Tanggal

Harga Saham BCA

9/10/2015
Rp11,925
9/9/2015
Rp11,925
9/8/2015
Rp11,800
9/7/2015
Rp11,925
9/4/2015
Rp12,250
8/3/2015
Rp12,300
9/2/2015
Rp12,275
9/1/2015
Rp12,575
8/31/2015
Rp12,900
8/28/2015
Rp12,850
8/27/2015
Rp12,600
8/26/2015
Rp11,850
8/25/2015
Rp11,625
8/24/2015
Rp11,300
8/21/2015
Rp11,875
8/20/2015
Rp12,275
8/19/2015
Rp12,700
8/18/2015
Rp12,975
8/14/2015
Rp13,250
8/13/2015
Rp13,200
8/12/2015
Rp13,150
8/11/2015
Rp13,550
8/10/2015
Rp13,850
Rata-Rata
Rp12,475
Varian
Rp438,807
Standar Deviasi
Rp662
Cov BCA, BRI
Cov BRI, BNI
Cov BNI, BCA
Correlation BCA,BRI
Correlation BRI,BNI
Correlation BNI,BCA

BCA
30%

Harga Saham BRI

Harga Saham BNI
Rp9,650
Rp4,485
Rp9,925
Rp4,665
Rp9,925
Rp4,715
Rp9,775
Rp4,490
Rp10,075
Rp4,600
Rp10,150
Rp4,685
Rp10,200
Rp4,700
Rp10,100
Rp4,760
Rp10,625
Rp4,950
Rp10,400
Rp5,000
Rp10,500
Rp4,955
Rp9,750
Rp4,505
Rp9,500
Rp4,350
Rp9,150
Rp4,125
Rp9,500
Rp4,300
Rp9,725
Rp4,420
Rp9,900
Rp4,420
Rp9,800
Rp4,340
Rp10,225
Rp4,575
Rp10,025
Rp4,630
Rp9,700
Rp4,510
Rp10,150
Rp4,665
Rp10,575
Rp4,890
Rp9,971
Rp4,597
Rp134,014
Rp50,520
Rp366
Rp225
Rp162,159
Rp76,146
Rp73,653
67%
93%
49%

Portofolio Saham
BRI
30%

BNI
40%

Return Portofolio
Rp8,573

Resiko Portofolio
Rp353
*Correlation BCA,BRI
*Correlation BRI, BNI
*Correlation BNI, BCA

67%
93%
49%

lemah
kuat
lemah

*Covariance BCA, BRI menunjukkan (+) berarti return variabel lainnya juga naik
*Covariance BRI, BNI menunjukkan (+) berarti return variabel lainnya juga naik
*Covariance BNI, BCA menunjukkan (+) berarti return variabel lainnya juga naik

Tanggal
Harga Saham BNI
9/10/2015
Rp4,485
9/9/2015
Rp4,665
9/8/2015
Rp4,715
9/7/2015
Rp4,490
9/4/2015
Rp4,600
8/3/2015
Rp4,685
9/2/2015
Rp4,700
9/1/2015
Rp4,760
8/31/2015
Rp4,950
8/28/2015
Rp5,000
8/27/2015
Rp4,955
8/26/2015
Rp4,505
8/25/2015
Rp4,350
8/24/2015
Rp4,125
8/21/2015
Rp4,300
8/20/2015
Rp4,420
8/19/2015
Rp4,420
8/18/2015
Rp4,340
8/14/2015
Rp4,575
8/13/2015
Rp4,630
8/12/2015
Rp4,510
8/11/2015
Rp4,665
8/10/2015
Rp4,890
Expected Return

Return Aritmatik
0.0401337793
0.0107181136
-0.0477200424
0.0244988864
0.0184782609
0.0032017076
0.0127659574
0.0399159664
0.0101010101
-0.009
-0.0908173562
-0.0344062153
-0.0517241379
0.0424242424
0.0279069767
0
-0.0180995475
0.0541474654
0.0120218579
-0.0259179266
0.034368071
0.0482315113
0.0046012991

Return Geometrik
0.0393493388
0.0106610818
-0.0488962143
0.0242036017
0.0183096122
0.003196593
0.0126851595
0.0391399083
0.0100503359
-0.0090407447
-0.0952092767
-0.035012046
-0.0531098253
0.0415490029
0.0275246734
0
-0.018265348
0.0527323506
0.0119501694
-0.0262597146
0.0337906808
0.0471044692
0.0039297185

urn Portofolio
Rp8,573

Tanggal
Harga Saham BCA Return Aritmatik
9/10/2015
Rp11,925
9/9/2015
Rp11,925
0
9/8/2015
Rp11,800
-0.0104821803
9/7/2015
Rp11,925
0.0105932203
9/4/2015
Rp12,250
0.0272536688
8/3/2015
Rp12,300
0.0040816327
9/2/2015
Rp12,275
-0.0020325203
9/1/2015
Rp12,575
0.0244399185
8/31/2015
Rp12,900
0.0258449304
8/28/2015
Rp12,850
-0.003875969
8/27/2015
Rp12,600
-0.0194552529
8/26/2015
Rp11,850
-0.0595238095
8/25/2015
Rp11,625
-0.0189873418
8/24/2015
Rp11,300
-0.0279569892
8/21/2015
Rp11,875
0.0508849558
8/20/2015
Rp12,275
0.0336842105
8/19/2015
Rp12,700
0.0346232179
8/18/2015
Rp12,975
0.0216535433
8/14/2015
Rp13,250
0.021194605
8/13/2015
Rp13,200
-0.0037735849
8/12/2015
Rp13,150
-0.0037878788
8/11/2015
Rp13,550
0.030418251
8/10/2015
Rp13,850
0.0221402214
Expected Return
0.0071334931
Tanggal
Harga Saham BRI Return Aritmatik
9/10/2015
Rp9,650
9/9/2015
Rp9,925
0.0284974093
9/8/2015
Rp9,925
0
9/7/2015
Rp9,775
-0.0151133501
9/4/2015
Rp10,075
0.0306905371
8/3/2015
Rp10,150
0.0074441687
9/2/2015
Rp10,200
0.0049261084
9/1/2015
Rp10,100
-0.0098039216
8/31/2015
Rp10,625
0.051980198
8/28/2015
Rp10,400
-0.0211764706
8/27/2015
Rp10,500
0.0096153846
8/26/2015
Rp9,750
-0.0714285714
8/25/2015
Rp9,500
-0.0256410256
8/24/2015
Rp9,150
-0.0368421053
8/21/2015
Rp9,500
0.0382513661
8/20/2015
Rp9,725
0.0236842105
8/19/2015
Rp9,900
0.0179948586
8/18/2015
Rp9,800
-0.0101010101
8/14/2015
Rp10,225
0.0433673469
8/13/2015
Rp10,025
-0.0195599022
8/12/2015
Rp9,700
-0.0324189526
8/11/2015
Rp10,150
0.0463917526

8/10/2015
Rp10,575
Expected Return

0.0418719212
0.0046649978

Return Geometrik
0
-0.0105375053
0.0105375053
0.0268889002
0.0040733254
-0.0020345887
0.0241460423
0.0255165954
-0.0038835
-0.0196469974
-0.0613689464
-0.0191699161
-0.0283552258
0.0496326242
0.0331293238
0.0340373198
0.0214224356
0.0209731234
-0.0037807228
-0.003795071
0.0299647887
0.0218986853
0.0068021907
Return Geometrik
0.0280989112
0
-0.0152287207
0.030229002
0.0074165977
0.0049140148
-0.0098522964
0.050674291
-0.0214039087
0.009569451
-0.0741079722
-0.0259754864
-0.0375379193
0.0375379193
0.0234080909
0.0178348676
-0.0101523715
0.0424533163
-0.0197537287
-0.0329560877
0.04534782

0.0410190194
0.0041606732

Tanggal
Saham BCA
8/10/2015
Rp11,925
8/11/2015
Rp13,550
8/12/2015
Rp13,150
8/13/2015
Rp13,200
8/14/2015
Rp13,250
8/18/2015
Rp12,975
8/19/2015
Rp12,700
8/20/2015
Rp12,275
8/21/2015
Rp11,875
8/24/2015
Rp11,300
8/25/2015
Rp11,625
8/26/2015
Rp11,850
8/27/2015
Rp12,600
8/28/2015
Rp12,850
8/31/2015
Rp12,900
9/1/2015
Rp12,575
9/2/2015
Rp12,275
9/3/2015
Rp12,300
9/4/2015
Rp12,250
9/7/2015
Rp11,925
9/8/2015
Rp11,800
9/9/2015
Rp11,925
9/10/2015
Rp11,925
Rata-Rata
Rp12,391
Varian
Rp359,296
Standar Deviasi
Rp599
Cov BCA, BRI
Cov BRI, BNI
Cov BNI, BCA
Correlation BCA,BRI
Correlation BRI,BNI
Correlation BNI,BCA

BCA
30%

Saham BRI
Rp10,575
Rp10,150
Rp9,700
Rp10,025
Rp10,225
Rp9,800
Rp9,900
Rp9,725
Rp9,500
Rp9,150
Rp9,500
Rp9,750
Rp10,500
Rp10,400
Rp10,625
Rp10,100
Rp10,200
Rp10,150
Rp10,075
Rp9,775
Rp9,925
Rp9,925
Rp9,650
Rp9,971
Rp134,014
Rp366
Rp109,279
Rp76,146
Rp48,031

Saham BNI
Rp4,890
Rp4,665
Rp4,510
Rp4,630
Rp4,575
Rp4,340
Rp4,420
Rp4,420
Rp4,300
Rp4,125
Rp4,350
Rp4,505
Rp4,955
Rp5,000
Rp4,950
Rp4,760
Rp4,700
Rp4,685
Rp4,600
Rp4,490
Rp4,715
Rp4,665
Rp4,485
Rp4,597
Rp50,520
Rp225

50%
93%
36%

Portofolio Saham
BRI
30%

BNI
40%

Return Portofolio
Rp8,547

Resiko Portofolio
Rp319
*Correlation BCA,BRI
*Correlation BRI, BNI
*Correlation BNI, BCA

50%
93%
36%

lemah
kuat
lemah

rn Portofolio

Rp8,547