value-weighted returns

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    How to create value-weight returns from equal-weight returns when I have market caps?

    Hey SAS users! I'm creating a dataset where I want to calculate the value-weighted returns on 10 volatility portfolios (the portfolios are called 'volr', see section 3), but in my current file the returns are equal-weighted. For each stock I have the number of shares outstanding (shrout), the...