Beruflich Dokumente
Kultur Dokumente
16 651 013
16 651 017
16 651 019
16 651 023
16 651 043
Kode Perusahaan dan Nama Perusahaan
Kode
No Nama Perusahaan
Perusahaan
1 INCO Vale Indonesia Tbk.
2 CPIN Charoen Pokphand Indonesia Tbk
3 INDY Indika Energy Tbk
4 PTPP PP (Persero) Tbk
5 INKP Indah Kiat Pulp & Paper Tbk
6 KLBF Kalbe Farma Tbk
7 JSMR Jasa Marga Tbk
8 LPKR Lippo Karawaci Tbk
9 LPPF Matahari Department Store Tbk
10 WSKT PT Waskita Karya (Persero) Tbk
11 AKRA PT AKR Corporindo Tbk.
12 ASII Astra International Tbk
13 BRPT Barito Pacific Tbk
14 BSDE PT Bumi Serpong Damai Tbk
15 SCMA Surya Citra Media Tbk
16 MEDC PT Medco Energi Internasional Tbk
17 SMGR Semen Indonesia (Persero) Tbk
18 SRIL PT Sri Rejeki Isman Tbk
19 SSMS PT Sawit Sumbermas Sarana Tbk.
20 WSBP PT Waskita Beton Precast Tbk.
21 ACES Ace Hardware Indonesia Tbk
22 ADHI PT Adhi Karya (Persero) Tbk.
23 APLN Agung Podomoro Land Tbk
24 BBKP Bank Bukopin Tbk
25 FREN Smartfren Telecom Tbk
Sumber: www.idx.co.id
TANGGAL
INCO CPIN INDY PTPP INKP KLBF JSMR
9/2/2019 3,970.00 4,890.00 1,335.00 1,760.00 6,825.00 1,675.00 5,400.00
9/3/2019 3,830.00 4,820.00 1,360.00 1,760.00 6,675.00 1,650.00 5,350.00
9/4/2019 3,870.00 4,690.00 1,420.00 1,790.00 6,700.00 1,660.00 5,350.00
9/5/2019 3,730.00 4,780.00 1,455.00 1,780.00 7,050.00 1,670.00 5,325.00
9/6/2019 3,720.00 4,810.00 1,480.00 1,790.00 7,200.00 1,675.00 5,450.00
9/9/2019 3,810.00 5,075.00 1,510.00 1,795.00 7,225.00 1,675.00 5,400.00
9/10/2019 3,760.00 5,075.00 1,460.00 1,825.00 7,025.00 1,680.00 5,525.00
9/11/2019 3,870.00 5,375.00 1,515.00 1,885.00 7,225.00 1,680.00 5,525.00
9/12/2019 3,850.00 5,200.00 1,510.00 1,885.00 7,075.00 1,690.00 5,400.00
9/13/2019 3,680.00 5,150.00 1,450.00 1,890.00 7,050.00 1,680.00 5,500.00
9/16/2019 3,570.00 5,350.00 1,485.00 1,820.00 6,925.00 1,680.00 5,575.00
9/17/2019 3,590.00 5,250.00 1,470.00 1,810.00 7,175.00 1,680.00 5,575.00
9/18/2019 3,740.00 5,350.00 1,435.00 1,820.00 7,075.00 1,680.00 5,675.00
9/19/2019 3,690.00 5,300.00 1,420.00 1,790.00 6,925.00 1,680.00 5,575.00
9/20/2019 3,860.00 5,225.00 1,405.00 1,785.00 6,975.00 1,665.00 5,650.00
9/23/2019 3,820.00 5,100.00 1,380.00 1,725.00 6,825.00 1,665.00 5,550.00
9/24/2019 3,640.00 4,920.00 1,345.00 1,685.00 6,675.00 1,660.00 5,550.00
9/25/2019 3,580.00 5,175.00 1,345.00 1,665.00 6,625.00 1,670.00 5,750.00
9/26/2019 3,680.00 5,200.00 1,340.00 1,735.00 6,625.00 1,670.00 5,750.00
9/27/2019 3,550.00 5,200.00 1,360.00 1,745.00 6,625.00 1,675.00 5,775.00
9/30/2019 3,510.00 5,350.00 1,315.00 1,705.00 6,475.00 1,675.00 5,700.00
DATA PERUSAHAAN
PRICE
LPKR LPPF WSKT AKRA ASII BRPT BSDE SCMA
248.00 3,020.00 1,705.00 4,240.00 6,550.00 990.00 1,345.00 1,225.00
254.00 3,020.00 1,690.00 4,270.00 6,475.00 1,010.00 1,345.00 1,170.00
254.00 3,010.00 1,710.00 4,230.00 6,500.00 1,040.00 1,325.00 1,215.00
252.00 3,000.00 1,700.00 4,140.00 6,700.00 1,000.00 1,340.00 1,275.00
260.00 3,020.00 1,710.00 4,140.00 6,750.00 1,075.00 1,325.00 1,240.00
260.00 3,030.00 1,725.00 4,090.00 6,650.00 1,050.00 1,320.00 1,240.00
268.00 3,010.00 1,740.00 4,070.00 6,675.00 1,080.00 1,320.00 1,255.00
276.00 3,130.00 1,775.00 4,090.00 6,925.00 1,085.00 1,355.00 1,340.00
276.00 3,060.00 1,765.00 4,040.00 6,750.00 1,050.00 1,370.00 1,315.00
270.00 3,030.00 1,770.00 4,030.00 6,750.00 1,040.00 1,350.00 1,290.00
260.00 3,010.00 1,740.00 4,010.00 6,700.00 1,080.00 1,370.00 1,290.00
258.00 3,010.00 1,725.00 3,970.00 6,475.00 1,065.00 1,385.00 1,285.00
270.00 3,000.00 1,700.00 3,970.00 6,700.00 1,035.00 1,405.00 1,275.00
258.00 3,030.00 1,665.00 3,910.00 6,600.00 1,030.00 1,405.00 1,235.00
250.00 3,200.00 1,650.00 3,910.00 6,575.00 1,000.00 1,415.00 1,245.00
244.00 3,120.00 1,585.00 3,840.00 6,625.00 965.00 1,385.00 1,190.00
242.00 3,050.00 1,585.00 3,780.00 6,475.00 960.00 1,350.00 1,165.00
242.00 3,020.00 1,565.00 3,720.00 6,500.00 990.00 1,355.00 1,170.00
240.00 3,060.00 1,660.00 3,720.00 6,700.00 995.00 1,390.00 1,155.00
234.00 3,240.00 1,665.00 3,690.00 6,650.00 995.00 1,360.00 1,155.00
236.00 3,430.00 1,650.00 3,800.00 6,600.00 990.00 1,390.00 1,160.00
MEDC SMGR SRIL SSMS WSBP ACES ADHI APLN
730.00 13,275.00 334.00 905.00 328.00 1,775.00 1,310.00 188.00
725.00 13,300.00 336.00 895.00 330.00 1,800.00 1,280.00 238.00
730.00 13,350.00 332.00 895.00 332.00 1,800.00 1,305.00 242.00
745.00 13,425.00 332.00 895.00 330.00 1,770.00 1,305.00 240.00
765.00 13,450.00 332.00 895.00 332.00 1,745.00 1,320.00 236.00
770.00 13,425.00 334.00 895.00 336.00 1,740.00 1,335.00 260.00
770.00 12,850.00 334.00 900.00 340.00 1,740.00 1,360.00 254.00
765.00 12,175.00 336.00 895.00 348.00 1,760.00 1,390.00 252.00
760.00 12,475.00 332.00 895.00 344.00 1,725.00 1,390.00 260.00
750.00 12,800.00 332.00 900.00 342.00 1,790.00 1,380.00 252.00
780.00 12,900.00 330.00 910.00 334.00 1,730.00 1,350.00 240.00
785.00 12,725.00 330.00 900.00 334.00 1,725.00 1,350.00 240.00
755.00 12,825.00 328.00 895.00 332.00 1,750.00 1,355.00 248.00
750.00 12,450.00 330.00 895.00 332.00 1,740.00 1,340.00 246.00
740.00 12,850.00 328.00 915.00 334.00 1,735.00 1,340.00 250.00
735.00 12,500.00 328.00 955.00 326.00 1,745.00 1,320.00 246.00
720.00 12,275.00 326.00 950.00 322.00 1,750.00 1,310.00 248.00
720.00 12,225.00 322.00 950.00 320.00 1,750.00 1,320.00 264.00
730.00 12,250.00 324.00 945.00 334.00 1,770.00 1,345.00 276.00
720.00 11,850.00 322.00 940.00 332.00 1,770.00 1,335.00 266.00
690.00 11,550.00 318.00 935.00 324.00 1,770.00 1,335.00 254.00
IHSG
BBKP FREN
274.00 121.00 6,290.55
276.00 118.00 6,261.59
276.00 140.00 6,269.66
276.00 132.00 6,306.80
278.00 139.00 6,308.95
280.00 145.00 6,326.21
278.00 156.00 6,336.67
278.00 158.00 6,381.95
276.00 153.00 6,342.17
276.00 148.00 6,334.84
272.00 137.00 6,219.44
276.00 142.00 6,236.69
282.00 154.00 6,276.63
280.00 163.00 6,244.47
278.00 166.00 6,231.47
274.00 163.00 6,206.20
272.00 164.00 6,137.61
272.00 172.00 6,146.40
272.00 171.00 6,230.33
272.00 168.00 6,196.89
268.00 170.00 6,169.10
EXPEC
TANGGAL
INCO CPIN INDY PTPP INKP KLBF JSMR LPKR LPPF WSKT
9/2/2019 0 0 0 0 0 0 0 0 0 0
9/3/2019 -3.526% -1.431% 1.873% 0.000% -2.198% -1.493% -0.926% 2.419% 0.000% -0.880%
9/4/2019 1.044% -2.697% 4.412% 1.705% 0.375% 0.606% 0.000% 0.000% -0.331% 1.183%
9/5/2019 -3.618% 1.919% 2.465% -0.559% 5.224% 0.602% -0.467% -0.787% -0.332% -0.585%
9/6/2019 -0.268% 0.628% 1.718% 0.562% 2.128% 0.299% 2.347% 3.175% 0.667% 0.588%
9/9/2019 2.419% 5.509% 2.027% 0.279% 0.347% 0.000% -0.917% 0.000% 0.331% 0.877%
9/10/2019 -1.312% 0.000% -3.311% 1.671% -2.768% 0.299% 2.315% 3.077% -0.660% 0.870%
9/11/2019 2.926% 5.911% 3.767% 3.288% 2.847% 0.000% 0.000% 2.985% 3.987% 2.011%
9/12/2019 -0.517% -3.256% -0.330% 0.000% -2.076% 0.595% -2.262% 0.000% -2.236% -0.563%
9/13/2019 -4.416% -0.962% -3.974% 0.265% -0.353% -0.592% 1.852% -2.174% -0.980% 0.283%
9/16/2019 -2.989% 3.883% 2.414% -3.704% -1.773% 0.000% 1.364% -3.704% -0.660% -1.695%
9/17/2019 0.560% -1.869% -1.010% -0.549% 3.610% 0.000% 0.000% -0.769% 0.000% -0.862%
9/18/2019 4.178% 1.905% -2.381% 0.552% -1.394% 0.000% 1.794% 4.651% -0.332% -1.449%
9/19/2019 -1.337% -0.935% -1.045% -1.648% -2.120% 0.000% -1.762% -4.444% 1.000% -2.059%
9/20/2019 4.607% -1.415% -1.056% -0.279% 0.722% -0.893% 1.345% -3.101% 5.611% -0.901%
9/23/2019 -1.036% -2.392% -1.779% -3.361% -2.151% 0.000% -1.770% -2.400% -2.500% -3.939%
9/24/2019 -4.712% -3.529% -2.536% -2.319% -2.198% -0.300% 0.000% -0.820% -2.244% 0.000%
9/25/2019 -1.648% 5.183% 0.000% -1.187% -0.749% 0.602% 3.604% 0.000% -0.984% -1.262%
9/26/2019 2.793% 0.483% -0.372% 4.204% 0.000% 0.000% 0.000% -0.826% 1.325% 6.070%
9/27/2019 -3.533% 0.000% 1.493% 0.576% 0.000% 0.299% 0.435% -2.500% 5.882% 0.301%
9/30/2019 -1.127% 2.885% -3.309% -2.292% -2.264% 0.000% -1.299% 0.855% 5.864% -0.901%
TOTAL -11.51% 9.82% -0.94% -2.80% -4.79% 0.03% 5.65% -4.36% 13.41% -2.91%
n 20 20 20 20 20 20 20 20 20 20
ER -0.576% 0.491% -0.047% -0.140% -0.240% 0.001% 0.283% -0.218% 0.670% -0.146%
AVERAGE -0.576% 0.491% -0.047% -0.140% -0.240% 0.001% 0.283% -0.218% 0.670% -0.146%
Keterangan:
= 2 Perusahaan dengan Expected Return tertinggi
EXPECTED RETURN
AKRA ASII BRPT BSDE SCMA MEDC SMGR SRIL SSMS WSBP ACES ADHI
0 0 0 0 0 0 0 0 0 0 0 0
0.708% -1.145% 2.020% 0.000% -4.490% -0.685% 0.188% 0.599% -1.105% 0.610% 1.408% -2.290%
-0.937% 0.386% 2.970% -1.487% 3.846% 0.690% 0.376% -1.190% 0.000% 0.606% 0.000% 1.953%
-2.128% 3.077% -3.846% 1.132% 4.938% 2.055% 0.562% 0.000% 0.000% -0.602% -1.667% 0.000%
0.000% 0.746% 7.500% -1.119% -2.745% 2.685% 0.186% 0.000% 0.000% 0.606% -1.412% 1.149%
-1.208% -1.481% -2.326% -0.377% 0.000% 0.654% -0.186% 0.602% 0.000% 1.205% -0.287% 1.136%
-0.489% 0.376% 2.857% 0.000% 1.210% 0.000% -4.283% 0.000% 0.559% 1.190% 0.000% 1.873%
0.491% 3.745% 0.463% 2.652% 6.773% -0.649% -5.253% 0.599% -0.556% 2.353% 1.149% 2.206%
-1.222% -2.527% -3.226% 1.107% -1.866% -0.654% 2.464% -1.190% 0.000% -1.149% -1.989% 0.000%
-0.248% 0.000% -0.952% -1.460% -1.901% -1.316% 2.605% 0.000% 0.559% -0.581% 3.768% -0.719%
-0.496% -0.741% 3.846% 1.481% 0.000% 4.000% 0.781% -0.602% 1.111% -2.339% -3.352% -2.174%
-0.998% -3.358% -1.389% 1.095% -0.388% 0.641% -1.357% 0.000% -1.099% 0.000% -0.289% 0.000%
0.000% 3.475% -2.817% 1.444% -0.778% -3.822% 0.786% -0.606% -0.556% -0.599% 1.449% 0.370%
-1.511% -1.493% -0.483% 0.000% -3.137% -0.662% -2.924% 0.610% 0.000% 0.000% -0.571% -1.107%
0.000% -0.379% -2.913% 0.712% 0.810% -1.333% 3.213% -0.606% 2.235% 0.602% -0.287% 0.000%
-1.790% 0.760% -3.500% -2.120% -4.418% -0.676% -2.724% 0.000% 4.372% -2.395% 0.576% -1.493%
-1.563% -2.264% -0.518% -2.527% -2.101% -2.041% -1.800% -0.610% -0.524% -1.227% 0.287% -0.758%
-1.587% 0.386% 3.125% 0.370% 0.429% 0.000% -0.407% -1.227% 0.000% -0.621% 0.000% 0.763%
0.000% 3.077% 0.505% 2.583% -1.282% 1.389% 0.204% 0.621% -0.526% 4.375% 1.143% 1.894%
-0.806% -0.746% 0.000% -2.158% 0.000% -1.370% -3.265% -0.617% -0.529% -0.599% 0.000% -0.743%
2.981% -0.752% -0.503% 2.206% 0.433% -4.167% -2.532% -1.242% -0.532% -2.410% 0.000% 0.000%
-10.80% 1.14% 0.81% 3.53% -4.67% -5.26% -13.36% -4.86% 3.41% -0.98% -0.07% 2.06%
20 20 20 20 20 20 20 20 20 20 20 20
-0.540% 0.057% 0.041% 0.177% -0.233% -0.263% -0.668% -0.243% 0.170% -0.049% -0.004% 0.103%
-0.540% 0.057% 0.041% 0.177% -0.233% -0.263% -0.668% -0.243% 0.170% -0.049% -0.004% 0.103%
IHSG
APLN BBKP FREN
0 0 0 0
26.596% 0.730% -2.479% -0.460%
1.681% 0.000% 18.644% 0.129%
-0.826% 0.000% -5.714% 0.592%
-1.667% 0.725% 5.303% 0.034%
10.169% 0.719% 4.317% 0.274%
-2.308% -0.714% 7.586% 0.165%
-0.787% 0.000% 1.282% 0.715%
3.175% -0.719% -3.165% -0.623%
-3.077% 0.000% -3.268% -0.116%
-4.762% -1.449% -7.432% -1.822%
0.000% 1.471% 3.650% 0.277%
3.333% 2.174% 8.451% 0.640%
-0.806% -0.709% 5.844% -0.512%
1.626% -0.714% 1.840% -0.208%
-1.600% -1.439% -1.807% -0.406%
0.813% -0.730% 0.613% -1.105%
6.452% 0.000% 4.878% 0.143%
4.545% 0.000% -0.581% 1.366%
-3.623% 0.000% -1.754% -0.537%
-4.511% -1.471% 1.190% -0.448%
34.42% -2.13% 37.40% -1.90%
20 20 20 20
1.721% -0.106% 1.870% -0.095%
1.721% -0.106% 1.870% -0.095%
TANGGAL
INCO CPIN INDY PTPP INKP KLBF JSMR LPKR LPPF
9/2/2019 0 0 0 0 0 0 0 0 0
9/3/2019 0.087% 0.037% 0.037% 0.000% 0.038% 0.022% 0.015% 0.070% 0.004%
9/4/2019 0.026% 0.102% 0.199% 0.034% 0.004% 0.004% 0.001% 0.000% 0.010%
9/5/2019 0.093% 0.020% 0.063% 0.002% 0.298% 0.004% 0.006% 0.003% 0.010%
9/6/2019 0.001% 0.000% 0.031% 0.005% 0.056% 0.001% 0.043% 0.115% 0.000%
9/9/2019 0.090% 0.252% 0.043% 0.002% 0.003% 0.000% 0.014% 0.000% 0.001%
9/10/2019 0.005% 0.002% 0.107% 0.033% 0.064% 0.001% 0.041% 0.109% 0.018%
9/11/2019 0.123% 0.294% 0.145% 0.117% 0.095% 0.000% 0.001% 0.103% 0.110%
9/12/2019 0.000% 0.140% 0.001% 0.000% 0.034% 0.004% 0.065% 0.000% 0.084%
9/13/2019 0.147% 0.021% 0.154% 0.002% 0.000% 0.004% 0.025% 0.038% 0.027%
9/16/2019 0.058% 0.115% 0.061% 0.127% 0.024% 0.000% 0.012% 0.121% 0.018%
9/17/2019 0.013% 0.056% 0.009% 0.002% 0.148% 0.000% 0.001% 0.003% 0.004%
9/18/2019 0.226% 0.020% 0.054% 0.005% 0.013% 0.000% 0.023% 0.237% 0.010%
9/19/2019 0.006% 0.020% 0.010% 0.023% 0.035% 0.000% 0.042% 0.179% 0.001%
9/20/2019 0.269% 0.036% 0.010% 0.000% 0.009% 0.008% 0.011% 0.083% 0.244%
9/23/2019 0.002% 0.083% 0.030% 0.104% 0.037% 0.000% 0.042% 0.048% 0.101%
9/24/2019 0.171% 0.162% 0.062% 0.047% 0.038% 0.001% 0.001% 0.004% 0.085%
9/25/2019 0.012% 0.220% 0.000% 0.011% 0.003% 0.004% 0.110% 0.000% 0.027%
9/26/2019 0.113% 0.000% 0.001% 0.189% 0.001% 0.000% 0.001% 0.004% 0.004%
9/27/2019 0.087% 0.002% 0.024% 0.005% 0.001% 0.001% 0.000% 0.052% 0.272%
9/30/2019 0.003% 0.057% 0.106% 0.046% 0.041% 0.000% 0.025% 0.012% 0.270%
SUM 1.532% 1.641% 1.148% 0.754% 0.942% 0.052% 0.477% 1.181% 1.301%
n 19 19 19 19 19 19 19 19 19
ST. DEV. 0.081% 0.086% 0.060% 0.040% 0.050% 0.003% 0.025% 0.062% 0.068%
VARIASI 2.840% 2.939% 2.458% 1.992% 2.227% 0.522% 1.585% 2.493% 2.617%
VARIAN 0.081% 0.086% 0.060% 0.040% 0.050% 0.003% 0.025% 0.062% 0.068%
STEDEV 2.840% 2.939% 2.458% 1.992% 2.227% 0.522% 1.585% 2.493% 2.617%
Keterangan:
= 2 Perusahaan dengan Risk tertinggi
RISK
WSKT AKRA ASII BRPT BSDE SCMA MEDC SMGR SRIL SSMS
0 0 0 0 0 0 0 0 0 0
0.005% 0.016% 0.014% 0.039% 0.000% 0.181% 0.002% 0.007% 0.007% 0.016%
0.018% 0.002% 0.001% 0.086% 0.028% 0.166% 0.009% 0.011% 0.009% 0.000%
0.002% 0.025% 0.091% 0.151% 0.009% 0.267% 0.054% 0.015% 0.001% 0.000%
0.005% 0.003% 0.005% 0.556% 0.017% 0.063% 0.087% 0.007% 0.001% 0.000%
0.010% 0.004% 0.024% 0.056% 0.003% 0.001% 0.008% 0.002% 0.007% 0.000%
0.010% 0.000% 0.001% 0.079% 0.000% 0.021% 0.001% 0.131% 0.001% 0.002%
0.047% 0.011% 0.136% 0.002% 0.061% 0.491% 0.001% 0.210% 0.007% 0.005%
0.002% 0.005% 0.067% 0.107% 0.009% 0.027% 0.002% 0.098% 0.009% 0.000%
0.002% 0.001% 0.000% 0.010% 0.027% 0.028% 0.011% 0.107% 0.001% 0.002%
0.024% 0.000% 0.006% 0.145% 0.017% 0.001% 0.182% 0.021% 0.001% 0.009%
0.005% 0.002% 0.117% 0.020% 0.008% 0.000% 0.008% 0.005% 0.001% 0.016%
0.017% 0.003% 0.117% 0.082% 0.016% 0.003% 0.127% 0.021% 0.001% 0.005%
0.037% 0.009% 0.024% 0.003% 0.000% 0.084% 0.002% 0.051% 0.007% 0.000%
0.006% 0.003% 0.002% 0.087% 0.003% 0.011% 0.011% 0.151% 0.001% 0.043%
0.144% 0.016% 0.005% 0.125% 0.053% 0.175% 0.002% 0.042% 0.001% 0.176%
0.000% 0.010% 0.054% 0.003% 0.073% 0.035% 0.032% 0.013% 0.001% 0.005%
0.012% 0.011% 0.001% 0.095% 0.000% 0.004% 0.001% 0.001% 0.010% 0.000%
0.386% 0.003% 0.091% 0.002% 0.058% 0.011% 0.027% 0.008% 0.007% 0.005%
0.002% 0.001% 0.006% 0.000% 0.055% 0.001% 0.012% 0.067% 0.001% 0.005%
0.006% 0.124% 0.007% 0.003% 0.041% 0.004% 0.152% 0.035% 0.010% 0.005%
0.740% 0.248% 0.769% 1.652% 0.479% 1.574% 0.730% 1.003% 0.084% 0.295%
19 19 19 19 19 19 19 19 19 19
0.039% 0.013% 0.040% 0.087% 0.025% 0.083% 0.038% 0.053% 0.004% 0.016%
1.974% 1.142% 2.012% 2.948% 1.587% 2.878% 1.960% 2.298% 0.665% 1.247%
0.039% 0.013% 0.040% 0.087% 0.025% 0.083% 0.038% 0.053% 0.004% 0.016%
1.974% 1.142% 2.012% 2.948% 1.587% 2.878% 1.960% 2.298% 0.665% 1.247%
IHSG
WSBP ACES ADHI APLN BBKP FREN
0 0 0 0 0 0 0
0.004% 0.020% 0.057% 6.187% 0.007% 0.189% 0.001%
0.004% 0.000% 0.034% 0.000% 0.000% 2.814% 0.001%
0.003% 0.028% 0.000% 0.065% 0.000% 0.575% 0.005%
0.004% 0.020% 0.011% 0.115% 0.007% 0.118% 0.000%
0.016% 0.001% 0.011% 0.714% 0.007% 0.060% 0.001%
0.015% 0.000% 0.031% 0.162% 0.004% 0.327% 0.001%
0.058% 0.013% 0.044% 0.063% 0.000% 0.003% 0.007%
0.012% 0.039% 0.000% 0.021% 0.004% 0.253% 0.003%
0.003% 0.142% 0.007% 0.230% 0.000% 0.264% 0.000%
0.052% 0.112% 0.052% 0.420% 0.018% 0.865% 0.030%
0.000% 0.001% 0.000% 0.030% 0.025% 0.032% 0.001%
0.003% 0.021% 0.001% 0.026% 0.052% 0.433% 0.005%
0.000% 0.003% 0.015% 0.064% 0.004% 0.158% 0.002%
0.004% 0.001% 0.000% 0.000% 0.004% 0.000% 0.000%
0.055% 0.003% 0.025% 0.110% 0.018% 0.135% 0.001%
0.014% 0.001% 0.007% 0.008% 0.004% 0.016% 0.010%
0.003% 0.000% 0.004% 0.224% 0.000% 0.090% 0.001%
0.196% 0.013% 0.032% 0.080% 0.000% 0.060% 0.021%
0.003% 0.000% 0.007% 0.286% 0.000% 0.131% 0.002%
0.056% 0.000% 0.000% 0.388% 0.019% 0.005% 0.001%
0.506% 0.419% 0.340% 9.194% 0.171% 6.529% 0.093%
19 19 19 19 19 19 19
0.027% 0.022% 0.018% 0.484% 0.009% 0.344% 0.005%
1.632% 1.484% 1.337% 6.956% 0.950% 5.862% 0.699%
0.027% 0.022% 0.018% 0.484% 0.009% 0.344% 0.005%
1.632% 1.484% 1.337% 6.956% 0.950% 5.862% 0.699%
KOEFISIEN KORELASI
COVARIAN
Tanggal APLN & FREN
9/2/2019 0
9/3/2019 -0.010818
9/4/2019 -0.000068
9/5/2019 0.001932
9/6/2019 -0.001163
9/9/2019 0.002067
9/10/2019 -0.002303
9/11/2019 0.000147
9/12/2019 -0.000732
9/13/2019 0.002465
9/16/2019 0.006031
9/17/2019 -0.000306
9/18/2019 0.001061
9/19/2019 -0.001005
9/20/2019 0.000000
9/23/2019 0.001221
9/24/2019 0.000114
9/25/2019 0.001423
9/26/2019 -0.000692
9/27/2019 0.001937
9/30/2019 0.000423
SUM 0.001735
N 20
COVARIAN 0.000087
KOEFISIEN KORELASI 5.217438
VARIAN 0.187113
BUKTI COVARIAN 0.000087
PROPORSI TIAP SAHAM
Xi/Wi 20%
PRICE
INCO CPIN
ERi -0.0065624088 0.0040878295
Var i 0.0004283414 0.0004329193
Beta 2.3122310961 1.0200999899
Var m 0.00004930835
Var-ei -0.00903946 0.02182956
ERBi -0.03743675 -0.07441640
Ai 22.14206 -3.54739
INDY PTPP INKP KLBF JSMR LPKR
0.0183823529 0 -0.0224719101 -0.0151515152 -0.0093457944 0.0236220472
0.0422535211 0.0167597765 0.0037313433 0.0060240964 0 0
0.0240549828 -0.0056179775 0.0496453901 0.005988024 -0.0046948357 -0.0079365079
0.0168918919 0.0055865922 0.0208333333 0.0029850746 0.0229357798 0.0307692308
0.0198675497 0.0027855153 0.0034602076 0 -0.0092592593 0
-0.0342465753 0.0164383562 -0.0284697509 0.0029761905 0.0226244344 0.0298507463
0.0363036304 0.0318302387 0.0276816609 0 0 0.0289855072
-0.0033112583 0 -0.0212014134 0.0059171598 -0.0231481481 0
-0.0413793103 0.0026455026 -0.0035460993 -0.005952381 0.0181818182 -0.0222222222
0.0235690236 -0.0384615385 -0.0180505415 0 0.0134529148 -0.0384615385
-0.0102040816 -0.0055248619 0.0348432056 0 0 -0.007751938
-0.0243902439 0.0054945055 -0.0141342756 0 0.0176211454 0.0444444444
-0.0105633803 -0.0167597765 -0.0216606498 0 -0.0179372197 -0.0465116279
-0.0106761566 -0.0028011204 0.0071684588 -0.009009009 0.0132743363 -0.032
-0.018115942 -0.0347826087 -0.021978022 0 -0.018018018 -0.0245901639
-0.0260223048 -0.0237388724 -0.0224719101 -0.0030120482 0 -0.0082644628
0 -0.012012012 -0.0075471698 0.005988024 0.0347826087 0
-0.0037313433 0.0403458213 0 0 0 -0.0083333333
0.0147058824 0.005730659 0 0.0029850746 0.0043290043 -0.0256410256
-0.0342205323 -0.0234604106 -0.0231660232 0 -0.0131578947 0.0084745763
IHSG
ACES ADHI APLN BBKP FREN
-0.0002455248 0.0008599526 0.0131140694 -0.0011503816 0.0153975947 -0.000998562
0.0001312766 0.0001119004 0.0017628539 0.000067741 0.0015295194 0.000048044
0.9000550108 1.4076712212 1.5615697113 0.7557755584 2.8285762294 1