|
|
Detail for ME
Breakpoints
Monthly
Breakpoints: |
|
December 1925 - September 2024 |
|
|
|
Construction: |
|
We
compute ME breakpoints for each month. ME is price times shares outstanding
(divided by 1,000,000) at month end. |
|
|
|
Stocks: |
|
The
breakpoints for month t use all NYSE stocks that have a CRSP share code of
10 or 11 and have good shares and price data. We exclude closed end funds and REITs. |
|
|
|
Percentiles: |
|
The
file contains every fifth percentile of ME, from 5% to 100%. |
|