.0000% |
Ret_分市场总市值平均法 | — | 数值 | -0.001347098001 | 0.001147502318 | -0.00629272093 | -0.000141372549 | 0.0000% |
Sigma_分市场总市值平均法 | — | 数值 | 0.04837799224 | 0.01937670852 | 0.01697937646 | 0.1113340878 | 0.0000% |
Ret_综合市场等权平均法 | — | 数值 | -0.001267175454 | 0.00108998034 | -0.006079807692 | -0.0001402352941 | 0.0000% |
Sigma_综合市场等权平均法 | — | 数值 | 0.04686700002 | 0.01879864697 | 0.01691123684 | 0.1093607073 | 0.0000% |
Ret_综合市场流通市值平均法 | — | 数值 | -0.001389256844 | 0.001183702397 | -0.00651578 | -0.00014628 | 0.0000% |
Sigma_综合市场流通市值平均法 | — | 数值 | 0.0491304607 | 0.01969305025 | 0.01725358219 | 0.1136175773 | 0.0000% |
Ret_综合市场总市值平均法 | — | 数值 | -0.001388031159 | 0.001180086121 | -0.006455519231 | -0.0001460980392 | 0.0000% |
Sigma_综合市场总市值平均法 | — | 数值 | 0.04910589901 | 0.01970497156 | 0.01725797035 | 0.1130991471 | 0.0000% |
市场类型 | — | 整数 | 5.808003509 | 7.337958729 | 1 | 64 | 0.0000% |
行业代码 | — | 文本 | — | — | — | — | 0.0076% |
交易状态 | — | 文本 | — | — | — | — | 0.0000% |
丘知数据分析会员之家 | www.qqrdata.com | 文本 | — | — | — | — | 0.0000% |
数据样本预览
资料样本（部分数据）
仅可预览前100 行、100 列，滚动查看其余行列，完整数据以下载文件为准。
| 证券代码 | stkcd | year | Ret_分市场等权平均法 | Sigma_分市场等权平均法 | Ret_分市场流通市值平均法 | Sigma_分市场流通市值平均法 | Ret_分市场总市值平均法 | Sigma_分市场总市值平均法 | Ret_综合市场等权平均法 | Sigma_综合市场等权平均法 | Ret_综合市场流通市值平均法 | Sigma_综合市场流通市值平均法 | Ret_综合市场总市值平均法 | Sigma_综合市场总市值平均法 | 市场类型 | 行业代码 | 交易状态 | 丘知数据分析会员之家 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 000002 | 2 | 1991 | -0.00207753333333 | 0.0652205594902 | -0.00301688888889 | 0.0768463628456 | -0.00358077777778 | 0.0837083399576 | -0.00253848888889 | 0.0723316731719 | -0.00351108888889 | 0.0827062733321 | -0.00454206666667 | 0.0939027168158 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1992 | -0.00265383018868 | 0.0771489848095 | -0.00154737735849 | 0.0576920764411 | -0.00195652830189 | 0.0652292512214 | -0.00421609433962 | 0.0948944669947 | -0.00326477358491 | 0.0836140720984 | -0.00390190566038 | 0.0913533052798 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1993 | -0.000353607843137 | 0.0267966730965 | -0.000196529411765 | 0.019971546981 | -0.000273215686275 | 0.0235671811597 | -0.000993725490196 | 0.0449879868521 | -0.000455 | 0.0304699167094 | -0.00106621568627 | 0.0466544392376 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1994 | -0.00160876470588 | 0.05641557298 | -0.001407 | 0.0526968623256 | -0.00148370588235 | 0.0540855313171 | -0.00230170588235 | 0.0674079907338 | -0.0020688627451 | 0.0639153448821 | -0.00235321568627 | 0.0680446012349 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1995 | -0.00013684 | 0.0167204191779 | -0.000141078431372 | 0.0169650381137 | -0.00014137254902 | 0.0169793764635 | -0.0002091 | 0.0206600128092 | -0.00022504 | 0.021407641937 | -0.00027034 | 0.0234500871532 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1996 | -0.000676588235294 | 0.0370041673741 | -0.000686137254902 | 0.0372020271045 | -0.000719647058824 | 0.038063004855 | -0.000944960784314 | 0.0437321894595 | -0.000975745098039 | 0.0445297890913 | -0.00123211764706 | 0.0499942115656 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1997 | -0.00133309803922 | 0.0517352569253 | -0.00106209803922 | 0.0462224942937 | -0.00114143137255 | 0.0478946046541 | -0.00163454901961 | 0.0574331571305 | -0.00129035294118 | 0.0510702186229 | -0.00137054901961 | 0.0525782523545 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1998 | -0.0002959 | 0.0245129523557 | -0.00024342 | 0.0222138932295 | -0.0002549 | 0.0227436591677 | -0.000321 | 0.0255255608218 | -0.00027256 | 0.0235116519191 | -0.00027896 | 0.0237868259139 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 1999 | -0.00104408 | 0.0458377535782 | -0.00083326 | 0.0410301917049 | -0.00087972 | 0.0421570047372 | -0.00096378 | 0.0440250598184 | -0.00084914 | 0.0414258276584 | -0.00090348 | 0.0427273930239 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2000 | -0.000541145833333 | 0.0332511555672 | -0.000504166666667 | 0.0320630664302 | -0.000513333333333 | 0.0323599725208 | -0.000589166666667 | 0.0346426158472 | -0.000523520833333 | 0.0326668262654 | -0.000537416666667 | 0.0331147888829 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2001 | -0.00019326 | 0.0198579560489 | -0.00018842 | 0.0196101083348 | -0.00019032 | 0.019708819665 | -0.0002 | 0.0201938460519 | -0.00019386 | 0.0198919390052 | -0.0001878 | 0.0195758464711 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2002 | -0.0001865 | 0.0194804371303 | -0.00017228 | 0.0187440762104 | -0.00017602 | 0.0189462989962 | -0.00017198 | 0.0187342080452 | -0.00015988 | 0.0180767396991 | -0.00015268 | 0.0176670140663 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2003 | -0.000461333333333 | 0.030687069156 | -0.000350254901961 | 0.0267285051867 | -0.000338294117647 | 0.0262725826331 | -0.000445588235294 | 0.0301556778469 | -0.000339745098039 | 0.0263330177495 | -0.00031762745098 | 0.0254654994052 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2004 | -0.000952921568627 | 0.0443042475245 | -0.000836490196078 | 0.0415265541746 | -0.000837254901961 | 0.0415390809416 | -0.000923843137255 | 0.0436327491127 | -0.000813392156863 | 0.0409508315794 | -0.000801431372549 | 0.0406424227621 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2005 | -0.000832511111111 | 0.0415563759339 | -0.0007424 | 0.0391623872493 | -0.000758866666667 | 0.0396090727018 | -0.000823866666667 | 0.0413606390659 | -0.000742333333333 | 0.0391767196432 | -0.000755511111111 | 0.0395257040813 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2006 | -0.00160685714286 | 0.0572957724953 | -0.00155653061224 | 0.0563999586311 | -0.00156042857143 | 0.0564785694309 | -0.00160363265306 | 0.0572437399069 | -0.00155493877551 | 0.0563903791548 | -0.00152571428571 | 0.0558608662896 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2007 | -0.00339394 | 0.0831427089705 | -0.00265806 | 0.0730762244957 | -0.00272462 | 0.0739754373744 | -0.00331532 | 0.0821327218091 | -0.00249852 | 0.0707392019115 | -0.00215736 | 0.065788709928 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2008 | -0.00184190384615 | 0.0609130204431 | -0.00143288461538 | 0.0536591871821 | -0.00153457692308 | 0.0555302987596 | -0.00170173076923 | 0.0585536421613 | -0.00130113461538 | 0.0510720166912 | -0.00136542307692 | 0.0523265785606 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2009 | -0.00112454901961 | 0.0477627002751 | -0.000898411764706 | 0.042712597421 | -0.000920254901961 | 0.0432293577694 | -0.00111598039216 | 0.0476099126088 | -0.000811549019608 | 0.04056515245 | -0.000785470588235 | 0.0399097056588 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2010 | -0.000937392156863 | 0.0437005021724 | -0.000880588235294 | 0.0423352846638 | -0.00088162745098 | 0.0423697429338 | -0.000930666666667 | 0.0435281915451 | -0.000786450980392 | 0.0399174452375 | -0.000792392156863 | 0.0400678986657 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2011 | -0.000495568627451 | 0.0317773097522 | -0.000448098039216 | 0.0302288967144 | -0.000463666666667 | 0.0307411398017 | -0.000486196078431 | 0.0314842479224 | -0.000378039215686 | 0.0277808868577 | -0.00039862745098 | 0.0285189824117 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2012 | -0.00052614 | 0.0326911220464 | -0.0003998 | 0.0285111384815 | -0.00041594 | 0.0290779485889 | -0.0005224 | 0.0325757289498 | -0.00037334 | 0.027548026507 | -0.0003857 | 0.0279976486653 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2013 | -0.000998448979592 | 0.0448122591928 | -0.000871571428571 | 0.0418083985502 | -0.000900510204082 | 0.0425017201677 | -0.000985346938776 | 0.044503012358 | -0.000736102040816 | 0.0383889546567 | -0.000765244897959 | 0.0391415047874 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2014 | -0.00105932075472 | 0.04613913826 | -0.000940226415094 | 0.0434655486518 | -0.000960754716981 | 0.0439482311725 | -0.00104752830189 | 0.0458546523932 | -0.000848490566038 | 0.0413105569449 | -0.000868547169811 | 0.0417757692612 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2015 | -0.0019298 | 0.0617069308617 | -0.0017821 | 0.0593651843613 | -0.00179576 | 0.0595750178434 | -0.00193802 | 0.0618348301874 | -0.00150064 | 0.0543011468221 | -0.00156448 | 0.0554832271758 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2017 | -0.000916039215686 | 0.0430548514195 | -0.000895078431373 | 0.0425573934643 | -0.000892588235294 | 0.0425045983438 | -0.000894901960784 | 0.042580934398 | -0.000925 | 0.0432207235136 | -0.000897019607843 | 0.0426086008695 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2018 | -0.00124988235294 | 0.0507083614871 | -0.000945235294118 | 0.0439751410561 | -0.000980058823529 | 0.0447958049091 | -0.00126990196078 | 0.0511261288843 | -0.000846960784314 | 0.041599520464 | -0.000900529411765 | 0.0429240377618 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2019 | -0.000493711538462 | 0.0317324515459 | -0.000450980769231 | 0.0303035273107 | -0.000457807692308 | 0.0305393627224 | -0.000495442307692 | 0.0317868684056 | -0.000421269230769 | 0.0292309150113 | -0.000437769230769 | 0.0298135637835 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2020 | -0.000493692307692 | 0.0317663049266 | -0.00048725 | 0.0315009133032 | -0.000498057692308 | 0.0318473621528 | -0.000505307692308 | 0.0321226079659 | -0.000458711538462 | 0.0305607148915 | -0.000475326923077 | 0.0311073427954 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2021 | -0.000864980769231 | 0.0419706492316 | -0.000847442307692 | 0.0415248304901 | -0.000853230769231 | 0.0416768170271 | -0.000873961538462 | 0.0421850567214 | -0.000879788461538 | 0.0423419307864 | -0.000878423076923 | 0.0423197532219 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2022 | -0.00133862 | 0.0521374947747 | -0.00137314 | 0.0526609187244 | -0.00137984 | 0.0528047686198 | -0.0013519 | 0.0524433950758 | -0.00136846 | 0.0525950810671 | -0.00139414 | 0.0531111017888 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2023 | -0.0003248 | 0.0256823426001 | -0.0003083 | 0.0250213508088 | -0.00030918 | 0.0250564804365 | -0.00034344 | 0.0263937770257 | -0.00028104 | 0.0238901985871 | -0.00028994 | 0.0242647310043 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2024 | -0.00149167307692 | 0.0546330327817 | -0.00117086538462 | 0.0484960559791 | -0.00118534615385 | 0.0487943628783 | -0.00143375 | 0.0535077441677 | -0.00116726923077 | 0.0484016604703 | -0.00117582692308 | 0.0485628859791 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000002 | 2 | 2025 | -0.000532641509434 | 0.0329385420425 | -0.000513924528302 | 0.0323626262299 | -0.000514245283019 | 0.032373358746 | -0.000519301886792 | 0.0325353508236 | -0.000497056603774 | 0.0318102403561 | -0.000497811320755 | 0.0318395317485 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1992 | -0.00244154716981 | 0.0674192227526 | -0.00286016981132 | 0.0721525178671 | -0.00277188679245 | 0.071320042375 | -0.00412605660377 | 0.088612738979 | -0.00353688679245 | 0.0814493098036 | -0.00375111320755 | 0.0841714994465 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1993 | -0.000606862745098 | 0.035078311261 | -0.00036668627451 | 0.0272548362662 | -0.000470098039216 | 0.030862856159 | -0.0010871372549 | 0.0471040103206 | -0.000584549019608 | 0.034530883222 | -0.00111360784314 | 0.0478022835505 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1994 | -0.000409137254902 | 0.0288094326789 | -0.000234745098039 | 0.0218326722147 | -0.000273764705882 | 0.0235592037434 | -0.00104562745098 | 0.0459151454633 | -0.000783725490196 | 0.0397594791038 | -0.00107325490196 | 0.0464923670535 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1995 | -0.00014748 | 0.0172778911497 | -0.000141078431372 | 0.0169650381137 | -0.00014137254902 | 0.0169793764635 | -0.0002004 | 0.0201387544413 | -0.00020068 | 0.0201564885096 | -0.000237 | 0.0218957529924 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1996 | -0.000994862745098 | 0.044911487693 | -0.00120598039216 | 0.0494216373154 | -0.00125929411765 | 0.0504411876721 | -0.00154045098039 | 0.0558348862484 | -0.0016171372549 | 0.0571337173004 | -0.00181576470588 | 0.0605389612658 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1997 | -0.00109417647059 | 0.0469132854559 | -0.00102182352941 | 0.0452599849698 | -0.00107645098039 | 0.0464651093214 | -0.00101937254902 | 0.0453861295512 | -0.000992803921569 | 0.0446695246185 | -0.00113854901961 | 0.0478512370291 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1998 | -0.0005033 | 0.0319426117025 | -0.00049318 | 0.0316516457229 | -0.00050222 | 0.0319296478555 | -0.00051806 | 0.0323710093532 | -0.0004932 | 0.0316269449375 | -0.00048936 | 0.0315092622008 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000003 | 3 | 1999 | -0.0011695 | 0.0486902031143 | -0.00126852 | 0.0508227101042 | -0.00128754 | 0.0512071090147 | -0.00118628 | 0.0490445652992 | -0.00128408 | 0.0511113218289 | -0.00129876 | 0.0513857988321 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1991 | -0.00190745833333 | 0.0643868678219 | -0.00418910416667 | 0.0955552509695 | -0.00404220833333 | 0.0937566034163 | -0.00266177083333 | 0.0767863113087 | -0.00433233333333 | 0.09730025819 | -0.00456014583333 | 0.100012187171 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1992 | -0.000330924528302 | 0.0260299417446 | -0.000328603773585 | 0.0259095046893 | -0.000344603773585 | 0.026532331626 | -0.00215903773585 | 0.0659553040793 | -0.00137549056604 | 0.0527395870479 | -0.00175133962264 | 0.059330473017 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1993 | -0.000423549019608 | 0.0293616136725 | -0.000323019607843 | 0.0255867378026 | -0.000377235294118 | 0.0276635640969 | -0.00112082352941 | 0.0476412177522 | -0.000615450980392 | 0.0352714044848 | -0.00119117647059 | 0.0491603566471 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1994 | -0.000548647058824 | 0.0334504490534 | -0.000522823529412 | 0.0326991194693 | -0.000520882352941 | 0.0326190141063 | -0.00099231372549 | 0.0448462101683 | -0.000868117647059 | 0.0420183607556 | -0.00104541176471 | 0.0460187517433 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1995 | -0.00053148 | 0.0325302294045 | -0.00050922 | 0.0318244926114 | -0.0005189 | 0.0321289191744 | -0.00061292 | 0.0349905033162 | -0.0005933 | 0.0343952076576 | -0.0006269 | 0.0353687455965 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1996 | -0.0023107254902 | 0.0685348954478 | -0.00227768627451 | 0.0680660986646 | -0.00241090196078 | 0.0699599726516 | -0.00256150980392 | 0.0721564964311 | -0.00226929411765 | 0.0680662491654 | -0.00241533333333 | 0.070231174837 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1997 | -0.00158576470588 | 0.0568591016438 | -0.00165831372549 | 0.0582267466591 | -0.00163776470588 | 0.0577941265644 | -0.00145629411765 | 0.054495253763 | -0.00157039215686 | 0.0566760936717 | -0.00152350980392 | 0.0557816737499 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 1998 | -0.00158704 | 0.055978573204 | -0.00170386 | 0.0580782354939 | -0.00169554 | 0.0579444150799 | -0.0017313 | 0.0583295046611 | -0.00173892 | 0.0586071157642 | -0.00176672 | 0.059078366846 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2001 | -0.00058966 | 0.0347580759957 | -0.00057248 | 0.0342338681582 | -0.00058114 | 0.0344987672143 | -0.00058054 | 0.0344692952494 | -0.00057692 | 0.0343601216201 | -0.00059286 | 0.0348495446748 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2002 | -0.0008122 | 0.0406291125461 | -0.0008213 | 0.0408495575248 | -0.00082304 | 0.0408929996234 | -0.0008077 | 0.0405070277774 | -0.00081948 | 0.0407992523467 | -0.00082516 | 0.0409344375055 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2003 | -0.000884333333333 | 0.0424853600402 | -0.000914196078431 | 0.0432557540556 | -0.000924843137255 | 0.0435146100851 | -0.000883 | 0.0424772036886 | -0.000913803921569 | 0.0432715566501 | -0.00096468627451 | 0.0444838479916 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2004 | -0.00131964705882 | 0.0512948337468 | -0.00146839215686 | 0.0543350985004 | -0.00148754901961 | 0.0546959157266 | -0.00132562745098 | 0.0514323255566 | -0.00152166666667 | 0.0553927894267 | -0.00159215686275 | 0.0567800098811 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2005 | -0.00069712244898 | 0.0377946341736 | -0.000859918367347 | 0.0419546201637 | -0.000861897959184 | 0.042010235246 | -0.00068912244898 | 0.0375972661022 | -0.000898693877551 | 0.0428996548171 | -0.000929816326531 | 0.0436942993115 | 4 | G54 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2011 | -0.000756549019608 | 0.0392543766346 | -0.000817235294118 | 0.0408186096934 | -0.000823117647059 | 0.0409646457207 | -0.000725745098039 | 0.0384173022592 | -0.00084831372549 | 0.0415722321198 | -0.000839509803922 | 0.0413481788583 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2012 | -0.000856352941176 | 0.0413097704597 | -0.000865823529412 | 0.0415636730329 | -0.000857568627451 | 0.0413824815806 | -0.000859588235294 | 0.0413616135305 | -0.000956333333333 | 0.0436773108113 | -0.000939333333333 | 0.0432820496898 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2013 | -0.000907117647059 | 0.0431370681348 | -0.00101301960784 | 0.0456452744711 | -0.000974431372549 | 0.0447371144457 | -0.000940745098039 | 0.043960685495 | -0.00125974509804 | 0.0510020079702 | -0.00119758823529 | 0.0497086072978 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2014 | -0.00126457692308 | 0.050200533024 | -0.00143509615385 | 0.0535435914443 | -0.00142101923077 | 0.0532732594679 | -0.00130338461538 | 0.0509973266989 | -0.00144788461538 | 0.0538247976609 | -0.00145346153846 | 0.0539211013181 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2015 | -0.00188486538462 | 0.0615262836317 | -0.00213605769231 | 0.0657058390014 | -0.00213825 | 0.0657567739064 | -0.00190905769231 | 0.0619485934441 | -0.00303638461538 | 0.0788504628604 | -0.00283648076923 | 0.0761095454114 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2017 | -0.00132787804878 | 0.0525196144798 | -0.00113670731707 | 0.0484706718131 | -0.0011182195122 | 0.0480609733955 | -0.00130087804878 | 0.0519297880104 | -0.00124636585366 | 0.0506542470731 | -0.00116234146341 | 0.0488884814182 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2018 | -0.0007464375 | 0.0389064984108 | -0.000810166666667 | 0.0405539472137 | -0.000803395833333 | 0.0403862421691 | -0.000754875 | 0.039127821144 | -0.000857416666667 | 0.0417425685336 | -0.000844354166667 | 0.0414186392143 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2019 | -0.00122380392157 | 0.0499443630013 | -0.00126366666667 | 0.0507698608285 | -0.00125521568627 | 0.0505942145935 | -0.00123088235294 | 0.05008696702 | -0.00127145098039 | 0.0509587063985 | -0.00126525490196 | 0.050821822275 | 4 | C27 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2020 | -0.00352101923077 | 0.0828887455398 | -0.00393790384615 | 0.0870934938772 | -0.00391111538462 | 0.0868300724986 | -0.00359536538462 | 0.0835249877539 | -0.00408248076923 | 0.0885324811223 | -0.00403526923077 | 0.0879738407962 | 4 | I65 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2021 | -0.00309773076923 | 0.077129658367 | -0.00357017307692 | 0.0832608274871 | -0.00355140384615 | 0.0830333801189 | -0.00312913461538 | 0.0775978347052 | -0.00348544230769 | 0.0823181460531 | -0.00349813461538 | 0.0824947060814 | 4 | I65 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2023 | -0.0017298 | 0.0589499745886 | -0.0016641 | 0.057770108596 | -0.00167098 | 0.0578878648171 | -0.00170982 | 0.0586394541194 | -0.00164384 | 0.0573869644916 | -0.00164098 | 0.0573465245847 | 4 | I65 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000004 | 4 | 2024 | -0.00479607692308 | 0.0989269430989 | -0.00569190384615 | 0.108018133291 | -0.00566601923077 | 0.107752124624 | -0.00471430769231 | 0.0980623669241 | -0.00578896153846 | 0.108839643544 | -0.005724 | 0.108210846947 | 4 | I65 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 1991 | -0.000354377777778 | 0.0271099002599 | -0.000372955555556 | 0.0278212246127 | -0.0003684 | 0.027647035106 | -0.000354222222222 | 0.0271407652266 | -0.000363133333333 | 0.0274501888217 | -0.000358666666667 | 0.0272934841467 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 1994 | -0.0037378627451 | 0.087296438794 | -0.00461470588235 | 0.0979828872666 | -0.00445670588235 | 0.0959311102484 | -0.0039802745098 | 0.0893441844409 | -0.00413984313725 | 0.0918687118567 | -0.00425584313725 | 0.0927892716955 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 1995 | -0.00025898 | 0.022892878107 | -0.00024586 | 0.0223053998551 | -0.00024744 | 0.0223801420845 | -0.00032476 | 0.0256388468058 | -0.00035904 | 0.0269119261651 | -0.00039702 | 0.0282941176785 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 1996 | -0.00127725490196 | 0.0507555214501 | -0.00133578431373 | 0.0518238029312 | -0.0013692745098 | 0.0523026174141 | -0.0018218627451 | 0.0604451040108 | -0.00176970588235 | 0.0595816954711 | -0.00191517647059 | 0.0619801095774 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 1997 | -0.00167849019608 | 0.0582438090263 | -0.00147119607843 | 0.0545817619624 | -0.00152056862745 | 0.0554720472286 | -0.00187749019608 | 0.0615450673502 | -0.00162460784314 | 0.05732190325 | -0.00161603921569 | 0.0571882033168 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 1998 | -0.00187154 | 0.0617425800775 | -0.001788 | 0.0603778799653 | -0.00183176 | 0.0611160795615 | -0.0018526 | 0.061422793087 | -0.00178508 | 0.0602662748949 | -0.00178864 | 0.0602589793633 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 1999 | -0.00055368 | 0.0334966238484 | -0.0006819 | 0.0371454856819 | -0.00066112 | 0.0365917707324 | -0.0005168 | 0.0324062076769 | -0.00070022 | 0.0376667014859 | -0.00068622 | 0.0372924272514 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2000 | -0.000698375 | 0.0376914128081 | -0.000688395833333 | 0.0373773180548 | -0.00068025 | 0.0371812385064 | -0.000672833333333 | 0.0369802433282 | -0.000682145833333 | 0.0372228035432 | -0.000689479166667 | 0.0374464925795 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2001 | -0.0002793 | 0.0237964094678 | -0.00027726 | 0.0237077775973 | -0.00027648 | 0.0236679371451 | -0.00028622 | 0.024093187719 | -0.00027458 | 0.0235979813112 | -0.00027268 | 0.023511294956 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2002 | -0.00039734 | 0.0284033859412 | -0.0003927 | 0.0282506518547 | -0.0003964 | 0.0283807544765 | -0.00040816 | 0.0287756742749 | -0.00040882 | 0.028806023081 | -0.00043562 | 0.0297498096025 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2008 | -0.00149225 | 0.0550384081642 | -0.00147988461538 | 0.0548327308073 | -0.00153117307692 | 0.0557889396093 | -0.00140134615385 | 0.053345348593 | -0.00153036538462 | 0.0558083441952 | -0.00184732692308 | 0.061497335279 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2009 | -0.00141811764706 | 0.0529004792593 | -0.00136447058824 | 0.0519329948712 | -0.00135633333333 | 0.0517987070177 | -0.00142619607843 | 0.0530624699018 | -0.00147784313725 | 0.0541362337746 | -0.00150650980392 | 0.0546779392334 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2010 | -0.000588588235294 | 0.0345770363728 | -0.000578450980392 | 0.0342521812621 | -0.000591254901961 | 0.0346335322939 | -0.000571215686275 | 0.034050495949 | -0.000573019607843 | 0.034051937564 | -0.000585176470588 | 0.0344118965718 | 4 | S91 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2012 | -0.000700111111111 | 0.0378386595314 | -0.000789166666667 | 0.0401473992059 | -0.000781055555556 | 0.0399504039622 | -0.000682527777778 | 0.0373755539185 | -0.000763055555556 | 0.0394878046389 | -0.000764694444444 | 0.0395360132565 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2013 | -0.000640230769231 | 0.035850765088 | -0.000609961538462 | 0.0349801606421 | -0.000624807692308 | 0.0353927768132 | -0.000619673076923 | 0.0352972287351 | -0.000570923076923 | 0.0339141293852 | -0.000586365384615 | 0.0343626549769 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2014 | -0.00143598076923 | 0.0530923959747 | -0.00153094230769 | 0.0549110882329 | -0.00153355769231 | 0.0549257863568 | -0.00142573076923 | 0.0529583851155 | -0.00166290384615 | 0.0574224330562 | -0.00164751923077 | 0.0571479300418 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2015 | -0.00598071794872 | 0.108416871918 | -0.00627319230769 | 0.111275486858 | -0.00629272093023 | 0.111334087764 | -0.00607980769231 | 0.109360707282 | -0.00651578 | 0.113617577259 | -0.00645551923077 | 0.113099147081 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2016 | -0.000367 | 0.0271941440598 | -0.00035422 | 0.0267040872399 | -0.00036534 | 0.0271154206902 | -0.0003758 | 0.027518010523 | -0.00040958 | 0.0286839347777 | -0.00039894 | 0.0283110891769 | 4 | N77 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2017 | -0.00020868627451 | 0.0205079703554 | -0.000206529411765 | 0.0203935274245 | -0.000212745098039 | 0.0206991903531 | -0.000221 | 0.0211120161766 | -0.000266490196078 | 0.0231772589478 | -0.000243098039216 | 0.022141383546 | 4 | N77 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2018 | -0.00016431372549 | 0.0183219294066 | -0.000260490196078 | 0.0230639676876 | -0.000258647058824 | 0.0229815878684 | -0.000189823529412 | 0.0196915059706 | -0.000349725490196 | 0.026703230869 | -0.000319941176471 | 0.0255443905055 | 4 | N77 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2019 | -0.000531461538462 | 0.032828397528 | -0.000546173076923 | 0.0332813680177 | -0.000546 | 0.0332827492466 | -0.000518 | 0.0324266454868 | -0.000604634615385 | 0.034973934183 | -0.000574903846154 | 0.0341182203414 | 4 | N77 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000005 | 5 | 2020 | -0.000196865384615 | 0.0199875075652 | -0.000233673076923 | 0.0217928730181 | -0.000233269230769 | 0.0217782045292 | -0.000208365384615 | 0.020570570831 | -0.00023125 | 0.0216872899164 | -0.000227903846154 | 0.0215330304564 | 4 | N77 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1992 | -0.00153936363636 | 0.0568820668092 | -0.00135281818182 | 0.0533479255597 | -0.00162993939394 | 0.0585119184995 | -0.003394 | 0.0837092522545 | -0.00206039393939 | 0.0656849041161 | -0.00232766666667 | 0.0696802847263 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1993 | -0.000457803921569 | 0.0306509018849 | -0.000355745098039 | 0.0269778238602 | -0.000386862745098 | 0.0281775991355 | -0.00136174509804 | 0.0526240723825 | -0.000796980392157 | 0.0402538166511 | -0.00138917647059 | 0.0532472671099 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1994 | -0.000511450980392 | 0.0322759159829 | -0.000430431372549 | 0.0297038957891 | -0.000456960784314 | 0.0305694798019 | -0.000742254901961 | 0.0386033344911 | -0.000605254901961 | 0.0349283914762 | -0.000731647058824 | 0.0383456331422 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1995 | -0.00025976 | 0.0230217164359 | -0.00023 | 0.0216709042944 | -0.0002344 | 0.0218770844894 | -0.00034566 | 0.0265056247482 | -0.0003433 | 0.0264214264583 | -0.00039316 | 0.028257665605 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1996 | -0.00129239215686 | 0.0511036335616 | -0.00135545098039 | 0.0523755112858 | -0.00131649019608 | 0.0516151721029 | -0.00153731372549 | 0.0557151308865 | -0.00161729411765 | 0.0572152401317 | -0.00180996078431 | 0.0604969226811 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1997 | -0.000809941176471 | 0.0405692238523 | -0.000727490196078 | 0.0384440407316 | -0.000753647058824 | 0.0391486258685 | -0.000892411764706 | 0.0426509308485 | -0.000738176470588 | 0.0388412650642 | -0.000807411764706 | 0.0405874192346 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1998 | -0.0003699 | 0.0273946518535 | -0.00030518 | 0.0248888158865 | -0.00031424 | 0.0252540586357 | -0.00038752 | 0.0280581575415 | -0.00031844 | 0.0254206145458 | -0.00032486 | 0.0256817404768 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 1999 | -0.00045868 | 0.0304976957921 | -0.0003435 | 0.0264154958127 | -0.00035426 | 0.0268198687778 | -0.00043424 | 0.0296724465914 | -0.00033984 | 0.0262604621883 | -0.0003579 | 0.0269571027286 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 2000 | -0.000598354166667 | 0.0348094011925 | -0.0005566875 | 0.0335918011388 | -0.0005515 | 0.0334385736602 | -0.000592645833333 | 0.0346062765501 | -0.00054925 | 0.0333387906088 | -0.000542270833333 | 0.0331300066217 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 2001 | -0.00022334 | 0.0213641988159 | -0.00020204 | 0.0203173841077 | -0.00021026 | 0.020714641783 | -0.00024762 | 0.0224897021122 | -0.0002242 | 0.0214029452208 | -0.00021428 | 0.0209238919098 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
| 000006 | 6 | 2002 | -0.0003813 | 0.027528546378 | -0.00032622 | 0.0255581665987 | -0.0003383 | 0.0260113649582 | -0.00033454 | 0.0258381165139 | -0.00026982 | 0.0232995855562 | -0.00024344 | 0.0221827226105 | 4 | K70 | A | 更多数据尽在丘知数据分析会员之家：www.qqrdata.com |
代码公开披露
仅展示前 30 行，供了解变量构造与处理流程，完整代码请下载文件查看。
//更多数据尽在丘知数据分析会员之家：www.qqrdata.com
//控制变量Ret和Sigma计算
//导入数据
use 原始数据,clear
label variable 丘知数据分析会员之家 "www.qqrdata.com"
/*计算Ret和Sigma
更多数据尽在 丘知数据分析会员之家 ：www.qqrdata.com
*/
foreach i in 分市场等权平均法 分市场流通市值平均法 分市场总市值平均法 综合市场等权平均法 综合市场流通市值平均法 综合市场总市值平均法 {
bys stkcd year: egen Ret_`i'=mean(调整回报率`i')
bys stkcd year: egen Sigma_`i'=sd(调整回报率`i')
}
gsort stkcd year -交易周份
bys stkcd year: keep if _n==1
sort stkcd year
/*整理指标
更多数据尽在 丘知数据分析会员之家 ：www.qqrdata.com
*/
keep stkcd 证券代码 year Ret_分市场等权平均法 Sigma_分市场等权平均法 Ret_分市场流通市值平均法 Sigma_分市场流通市值平均法 Ret_分市场总市值平均法 Sigma_分市场总市值平均法 Ret_综合市场等权平均法 Sigma_综合市场等权平均法 Ret_综合市场流通市值平均法 Sigma_综合市场流通市值平均法 Ret_综合市场总市值平均法 Sigma_综合市场总市值平均法 市场类型 行业代码 交易状态
order stkcd 证券代码 year Ret_分市场等权平均法 Sigma_分市场等权平均法 Ret_分市场流通市值平均法 Sigma_分市场流通市值平均法 Ret_分市场总市值平均法 Sigma_分市场总市值平均法 Ret_综合市场等权平均法 Sigma_综合市场等权平均法 Ret_综合市场流通市值平均法 Sigma_综合市场流通市值平均法 Ret_综合市场总市值平均法 Sigma_综合市场总市值平均法 市场类型 行业代码 交易状态
/*输出结果表
更多数据尽在 丘知数据分析会员之家 ：www.qqrdata.com
*/
label data "更多数据尽在丘知数据分析会员之家：www.qqrdata.com"
gen 丘知数据分析会员之家="更多数据尽在丘知数据分析会员之家：www.qqrdata.com"
label variable 丘知数据分析会员之家 "www.qqrdata.com"
order 证券代码 stkcd year