LQ45

CLOSING PRICE
TANGGAL IHSG
BBTN BMRI BRPT BBRI BBNI
3/2/2020 1,650 6,950 945 3,980 6,750 5,040
3/3/2020 1,690 7,200 965 4,100 6,800 5,519
3/4/2020 1,750 7,475 1,020 4,220 6,950 5,650
3/5/2020 1,720 7,600 1,015 4,150 6,825 5,491
3/6/2020 1,660 7,250 970 4,010 6,400 5,499
3/9/2020 1,450 6,575 845 3,750 5,650 5,137
3/10/2020 1,500 6,875 825 3,910 5,675 5,221
3/11/2020 1,490 6,825 785 3,910 5,525 5,154
3/12/2020 1,305 6,425 700 3,610 5,025 4,896
3/13/2020 1,335 6,350 700 3,720 5,025 4,908
3/16/2020 1,245 6,350 610 3,500 4,840 4,691
3/17/2020 1,160 5,525 570 3,260 4,510 4,457
3/18/2020 1,080 5,150 535 3,140 4,200 4,331
3/19/2020 1,005 4,790 498 2,930 3,910 4,105
3/20/2020 945 4,460 525 2,810 3,640 4,195
3/23/2020 880 4,150 490 2,620 3,390 3,990
3/24/2020 820 3,860 456 2,440 3,160 3,938
3/26/2020 820 4,470 545 2,940 3,590 4,325
3/27/2020 890 4,940 620 3,230 3,990 4,546
3/30/2020 830 4,600 600 3,010 3,720 4,414
3/31/2020 840 4,680 725 3,020 3,820 4,539
4/1/2020 835 4,610 745 2,930 3,680 4,466
4/2/2020 845 4,750 830 2,870 3,850 4,532
4/3/2020 920 5,025 1,000 2,890 4,010 4,632
4/6/2020 1,005 5,200 1,000 3,020 4,290 4,812
4/7/2020 1,010 5,125 985 3,030 4,310 4,779
4/8/2020 940 4,770 925 2,820 4,010 4,627
4/9/2020 920 4,670 945 2,790 3,990 4,649
4/13/2020 920 4,470 905 2,770 3,990 4,624
4/14/2020 990 4,570 985 2,900 4,150 4,706
4/15/2020 960 4,400 995 2,760 4,200 4,626
4/16/2020 900 4,210 970 2,610 3,980 4,481
4/17/2020 960 4,380 990 2,830 4,160 4,635
4/20/2020 915 4,370 965 2,780 4,100 4,576
4/21/2020 880 4,350 1,015 2,720 4,030 4,502
4/22/2020 900 4,490 1,210 2,790 4,020 4,568
4/23/2020 880 4,500 1,280 2,800 4,020 4,594
4/24/2020 830 4,280 1,240 2,630 3,800 4,496
4/27/2020 820 4,150 1,215 2,660 3,820 4,513
4/28/2020 835 4,150 1,350 2,590 3,820 4,530
4/29/2020 825 4,000 1,435 2,580 3,760 4,567
4/30/2020 880 4,460 1,450 2,730 4,100 4,710
 5/4/2020 875 4,290 1,385 2,630 3,920 4,605
5/8/2020 845 4,200 1,210 2,590 3,800 4,597
5/11/2020 860 4,230 1,220 2,620 3,800 4,639
5/12/2020 825 4,230 1,260 2,490 3,660 4,589
5/13/2020 780 4,010 1,175 2,470 3,720 4,554
5/14/2020 745 3,950 1,150 2,350 3,540 4,514
5/15/2020 745 3,760 1,225 2,240 3,340 4,508
5/18/2020 760 3,720 1,170 2,170 3,330 4,511
5/19/2020 760 3,860 1,170 2,370 3,520 4,549
5/20/2020 770 4,070 1,225 2,480 3,600 4,546
5/26/2020 765 4,100 1,265 2,520 3,630 4,627
5/27/2020 780 4,110 1,270 2,630 3,630 4,642
5/28/2020 810 4,290 1,275 2,730 3,660 4,716
5/29/2020 760 4,470 1,350 2,950 3,830 4,752
 RETURN REALISASI
TANGGAL IHSG
BBTN BMRI BRPT BBRI BBNI TANGGAL
3/2/2020 0% 0% 0% 0% 0% 0% 3/2/2020
3/3/2020 2% 4% 2% 3% 1% 10% 3/3/2020
3/4/2020 4% 4% 6% 3% 2% 2% 3/4/2020
3/5/2020 -2% 2% 0% -2% -2% -3% 3/5/2020
3/6/2020 -3% -5% -4% -3% -6% 0% 3/6/2020
3/9/2020 -13% -9% -13% -6% -12% -7% 3/9/2020
3/10/2020 3% 5% -2% 4% 0% 2% 3/10/2020
3/11/2020 -1% -1% -5% 0% -3% -1% 3/11/2020
3/12/2020 -12% -6% -11% -8% -9% -5% 3/12/2020
3/13/2020 2% -1% 0% 3% 0% 0% 3/13/2020
3/16/2020 -7% 0% -13% -6% -4% -4% 3/16/2020
3/17/2020 -7% -13% -7% -7% -7% -5% 3/17/2020
3/18/2020 -7% -7% -6% -4% -7% -3% 3/18/2020
3/19/2020 -7% -7% -7% -7% -7% -5% 3/19/2020
3/20/2020 -6% -7% 5% -4% -7% 2% 3/20/2020
3/23/2020 -7% -7% -7% -7% -7% -5% 3/23/2020
3/24/2020 -7% -7% -7% -7% -7% -1% 3/24/2020
3/26/2020 0% 16% 20% 20% 14% 10% 3/26/2020
3/27/2020 9% 11% 14% 10% 11% 5% 3/27/2020
3/30/2020 -7% -7% -3% -7% -7% -3% 3/30/2020
3/31/2020 1% 2% 21% 0% 3% 3% 3/31/2020
4/1/2020 -1% -1% 3% -3% -4% -2% 4/1/2020
4/2/2020 1% 3% 11% -2% 5% 1% 4/2/2020
4/3/2020 9% 6% 20% 1% 4% 2% 4/3/2020
4/6/2020 9% 3% 0% 4% 7% 4% 4/6/2020
4/7/2020 0% -1% -2% 0% 0% -1% 4/7/2020
4/8/2020 -7% -7% -6% -7% -7% -3% 4/8/2020
4/9/2020 -2% -2% 2% -1% 0% 0% 4/9/2020
4/13/2020 0% -4% -4% -1% 0% -1% 4/13/2020
4/14/2020 8% 2% 9% 5% 4% 2% 4/14/2020
4/15/2020 -3% -4% 1% -5% 1% -2% 4/15/2020
4/16/2020 -6% -4% -3% -5% -5% -3% 4/16/2020
4/17/2020 7% 4% 2% 8% 5% 3% 4/17/2020
4/20/2020 -5% 0% -3% -2% -1% -1% 4/20/2020
4/21/2020 -4% 0% 5% -2% -2% -2% 4/21/2020
4/22/2020 2% 3% 19% 3% 0% 1% 4/22/2020
4/23/2020 -2% 0% 6% 0% 0% 1% 4/23/2020
4/24/2020 -6% -5% -3% -6% -5% -2% 4/24/2020
4/27/2020 -1% -3% -2% 1% 1% 0% 4/27/2020
4/28/2020 2% 0% 11% -3% 0% 0% 4/28/2020
4/29/2020 -1% -4% 6% 0% -2% 1% 4/29/2020
4/30/2020 7% 12% 1% 6% 9% 3% 4/30/2020
 5/4/2020 -1% -4% -4% -4% -4% -2% 5/4/2020
5/8/2020 -3% -2% -13% -2% -3% 0% 5/8/2020
5/11/2020 2% 1% 1% 1% 0% 1% 5/11/2020
5/12/2020 -4% 0% 3% -5% -4% -1% 5/12/2020
5/13/2020 -5% -5% -7% -1% 2% -1% 5/13/2020
5/14/2020 -4% -1% -2% -5% -5% -1% 5/14/2020
5/15/2020 0% -5% 7% -5% -6% 0% 5/15/2020
5/18/2020 2% -1% -4% -3% 0% 0% 5/18/2020
5/19/2020 0% 4% 0% 9% 6% 1% 5/19/2020
5/20/2020 1% 5% 5% 5% 2% 0% 5/20/2020
5/26/2020 -1% 1% 3% 2% 1% 2% 5/26/2020
5/27/2020 2% 0% 0% 4% 0% 0% 5/27/2020
5/28/2020 4% 4% 0% 4% 1% 2% 5/28/2020
5/29/2020 -6% 4% 6% 8% 5% 1% 5/29/2020

BBTN BMRI BRPT BBRI BBNI IHSG

E(R) -1% -1% 1% 0% -1% 0%
RISK (SD) 5% 5% 8% 5% 5% 3%
VARIANCE 0% 0% 1% 0% 0% 0%

BBTN BMRI BRPT BBRI BBNI

Alpha -0.012064 -0.0058427 0.01052 -0.003206 -0.008238
Beta 1.1451961 1.31014264 1.684029 1.381402 1.273602
Variance ei 0.00123333 0.00113537 0.003613 0.001089 0.000979

MODEL INDEKS TUNGGAL

BBTN BMRI BRPT BBRI BBNI
E(R) -0.0127471 0.03507326 0.009515 -0.00403 0.031537
Risk (STDEV) 0.05012421 0.05300453 0.079866 0.054387 0.05061
Variance 0.00251244 0.00280948 0.006379 0.002958 0.002561
 RETURN SAHAM (dlm Rupiah)
BBTN BMRI BRPT BBRI BBNI

40 250 20 120 50
60 275 55 120 150
-30 125 -5 -70 -125
-60 -350 -45 -140 -425
-210 -675 -125 -260 -750
50 300 -20 160 25
-10 -50 -40 0 -150
-185 -400 -85 -300 -500
30 -75 0 110 0
-90 0 -90 -220 -185
-85 -825 -40 -240 -330
-80 -375 -35 -120 -310
-75 -360 -37 -210 -290
-60 -330 27 -120 -270
-65 -310 -35 -190 -250
-60 -290 -34 -180 -230
0 610 89 500 430
70 470 75 290 400
-60 -340 -20 -220 -270
10 80 125 10 100
-5 -70 20 -90 -140
10 140 85 -60 170
75 275 170 20 160
85 175 0 130 280
5 -75 -15 10 20
-70 -355 -60 -210 -300
-20 -100 20 -30 -20
0 -200 -40 -20 0
70 100 80 130 160
-30 -170 10 -140 50
-60 -190 -25 -150 -220
60 170 20 220 180
-45 -10 -25 -50 -60
-35 -20 50 -60 -70
20 140 195 70 -10
-20 10 70 10 0
-50 -220 -40 -170 -220
-10 -130 -25 30 20
15 0 135 -70 0
-10 -150 85 -10 -60
55 460 15 150 340
 -5 -170 -65 -100 -180
-30 -90 -175 -40 -120
15 30 10 30 0
-35 0 40 -130 -140
-45 -220 -85 -20 60
-35 -60 -25 -120 -180
0 -190 75 -110 -200
15 -40 -55 -70 -10
0 140 0 200 190
10 210 55 110 80
-5 30 40 40 30
15 10 5 110 0
30 180 5 100 30
-50 180 75 220 170
TIDAK LQ45
CLOSING PRICE
TANGGAL IHSG TANGGAL
ITMG JSMR LPPF SRIL WSKT
3/2/2020 10,875 4,620 3,190 206 970 5,040 3/2/2020
3/3/2020 11,050 4,760 3,210 204 985 5,519 3/3/2020
3/4/2020 10,950 4,820 2,980 208 1,035 5,650 3/4/2020
3/5/2020 10,900 4,890 2,980 200 1,010 5,491 3/5/2020
3/6/2020 10,425 4,740 2,850 200 975 5,499 3/6/2020
3/9/2020 9,550 4,410 2,600 187 830 5,137 3/9/2020
3/10/2020 9,500 4,500 2,580 200 850 5,221 3/10/2020
3/11/2020 9,025 4,350 2,580 186 770 5,154 3/11/2020
3/12/2020 8,300 3,900 2,270 173 645 4,896 3/12/2020
3/13/2020 8,300 3,700 2,120 165 635 4,908 3/13/2020
3/16/2020 7,450 3,700 1,975 154 595 4,691 3/16/2020
3/17/2020 6,950 3,210 1,840 144 555 4,457 3/17/2020
3/18/2020 6,475 2,990 1,715 134 520 4,331 3/18/2020
3/19/2020 6,025 2,790 1,595 125 484 4,105 3/19/2020
3/20/2020 6,825 2,690 1,550 121 452 4,195 3/20/2020
3/23/2020 6,400 2,510 1,445 123 422 3,990 3/23/2020
3/24/2020 6,650 2,340 1,345 131 398 3,938 3/24/2020
3/26/2020 7,650 2,460 1,335 143 456 4,325 3/26/2020
3/27/2020 7,900 2,600 1,365 153 510 4,546 3/27/2020
3/30/2020 7,350 2,420 1,270 143 476 4,414 3/30/2020
3/31/2020 8,100 2,540 1,335 145 484 4,539 3/31/2020
4/1/2020 8,100 2,500 1,245 142 480 4,466 4/1/2020
4/2/2020 8,150 2,600 1,160 147 488 4,532 4/2/2020
4/3/2020 8,225 2,880 1,095 151 510 4,632 4/3/2020
4/6/2020 8,625 3,300 1,285 164 635 4,812 4/6/2020
4/7/2020 8,250 3,200 1,415 170 665 4,779 4/7/2020
4/8/2020 8,025 2,980 1,320 161 620 4,627 4/8/2020
4/9/2020 7,725 2,840 1,230 164 610 4,649 4/9/2020
4/13/2020 7,750 3,050 1,155 162 630 4,624 4/13/2020
4/14/2020 7,975 3,120 1,360 165 660 4,706 4/14/2020
4/15/2020 7,900 2,980 1,355 163 630 4,626 4/15/2020
4/16/2020 7,550 2,870 1,490 158 610 4,481 4/16/2020
4/17/2020 7,700 2,920 1,480 163 625 4,635 4/17/2020
4/20/2020 7,500 2,800 1,500 160 605 4,576 4/20/2020
4/21/2020 7,150 2,640 1,395 157 575 4,502 4/21/2020
4/22/2020 6,925 2,640 1,340 158 590 4,568 4/22/2020
4/23/2020 6,975 2,580 1,360 160 575 4,594 4/23/2020
4/24/2020 6,900 2,550 1,265 156 555 4,496 4/24/2020
4/27/2020 7,100 2,560 1,235 154 590 4,513 4/27/2020
4/28/2020 6,900 2,700 1,245 151 590 4,530 4/28/2020
4/29/2020 6,925 2,850 1,195 152 590 4,567 4/29/2020
4/30/2020 7,200 3,150 1,220 161 605 4,710 4/30/2020
 5/4/2020 7,000 3,040 1,150 156 585 4,605 5/4/2020
5/8/2020 7,850 3,640 1,250 159 600 4,597 5/8/2020
5/11/2020 7,800 3,800 1,525 159 615 4,639 5/11/2020
5/12/2020 7,700 3,680 1,530 157 585 4,589 5/12/2020
5/13/2020 7,650 3,430 1,425 155 585 4,554 5/13/2020
5/14/2020 7,525 3,530 1,330 153 570 4,514 5/14/2020
5/15/2020 7,400 3,530 1,255 148 575 4,508 5/15/2020
5/18/2020 7,725 3,670 1,380 147 575 4,511 5/18/2020
5/19/2020 7,850 3,700 1,330 148 585 4,549 5/19/2020
5/20/2020 7,675 3,700 1,355 148 580 4,546 5/20/2020
5/26/2020 8,100 3,940 1,500 147 600 4,627 5/26/2020
5/27/2020 8,200 3,910 1,440 148 605 4,642 5/27/2020
5/28/2020 8,200 3,810 1,470 148 620 4,716 5/28/2020
5/29/2020 8,100 3,550 1,450 142 610 4,752 5/29/2020

E(R)
RISK (SD)
VARIANCE

Alpha
Beta
Variance ei

MODE

E(R)
Risk (STDEV)
Variance
 RETURN REALISASI RETURN SAHAM (dlm Ru
IHSG
ITMG JSMR LPPF SRIL WSKT TANGGAL ITMG JSMR
0% 0% 0% 0% 0% 0% 3/2/2020
2% 3% 1% -1% 2% 10% 3/3/2020 175 140
-1% 1% -7% 2% 5% 2% 3/4/2020 -100 60
0% 1% 0% -4% -2% -3% 3/5/2020 -50 70
-4% -3% -4% 0% -3% 0% 3/6/2020 -475 -150
-8% -7% -9% -7% -15% -7% 3/9/2020 -875 -330
-1% 2% -1% 7% 2% 2% 3/10/2020 -50 90
-5% -3% 0% -7% -9% -1% 3/11/2020 -475 -150
-8% -10% -12% -7% -16% -5% 3/12/2020 -725 -450
0% -5% -7% -5% -2% 0% 3/13/2020 0 -200
-10% 0% -7% -7% -6% -4% 3/16/2020 -850 0
-7% -13% -7% -6% -7% -5% 3/17/2020 -500 -490
-7% -7% -7% -7% -6% -3% 3/18/2020 -475 -220
-7% -7% -7% -7% -7% -5% 3/19/2020 -450 -200
13% -4% -3% -3% -7% 2% 3/20/2020 800 -100
-6% -7% -7% 2% -7% -5% 3/23/2020 -425 -180
4% -7% -7% 7% -6% -1% 3/24/2020 250 -170
15% 5% -1% 9% 15% 10% 3/26/2020 1,000 120
3% 6% 2% 7% 12% 5% 3/27/2020 250 140
-7% -7% -7% -7% -7% -3% 3/30/2020 -550 -180
10% 5% 5% 1% 2% 3% 3/31/2020 750 120
0% -2% -7% -2% -1% -2% 4/1/2020 0 -40
1% 4% -7% 4% 2% 1% 4/2/2020 50 100
1% 11% -6% 3% 5% 2% 4/3/2020 75 280
5% 15% 17% 9% 25% 4% 4/6/2020 400 420
-4% -3% 10% 4% 5% -1% 4/7/2020 -375 -100
-3% -7% -7% -5% -7% -3% 4/8/2020 -225 -220
-4% -5% -7% 2% -2% 0% 4/9/2020 -300 -140
0% 7% -6% -1% 3% -1% 4/13/2020 25 210
3% 2% 18% 2% 5% 2% 4/14/2020 225 70
-1% -4% 0% -1% -5% -2% 4/15/2020 -75 -140
-4% -4% 10% -3% -3% -3% 4/16/2020 -350 -110
2% 2% -1% 3% 2% 3% 4/17/2020 150 50
-3% -4% 1% -2% -3% -1% 4/20/2020 -200 -120
-5% -6% -7% -2% -5% -2% 4/21/2020 -350 -160
-3% 0% -4% 1% 3% 1% 4/22/2020 -225 0
1% -2% 1% 1% -3% 1% 4/23/2020 50 -60
-1% -1% -7% -3% -3% -2% 4/24/2020 -75 -30
3% 0% -2% -1% 6% 0% 4/27/2020 200 10
-3% 5% 1% -2% 0% 0% 4/28/2020 -200 140
0% 6% -4% 1% 0% 1% 4/29/2020 25 150
4% 11% 2% 6% 3% 3% 4/30/2020 275 300
 -3% -3% -6% -3% -3% -2% 5/4/2020 -200 -110
12% 20% 9% 2% 3% 0% 5/8/2020 850 600
-1% 4% 22% 0% 3% 1% 5/11/2020 -50 160
-1% -3% 0% -1% -5% -1% 5/12/2020 -100 -120
-1% -7% -7% -1% 0% -1% 5/13/2020 -50 -250
-2% 3% -7% -1% -3% -1% 5/14/2020 -125 100
-2% 0% -6% -3% 1% 0% 5/15/2020 -125 0
4% 4% 10% -1% 0% 0% 5/18/2020 325 140
2% 1% -4% 1% 2% 1% 5/19/2020 125 30
-2% 0% 2% 0% -1% 0% 5/20/2020 -175 0
6% 6% 11% -1% 3% 2% 5/26/2020 425 240
1% -1% -4% 1% 1% 0% 5/27/2020 100 -30
0% -3% 2% 0% 2% 2% 5/28/2020 0 -100
-1% -7% -1% -4% -2% 1% 5/29/2020 -100 -260

ITMG JSMR LPPF SRIL WSKT IHSG

0% 0% -1% -1% -1% 0%
5% 6% 7% 4% 6% 3%
0% 0% 1% 0% 0% 0%

ITMG JSMR LPPF SRIL WSKT

-0.003372 -0.002257 -0.011287 -0.005398 -0.005477
1.167255 1.15157 0.84649 0.892062 1.543798
0.001324 0.00253 0.004512 0.000881 0.001841

MODEL INDEKS TUNGGAL

ITMG JSMR LPPF SRIL WSKT
-0.004068 0.033707 -0.011792 -0.00593 0.042736
0.051507 0.06183 0.072184 0.048437 0.064541
0.002653 0.003823 0.005211 0.002346 0.004166
RETURN SAHAM (dlm Rupiah)
LPPF SRIL WSKT

20 -2 15
-230 4 50
0 -8 -25
-130 0 -35
-250 -13 -145
-20 13 20
0 -14 -80
-310 -13 -125
-150 -8 -10
-145 -11 -40
-135 -10 -40
-125 -10 -35
-120 -9 -36
-45 -4 -32
-105 2 -30
-100 8 -24
-10 12 58
30 10 54
-95 -10 -34
65 2 8
-90 -3 -4
-85 5 8
-65 4 22
190 13 125
130 6 30
-95 -9 -45
-90 3 -10
-75 -2 20
205 3 30
-5 -2 -30
135 -5 -20
-10 5 15
20 -3 -20
-105 -3 -30
-55 1 15
20 2 -15
-95 -4 -20
-30 -2 35
10 -3 0
-50 1 0
25 9 15
 -70 -5 -20
100 3 15
275 0 15
5 -2 -30
-105 -2 0
-95 -2 -15
-75 -5 5
125 -1 0
-50 1 10
25 0 -5
145 -1 20
-60 1 5
30 0 15
-20 -6 -10
Kesimpulan:
Dari data yang didapat,Saya sebagai Investor Saya Lebih Memilih Saham LQ 45 karena Saham-saham penghuni inde
a Saham-saham penghuni indeks LQ45 merupakan saham berlikuiditas dan kapitalisasi pasar tinggi dari seluruh saham yang tercatat di BEI
uh saham yang tercatat di BEI.Return atau imbal hasil dari investasi saham rata-rata per bulan tinggi dibandingkan yang non Lq45, Namun
ngkan yang non Lq45, Namun perlu diingat, investasi saham Lq 45 bersifat high risk atau berisiko tinggi. Maka dari itu, risikonya tentu saja
a dari itu, risikonya tentu saja kerugian atas penurunan harga (capital loss) dan risiko likuidasi bila perusahaan bangkrut lebih besar dari ya
an bangkrut lebih besar dari yang tidak Lq45, Saham yang tidak LQ45 lebih sedikit mengalami penurun dibandingkan sama LQ45.
dingkan sama LQ45.