BBCA.

JK
Date

Price

31-Jul-13

10,400.00

30-Jul-13

10,300.00

29-Jul-13

10,100.00

26-Jul-13

10,350.00

25-Jul-13

10,200.00

24-Jul-13

10,400.00

23-Jul-13

10,300.00

22-Jul-13

10,000.00

19-Jul-13

10,200.00

18-Jul-13

10,200.00

17-Jul-13

10,200.00

16-Jul-13

10,100.00

15-Jul-13

10,200.00

12-Jul-13

10,100.00

10-Jul-13

9,450.00

9-Jul-13

9,250.00

8-Jul-13

9,100.00

5-Jul-13

9,500.00

4-Jul-13

9,550.00

3-Jul-13

9,450.00

2-Jul-13

9,950.00

1-Jul-13

9,900.00

Rx

0.00970874
0.01980198
-0.0241546
0.01470588
-0.0192308
0.00970874
0.03
-0.0196078
0
0
0.00990099
-0.0098039
0.00990099
0.06878307
0.02162162
0.01648352
-0.0421053
-0.0052356
0.01058201
-0.0502513
0.00505051
-

Total

0.055859

E(Rx)
VARx

COV(X,M)
x

0.002539
0.000624
0.02498
0.000342
1.35

[Rx-E(Rx)]

0.007169702
0.017262944
-0.026693626
0.012166846
-0.021769805
0.007169702
0.027460964
-0.022146879
-0.002539036
-0.002539036
0.007361954
-0.012342958
0.007361954
0.066244033
0.019082585
0.01394448
-0.044644299
-0.007774638
0.008042974
-0.052790292
0.002511469

[Rx-E(Rx)]^2

[Rx-E(Rx)].[Rm-E(Rm)]

0.000051
0.000298
0.000713
0.000148
0.000474
0.000051
0.000754
0.000490
0.000006
0.000006
0.000054
0.000152
0.000054
0.004388
0.000364
0.000194
0.001993
0.000060
0.000065
0.002787
0.000006

0.000014
0.000133
0.000407
-0.000021
0.000169
-0.000063
0.000561
0.000178
-0.000006
-0.000026
0.000067
-0.000042
0.000016
0.002389
0.000354
-0.000072
0.001571
-0.000048
0.000008
0.001609
-0.000022

0.013112

0.007177

JKSE
Date

Price

31-Jul-13

4,610.38

30-Jul-13

4,608.49

29-Jul-13

4,580.47

26-Jul-13

4,658.87

25-Jul-13

4,674.12

24-Jul-13

4,718.10

23-Jul-13

4,767.16

22-Jul-13

4,678.98

19-Jul-13

4,724.41

18-Jul-13

4,720.44

17-Jul-13

4,679.00

16-Jul-13

4,644.04

15-Jul-13

4,635.73

12-Jul-13

4,633.11

10-Jul-13

4,478.64

9-Jul-13

4,403.80

8-Jul-13

4,433.62

5-Jul-13

4,602.81

4-Jul-13

4,581.93

3-Jul-13

4,577.15

2-Jul-13

4,728.70

1-Jul-13

4,777.45

Total
E(Rm)
VARm

Rm
0.0004101
0.0061173
-0.016828
-0.003263
-0.009322
-0.010291
0.018846
-0.009616
0.000841
0.0088566
0.0075279
0.0017926
0.0005655
0.0344904
0.0169944
-0.006726
-0.036758
0.004557
0.0010443
-0.032049
-0.010204

[Rm-E(Rm)] [Rm-E(Rm)]^2
0.00198218
0.000004
0.00768934
0.000059
-0.01525605
0.000233
-0.00169058
0.000003
-0.00774948
0.000060
-0.00871917
0.000076
0.02041806
0.000417
-0.00804395
0.000065
0.00241309
0.000006
0.01042866
0.000109
0.0091
0.000083
0.00336467
0.000011
0.00213756
0.000005
0.03606245
0.001301
0.01856648
0.000345
-0.00515381
0.000027
-0.03518591
0.001238
0.0061291
0.000038
0.00104432
0.000001
-0.03047691
0.000929
-0.00863212
0.000075

-0.033013
-0.001572
0.000254
0.0159374

0.005081

BBRI.JK
Date

Close

31-Jul-13

8,250.00

30-Jul-13

8,100.00

29-Jul-13

7,850.00

26-Jul-13

8,100.00

25-Jul-13

8,050.00

24-Jul-13

8,100.00

23-Jul-13

8,200.00

22-Jul-13

7,900.00

19-Jul-13

8,100.00

18-Jul-13

8,100.00

17-Jul-13

7,900.00

16-Jul-13

7,850.00

15-Jul-13

7,800.00

12-Jul-13

7,850.00

10-Jul-13

7,250.00

9-Jul-13

7,250.00

8-Jul-13

7,300.00

5-Jul-13

7,750.00

4-Jul-13

7,750.00

3-Jul-13

7,500.00

2-Jul-13

7,850.00

1-Jul-13

7,950.00

BBNI.JK
Date

Close

31-Jul-13

4,275.00

30-Jul-13

4,375.00

29-Jul-13

4,375.00

26-Jul-13

4,400.00

25-Jul-13

4,325.00

24-Jul-13

4,275.00

23-Jul-13

4,350.00

22-Jul-13

4,225.00

19-Jul-13

4,375.00

18-Jul-13

4,325.00

17-Jul-13

4,225.00

16-Jul-13

4,175.00

15-Jul-13

4,175.00

12-Jul-13

4,200.00

10-Jul-13

3,925.00

9-Jul-13

3,825.00

8-Jul-13

3,850.00

5-Jul-13

4,075.00

4-Jul-13

4,000.00

3-Jul-13

4,075.00

2-Jul-13

4,150.00

1-Jul-13

4,300.00

BMRI.JK
Date

Close

31-Jul-13

8,900.00

30-Jul-13

8,700.00

29-Jul-13

8,700.00

26-Jul-13

8,750.00

25-Jul-13

8,600.00

24-Jul-13

8,900.00

23-Jul-13

8,950.00

22-Jul-13

8,500.00

19-Jul-13

8,700.00

18-Jul-13

8,800.00

17-Jul-13

8,500.00

16-Jul-13

8,450.00

15-Jul-13

8,200.00

12-Jul-13

8,250.00

10-Jul-13

7,750.00

9-Jul-13

7,500.00

8-Jul-13

7,550.00

5-Jul-13

8,150.00

4-Jul-13

8,150.00

3-Jul-13

8,100.00

2-Jul-13

8,550.00

1-Jul-13

8,900.00