Index Rebalancing History Array - rebal[#][n]
The Index Rebalancing History Arrayss are a set of CRSPAccess event array structures containing decile-level historical rebalancing statistical information for rebalancing periods in an index. Each event array structure within the history contains the characteristics for one portfolio for one time range in the index, including the breakpoints used to assign securities to the portfolio.
Rebalancing Date Ranges
Rebalancing Portfolio Statistics
- Count Used as of Rebalancing
- Maximum Count During Period
- Count Available as of Rebalancing
- Count at End of Rebalancing Period
Breakpoint Information
- Statistic Minimum Identifier
- Statistic Maximum Identifier
- Statistic Minimum in Period
- Statistic Maximum in Period
- Statistic Median in Period
- Statistic Average in Period
Not all statistics are available for each index.
The variable Number of Rebalancing Types contains the count of the rebalancing history arrays available for all indices in a set. There are ten possible rebalancing arrays in current Index Groups and one in all Index Series. Each array has its own count of periods, which is set to zero if not applicable to the particular index.