Index Function Code for Generating Statistics
Index Function Code for Generating Statistics is a code defining a function used to generate a statistic to be used in determining inclusion in a portfolio. The following codes are currently used.
Code | Description |
|---|---|
0 | Unknown or not applicable |
1 | Capitalization at end of previous period |
2 | Scholes-Williams beta over previous year |
3 | Standard deviation over previous year |
| Primary Concepts | Index Header |
|---|---|
| Data Type | integer number |
| Unit of Item | Code |
| Daily | 1925 |
|---|---|
| Monthly | 1925 |
| Database Formats | CRSPAccess |
|---|---|
| Product Types | IND |
| ts_print Daily Usage | n/a |
| ts_print Monthly Usage | n/a |
| ind_print Option(s) | /hr |
| Object | indhdr_row |
|---|---|
| Array | indhdr |
| Element | rules.statfnct |
| Type or Subtype | indhdr |
|---|---|
| Member and/or Array | rules |
| Element | statfnct |