Index Rebalancing Summary Data Items

Index Rebalancing Begin Date

General Information
Data Type integer number
Unit of Item YYYYMMDD date
Database Information
Database Formats CRSPAccess & CRSPSift
Item ID rbbegdt
Header Rbbegdt
.dat File Format %8d
C Usage
Object rebal_arr
Array rebal[ ]
Element rbbegdt

Index Rebalancing End Date

General Information
Data Type integer number
Unit of Item YYYYMMDD date
Database Information
Database Formats CRSPAccess & CRSPSift
Item ID rbenddt
Header Rbenddt
.dat File Format %8d
C Usage
Object rebal_arr
Array rebal[ ]
Element rbenddt

Index Rebalancing Count

Count of securities used as of rebalancing.

General Information
Data Type integer number
Unit of Item count
Database Information
Database Formats CRSPAccess & CRSPSift
Item ID rusdcnt
Header Rusdcnt
.dat File Format %8d
C Usage
Object rebal_arr
Array rebal[ ]
Element rusdcnt

Identifier Associated with Minimum Statistic

Identifier, PERMNO or PERMCO, of the security in a portfolio with the minimum statistic at the beginning of the rebalancing period.

General Information
Data Type integer number
Unit of Item ID
Database Information
Database Formats CRSPAccess & CRSPSift
Item ID minid
Header Minid
.dat File Format %8d
C Usage
Object rebal_arr
Array rebal[ ]
Element minid

Identifier Associated with Maximum Statistic

Identifier, PERMNO or PERMCO, of the security in a portfolio with the minimum statistic at the beginning of the rebalancing period.

General Information
Data Type integer number
Unit of Item ID
Database Information
Database Formats CRSPAccess & CRSPSift
Item ID maxid
Header Maxid
.dat File Format %6d
C Usage
Object rebal_arr
Array rebal[ ]
Element maxid

Minimum Statistic

Smallest statistic in the beginning of the rebalancing period.

General Information
Data Type floating point
Unit of Item statistic*
Database Information
Database Formats CRSPAccess & CRSPSift
Item ID minstat
Header Minstat
.dat File Format %14.3lf
C Usage
Object rebal_arr
Array rebal[ ]
Element minstat

Maximum Statistic

Largest statistic in the beginning of the rebalancing period.

General Information
Data Type floating point
Unit of Item statistic*
Database Information
Database Formats CRSPAccess & CRSPSift
Item ID maxstat
Header Maxstat
.dat File Format %14.3lf
C Usage
Object rebal_arr
Array rebal[ ]
Element maxstat

*Statistics reflect the value on which rebalancing is based. For the capitalization and cap-based portfolios, the statistic is market capitalization. For the daily Standard Deviation and Beta Decile Portfolios, the statistics are the standard deviations and betas, respectively.