INDF (PT INDOFOOD)

Date Open High Low Close Adj Close Volume

2020-10-07 7225 7375 7100 7125 7125 8868400
2020-10-08 7125 7275 7100 7225 7225 6069800
2020-10-09 7225 7275 7200 7225 7225 2322100
2020-10-12 7300 7325 7200 7200 7200 5120500
2020-10-13 7225 7250 7075 7250 7250 8052700
2020-10-14 7225 7250 7100 7125 7125 10279200
2020-10-15 7125 7150 7000 7050 7050 14582800
2020-10-16 7050 7100 7000 7075 7075 10694800
2020-10-19 7125 7150 7100 7150 7150 3912200
2020-10-20 7150 7175 7000 7025 7025 8968700
2020-10-21 7075 7125 7050 7075 7075 5279800
2020-10-22 7075 7225 7025 7225 7225 8964200
2020-10-23 7200 7200 7050 7075 7075 6734900
2020-10-26 7075 7100 7025 7075 7075 6495000
2020-10-27 7050 7075 7000 7000 7000 9447300
2020-11-02 7000 7075 6825 7025 7025 16241000
2020-11-03 7025 7050 6950 7000 7000 6839400
2020-11-04 7050 7075 6950 6950 6950 7124700
2020-11-05 7075 7125 7000 7125 7125 9670300
2020-11-06 7025 7200 7025 7175 7175 17154400
2020-11-09 7175 7275 7150 7200 7200 15842000
2020-11-10 7300 7300 7125 7150 7150 16395800
2020-11-11 7100 7225 7025 7050 7050 15180200
2020-11-12 7050 7200 7050 7175 7175 14050400
2020-11-13 7200 7200 7100 7100 7100 7229400
2020-11-16 7150 7175 7125 7150 7150 8258000
2020-11-17 7150 7425 7150 7275 7275 19444400
2020-11-18 7300 7425 7300 7350 7350 12693300
2020-11-19 7350 7375 7250 7275 7275 8422500
2020-11-20 7300 7350 7175 7225 7225 13621800

NILAI SAHAM COVARIANCE SAHAM INDF & TLKM

N INDF (A) TLKM (B) BBCA (C)
N

1 -100 10 775 1
2 100 30 -50 2
3 0 20 125 3
4 -100 -20 75 4
5 25 0 75 5
6 -100 80 300 6
7 -75 -20 -450 7
8 25 -30 -125 8
9 25 -90 750 9
10 -125 -40 -375 10
11 0 0 -400 11
12 150 30 300 12
 13 -125 -80 -350 13
14 0 20 450 14
15 -50 -20 -125 15
16 25 -30 300 16
17 -25 10 250 17
18 -100 -20 -400 18
19 50 140 1250 19
20 150 30 700 20
21 25 20 -75 21
22 -150 -90 425 22
23 -50 180 0 23
24 125 -40 50 24
25 -100 -20 -150 25
26 0 30 -25 26
27 125 120 250 27
28 50 -20 100 28
29 -75 20 475 29
30 -75 30 -200 30
RETURN SAHAM -12.5 8.333333 130.8333 RETURN SAHAM

COV =

KORELASI =

kesimpulan memilih saham A dan B ha

 TLKM (PT TELKOMSEL IND)
Date Open High Low Close
2020-10-07 2650 2670 2620 2660
2020-10-08 2670 2720 2650 2700
2020-10-09 2710 2750 2700 2730
2020-10-12 2750 2760 2710 2730
2020-10-13 2730 2740 2680 2730
2020-10-14 2730 2830 2710 2810
2020-10-15 2800 2850 2760 2780
2020-10-16 2780 2780 2720 2750
2020-10-19 2800 2810 2710 2710
2020-10-20 2710 2740 2670 2670
2020-10-21 2680 2710 2670 2680
2020-10-22 2670 2720 2650 2700
2020-10-23 2710 2720 2630 2630
2020-10-26 2630 2680 2630 2650
2020-10-27 2640 2690 2620 2620
2020-11-02 2590 2620 2550 2560
2020-11-03 2570 2590 2540 2580
2020-11-04 2600 2640 2580 2580
2020-11-05 2630 2810 2620 2770
2020-11-06 2800 2840 2750 2830
2020-11-09 2860 2900 2840 2880
2020-11-10 2950 2950 2860 2860
2020-11-11 2900 3100 2880 3080
2020-11-12 3080 3080 3010 3040
2020-11-13 3010 3010 2950 2990
2020-11-16 3040 3100 3020 3070
2020-11-17 3100 3270 3100 3220
2020-11-18 3200 3250 3160 3180
2020-11-19 3150 3220 3140 3170
2020-11-20 3190 3270 3180 3220

NCE SAHAM INDF & TLKM

INDF (A) TLKM (B)
A B A-RET A B - RET B PRODUCT (A-RET A)² (B - RET B)²
-100 10 -87.5 1.7 -145.8333 7656.25 2.8
100 30 112.5 21.7 2437.5 12656.25 469.4
0 20 12.5 11.7 145.8333 156.25 136.1
-100 -20 -87.5 -28.3 2479.167 7656.25 802.8
25 0 37.5 -8.3 -312.5 1406.25 69.4
-100 80 -87.5 71.7 -6270.833 7656.25 5136.1
-75 -20 -62.5 -28.3 1770.833 3906.25 802.8
25 -30 37.5 -38.3 -1437.5 1406.25 1469.4
25 -90 37.5 -98.3 -3687.5 1406.25 9669.4
-125 -40 -112.5 -48.3 5437.5 12656.25 2336.1
0 0 12.5 -8.3 -104.1667 156.25 69.4
150 30 162.5 21.7 3520.833 26406.25 469.4
 -125 -80 -112.5 -88.3 9937.5 12656.25 7802.8
0 20 12.5 11.7 145.8333 156.25 136.1
-50 -20 -37.5 -28.3 1062.5 1406.25 802.8
25 -30 37.5 -38.3 -1437.5 1406.25 1469.4
-25 10 -12.5 1.7 -20.83333 156.25 2.8
-100 -20 -87.5 -28.3 2479.167 7656.25 802.8
50 140 62.5 131.7 8229.167 3906.25 17336.1
150 30 162.5 21.7 3520.833 26406.25 469.4
25 20 37.5 11.7 437.5 1406.25 136.1
-150 -90 -137.5 -98.3 13520.83 18906.25 9669.4
-50 180 -37.5 171.7 -6437.5 1406.25 29469.4
125 -40 137.5 -48.3 -6645.833 18906.25 2336.1
-100 -20 -87.5 -28.3 2479.167 7656.25 802.8
0 30 12.5 21.7 270.8333 156.25 469.4
125 120 137.5 111.7 15354.17 18906.25 12469.4
50 -20 62.5 -28.3 -1770.833 3906.25 802.8
-75 20 -62.5 11.7 -729.1667 3906.25 136.1
-75 30 -62.5 21.7 -1354.167 3906.25 469.4
-12.5 8.3 42875 215937.5 107016.7

∑(X-RET A)*(Y-RET B)
(n-1)
42875
30(-1)
1478.448275862
>0 SEHINGGA SAHAM BERGERAK SEARAH

jumlah product
√JUMLAH B² x JUMLAH C²
42875
152016.1552544
0.282042391667

an memilih saham A dan B hal ini karena nilai mereka mendekati 0, diaman tidak saling berkaitan
ND) BBCA (BANK BCA T
Adj Close Volume Date Open High
2660 1.1E+08 2020-10-07 28000 28775
2700 1.55E+08 2020-10-08 28950 29000
2730 1.09E+08 2020-10-09 28750 28875
2730 77479100 2020-10-12 29200 29375
2730 97205500 2020-10-13 29200 29300
2810 1.83E+08 2020-10-14 29200 29500
2780 1.38E+08 2020-10-15 29375 29400
2750 1.35E+08 2020-10-16 28925 28950
2710 1.88E+08 2020-10-19 28750 29500
2670 1.68E+08 2020-10-20 29400 29400
2680 1.42E+08 2020-10-21 29300 29325
2700 2.57E+08 2020-10-22 28700 29000
2630 1.66E+08 2020-10-23 29200 29200
2650 97523200 2020-10-26 28625 29175
2620 1.46E+08 2020-10-27 29075 29150
2560 3.92E+08 2020-11-02 28800 29125
2580 1.89E+08 2020-11-03 29200 29475
2580 1.51E+08 2020-11-04 29500 29700
2770 3.69E+08 2020-11-05 29500 30900
2830 2.44E+08 2020-11-06 30800 31500
2880 2.08E+08 2020-11-09 31500 32000
2860 1.95E+08 2020-11-10 31975 33000
3080 4.81E+08 2020-11-11 32700 32825
3040 1.7E+08 2020-11-12 32050 32475
2990 1.87E+08 2020-11-13 32100 32250
3070 2.06E+08 2020-11-16 32425 32425
3220 5.28E+08 2020-11-17 32500 32825
3180 2.39E+08 2020-11-18 32750 32875
3170 1.86E+08 2020-11-19 32600 33200
3220 2.12E+08 2020-11-20 33200 33250

covariance saham TLKM (B) & BBCA (C)

N TLKM (B) BBCA (C)
B C B -RET B C - RET C
1 10 775 1.7 644.2
2 30 -50 21.7 -180.8
3 20 125 11.7 -5.8
4 -20 75 -28.3 -55.8
5 0 75 -8.3 -55.8
6 80 300 71.7 169.2
7 -20 -450 -28.3 -580.8
8 -30 -125 -38.3 -255.8
9 -90 750 -98.3 619.2
10 -40 -375 -48.3 -505.8
11 0 -400 -8.3 -530.8
12 30 300 21.7 169.2
 13 -80 -350 -88.3 -480.8
14 20 450 11.7 319.2
15 -20 -125 -28.3 -255.8
16 -30 300 -38.3 169.2
17 10 250 1.7 119.2
18 -20 -400 -28.3 -530.8
19 140 1250 131.7 1119.2
20 30 700 21.7 569.2
21 20 -75 11.7 -205.8
22 -90 425 -98.3 294.2
23 180 0 171.7 -130.8
24 -40 50 -48.3 -80.8
25 -20 -150 -28.3 -280.8
26 30 -25 21.7 -155.8
27 120 250 111.7 119.2
28 -20 100 -28.3 -30.8
29 20 475 11.7 344.2
30 30 -200 21.7 -330.8
RETURN SAHAM 8.3 130.8

COV = ∑(X-RET A)*(Y-RET B)

(n-1)

= 196791.666666667
30(-1)
COV= 6785.91954022989
>0 SEHINGGA SAHAM BERGERAK SEARAH

KORELASI = jumlah product

√JUMLAH B² x JUMLAH C²
= 196791.666666667
704163.417398815
= 0.279468745186475
BBCA (BANK BCA Tbk)
Low Close Adj Close Volume
27900 28775 28775 17987500
28550 28900 28900 15476900
28600 28875 28875 10850100
29150 29275 29275 16583700
28850 29275 29275 9650100
29050 29500 29500 16623500
28800 28925 28925 16413400
28650 28800 28800 17810300
28550 29500 29500 11374300
28925 29025 29025 14999100
28650 28900 28900 15588800
28525 29000 29000 19374500
28750 28850 28850 13265600
28625 29075 29075 14090500
28775 28950 28950 17896400
28600 29100 29100 30201300
29175 29450 29450 15630400
28925 29100 29100 15725200
29500 30750 30750 32218000
30300 31500 31500 27460700
31075 31425 31425 16547900
31900 32400 32400 38214700
32400 32700 32700 26276700
32025 32100 32100 16616500
31600 31950 31950 16474900
31925 32400 32400 10981000
32450 32750 32750 23956800
32700 32850 32850 19957800
32575 33075 33075 29469300
32750 33000 33000 13693700

COVARIANCE BBCA (C) & INDF(A)

BBCA (C)
N
PRODUCT (B - RET B)² (C - RET C)² C
1073.61111 2.8 414950.7 1 775
-3918.0556 469.4 32700.7 2 -50
-68.055556 136.1 34.0 3 125
1581.94444 802.8 3117.4 4 75
465.277778 69.4 3117.4 5 75
12123.6111 5136.1 28617.4 6 300
16456.9444 802.8 337367.4 7 -450
9806.94444 1469.4 65450.7 8 -125
-60884.722 9669.4 383367.4 9 750
24448.6111 2336.1 255867.4 10 -375
4423.61111 69.4 281784.0 11 -400
3665.27778 469.4 28617.4 12 300
42473.6111 7802.8 231200.7 13 -350
3723.61111 136.1 101867.4 14 450
7248.61111 802.8 65450.7 15 -125
-6484.7222 1469.4 28617.4 16 300
198.611111 2.8 14200.7 17 250
15040.2778 802.8 281784.0 18 -400
147356.944 17336.1 1252534.0 19 1250
12331.9444 469.4 323950.7 20 700
-2401.3889 136.1 42367.4 21 -75
-28926.389 9669.4 86534.0 22 425
-22459.722 29469.4 17117.4 23 0
3906.94444 2336.1 6534.0 24 50
7956.94444 802.8 78867.4 25 -150
-3376.3889 469.4 24284.0 26 -25
13306.9444 12469.4 14200.7 27 250
873.611111 802.8 950.7 28 100
4015.27778 136.1 118450.7 29 475
-7168.0556 469.4 109450.7 30 -200
196791.667 107016.7 4633354 RETURN SAHAM 130.8

COV = ∑(X-RET A)*(Y-RET B)

(n-1)

= 302187.5
30(-1)
COV= 10420.2586
>0 SEHINGGA SAHAM BERGERAK SEA

KORELASI = jumlah product

√JUMLAH C² x JUMLAH A²
4633354.17
1183275.84
3.91570081
C) & INDF(A)
INDF (A)
A C-RET C A-RET A PRODUCT (C - RET C)² (A-RET A)²
-100 644.2 -87.5 -56364.5833 414950.7 414950.69444
100 -180.8 112.5 -20343.75 32700.7 32700.694444
0 -5.8 12.5 -72.9166667 34.0 34.027777778
-100 -55.8 -87.5 4885.416667 3117.4 3117.3611111
25 -55.8 37.5 -2093.75 3117.4 3117.3611111
-100 169.2 -87.5 -14802.0833 28617.4 28617.361111
-75 -580.8 -62.5 36302.08333 337367.4 337367.36111
25 -255.8 37.5 -9593.75 65450.7 65450.694444
25 619.2 37.5 23218.75 383367.4 383367.36111
-125 -505.8 -112.5 56906.25 255867.4 255867.36111
0 -530.8 12.5 -6635.41667 281784.0 281784.02778
150 169.2 162.5 27489.58333 28617.4 28617.361111
 -125 -480.8 -112.5 54093.75 231200.7 231200.69444
0 319.2 12.5 3989.583333 101867.4 101867.36111
-50 -255.8 -37.5 9593.75 65450.7 65450.694444
25 169.2 37.5 6343.75 28617.4 28617.361111
-25 119.2 -12.5 -1489.58333 14200.7 14200.694444
-100 -530.8 -87.5 46447.91667 281784.0 281784.02778
50 1119.2 62.5 69947.91667 1252534.0 1252534.0278
150 569.2 162.5 92489.58333 323950.7 323950.69444
25 -205.8 37.5 -7718.75 42367.4 42367.361111
-150 294.2 -137.5 -40447.9167 86534.0 86534.027778
-50 -130.8 -37.5 4906.25 17117.4 17117.361111
125 -80.8 137.5 -11114.5833 6534.0 6534.0277778
-100 -280.8 -87.5 24572.91667 78867.4 78867.361111
0 -155.8 12.5 -1947.91667 24284.0 24284.027778
125 119.2 137.5 16385.41667 14200.7 14200.694444
50 -30.8 62.5 -1927.08333 950.7 950.69444444
-75 344.2 -62.5 -21510.4167 118450.7 118450.69444
-75 -330.8 -62.5 20677.08333 109450.7 109450.69444
-12.5 302187.5 4633354.2 4633354.1667

∑(X-RET A)*(Y-RET B)
(n-1)

0 SEHINGGA SAHAM BERGERAK SEARAH

jumlah product
JUMLAH C² x JUMLAH A²