Get missing stocks with full history for stocksCRSP and factorsSPGMI

[spinnj]

Subsequent to cleaning stocksCRSP and factorsSPGMI, we were left with the following sector membership:

Sector	N
Information Technology	41
Industrials	92
Health Care	31
Consumer Staples	29
Energy	20
Materials	26
Consumer Discretionary	46
Communication Services	9
Utilities	3
Real Estate	1
Financials	2

Consequently we deleted the Utilities, Real Estate, and Financials sector members from the sample, leaving a total of 294 members distributed as:

Sector	N
Information Technology	41
Industrials	92
Health Care	31
Consumer Staples	29
Energy	20
Materials	26
Consumer Discretionary	46
Communication Services	9

The files stocksCRSP9.rda and factorsSPGMI9.rda contained a sample of 9 securities ("LCII" "SCL" "VFC" "CHDN" "CCF" "AME" "SEE" "GEF" "PNR") that were potentials to remake stocksCRSP and factorsSPGMI into a 300 stock data set, however I noted the following issues:

• CCF (starts 1995), SEE (starts 1998), GEF (starts 2002), PNR (starts 2012), AME (starts 1997), and CHDN (starts March 1993) do not have the full 276 month history
• SCL, LCII and VFC appear to be clean and have sufficient history.

Consequently at best we can get to 296 securities using the union of stocksCRSP/factorsSPGMI and stocksCRSP9/factorsSPGMI9.

Suggestion: Request that we delete CCF, SEE, GEF, PNR, AME , and CHDN and replace with a new set of securities that have a full history for the 1993-2015 period. Based on the sector memberships noted above I would think that it would be nice to have some more Communication Services (formerly Telecom), Energy, and Materials stocks.

comparison_kirk.xlsx

[robustport]

Jon, Got it, thanks. Doug

…

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[robustport]

Question: Were the stocks CCF (starts 1995), SEE (starts 1998), GEF (starts 2002), PNR (starts 2012), AME (starts 1997), and CHDN (starts March 1993), missing the data starting 1993 from just stocksCRSP, or both stocksCRSP and factorsSPGMI?

[spinnj]

My recollection is that both were consistent. I am at work and don't have access to the files right now to double check.

[robustport]

We currently have 294 stocks in stocksCRSP and factorSPGMI, and waiting for CRSP to provide us with 12 more, 9 of which have complete histories, and we will use 6 of the latter to top up the 294 to 300 in stocksCRSP and factorsSPGMI.