PACAP Database - Daily Stock Prices and Returns

Capital market databases for eight nations in the Pacific-Basin region including: Hong Kong, Indonesia, Japan, Korea, Malaysia, Singapore, Taiwan, and Thailand. The following list contains variable names, data types and variable labels. For extended definitions, please check Chapter 2 of PACAP Users' Guide.

Company File Data

	Variable	Type	Variable label
	COID	char	Company ID
	COMMNT	char	Comment
	COMMNT1	char	Comment 1 (HK)
	COMMNT2	char	Comment 2 (HK)
	CONAME	char	Company/Stock Name
	CRID	char	Cross Reference ID
	CUNTRY	num	Country ID
	DTAVAL	num	Date First Available
	DTEST	num	Date Established
	DTLIST	num	Date Listed
	DTSTAT	num	Date of Status Change
	INDID	num	Industry ID
	INDNME	char	Industry Name
	PARCUR	char	Par Value Currency
	PARVAL	num	Par Value
	PICAP	num	Paid in Capital
	PICCUR	char	Paid in Capital Currency
	SECTID	char	Section Code
	STATCO	char	Status of Company
	STKTYP	char	Stock Type

Daily Stock Price and Returns File

	Variable	Type	Variable label
	ACCADJ	num	Accumulative Adjustment Factor
	CLSPRC	num	Closing Price: In local currency
	COID	char	Company ID
	CUNTRY	num	Country ID
	DRETND	num	Daily Return without Cash Dividend
	DRETWD	num	Daily Return with Cash Dividend
	HIPRC	char	High Price: In local currency
	INDID	num	Industry Code
	LOPRC	num	Low Price: In local currency
	OPNPRC	num	Opening Price: In local currency
	SECTID	num	Section Code
	STKTYP	num	Stock Type
	TRDVAL	num	Value of Shares Traded
	TRDVOL	num	Number of Shares Traded
	WKDAY	num	Day of Week: 1=Monday...6=Saturday
	DATE	num	Trading Date in SAS Date Format
	DTTRD	num	Trading Date in YYYYMMDD Format

Daily Market Returns

	Variable	Type	Variable label
	CNTCO	num	Num. of Companies Included in Calculation
	CUNTRY	num	Country ID
	DERMND	num	Equally-Weighted Returns without Dividend
	DERMWD	num	Equally-Weighted Returns with Dividend
	DVRMND	num	Value-Weighted Returns without Dividend
	DVRMWD	num	Value-Weighted Returns with Dividend
	TRDVAL	num	Total Number of Value Traded
	TRDVOL	num	Total Number of Shares Traded
	WKDAY	num	Day of Week: 1=Monday...6=Saturday
	DATE	num	Trading Date in SAS Date Format
	DTTRD	num	Trading Date in YYYYMMDD Format

Missing Values

 

	SAS		Reason for Missing
	B		Missing Since No Trading on Previous Date.
	N		Missing Due to Non-Trading of the Company.
	S		Missing Due to Trading Suspended or Company under Reconstruction.
	T		Missing Since No Trading on Current Date.

Others

Most data items are represented in units of local currency. For country-specific information please check Data Manuals. The variable STATCO shows letters representing current status of company. For more explanation about these codes see Appendix A of Manual.