Hope what you are looking for is "Impulse response analysis."
If so, you may refer to "Impulse Response Function in Stata,"
available at http://econjourn.blogspot.com/20 ... ction-in-stata.html
Good luck!

Thanks, but I guess it is not what I am looking for. To be more specific, I would like to generate a variable "vega",which is the dollar change in the executive’s wealth for a 0.01 change in standard deviation of returns. Have no idea how to do it by stata.

try ln()