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Detail for ME
Breakpoints
| Monthly
Breakpoints: |
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December 1925 - February 2024 |
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| Construction: |
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We
compute ME breakpoints for each month. ME is price times shares outstanding
(divided by 1,000,000) at month end. |
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| Stocks: |
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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. |
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| Percentiles: |
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The
file contains every fifth percentile of ME, from 5% to 100%. |
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