MSF 503 Financial Modeling Fall, 2022

HOMEWORK 2

Using the HOMEWORK 2 Data.csv file:

1.) Create a data dictionary in Excel. Copy and paste the table below.

2.) Write a Python program to winsorize any outliers to the 10%/90% level. Be sure the code prints out the cleaned data.

3.) Write a Python program that double standardizes the EPS for each stock, first longitudinally (or through time), then latitudinally (or cross-sectionally). Be sure the code prints out the cleaned data.

4.) Write a Python program that ranks the roe with three difference bins based upon the percentage change in roe. Be sure the code unsorts the ranked data back to the appropriate times.