Tanggal

ACES ADRO AKRA ANTM ASII BBCA BBNI BBRI

7/1/2020 1750 1085 2880 730 5150 31200 4600 3160
8/1/2020 1545 1085 2900 820 5100 31375 5100 3510
9/1/2020 1595 1135 2550 705 4460 27100 4440 3040
10/1/2020 1565 1125 2680 1055 5425 28950 4740 3360
11/1/2020 1585 1390 2910 1145 5300 31025 6000 4090
12/1/2020 1715 1430 3180 1935 6025 33850 6175 4170
1/1/2021 1560 1200 2840 2220 6100 33800 5550 4180
2/1/2021 1525 1180 3370 2840 5400 33550 5950 4710
3/1/2021 1525 1175 3220 2250 5275 31075 5725 4400
4/1/2021 1480 1245 3270 2490 5500 32025 5700 4050
5/1/2021 1495 1190 3240 2450 5250 31875 5400 4260
6/1/2021 1250 1205 3150 2300 4940 30125 4630 3940

Tanggal
ACES ADRO AKRA ANTM ASII BBCA BBNI BBRI
7/1/2020
8/1/2020 -0.117143 0 0.0069444 0.1232877 -0.009709 0.005609 0.108695652 0.1107595
9/1/2020 0.0323625 0.0460829 -0.12069 -0.140244 -0.12549 -0.136255 -0.129411765 -0.133903
10/1/2020 -0.018809 -0.008811 0.0509804 0.4964539 0.2163677 0.0682657 0.067567568 0.1052632
11/1/2020 0.0127796 0.2355556 0.0858209 0.0853081 -0.023041 0.0716753 0.265822785 0.2172619
12/1/2020 0.0820189 0.028777 0.0927835 0.6899563 0.1367925 0.0910556 0.029166667 0.0195599
1/1/2021 -0.090379 -0.160839 -0.106918 0.1472868 0.0124481 -0.001477 -0.101214575 0.0023981
2/1/2021 -0.022436 -0.016667 0.1866197 0.2792793 -0.114754 -0.007396 0.072072072 0.1267943
3/1/2021 0 -0.004237 -0.04451 -0.207746 -0.023148 -0.07377 -0.037815126 -0.065817
4/1/2021 -0.029508 0.0595745 0.015528 0.1066667 0.042654 0.0305712 -0.004366812 -0.079545
5/1/2021 0.0101351 -0.044177 -0.009174 -0.016064 -0.045455 -0.004684 -0.052631579 0.0518519
6/1/2021 -0.16388 0.012605 -0.027778 -0.061224 -0.059048 -0.054902 -0.142592593 -0.075117

ER (Rata-rata) -0.027714 0.0134422 0.0117824 0.1366327 0.0006925 -0.001028 0.006844754 0.0254096

Matriks Varian dan Kovarian

ACES ADRO AKRA ANTM ASII BBCA BBNI BBRI
ACES 0.0050067 0.0019786 0.0014634 0.0052873 0.0012318 0.0009152 0.001834386 0.000451
ADRO 0.0019786 0.0088353 0.0027625 -0.001115 -0.000497 0.0013441 0.006490012 0.0027899
AKRA 0.0014634 0.0027625 0.0080997 0.0132585 0.0016124 0.0035273 0.006798291 0.0060159
ANTM 0.0052873 -0.001115 0.0132585 0.0717532 0.018062 0.0130832 0.010890351 0.0112047
ASII 0.0012318 -0.000497 0.0016124 0.018062 0.0103126 0.0045385 0.002689766 0.0019699
BBCA 0.0009152 0.0013441 0.0035273 0.0130832 0.0045385 0.0046144 0.004999003 0.0044597
BBNI 0.0018344 0.00649 0.0067983 0.0108904 0.0026898 0.004999 373576.5152 0.0102368
BBRI 0.000451 0.0027899 0.0060159 0.0112047 0.0019699 0.0044597 0.010236782 0.0116834
BBTN 0.0003507 0.0028166 0.0123167 0.02453 0.003211 0.0071966 0.016093693 0.0164689
BMRI -0.000783 0.0007828 0.0018804 0.0089694 0.0058459 0.0038641 0.005053711 0.0048313
BSDE 0.0031775 0.0048931 0.0058048 0.019572 0.0068464 0.0055376 0.010599288 0.0075554
BTPS -0.00236 0.0028266 0.0076913 0.0120342 0.0011709 0.0036202 0.009951848 0.0100337
CPIN 0.0020933 0.0022362 0.0041336 0.0054015 0.0020162 0.0017434 0.00481375 0.0026355
CTRA 0.0009687 0.0024336 0.0104739 0.0240218 0.0058841 0.0061844 0.012999997 0.0117452
ERAA -0.00265 -0.003628 -0.000262 0.0185023 0.0079693 0.0045611 -0.001065277 -0.000736
EXCL 0.0017775 0.0056267 0.0057562 0.0073389 0.0019862 0.0042665 0.006403619 0.0058095
GGRM -0.004606 0.0018982 0.0013321 -0.001945 0.000665 0.0004713 -0.001171874 -0.000668
HMSP 0.0008338 0.003106 0.0040662 0.0037786 0.0014865 0.0022206 0.005539146 0.0042695
ICBP -0.000927 0.0012833 -0.000732 -0.004941 -0.000765 -0.000675 0.001822047 0.0006437
INCO -0.000235 0.0013549 0.0051898 0.0207188 0.0041295 0.0055299 0.007116963 0.0079795
INDF -0.000992 0.0016735 0.0013736 -0.003237 -0.000438 5.807E-05 0.003916648 0.0022175
INKP -0.00045 -0.004761 0.0009107 0.0220413 0.004082 0.0036152 0.002354335 0.0047704
INTP 0.0025175 0.0047201 0.0039279 0.0118527 0.0065897 0.0049136 0.008886472 0.006183
ITMG 0.0019271 0.0139851 0.00569 -0.00104 -0.001244 0.0047491 0.014651918 0.0108798
JPFA 0.002623 0.0058396 0.005487 0.0015131 0.000343 0.0027153 0.010849237 0.0059431
JSMR 0.0027737 0.0051072 0.003664 0.0089548 0.0027885 0.003758 0.007496454 0.0046996
KLBF 0.0002863 -0.000663 -0.000146 -0.002182 -0.000637 -0.000611 0.000251344 0.0006227
MDKA 0.0008185 0.0011708 0.0057549 0.0249977 0.0061003 0.0059225 0.002839913 0.0027809
MEDC 3.436E-05 0.0041593 0.0082741 0.0258459 0.007861 0.0098487 0.014139779 0.0125275
MIKA -0.001185 -0.000291 0.0001404 0.0046493 0.0007929 0.0006263 -0.000554933 0.0006677
MNCN 0.0003427 0.0055452 0.0086519 0.0215959 0.0056859 0.0069302 0.011822322 0.0103242
PGAS 0.0035457 0.0081886 0.0112149 0.026815 0.007828 0.0086391 0.015871613 0.0130349
PTBA 0.0037882 0.005462 0.0054627 0.0138511 0.0020993 0.0037454 0.008625224 0.006484
PTPP 0.0070647 0.0119164 0.0108835 0.0329372 0.0086464 0.0104525 0.019378614 0.0150824
PWON 0.0023137 0.0042738 0.0072209 0.0142984 0.003995 0.0048065 0.010561807 0.0091701
SMGR 0.0004811 0.006678 0.0046908 0.0066279 0.0030969 0.0039551 0.010321487 0.0069541
SMRA 0.0014258 0.005711 0.0078628 0.0070314 0.0026927 0.0038061 0.012065194 0.0092994
TBIG -0.004148 -0.004959 -0.004024 0.0080617 0.0051917 0.001535 -0.007273554 -0.006661
TKIM 0.0028358 -0.00161 0.0057734 0.037133 0.0067011 0.0083161 0.007225006 0.0088427
TLKM 0.0027211 0.0044521 0.0059588 0.0064464 0.0001201 0.0034133 0.008588511 0.0082369
TOWR -0.00092 0.0014928 0.005162 -0.001329 -0.005866 -0.000156 0.002649962 0.0041474
TPIA -0.003316 0.0017583 -0.001985 -0.004505 0.0009291 -0.000862 -1.10872E-05 -0.000322
UNTR 0.0033952 0.0038262 0.0031965 0.0065147 0.0004771 0.0020803 0.005286892 0.0034852
UNVR 0.0015419 0.0004833 0.0013057 0.0022528 -0.000482 0.0003777 0.002601644 0.0025195
WIKA 0.0049655 0.0088713 0.0077821 0.0248124 0.0072685 0.0079451 0.015756041 0.0116748

invers
ACES ADRO AKRA ANTM ASII BBCA BBNI BBRI
ACES 1597.4278 -92.68403 -41.54493 -47.0268 -108.2515 3.4050958 1.142766E-07 106.38379
ADRO -92.68403 901.07908 10.703579 27.867349 67.813418 97.31086 -2.41572E-07 73.049809
AKRA -41.54493 10.703579 1088.1885 -47.50488 41.845648 -31.14187 1.411187E-08 11.136411
ANTM -47.0268 27.867349 -47.50488 121.36092 -51.71396 -24.6156 5.781802E-08 12.621214
ASII -108.2515 67.813418 41.845648 -51.71396 782.16374 -137.5852 1.045222E-07 24.49236
BBCA 3.4050958 97.31086 -31.14187 -24.6156 -137.5852 2083.5509 -1.18461E-07 -81.52526
BBNI 1.143E-07 -2.416E-07 1.411E-08 5.782E-08 1.045E-07 -1.185E-07 2.676828E-06 -1.99E-07
BBRI 106.38379 73.049809 11.136411 12.621214 24.49236 -81.52526 -1.99257E-07 779.29224
BBTN 59.368749 37.582075 -52.24883 -7.807732 16.010062 -24.98714 -8.97057E-08 -58.70421
BMRI 131.53053 116.89545 136.14719 12.174979 -208.3333 -212.3693 -1.5349E-07 -131.1555
BSDE -95.57832 -84.80581 1.5063414 -27.41846 -108.0274 -16.40045 -1.43123E-07 12.662398
BTPS 143.53521 -17.82902 -77.50043 -8.139612 34.507076 37.35938 -1.44096E-07 -53.6286
CPIN -156.9512 29.36106 -215.5844 -44.13937 -59.84056 -29.79351 2.753179E-08 86.404486
CTRA 13.996576 14.08793 -76.54261 -21.93779 -36.34482 -6.920071 -8.88896E-08 -17.08159
ERAA 99.877676 70.457024 -1.976834 -20.76357 -58.34249 -118.3752 3.483927E-08 20.203437
EXCL -6.691235 2.4341604 -51.71979 -0.115236 -19.84435 -116.4984 8.907709E-08 -52.02409
GGRM 157.68019 -23.19889 -79.61696 -10.05578 -4.913367 3.5242025 1.554327E-07 20.940209
HMSP 3.9748914 14.842481 -159.0575 -1.48076 -30.20155 -112.848 -8.8033E-08 -52.017
ICBP 325.95183 -120.563 146.15027 44.192816 76.184904 153.401 -3.42165E-07 -31.60025
INCO 70.593259 -9.780633 -1.745017 -9.767474 1.0001135 -58.20062 -1.28062E-07 -65.6252
INDF 230.37973 -42.49293 -27.49845 17.972782 26.991174 40.032851 -2.40225E-07 -15.08404
INKP 56.946126 92.917177 16.347711 -25.87579 6.3823005 -25.84346 -2.1033E-08 -48.6982
INTP -100.3261 -74.26105 81.770278 9.4598615 -144.5342 -95.52111 -2.1231E-07 -21.49125
ITMG 23.064227 -94.53739 40.425664 27.357685 51.459865 -12.82485 -1.32136E-07 -38.9758
JPFA 0.7396707 -35.70908 -47.84118 18.29977 72.272298 -25.63661 -2.09962E-07 14.361762
JSMR -121.177 -152.8047 15.07155 13.723783 27.776978 -99.88169 -2.84318E-07 9.185605
KLBF -18.97066 586.02657 34.976141 -16.54453 -29.2823 40.58586 2.762607E-07 -292.0018
MDKA -32.47719 -26.0083 -95.1791 -31.42074 -28.44675 -73.93377 5.741024E-08 43.326805
MEDC 78.684646 15.904847 6.9949565 10.797132 8.5303081 -112.006 -1.53474E-07 -51.32767
MIKA 134.44492 -104.3663 34.130828 -49.26678 -46.83365 122.76824 1.339054E-07 -47.07545
MNCN 51.788758 -40.02803 -59.28264 -16.09791 -19.23732 -45.67529 -8.9101E-08 -28.61412
PGAS -32.86999 -17.84831 -46.45326 -17.48579 -33.86279 -36.0104 -3.01948E-08 -16.00921
PTBA -136.4498 -77.85667 -67.90339 -32.56586 37.844833 29.516287 -4.52656E-08 5.8184496
PTPP -51.55872 -35.77788 -1.052041 -8.946103 -8.79228 -18.91196 -4.20108E-08 -11.59965
PWON -59.68336 -6.749476 -45.56316 -7.07915 -32.80591 -34.66575 -1.47822E-07 -47.39499
SMGR 81.734271 -112.5212 10.410244 10.117037 -7.358299 -23.72583 -2.07575E-07 -20.19408
SMRA 1.9802324 -22.92225 -54.11794 3.6382533 -18.82342 -8.662917 -1.4385E-07 -24.97489
TBIG 60.623892 5.7366515 10.630933 -0.734294 -14.41903 -55.4865 5.006269E-10 48.1106
TKIM -8.713497 46.137465 -14.01161 -13.79571 26.251163 -47.60923 -2.1257E-08 -23.13353
TLKM -56.7988 31.256933 -37.0824 19.823518 64.466932 -85.95363 -1.22368E-07 -121.1309
TOWR 57.790569 -24.58544 -125.9267 17.316417 170.72777 42.199936 -8.93657E-08 -33.19656
TPIA 80.015293 -40.40972 38.011807 -2.208819 -3.843374 83.641619 1.463588E-08 9.2369432
UNTR -145.0896 -72.06302 -51.43998 -21.8255 24.906536 -25.86948 -1.06669E-08 0.1664098
UNVR -310.7854 20.167816 51.97153 1.6460487 85.300655 120.10178 -4.60881E-07 -185.0945
WIKA -56.9949 -60.41502 14.643907 -8.194323 -16.99571 -17.76165 -1.10947E-07 -11.04379
BBTN BMRI BSDE BTPS CPIN CTRA ERAA EXCL GGRM
1265 5800 690 3450 6225 655 294 2500 49975
1575 5950 775 3900 6300 770 344 2440 47500
1200 4960 740 3280 5675 645 309 2030 40050
1390 5775 890 3700 5850 825 349 2030 40975
1645 6325 1050 4130 6075 925 344 2410 42250
1725 6325 1225 3750 6525 985 440 2730 41000
1570 6575 1125 3400 5750 900 554 2220 37725
2070 6150 1160 4100 6150 1155 526 2200 36500
1720 6150 1120 3480 7000 1095 505 2090 36175
1590 6175 1175 3270 7050 1140 610 2090 36100
1635 6000 1120 2900 6750 1075 600 2460 33150
1370 5900 965 2880 6250 930 690 2670 44200

BBTN BMRI BSDE BTPS CPIN CTRA ERAA EXCL GGRM

0.2450593 0.025862069 0.12318841 0.1304348 0.0120482 0.175573 0.170068 -0.024 -0.0495248

-0.238095 -0.16638655 -0.0451613 -0.158974 -0.099206 -0.162338 -0.101744 -0.1680328 -0.1568421
0.1583333 0.164314516 0.2027027 0.1280488 0.030837 0.27907 0.1294498 0 0.0230961
0.1834532 0.095238095 0.17977528 0.1162162 0.0384615 0.121212 -0.014327 0.18719212 0.0311165
0.0486322 0 0.16666667 -0.09201 0.0740741 0.064865 0.2790698 0.13278008 -0.0295858
-0.089855 0.039525692 -0.0816327 -0.093333 -0.118774 -0.086294 0.2590909 -0.1868132 -0.079878
0.3184713 -0.06463878 0.03111111 0.2058824 0.0695652 0.283333 -0.050542 -0.009009 -0.0324718
-0.169082 0 -0.0344828 -0.15122 0.1382114 -0.051948 -0.039924 -0.05 -0.0089041
-0.075581 0.004065041 0.04910714 -0.060345 0.0071429 0.041096 0.2079208 0 -0.0020733
0.0283019 -0.02834008 -0.0468085 -0.11315 -0.042553 -0.057018 -0.016393 0.17703349 -0.0817175
-0.16208 -0.01666667 -0.1383929 -0.006897 -0.074074 -0.134884 0.15 0.08536585 0.3333333

0.0225053 0.004815757 0.03691575 -0.008668 0.0032484 0.04297 0.0884245 0.01313787 -0.0048592

BBTN BMRI BSDE BTPS CPIN CTRA ERAA EXCL GGRM

0.0003507 -0.00078341 0.00317752 -0.00236 0.0020933 0.000969 -0.00265 0.00177746 -0.0046059
0.0028166 0.000782781 0.00489308 0.0028266 0.0022362 0.002434 -0.003628 0.00562666 0.0018982
0.0123167 0.001880365 0.00580479 0.0076913 0.0041336 0.010474 -0.000262 0.00575616 0.0013321
0.02453 0.008969369 0.01957199 0.0120342 0.0054015 0.024022 0.0185023 0.00733893 -0.0019454
0.003211 0.005845939 0.00684644 0.0011709 0.0020162 0.005884 0.0079693 0.00198615 0.000665
0.0071966 0.00386414 0.00553761 0.0036202 0.0017434 0.006184 0.0045611 0.00426653 0.0004713
0.0160937 0.005053711 0.01059929 0.0099518 0.0048137 0.013 -0.001065 0.00640362 -0.0011719
0.0164689 0.004831279 0.00755542 0.0100337 0.0026355 0.011745 -0.000736 0.00580948 -0.0006679
0.0343132 0.00597313 0.01322277 0.0191891 0.0055481 0.024048 0.0002122 0.00774707 -0.0021368
0.0059731 0.00710057 0.00525165 0.0044065 0.0016959 0.006271 0.0044424 0.00283892 0.0025023
0.0132228 0.005251654 0.01359857 0.0073461 0.0045313 0.01288 0.0026079 0.00469753 -0.0025718
0.0191891 0.004406493 0.00734611 0.0170286 0.0026052 0.015982 -0.000387 0.00335408 0.0033178
0.0055481 0.001695856 0.00453131 0.0026052 0.0063186 0.006386 -0.001422 0.00306737 -3.426E-05
0.0240482 0.006270935 0.0128805 0.0159821 0.0063862 0.024721 0.0010649 0.00388314 -0.0013519
0.0002122 0.004442415 0.00260793 -0.000387 -0.001422 0.001065 0.0185386 -0.0001308 0.0035235
0.0077471 0.002838916 0.00469753 0.0033541 0.0030674 0.003883 -0.000131 0.01556923 0.0054355
-0.002137 0.002502284 -0.0025718 0.0033178 -3.426E-05 -0.001352 0.0035235 0.00543549 0.0154477
0.006554 0.002755583 0.00401992 0.0042994 0.0039446 0.005928 -0.00145 0.00502284 0.0022832
0.0006235 0.000421832 0.00086309 0.0007401 0.0013512 0.000154 -0.000856 -0.0002632 0.0004583
0.0144443 0.003914396 0.00760027 0.0092257 -0.001451 0.010521 0.0062481 0.00393767 -0.000681
0.0051871 0.000873869 0.00264691 0.0033476 0.0032046 0.004219 -0.001288 0.0013132 0.0002938
0.0096237 0.001814364 0.00485996 0.003511 -0.002283 0.005459 0.0104116 -0.0034903 -0.0058368
0.0082134 0.006436097 0.00947143 0.0050859 0.0036723 0.00941 0.0013115 0.00452328 -0.0006085
0.0105921 0.004516881 0.00852428 0.0079101 0.0019296 0.004669 -0.004987 0.01479439 0.0051285
0.0098568 0.002561221 0.00747623 0.0047424 0.0081775 0.008957 -0.002772 0.00383934 -0.0023208
0.0062337 0.002769934 0.00693498 0.0025798 0.0030449 0.005032 0.0013132 0.00524027 -0.0010597
0.0005444 -5.1799E-05 -0.0003217 -0.000262 0.0011469 0.000113 -0.001979 -0.0003257 -0.0009172
0.0074702 0.00266567 0.00564603 0.0046245 -0.000709 0.006932 0.0101112 0.00585476 0.003124
0.020356 0.008925123 0.01274046 0.0115335 0.0027188 0.015411 0.010982 0.00935076 0.0007496
0.0008727 0.000703894 4.6341E-05 0.0021635 -0.00247 0.000552 0.0021201 -0.000246 0.0021173
0.0176415 0.006455324 0.0110858 0.0122454 0.0036004 0.014684 0.0046082 0.00909961 0.0041418
0.0203562 0.008222919 0.01512311 0.0124936 0.0074968 0.017673 0.0024333 0.01273081 0.0033161
0.0094689 0.00189768 0.00811133 0.0044577 0.0039114 0.006938 -0.000435 0.00591886 -0.0013499
0.0202963 0.008105493 0.0191281 0.0100213 0.006623 0.01546 0.0034836 0.01489088 -0.0008943
0.0143742 0.005494325 0.00913785 0.0096599 0.0047305 0.013513 -0.001709 0.00481838 -0.0002245
0.0103366 0.00474764 0.00868686 0.0069551 0.0046546 0.008478 0.0009704 0.00724292 0.0028552
0.0154834 0.00560743 0.00921772 0.011124 0.0074557 0.015103 -0.004749 0.00582563 0.0015201
-0.01019 0.00210578 -0.0037715 -0.004096 -0.005295 -0.005666 0.0156506 -0.0061788 0.0049542
0.0140889 0.004030523 0.00893031 0.0050548 -0.001158 0.008688 0.0139686 0.00180253 -0.0055596
0.0112614 0.00274584 0.00538153 0.0060769 0.0033091 0.007661 -0.00444 0.00747156 -0.0005519
0.0085233 -0.00202517 -0.0018191 0.0079172 -0.000823 0.005402 -0.006023 0.00157291 0.0016172
-0.005222 0.003507323 -0.0012939 0.0018538 -0.000173 -0.002508 0.0012056 -0.0023271 0.0088981
0.0060766 -0.00046825 0.00529504 0.0006466 0.0029353 0.003059 -0.001124 0.00612316 -0.003041
0.0045048 -0.00022189 0.00225651 0.0018116 0.0008026 0.003286 -0.002639 -0.0002695 -0.0039123
0.0165149 0.006865457 0.01588384 0.0086852 0.0053048 0.0137 0.0031664 0.00874383 -0.0024058

BBTN BMRI BSDE BTPS CPIN CTRA ERAA EXCL GGRM

59.368749 131.5305324 -95.578316 143.53521 -156.9512 13.99658 99.877676 -6.6912353 157.68019
37.582075 116.8954465 -84.805811 -17.82902 29.36106 14.08793 70.457024 2.43416035 -23.198885
-52.24883 136.1471917 1.50634135 -77.50043 -215.5844 -76.54261 -1.976834 -51.719789 -79.616958
-7.807732 12.17497926 -27.418456 -8.139612 -44.13937 -21.93779 -20.76357 -0.1152362 -10.055779
16.010062 -208.333269 -108.02736 34.507076 -59.84056 -36.34482 -58.34249 -19.844347 -4.9133667
-24.98714 -212.369291 -16.400454 37.35938 -29.79351 -6.920071 -118.3752 -116.49843 3.5242025
 -8.97E-08 -1.5349E-07 -1.4312E-07 -1.441E-07 2.753E-08 -8.89E-08 3.484E-08
-58.70421 -131.155512 12.6623978 -53.6286 86.404486 -17.08159 20.203437
273.71481 -6.91454421 -13.304977 -57.74879 -2.624505 -41.64514 2.5221615
-6.914544 1123.715396 -27.537722 4.3483095 59.755071 -9.58819 -52.45878
-13.30498 -27.5377223 676.631809 -35.281 -27.35056 -57.53708 6.932833
-57.74879 4.348309459 -35.281 515.55744 6.1102536 -76.15469 21.661916
-2.624505 59.75507132 -27.350558 6.1102536 1316.7705 -67.14026 -23.75782
-41.64514 -9.58818985 -57.537082 -76.15469 -67.14026 367.6112 8.5778275
2.5221615 -52.4587824 6.93283296 21.661916 -23.75782 8.577827 459.40986
-9.707286 -38.8634351 43.2003093 41.295865 15.397776 44.21421 -1.876027
9.8685126 -16.1014467 51.5717825 -36.20569 -43.3956 15.06896 -31.87008
-19.86518 -117.799081 32.3954448 -17.23129 -250.398 -27.89575 12.376559
-21.33346 -6.25258861 -71.603015 -77.50748 -8.016406 1.717646 -44.72433
-43.00908 -20.3877541 -39.458213 -59.89351 133.01584 -29.76548 -17.80386
-64.14133 26.60204308 -72.043229 -95.57182 -103.6942 -70.21166 -36.27071
-29.69361 12.17463133 -8.9464238 -18.54397 53.973616 -5.390362 -60.825
15.472863 -202.78888 -96.139076 11.510999 8.3053753 -28.35192 23.441562
7.013477 -22.6840474 9.15386723 5.2274098 83.418644 34.81414 22.77798
-0.143298 28.17211191 9.59971072 8.2921099 -154.636 -8.658403 -32.06905
27.714699 0.854799564 -37.215138 60.570719 -41.78515 36.86232 -38.96554
-57.65761 -258.607424 180.689027 73.653119 -280.6463 45.02934 97.074351
-5.301651 56.91410261 -17.044546 -8.125098 -20.11142 -17.9878 -50.71779
-19.54653 -71.7428445 6.53685576 -2.973158 32.981832 0.565111 -54.63071
-15.54347 -7.93933426 -67.294859 -163.0816 370.01764 -29.27452 58.840777
-27.24423 -19.5480569 -35.705174 -55.21555 -2.639389 -31.87234 -16.43518
-7.420495 -24.1738351 -22.61672 -13.33764 -47.33235 -13.05209 -0.462114
5.9791925 112.0727028 -27.761721 5.091763 -72.91236 13.53468 8.4402808
4.6072479 -1.37541461 -18.016287 9.5831232 2.0255611 10.83881 -0.080568
-15.56157 -88.369563 -31.234441 -41.68467 -61.46922 -46.80226 42.749118
-11.32453 -38.61363 -55.454302 -33.31854 -15.47609 -8.481905 -21.58566
-19.78916 -62.6062113 -30.335416 -50.31369 -99.2891 -52.10053 35.617132
23.086258 -27.7496158 15.6408509 15.61618 -5.202578 8.009228 -81.49813
-4.368723 13.01024118 21.4161824 13.206026 7.4753618 13.92568 -43.54249
-19.19956 -75.9758224 65.0152813 16.071239 10.827252 25.16122 58.897719
-32.5148 108.2283191 70.2726343 -74.10617 4.1777615 -26.35089 53.125543
38.223532 -65.2629398 16.1264973 -27.52563 -17.58551 20.8591 1.9641272
-19.65459 161.2071849 -45.614345 47.068478 -27.00652 27.26288 -4.334872
-107.1463 84.49123986 -151.75844 -89.61872 127.49145 -114.5717 223.49033
3.7676221 -10.9834509 -44.063058 1.2224062 4.8883801 1.015727 -2.120436
v1 v2 w1 w2
ACES 1891.294863 -12.686847 0.0795597 0.0787657 w1
ADRO 871.4137351 9.41071076 0.0366571 -0.058426 w2
8.9077E-08 1.5543E-07
-52.02409 20.940209
-9.7072859 9.8685126
-38.863435 -16.101447
43.2003093 51.571783
41.2958653 -36.205687
15.3977764 -43.395599
44.2142121 15.068958
-1.8760271 -31.870076
452.720602 -107.5239
-107.5239 490.97021
-136.42301 -130.05909
89.799051 -34.354423
-9.0086087 29.003209
-1.007723 -13.102772
49.1902497 43.717763
30.4971583 69.333074
-51.261378 -15.481097
64.9917906 41.32513
1.5979471 60.346847
-91.548301 -8.9499081
-42.477472 -37.278695
-21.472313 22.320527
32.2265386 -150.34567
-37.048525 -50.517135
-34.640992 -36.12263
2.02476891 -18.06668
-16.319077 -3.3513266
46.2705403 21.245331
-33.966284 -41.672392
25.790554 -4.8707354
63.2093437 -8.1932384
24.4018715 23.193111
-98.923951 7.9892555
24.6614459 -13.857662
87.0555043 -111.85899
-157.31932 21.120823
202.377454 424.03388
17.5035432 21.525595
0.07955965 0.0366571
0.07876565 -0.0584259
AKRA 281.5275214 -4.909352 0.0118428 0.0304795 Alpha ACES ADRO
ANTM -206.158755 13.6878944 -0.008672 -0.084981 0.1 0.07884505 -0.0489176
ASII 418.294648 -8.8165109 0.0175961 0.0547369 0.2 0.07892445 -0.0394093
BBCA 1040.157341 -42.930869 0.0437555 0.2665342 0.3 0.07900385 -0.029901
BBNI -7.5447E-07 -4.8227E-09 -3.174E-11 2.994E-11 0.4 0.07908325 -0.0203927
BBRI -303.009285 27.3900342 -0.012746 -0.17005 0.5 0.07916265 -0.0108844
BBTN -291.22111 4.4940694 -0.012251 -0.027901 0.6 0.07924205 -0.0013761
BMRI 362.1116161 -8.1496524 0.0152327 0.0505967 0.7 0.07932145 0.0081322
BSDE -146.19431 27.4859281 -0.00615 -0.170645 0.8 0.07940085 0.0176405
BTPS -119.047351 -19.331109 -0.005008 0.1200162 0.9 0.07948025 0.0271488
CPIN 473.619547 4.81596104 0.0199234 -0.0299
CTRA -218.50733 13.6691576 -0.009192 -0.084864
ERAA 512.9510235 12.9979146 0.0215779 -0.080697
EXCL 224.5799586 8.78487304 0.0094472 -0.05454
GGRM 503.814478 -32.838748 0.0211936 0.2038777
HMSP 704.0325028 -76.500162 0.029616 0.4749474
ICBP 2065.981073 -24.438698 0.086908 0.1517264
INCO 311.9211927 6.10614533 0.0131213 -0.03791
INDF 973.5807178 -0.3788334 0.0409549 0.002352
INKP -14.7210443 -7.085321 -0.000619 0.0439889
INTP 247.8941728 -12.168609 0.010428 0.0755482
ITMG -29.2689652 17.0584758 -0.001231 -0.105907
JPFA -25.8997665 22.02402 -0.00109 -0.136735
JSMR 512.4023017 -31.971573 0.0215548 0.1984939
KLBF 5671.300208 47.6068504 0.2385702 -0.295565
MDKA 625.3860225 -0.077176 0.0263076 0.0004791
MEDC -53.5805681 -0.1262807 -0.002254 0.000784
MIKA 3574.03538 21.0181781 0.1503462 -0.13049
MNCN -235.298749 -9.1056504 -0.009898 0.056532
PGAS -461.877847 -9.9981586 -0.019429 0.0620731
PTBA -378.407971 0.83679421 -0.015918 -0.005195
PTPP -375.915341 -0.0489466 -0.015813 0.0003039
PWON -200.68229 6.00124778 -0.008442 -0.037258
SMGR -179.852467 -6.6696086 -0.007566 0.0414079
SMRA -197.187659 27.6191072 -0.008295 -0.171472
TBIG 897.4199758 5.88714079 0.0377511 -0.03655
TKIM -115.38283 -5.8906734 -0.004854 0.036572
TLKM 47.40202323 19.4803138 0.001994 -0.120943
TOWR 869.9815095 -0.8861282 0.0365968 0.0055015
TPIA 14.44854717 8.17800792 0.0006078 -0.050773
UNTR 527.896683 15.2684586 0.0222066 -0.094793
UNVR 4088.187292 -158.92672 0.1719746 0.9866886
WIKA -387.38522 -6.9564581 -0.016296 0.0431888
 Close Price
HMSP ICBP INCO INDF INKP INTP ITMG JPFA JSMR
1705 9200 3420 6450 7800 12375 7900 1060 3930
1650 10225 3790 7625 9300 11875 8275 1220 3910
1400 10075 3560 7150 8975 10400 8150 1105 3610
1415 9650 4050 7000 9125 12225 8125 1070 3560
1525 9900 4610 7100 8675 14300 13100 1335 4190
1505 9575 5100 6850 10425 14475 13850 1465 4630
1310 9100 5500 6050 12900 13375 12250 1360 4320
1335 8575 6075 6050 13175 12500 12200 1535 4170
1375 9200 4380 6600 10450 12225 11425 1920 4040
1320 8700 4610 6525 9100 12850 11875 2110 4150
1270 8200 4730 6350 8500 12100 12925 1990 3950
1215 8150 4610 6175 7450 10300 14200 1730 3520

Return
HMSP ICBP INCO INDF INKP INTP ITMG JPFA JSMR

-0.0322581 0.111413 0.10818713 0.1821705 0.1923077 -0.040404 0.04746835 0.150943396 -0.005089

-0.1515152 -0.01467 -0.060686 -0.0622951 -0.0349462 -0.1242105 -0.01510574 -0.0942623 -0.076726
0.01071429 -0.042184 0.13764045 -0.020979 0.0167131 0.1754808 -0.00306748 -0.03167421 -0.01385
0.07773852 0.0259067 0.1382716 0.0142857 -0.0493151 0.1697342 0.61230769 0.247663551 0.176966
-0.0131148 -0.032828 0.10629067 -0.0352113 0.2017291 0.0122378 0.05725191 0.097378277 0.105012
-0.1295681 -0.049608 0.07843137 -0.1167883 0.2374101 -0.0759931 -0.11552347 -0.07167235 -0.066955
0.01908397 -0.057692 0.10454545 0 0.0213178 -0.0654206 -0.00408163 0.128676471 -0.034722
0.02996255 0.0728863 -0.2790123 0.0909091 -0.2068311 -0.022 -0.06352459 0.250814332 -0.031175
-0.04 -0.054348 0.05251142 -0.0113636 -0.1291866 0.0511247 0.03938731 0.098958333 0.027228
-0.0378788 -0.057471 0.02603037 -0.0268199 -0.0659341 -0.0583658 0.08842105 -0.05687204 -0.048193
-0.0433071 -0.006098 -0.02537 -0.0275591 -0.1235294 -0.1487603 0.09864603 -0.13065327 -0.108861

-0.0281948 -0.009518 0.03516728 -0.001241 0.0054305 -0.011507 0.06747086 0.053572745 -0.006942

HMSP ICBP INCO INDF INKP INTP ITMG JPFA JSMR

0.00083381 -0.000927 -0.0002348 -0.0009918 -0.0004499 0.0025175 0.00192712 0.002622987 0.002774
0.00310598 0.0012833 0.00135488 0.0016735 -0.0047615 0.0047201 0.01398509 0.00583961 0.005107
0.00406617 -0.000732 0.00518981 0.0013736 0.0009107 0.0039279 0.00569001 0.005486983 0.003664
0.00377861 -0.004941 0.02071883 -0.0032374 0.0220413 0.0118527 -0.00103988 0.001513091 0.008955
0.00148645 -0.000765 0.00412951 -0.0004385 0.004082 0.0065897 -0.0012439 0.000342985 0.002789
0.00222056 -0.000675 0.00552986 5.8067E-05 0.0036152 0.0049136 0.00474906 0.002715298 0.003758
0.00553915 0.001822 0.00711696 0.0039166 0.0023543 0.0088865 0.01465192 0.010849237 0.007496
0.00426953 0.0006437 0.00797947 0.0022175 0.0047704 0.006183 0.01087982 0.005943122 0.0047
0.00655401 0.0006235 0.01444427 0.0051871 0.0096237 0.0082134 0.01059209 0.009856849 0.006234
0.00275558 0.0004218 0.0039144 0.0008739 0.0018144 0.0064361 0.00451688 0.002561221 0.00277
0.00401992 0.0008631 0.00760027 0.0026469 0.00486 0.0094714 0.00852428 0.007476228 0.006935
0.00429945 0.0007401 0.00922573 0.0033476 0.003511 0.0050859 0.00791015 0.004742413 0.00258
0.00394465 0.0013512 -0.0014505 0.0032046 -0.0022834 0.0036723 0.00192956 0.008177479 0.003045
0.00592826 0.000154 0.01052117 0.0042192 0.0054592 0.0094097 0.0046687 0.008956829 0.005032
-0.0014505 -0.000856 0.00624807 -0.0012878 0.0104116 0.0013115 -0.00498737 -0.00277247 0.001313
0.00502284 -0.000263 0.00393767 0.0013132 -0.0034903 0.0045233 0.01479439 0.003839338 0.00524
0.00228315 0.0004583 -0.000681 0.0002938 -0.0058368 -0.0006085 0.00512852 -0.00232083 -0.00106
0.00445432 0.0008904 0.00081153 0.0022768 -0.0026419 0.0041832 0.00657176 0.006070548 0.003127
0.00089045 0.0032556 -0.0021401 0.0034762 -0.0002379 1.2053E-05 0.0018363 0.003769449 0.000596
0.00081153 -0.00214 0.01501526 -0.0014369 0.0100855 0.0049836 0.00730761 -0.0012324 0.003934
0.00227679 0.0034762 -0.0014369 0.0062446 -0.0009785 0.0009538 0.0017713 0.006367984 0.001077
-0.0026419 -0.000238 0.01008546 -0.0009785 0.0217178 -0.0004524 -0.00459549 -0.00209282 0.001569
0.00418324 1.205E-05 0.00498359 0.0009538 -0.0004524 0.0114046 0.00956476 0.006307853 0.006018
0.00657176 0.0018363 0.00730761 0.0017713 -0.0045955 0.0095648 0.03671122 0.009449931 0.010583
0.00607055 0.0037694 -0.0012324 0.006368 -0.0020928 0.0063079 0.00944993 0.018662172 0.00702
0.003127 0.0005963 0.00393363 0.001077 0.0015693 0.0060176 0.01058289 0.007019816 0.006949
0.00060106 0.0009832 -0.0020594 0.0011462 -0.0001641 -0.0004497 -0.00094242 0.001692108 -0.000323
0.00057458 -0.004468 0.01145707 -0.0040052 0.006055 0.0040151 0.00355665 -0.00326143 0.003667
0.00493666 -0.000523 0.01549628 0.0016115 0.0102978 0.0109481 0.01515802 0.008136434 0.009416
-0.0010174 -0.001391 0.00383288 -0.0022998 0.0025079 3.6558E-06 0.00099882 -0.00450722 -0.000597
0.00540514 -0.000105 0.01137473 0.001887 0.0046342 0.0088065 0.0138585 0.006007697 0.00696
0.00846657 0.0004571 0.01042642 0.0026177 0.0033446 0.0127695 0.01869944 0.01146662 0.010477
0.00367937 0.0008209 0.00480317 0.0010403 0.0042987 0.005221 0.01148745 0.007460421 0.006804
0.00797787 0.0006012 0.01390093 0.0008414 0.0090895 0.0151232 0.02772066 0.013195112 0.015472
0.00537595 -0.000499 0.00642954 0.0009088 0.0007391 0.0090829 0.01005726 0.007640152 0.005653
0.00518213 0.0032566 0.00370164 0.0050964 7.9677E-05 0.007068 0.0136079 0.009701663 0.006465
0.00740031 0.0018546 0.00273472 0.0049108 -0.0042609 0.0093016 0.01078917 0.012170818 0.005446
-0.004575 -0.003319 0.00337133 -0.0057171 0.0051943 -0.0013762 -0.00941619 -0.00862813 -0.002323
-0.0004782 -0.003678 0.01651821 -0.0056263 0.0226709 0.0044591 0.00493295 0.000769605 0.007452
0.0046528 -0.000564 0.00446739 0.0003206 -0.0007878 0.005667 0.01277676 0.006439411 0.00515
0.001265 -0.00287 0.00466374 -0.0021547 -0.0025863 -0.001073 0.0054159 -0.00031687 -0.000499
0.00122566 0.0021266 -0.0029768 -0.000496 -0.0021256 0.0012176 0.00441912 0.000128067 -0.000251
0.0021506 0.0013163 0.00208908 0.0025647 0.0022926 0.0020979 0.007246 0.005616349 0.004603
0.00045402 6.667E-05 0.00154875 0.0005365 0.0018682 0.00119 0.00113595 0.001974552 0.001076
0.00583738 0.0012158 0.01086355 0.0018094 0.0078645 0.0125833 0.01949371 0.011412981 0.011819

HMSP ICBP INCO INDF INKP INTP ITMG JPFA JSMR

3.9748914 325.95183 70.5932592 230.37973 56.946126 -100.3261 23.0642275 0.739670688 -121.177
14.8424806 -120.563 -9.7806331 -42.492925 92.917177 -74.261049 -94.5373855 -35.7090755 -152.8047
-159.0575 146.15027 -1.745017 -27.498446 16.347711 81.770278 40.4256641 -47.8411771 15.07155
-1.4807605 44.192816 -9.7674745 17.972782 -25.875786 9.4598615 27.3576846 18.29976964 13.72378
-30.201553 76.184904 1.00011346 26.991174 6.3823005 -144.53424 51.4598653 72.27229841 27.77698
-112.84801 153.401 -58.200625 40.032851 -25.843458 -95.52111 -12.8248493 -25.6366108 -99.88169
-8.8033E-08 -3.422E-07 -1.2806E-07
-52.016999 -31.60025 -65.6252
-19.865185 -21.33346 -43.009078
-117.79908 -6.252589 -20.387754
32.3954448 -71.60302 -39.458213
-17.231286 -77.50748 -59.89351
-250.39796 -8.016406 133.015836
-27.895746 1.7176462 -29.765477
12.3765593 -44.72433 -17.803858
-136.42301 89.799051 -9.0086087
-130.05909 -34.35442 29.0032092
2125.22162 37.845351 81.4866428
37.8453505 2474.1402 31.4476953
81.4866428 31.447695 618.695382
-46.657103 -501.698 -4.6115307
100.182465 -104.9499 -53.912481
-40.141155 69.601992 -14.016855
-13.637259 -37.5103 -21.76261
-86.376203 -114.0335 49.0576469
-31.643493 -46.75308 -2.3175785
-341.73793 -361.1132 245.90012
3.4042751 168.19132 -45.484643
-15.928467 -3.386747 -45.136056
223.331651 135.72918 -181.75243
-39.451446 -18.00144 -47.142765
-64.088365 10.62786 -2.3363389
-17.682477 -71.07207 11.170131
-7.2447137 -12.62331 -7.434603
-88.286099 108.06707 -2.47063
-50.083242 -245.7665 -15.503586
-112.16201 -5.241075 17.8169888
29.3925123 50.911532 -4.1082631
26.6463401 32.005136 -19.995417
-136.51449 170.46803 -3.0683697
-40.848158 184.24719 -30.880455
-39.666655 -138.7079 54.5642402
11.3745396 -137.3884 -22.833809
217.032908 20.840516 -126.17651
11.9502605 -51.3392 -16.439684
0.0118428 -0.008672 0.01759608 0.0437555 -3.174E-11 -0.0127465 -0.01225058 0.015232672 -0.00615
0.03047947 -0.084981 0.05473687 0.2665342 2.9941E-11 -0.1700497 -0.02790121 0.05059671 -0.170645
-2.402E-07 -2.103E-08 -2.123E-07 -1.3214E-07 -2.09962E-07 -2.84E-07
-15.084038 -48.6982 -21.491246 -38.9758007 14.36176178 9.185605
-64.14133 -29.69361 15.472863 7.01347704 -0.14329825 27.7147
26.602043 12.174631 -202.78888 -22.6840474 28.17211191 0.8548
-72.043229 -8.9464238 -96.139076 9.15386723 9.599710716 -37.21514
-95.571817 -18.543969 11.510999 5.2274098 8.292109941 60.57072
-103.69415 53.973616 8.3053753 83.4186437 -154.636005 -41.78515
-70.211659 -5.3903618 -28.351919 34.814135 -8.65840251 36.86232
-36.270708 -60.825003 23.441562 22.7779803 -32.0690472 -38.96554
-1.007723 49.19025 30.497158 -51.2613777 64.99179055 1.597947
-13.102772 43.717763 69.333074 -15.481097 41.32513026 60.34685
-46.657103 100.18247 -40.141155 -13.6372586 -86.376203 -31.64349
-501.698 -104.94989 69.601992 -37.5102974 -114.033525 -46.75308
-4.6115307 -53.912481 -14.016855 -21.7626095 49.05764688 -2.317579
1293.0416 -18.108274 43.237732 17.6653196 -87.5398253 22.20779
-18.108274 368.80239 68.316083 20.5322399 5.784213963 1.240997
43.237732 68.316083 743.44196 -25.9624881 -8.87174904 -78.20379
17.66532 20.53224 -25.962488 229.791906 -2.91353002 -69.25167
-87.539825 5.784214 -8.871749 -2.91353002 420.9853222 -126.8958
22.207788 1.2409973 -78.203788 -69.2516699 -126.895833 1338.927
-39.12023 -182.14204 189.57665 94.7770683 -17.7878087 243.0922
46.742512 6.2375674 12.078099 9.89016692 17.43593424 -23.3269
-26.156017 -22.278891 -28.757135 -24.8917407 -42.7381364 -67.33821
245.84468 -71.487356 10.828605 -44.4552456 295.5902369 167.6078
-39.182285 -7.3884816 -9.8025899 -15.2889197 12.06643474 -11.12789
11.319292 0.9704173 -15.367795 -7.245305 1.545382896 -19.87374
51.127901 -61.774607 55.74172 -20.798688 -32.271166 -93.79074
32.84859 -17.741875 -9.1302276 -20.6074487 -0.57272389 -47.81544
78.825053 26.29682 -94.672425 -2.59384199 -29.0947273 -24.84842
-162.29661 1.8525711 -31.240991 -44.1210281 -40.7981121 -73.66427
-44.329855 49.193044 -69.81764 3.98902697 -47.7971692 -4.961362
46.216161 -6.6972816 -19.510791 10.5251931 -46.5288497 -51.40857
70.701106 -69.453173 34.673992 -0.28987585 -27.8778492 -50.23623
136.75343 23.70938 -26.885083 -58.9659618 -19.1545308 -53.56253
83.55701 31.199121 52.593093 -19.3608779 -39.8684967 4.843528
84.201327 -16.296365 -1.4761313 -16.8168685 -8.40330715 -2.161349
-137.99855 -47.271081 91.130501 -27.500157 9.062646751 -74.12162
0.8226576 -121.76272 -100.56994 11.6109121 4.772642971 -2.143471
15.307082 -25.606599 -35.27702 -23.0253826 -16.0374229 -71.94668
AKRA ANTM ASII BBCA BBNI BBRI BBTN BMRI BSDE
0.0286158 -0.07735 0.05102279 0.2442563 2.3773E-11 -0.1543193 -0.02633614 0.047060306 -0.154195
0.02675213 -0.069719 0.04730871 0.2219784 1.7606E-11 -0.138589 -0.02477108 0.043523902 -0.137746
0.02488847 -0.062088 0.04359463 0.1997006 1.1438E-11 -0.1228587 -0.02320602 0.039987498 -0.121296
0.0230248 -0.054457 0.03988055 0.1774227 5.2698E-12 -0.1071284 -0.02164095 0.036451095 -0.104847
0.02116113 -0.046826 0.03616647 0.1551448 -8.981E-13 -0.0913981 -0.02007589 0.032914691 -0.088397
0.01929747 -0.039196 0.0324524 0.132867 -7.066E-12 -0.0756677 -0.01851083 0.029378287 -0.071948
0.0174338 -0.031565 0.02873832 0.1105891 -1.323E-11 -0.0599374 -0.01694576 0.025841883 -0.055498
0.01557014 -0.023934 0.02502424 0.0883112 -1.94E-11 -0.0442071 -0.0153807 0.022305479 -0.039049
0.01370647 -0.016303 0.02131016 0.0660334 -2.557E-11 -0.0284768 -0.01381564 0.018769076 -0.022599
KLBF MDKA MEDC MIKA MNCN PGAS PTBA PTPP
1565 1790 392.80423 2400 820 1265 2030 975
1580 1740 465.60846 2370 890 1255 2040 970
1550 1615 338 2450 720 925 1970 825
1525 1830 382 2630 830 1075 1960 915
1505 1940 498 2700 1015 1390 2360 1360
1480 2430 590 2730 1140 1655 2810 1865
1465 2550 650 2900 1035 1345 2580 1635
1470 2830 695 2970 1135 1440 2710 1615
1570 2150 570 2630 955 1315 2620 1370
1440 2620 670 2620 980 1225 2370 1220
1450 2700 690 2580 925 1115 2210 1115
1400 2940 640 2800 930 1005 2000 915

KLBF MDKA MEDC MIKA MNCN PGAS PTBA PTPP

0.009584665 -0.027933 0.18534482 -0.0125 0.0853659 -0.007905 0.004926108 -0.0051282

-0.01898734 -0.0718391 -0.2740682 0.03375527 -0.1910112 -0.262948 -0.03431373 -0.1494845
-0.01612903 0.13312693 0.13017751 0.07346939 0.1527778 0.1621622 -0.00507614 0.1090909
-0.01311475 0.06010929 0.30366492 0.02661597 0.2228916 0.2930233 0.204081633 0.4863388
-0.0166113 0.25257732 0.18473896 0.01111111 0.1231527 0.1906475 0.190677966 0.3713235
-0.01013514 0.04938272 0.10169492 0.06227106 -0.0921053 -0.187311 -0.08185053 -0.1233244
0.003412969 0.10980392 0.06923077 0.02413793 0.0966184 0.070632 0.050387597 -0.0122324
0.068027211 -0.2402827 -0.1798561 -0.1144781 -0.1585903 -0.086806 -0.03321033 -0.1517028
-0.08280255 0.21860465 0.1754386 -0.0038023 0.026178 -0.068441 -0.09541985 -0.1094891
0.006944444 0.03053435 0.02985075 -0.0152672 -0.0561224 -0.089796 -0.06751055 -0.0860656
-0.03448276 0.08888889 -0.0724638 0.08527132 0.0054054 -0.098655 -0.09502262 -0.1793722

-0.00948123 0.05481576 0.05943211 0.01550768 0.0195055 -0.007763 0.003424505 0.0136322

KLBF MDKA MEDC MIKA MNCN PGAS PTBA PTPP

0.000286348 0.00081852 3.4363E-05 -0.0011848 0.0003427 0.0035457 0.003788181 0.0070647
-0.00066251 0.00117081 0.00415934 -0.0002914 0.0055452 0.0081886 0.005462048 0.0119164
-0.00014555 0.00575493 0.00827409 0.00014041 0.0086519 0.0112149 0.005462653 0.0108835
-0.00218158 0.02499766 0.02584592 0.00464934 0.0215959 0.026815 0.013851097 0.0329372
-0.00063654 0.00610026 0.00786098 0.00079293 0.0056859 0.007828 0.002099268 0.0086464
-0.00061085 0.00592246 0.00984873 0.00062628 0.0069302 0.0086391 0.003745395 0.0104525
0.000251344 0.00283991 0.01413978 -0.0005549 0.0118223 0.0158716 0.008625224 0.0193786
0.000622731 0.00278095 0.01252748 0.0006677 0.0103242 0.0130349 0.006483959 0.0150824
0.000544407 0.00747024 0.02035604 0.00087265 0.0176415 0.0203562 0.009468876 0.0202963
-5.1799E-05 0.00266567 0.00892512 0.00070389 0.0064553 0.0082229 0.00189768 0.0081055
 -0.0003217 0.00564603 0.01274046 4.6341E-05 0.0110858 0.0151231 0.008111331 0.0191281
-0.00026237 0.00462453 0.01153353 0.00216348 0.0122454 0.0124936 0.004457729 0.0100213
0.001146941 -0.0007092 0.00271878 -0.0024704 0.0036004 0.0074968 0.003911364 0.006623
0.000112586 0.00693221 0.01541144 0.00055186 0.0146842 0.0176733 0.006937763 0.0154602
-0.00197897 0.01011119 0.01098204 0.00212006 0.0046082 0.0024333 -0.00043494 0.0034836
-0.00032572 0.00585476 0.00935076 -0.000246 0.0090996 0.0127308 0.005918858 0.0148909
-0.00091724 0.00312398 0.00074959 0.00211734 0.0041418 0.0033161 -0.00134994 -0.0008943
0.000601061 0.00057458 0.00493666 -0.0010174 0.0054051 0.0084666 0.003679369 0.0079779
0.000983196 -0.0044677 -0.000523 -0.0013909 -0.0001048 0.0004571 0.000820948 0.0006012
-0.00205938 0.01145707 0.01549628 0.00383288 0.0113747 0.0104264 0.00480317 0.0139009
0.00114621 -0.0040052 0.00161149 -0.0022998 0.001887 0.0026177 0.001040308 0.0008414
-0.00016414 0.00605504 0.01029785 0.00250793 0.0046342 0.0033446 0.004298664 0.0090895
-0.00044974 0.00401508 0.01094812 3.6558E-06 0.0088065 0.0127695 0.005220981 0.0151232
-0.00094242 0.00355665 0.01515802 0.00099882 0.0138585 0.0186994 0.01148745 0.0277207
0.001692108 -0.0032614 0.00813643 -0.0045072 0.0060077 0.0114666 0.007460421 0.0131951
-0.00032308 0.00366664 0.00941634 -0.0005974 0.0069597 0.0104773 0.006804025 0.0154717
0.001300725 -0.0034312 -0.0018929 -0.0010845 -0.0012021 -7.62E-05 0.000431367 -0.0004139
-0.00343123 0.01868728 0.01359834 0.00384323 0.0102796 0.009458 0.003465318 0.0115198
-0.00189295 0.01359834 0.02983029 0.00175311 0.0176469 0.0195365 0.008534876 0.024246
-0.00108454 0.00384323 0.00175311 0.00299642 0.0021503 0.0006887 -0.00012859 0.0012368
-0.00120206 0.01027956 0.01764687 0.0021503 0.0174609 0.0186673 0.008444229 0.0210198
-7.6214E-05 0.00945796 0.01953652 0.00068868 0.0186673 0.0287137 0.013486053 0.0308932
0.000431367 0.00346532 0.00853488 -0.0001286 0.0084442 0.0134861 0.011213913 0.0201737
-0.00041393 0.01151981 0.02424601 0.00123678 0.0210198 0.0308932 0.020173722 0.0496577
0.00021714 0.0041716 0.01121691 0.00049335 0.010762 0.0152782 0.007141585 0.0165259
0.000284707 0.00133316 0.01086579 -0.0010037 0.009943 0.0135404 0.007073373 0.0161962
0.001170491 -0.0002233 0.00930973 -0.0016479 0.0104801 0.0156259 0.006357589 0.0136672
-0.00350431 0.01006408 0.00416276 0.00377094 -0.001315 -0.006759 -0.0063227 -0.0080958
-0.00162297 0.01578278 0.02105668 0.00415652 0.011832 0.0136969 0.01108585 0.0251446
0.000613422 0.00219478 0.00851319 -0.0002222 0.0078044 0.0121027 0.006907704 0.0149616
-0.00095048 0.00392021 0.00242033 0.00214332 0.0038242 0.0023207 0.000628537 -0.0001207
0.000541504 -0.0037252 -0.0025202 0.0019455 0.0010545 0.0023211 0.000917586 0.0023045
0.000530273 0.00126344 0.00488167 -0.0017113 0.0041567 0.0072544 0.00636024 0.0120146
0.000516816 -0.0008009 0.00126509 -0.0004167 0.0010227 0.0020006 0.00203669 0.0033504
-0.00032207 0.00772741 0.01925689 0.00061458 0.015953 0.0229196 0.014688188 0.0332082

KLBF MDKA MEDC MIKA MNCN PGAS PTBA PTPP

-18.9706644 -32.47719 78.6846458 134.444922 51.788758 -32.86999 -136.44978 -51.558718
586.0265677 -26.008304 15.9048468 -104.36629 -40.028026 -17.84831 -77.8566662 -35.777883
34.97614138 -95.1791 6.99495649 34.1308283 -59.282641 -46.45326 -67.9033889 -1.0520413
-16.5445348 -31.420741 10.7971324 -49.266784 -16.097914 -17.48579 -32.5658554 -8.9461033
-29.2822994 -28.446752 8.53030806 -46.833651 -19.237316 -33.86279 37.84483317 -8.7922801
40.5858596 -73.933766 -112.00597 122.768241 -45.675286 -36.0104 29.51628719 -18.911959
2.76261E-07 5.741E-08 -1.5347E-07 1.3391E-07 -8.91E-08 -3.02E-08 -4.52656E-08 -4.201E-08
-292.001835 43.3268051 -51.327674 -47.07545 -28.614115 -16.00921 5.818449627 -11.599647
-57.6576136 -5.3016513 -19.546526 -15.543472 -27.244228 -7.420495 5.979192524 4.6072479
-258.607424 56.9141026 -71.742845 -7.9393343 -19.548057 -24.17384 112.0727028 -1.3754146
180.6890275 -17.044546 6.53685576 -67.294859 -35.705174 -22.61672 -27.7617207 -18.016287
73.6531194 -8.1250984 -2.9731583 -163.08163 -55.215547 -13.33764 5.091763025 9.5831232
-280.646332 -20.11142 32.9818322 370.017639 -2.6393886 -47.33235 -72.9123598 2.0255611
45.02934057 -17.987804 0.56511111 -29.274516 -31.87234 -13.05209 13.5346835 10.838811
97.07435073 -50.717793 -54.630706 58.8407773 -16.43518 -0.462114 8.440280757 -0.0805683
-91.548301 -42.477472 -21.472313 32.2265386 -37.048525 -34.64099 2.024768913 -16.319077
-8.94990807 -37.278695 22.3205269 -150.34567 -50.517135 -36.12263 -18.0666798 -3.3513266
-341.737926 3.4042751 -15.928467 223.331651 -39.451446 -64.08836 -17.6824775 -7.2447137
-361.11324 168.191319 -3.3867471 135.729183 -18.001442 10.62786 -71.0720725 -12.62331
245.9001199 -45.484643 -45.136056 -181.75243 -47.142765 -2.336339 11.170131 -7.434603
-39.1202295 46.7425123 -26.156017 245.844676 -39.182285 11.319292 51.12790065 32.84859
-182.142039 6.23756741 -22.278891 -71.487356 -7.3884816 0.9704173 -61.7746066 -17.741875
189.5766512 12.0780994 -28.757135 10.8286046 -9.8025899 -15.36779 55.7417202 -9.1302276
94.77706835 9.89016692 -24.891741 -44.455246 -15.28892 -7.245305 -20.798688 -20.607449
-17.7878087 17.4359342 -42.738136 295.590237 12.066435 1.5453829 -32.271166 -0.5727239
243.0921766 -23.326898 -67.338208 167.607849 -11.127895 -19.87374 -93.7907357 -47.815445
5588.68827 378.757493 112.942484 427.286686 127.68238 -55.42933 -164.857441 -30.147853
378.7574927 477.825795 -21.296196 -72.989426 -40.395642 -14.82054 -6.33621643 -3.5468926
112.9424838 -21.296196 295.551517 72.7698039 -19.020405 1.7186622 27.60367442 -1.3781021
427.2866857 -72.989426 72.7698039 2665.15937 -105.14552 -38.28767 -71.4932896 -41.842375
127.6823797 -40.395642 -19.020405 -105.14552 575.12893 -27.82768 -22.3261025 -12.717006
-55.4293346 -14.82054 1.71866224 -38.287674 -27.827682 351.87466 -46.0589611 -19.644693
-164.857441 -6.3362164 27.6036744 -71.49329 -22.326103 -46.05896 787.7586897 -60.607627
-30.1478526 -3.5468926 -1.3781021 -41.842375 -12.717006 -19.64469 -60.6076265 195.02073
-65.5193436 9.71870923 -4.4221703 -37.47429 -16.760909 -28.11596 -16.6839355 -10.820833
82.54736839 10.6074253 -27.667829 24.8842148 -45.259502 -22.11538 -31.3414671 -19.190046
-46.5737519 17.6547647 -1.4635512 56.8989777 -17.80475 -18.86103 15.77516737 6.6188662
277.0813268 -44.920815 -39.113439 17.6880214 1.6602049 13.318569 28.54904398 8.763938
-70.7619163 -14.656162 -27.102032 -9.4411929 0.0527284 -5.777295 -59.7949677 -19.917828
-291.837387 24.2451864 -34.921086 51.100704 -2.2733532 -27.2636 -33.5540237 -24.420551
184.9178216 -37.838204 -16.417086 -63.175909 -15.94903 5.5735135 1.630040204 14.769738
-228.241831 57.5426169 44.9033596 -208.58901 -6.2434628 -29.07497 -94.2706819 -29.845713
-64.9950175 -31.290735 -0.0102643 122.726948 -24.59247 -23.76312 -113.674699 -40.006598
-349.568484 126.693515 18.3352356 -24.993087 40.773067 25.775358 -60.1898851 -17.953808
24.0584724 1.53243957 -7.5987661 -43.692033 -15.58872 -18.95116 -65.9918055 -30.000364

-0.00500787 0.01992339 -0.0091918 0.02157792 0.0094472 0.0211936 0.029615996 0.086908

0.120016227 -0.0298997 -0.0848643 -0.0806969 -0.0545404 0.2038777 0.474947431 0.1517264
BTPS CPIN CTRA ERAA EXCL GGRM HMSP ICBP
0.107513817 -0.0249173 -0.077297 -0.0704694 -0.0481417 0.1856093 0.430414288 0.1452446
0.095011407 -0.019935 -0.0697298 -0.0602419 -0.0417429 0.1673409 0.385881144 0.1387628
0.082508997 -0.0149527 -0.0621625 -0.0500145 -0.0353441 0.1490725 0.341348001 0.1322809
0.070006587 -0.0099704 -0.0545953 -0.039787 -0.0289454 0.1308041 0.296814857 0.1257991
0.057504177 -0.0049881 -0.047028 -0.0295595 -0.0225466 0.1125357 0.252281714 0.1193172
0.045001767 -5.827E-06 -0.0394608 -0.019332 -0.0161478 0.0942672 0.20774857 0.1128354
0.032499357 0.00497648 -0.0318935 -0.0091045 -0.0097491 0.0759988 0.163215427 0.1063536
0.019996947 0.00995878 -0.0243263 0.00112295 -0.0033503 0.0577304 0.118682283 0.0998717
0.007494536 0.01494109 -0.016759 0.01135044 0.0030485 0.039462 0.074149139 0.0933899
PWON SMGR SMRA TBIG TKIM TLKM TOWR TPIA UNTR
424 9225 581.38184 1290 6750 3050 1135 7325 21350
408 10550 624.98547 1305 6825 2860 1035 7125 23000
354 9175 537.7782 1335 6050 2560 1035 7200 22800
414 9575 639.52002 1500 6100 2620 990 8000 21125
500 11700 794.55518 1425 7075 3230 1095 9300 23000
510 12425 780.02063 1630 9850 3310 960 9075 26600
482 10600 673.43396 2240 13200 3110 960 10175 22850
550 10200 799.40002 2170 14775 3490 1265 9750 22550
540 10425 910.83154 2070 10425 3420 1100 11125 22125
530 10425 939.90064 2790 9975 3200 1140 10075 21175
500 9700 910.83154 2590 9225 3440 1175 7925 22550
440 9500 850 3210 7800 3150 1240 9825 20250

PWON SMGR SMRA TBIG TKIM TLKM TOWR TPIA UNTR

-0.03773585 0.14363144 0.075 0.01162791 0.0111111 -0.062295 -0.088106 -0.027304 0.0772834

-0.13235294 -0.1303318 -0.13953488 0.02298851 -0.113553 -0.104895 0 0.0105263 -0.008696
0.16949153 0.04359673 0.18918919 0.12359551 0.0082645 0.023438 -0.043478 0.1111111 -0.073465
0.20772947 0.22193211 0.24242424 -0.05 0.1598361 0.232824 0.1060606 0.1625 0.0887574
0.02 0.06196581 -0.01829268 0.14385965 0.3922261 0.024768 -0.123288 -0.024194 0.1565217
-0.05490196 -0.1468813 -0.13664596 0.37423313 0.3401015 -0.060423 0 0.1212121 -0.140977
0.14107884 -0.0377358 0.18705036 -0.03125 0.1193182 0.122186 0.3177083 -0.041769 -0.013129
-0.01818182 0.02205882 0.13939394 -0.0460829 -0.294416 -0.020057 -0.130435 0.1410256 -0.018847
-0.01851852 0 0.03191489 0.34782609 -0.043165 -0.064327 0.0363636 -0.094382 -0.042938
-0.05660377 -0.0695444 -0.03092784 -0.0716846 -0.075188 0.075 0.0307018 -0.2134 0.0649351
-0.12 -0.0206186 -0.06678682 0.23938224 -0.154472 -0.084302 0.0553191 0.2397476 -0.101996

0.00909136 0.00800665 0.0429804 0.09677232 0.0318239 0.007447 0.0146225 0.0350068 -0.001141

PWON SMGR SMRA TBIG TKIM TLKM TOWR TPIA UNTR

0.00231373 0.00048109 0.00142581 -0.0041475 0.0028358 0.002721 -0.00092 -0.003316 0.0033952
0.00427376 0.00667805 0.00571102 -0.0049587 -0.00161 0.004452 0.0014928 0.0017583 0.0038262
0.00722088 0.0046908 0.00786279 -0.0040238 0.0057734 0.005959 0.005162 -0.001985 0.0031965
0.0142984 0.00662791 0.00703142 0.00806166 0.037133 0.006446 -0.001329 -0.004505 0.0065147
0.00399499 0.00309687 0.00269266 0.00519174 0.0067011 0.00012 -0.005866 0.0009291 0.0004771
0.00480651 0.00395514 0.00380607 0.00153496 0.0083161 0.003413 -0.000156 -0.000862 0.0020803
0.01056181 0.01032149 0.01206519 -0.0072736 0.007225 0.008589 0.00265 -1.109E-05 0.0052869
0.00917009 0.0069541 0.0092994 -0.0066615 0.0088427 0.008237 0.0041474 -0.000322 0.0034852
0.01437419 0.01033655 0.01548341 -0.0101902 0.0140889 0.011261 0.0085233 -0.005222 0.0060766
0.00549432 0.00474764 0.00560743 0.00210578 0.0040305 0.002746 -0.002025 0.0035073 -0.000468
 0.00913785 0.00868686 0.00921772 -0.0037715 0.0089303 0.005382 -0.001819 -0.001294 0.005295
0.00965992 0.00695506 0.01112403 -0.0040959 0.0050548 0.006077 0.0079172 0.0018538 0.0006466
0.00473054 0.00465458 0.00745571 -0.0052948 -0.001158 0.003309 -0.000823 -0.000173 0.0029353
0.01351335 0.00847831 0.01510282 -0.0056664 0.0086878 0.007661 0.0054018 -0.002508 0.0030586
-0.00170908 0.00097044 -0.00474902 0.01565056 0.0139686 -0.00444 -0.006023 0.0012056 -0.001124
0.00481838 0.00724292 0.00582563 -0.0061788 0.0018025 0.007472 0.0015729 -0.002327 0.0061232
-0.00022453 0.0028552 0.00152009 0.00495424 -0.00556 -0.000552 0.0016172 0.0088981 -0.003041
0.00537595 0.00518213 0.00740031 -0.004575 -0.000478 0.004653 0.001265 0.0012257 0.0021506
-0.00049865 0.00325662 0.00185459 -0.0033188 -0.003678 -0.000564 -0.00287 0.0021266 0.0013163
0.00642954 0.00370164 0.00273472 0.00337133 0.0165182 0.004467 0.0046637 -0.002977 0.0020891
0.00090881 0.00509641 0.00491076 -0.0057171 -0.005626 0.000321 -0.002155 -0.000496 0.0025647
0.00073911 7.9677E-05 -0.00426089 0.0051943 0.0226709 -0.000788 -0.002586 -0.002126 0.0022926
0.00908291 0.00706805 0.00930156 -0.0013762 0.0044591 0.005667 -0.001073 0.0012176 0.0020979
0.01005726 0.0136079 0.01078917 -0.0094162 0.0049329 0.012777 0.0054159 0.0044191 0.007246
0.00764015 0.00970166 0.01217082 -0.0086281 0.0007696 0.006439 -0.000317 0.0001281 0.0056163
0.00565329 0.00646466 0.00544589 -0.0023232 0.0074522 0.00515 -0.000499 -0.000251 0.0046032
0.00021714 0.00028471 0.00117049 -0.0035043 -0.001623 0.000613 -0.00095 0.0005415 0.0005303
0.0041716 0.00133316 -0.00022331 0.01006408 0.0157828 0.002195 0.0039202 -0.003725 0.0012634
0.01121691 0.01086579 0.00930973 0.00416276 0.0210567 0.008513 0.0024203 -0.00252 0.0048817
0.00049335 -0.0010037 -0.00164786 0.00377094 0.0041565 -0.000222 0.0021433 0.0019455 -0.001711
0.010762 0.00994296 0.01048006 -0.001315 0.011832 0.007804 0.0038242 0.0010545 0.0041567
0.01527816 0.01354043 0.01562585 -0.0067586 0.0136969 0.012103 0.0023207 0.0023211 0.0072544
0.00714158 0.00707337 0.00635759 -0.0063227 0.0110859 0.006908 0.0006285 0.0009176 0.0063602
0.01652595 0.01619618 0.01366724 -0.0080958 0.0251446 0.014962 -0.000121 0.0023045 0.0120146
0.0131506 0.00677359 0.01217534 -0.0049951 0.0073619 0.008755 0.0047458 0.0016533 0.0020958
0.00677359 0.01206517 0.00960945 -0.0055817 0.0019266 0.005331 -0.001644 0.0025284 0.0051729
0.01217534 0.00960945 0.01791974 -0.009594 -0.001742 0.008767 0.0039984 0.0021498 0.0027198
-0.00499513 -0.0055817 -0.00959401 0.02626976 0.0094192 -0.008153 -0.002294 0.0040741 -0.007688
0.00736192 0.0019266 -0.00174195 0.00941924 0.0429299 0.005984 0.002366 -0.001686 0.0041799
0.00875488 0.00533088 0.00876731 -0.0081529 0.0059844 0.01055 0.0056043 -0.000712 0.0038667
0.00474576 -0.0016438 0.00399838 -0.0022937 0.002366 0.005604 0.0157027 -0.001475 -0.00184
0.00165332 0.00252844 0.00214983 0.00407414 -0.001686 -0.000712 -0.001475 0.0174965 -0.004795
0.00209585 0.00517293 0.00271985 -0.0076884 0.0041799 0.003867 -0.00184 -0.004795 0.0080674
0.00230129 0.00066961 0.00212403 -0.0042606 0.0022848 0.002222 0.0012938 -0.002354 0.0016986
0.01305088 0.01293364 0.01146419 -0.005448 0.0184864 0.010335 -0.001055 0.0016992 0.0085237

PWON SMGR SMRA TBIG TKIM TLKM TOWR TPIA UNTR

-59.6833645 81.7342712 1.98023239 60.6238922 -8.713497 -56.7988 57.790569 80.015293 -145.0896
-6.74947645 -112.52115 -22.9222458 5.73665146 46.137465 31.25693 -24.58544 -40.40972 -72.06302
-45.5631614 10.4102444 -54.1179433 10.6309332 -14.01161 -37.0824 -125.9267 38.011807 -51.43998
-7.07914982 10.1170368 3.63825334 -0.7342938 -13.79571 19.82352 17.316417 -2.208819 -21.8255
-32.8059133 -7.3582992 -18.8234153 -14.419029 26.251163 64.46693 170.72777 -3.843374 24.906536
-34.6657451 -23.725833 -8.66291699 -55.486497 -47.60923 -85.95363 42.199936 83.641619 -25.86948
 -1.4782E-07 -2.0757E-07 -1.4385E-07
-47.3949916 -20.19408 -24.9748866
-15.5615712 -11.324532 -19.7891617
-88.369563 -38.61363 -62.6062113
-31.2344405 -55.454302 -30.3354162
-41.6846674 -33.318539 -50.3136863
-61.4692205 -15.476094 -99.2890973
-46.8022629 -8.4819054 -52.1005296
42.7491181 -21.585661 35.6171322
46.2705403 -33.966284 25.790554
21.2453308 -41.672392 -4.87073542
-88.2860993 -50.083242 -112.162011
108.067068 -245.76652 -5.24107489
-2.47063002 -15.503586 17.8169888
78.8250526 -162.29661 -44.3298553
26.2968202 1.85257114 49.1930443
-94.672425 -31.240991 -69.8176396
-2.59384199 -44.121028 3.98902697
-29.0947273 -40.798112 -47.7971692
-24.8484209 -73.664267 -4.96136195
-65.5193436 82.5473684 -46.5737519
9.71870923 10.6074253 17.6547647
-4.4221703 -27.667829 -1.46355118
-37.4742898 24.8842148 56.8989777
-16.7609092 -45.259502 -17.8047499
-28.1159603 -22.115384 -18.861029
-16.6839355 -31.341467 15.7751674
-10.8208334 -19.190046 6.61886618
720.380837 13.3441272 -77.3000855
13.3441272 790.585809 -22.3121153
-77.3000855 -22.312115 530.464632
-1.01340853 11.0637327 9.01737337
-7.28332428 19.9775096 26.5759003
-77.8016382 26.8616413 -32.6309095
-59.1089424 52.7500076 -37.1328765
-54.7207413 -23.858171 -23.8749434
103.750519 -75.471241 67.5990348
-131.874248 71.8695052 -53.1313817
-21.4009098 -34.075117 -1.61685604
0.01312135 0.04095487 -0.00061926 0.01042797 -0.001231 -0.00109 0.0215548 0.2385702 0.0263076
-0.0379097 0.00235197 0.04398886 0.0755482 -0.105907 -0.136735 0.1984939 -0.295565 0.0004791
5.0063E-10 -2.126E-08 -1.22E-07 -8.937E-08 1.464E-08 -1.067E-08
48.1105995 -23.13353 -121.1309 -33.19656 9.2369432 0.1664098
23.0862579 -4.368723 -19.19956 -32.5148 38.223532 -19.65459
-27.749616 13.010241 -75.97582 108.22832 -65.26294 161.20718
15.6408509 21.416182 65.01528 70.272634 16.126497 -45.61434
15.6161803 13.206026 16.07124 -74.10617 -27.52563 47.068478
-5.2025784 7.4753618 10.82725 4.1777615 -17.58551 -27.00652
8.00922846 13.925676 25.16122 -26.35089 20.859099 27.26288
-81.49813 -43.54249 58.89772 53.125543 1.9641272 -4.334872
63.2093437 24.401871 -98.92395 24.661446 87.055504 -157.3193
-8.1932384 23.193111 7.989255 -13.85766 -111.859 21.120823
29.3925123 26.64634 -136.5145 -40.84816 -39.66665 11.37454
50.911532 32.005136 170.468 184.24719 -138.7079 -137.3884
-4.1082631 -19.99542 -3.06837 -30.88045 54.56424 -22.83381
46.2161615 70.701106 136.7534 83.55701 84.201327 -137.9985
-6.6972816 -69.45317 23.70938 31.199121 -16.29636 -47.27108
-19.510791 34.673992 -26.88508 52.593093 -1.476131 91.130501
10.5251931 -0.289876 -58.96596 -19.36088 -16.81687 -27.50016
-46.52885 -27.87785 -19.15453 -39.8685 -8.403307 9.0626468
-51.408574 -50.23623 -53.56253 4.8435278 -2.161349 -74.12162
277.081327 -70.76192 -291.8374 184.91782 -228.2418 -64.99502
-44.920815 -14.65616 24.24519 -37.8382 57.542617 -31.29073
-39.113439 -27.10203 -34.92109 -16.41709 44.90336 -0.010264
17.6880214 -9.441193 51.1007 -63.17591 -208.589 122.72695
1.66020487 0.0527284 -2.273353 -15.94903 -6.243463 -24.59247
13.3185695 -5.777295 -27.2636 5.5735135 -29.07497 -23.76312
28.549044 -59.79497 -33.55402 1.6300402 -94.27068 -113.6747
8.76393803 -19.91783 -24.42055 14.769738 -29.84571 -40.0066
-1.0134085 -7.283324 -77.80164 -59.10894 -54.72074 103.75052
11.0637327 19.97751 26.86164 52.750008 -23.85817 -75.47124
9.01737337 26.5759 -32.63091 -37.13288 -23.87494 67.599035
316.069477 -30.87282 42.96333 -18.16392 -28.23454 94.735779
-30.872816 189.76267 -32.62042 -21.90945 -24.9524 -5.36104
42.9633285 -32.62042 832.1281 -92.74348 2.6011485 3.7468855
-18.163918 -21.90945 -92.74348 483.3847 6.525041 88.794344
-28.234545 -24.9524 2.601148 6.525041 361.34326 141.02308
94.7357794 -5.36104 3.746885 88.794344 141.02308 1022.1212
172.048892 -29.30753 -113.7862 -72.68126 167.72795 -81.13082
0.60703439 -22.00961 -9.616417 23.312343 -36.98788 -32.27428
INCO INDF INKP INTP ITMG JPFA JSMR KLBF MDKA
-0.03280659 0.00621226 0.03952805 0.06903618 -0.095439 -0.12317 0.1808 -0.242151 0.003062
-0.02770349 0.01007255 0.03506724 0.06252415 -0.084972 -0.109606 0.1631061 -0.188738 0.0056448
-0.02260038 0.01393284 0.03060643 0.05601213 -0.074504 -0.096041 0.1454122 -0.135324 0.0082277
-0.01749728 0.01779313 0.02614561 0.04950011 -0.064037 -0.082477 0.1277183 -0.081911 0.0108105
-0.01239417 0.02165342 0.0216848 0.04298809 -0.053569 -0.068912 0.1100244 -0.028497 0.0133934
-0.00729107 0.02551371 0.01722399 0.03647606 -0.043101 -0.055348 0.0923305 0.0249162 0.0159762
-0.00218796 0.029374 0.01276318 0.02996404 -0.032634 -0.041783 0.0746366 0.0783297 0.0185591
0.00291514 0.03323429 0.00830237 0.02345202 -0.022166 -0.028219 0.0569427 0.1317432 0.0211419
0.00801824 0.03709458 0.00384155 0.01694 -0.011699 -0.014654 0.0392487 0.1851567 0.0237248
UNVR WIKA
8400 1190
8225 1240
8100 1095
7825 1205
7725 1620
7350 1985
6925 1800
7000 1740
6575 1535
6000 1440
5850 1250
4950 990

UNVR WIKA

-0.02083333 0.0420168
-0.01519757 -0.116935
-0.03395062 0.1004566
-0.01277955 0.3443983
-0.04854369 0.2253086
-0.05782313 -0.093199
0.010830325 -0.033333
-0.06071429 -0.117816
-0.08745247 -0.061889
-0.025 -0.131944
-0.15384615 -0.208

-0.04593732 -0.004631

UNVR WIKA
0.001541861 0.0049655
0.000483297 0.0088713
0.001305681 0.0077821
0.002252767 0.0248124
-0.00048175 0.0072685
0.000377715 0.0079451
0.002601644 0.015756
0.002519523 0.0116748
0.004504778 0.0165149
-0.00022189 0.0068655
0.002256506 0.0158838
0.001811591 0.0086852
0.000802631 0.0053048
0.003285933 0.0136997
-0.002639 0.0031664
-0.00026948 0.0087438
-0.00391234 -0.002406
0.000454024 0.0058374
6.66706E-05 0.0012158
0.001548747 0.0108635
0.000536465 0.0018094
0.001868195 0.0078645
0.001189971 0.0125833
0.001135955 0.0194937
0.001974552 0.011413
0.001075892 0.0118189
0.000516816 -0.000322
-0.00080091 0.0077274
0.001265095 0.0192569
-0.00041668 0.0006146
0.001022744 0.015953
0.002000648 0.0229196
0.00203669 0.0146882
0.003350392 0.0332082
0.002301292 0.0130509
0.000669611 0.0129336
0.00212403 0.0114642
-0.00426057 -0.005448
0.002284833 0.0184864
0.002221514 0.0103353
0.001293803 -0.001055
-0.00235411 0.0016992
0.001698586 0.0085237
0.002021345 0.0029732
0.002973171 0.0282851

UNVR WIKA ER
-310.785431 -56.9949 1 -0.0277144
20.16781566 -60.41502 1 0.01344224
51.97153029 14.643907 1 0.01178241
1.646048665 -8.194323 1 0.13663269
85.30065475 -16.99571 1 0.0006925
120.1017847 -17.76165 1 -0.001028
 -4.6088E-07 -1.109E-07 1 0.00684475
-185.094531 -11.04379 1 0.02540957
-107.146325 3.7676221 1 0.02250527
84.49123986 -10.98345 1 0.00481576
-151.758441 -44.06306 1 0.03691575
-89.6187231 1.2224062 1 -0.0086678
127.4914496 4.8883801 1 0.00324843
-114.571741 1.0157273 1 0.04296974
223.4903323 -2.120436 1 0.08842451
202.3774538 17.503543 1 0.01313787
424.0338811 21.525595 1 -0.0048592
217.032908 11.95026 1 -0.0281948
20.84051594 -51.3392 1 -0.0095176
-126.176514 -16.43968 1 0.03516728
0.822657598 15.307082 1 -0.001241
-121.762722 -25.6066 1 0.00543048
-100.569944 -35.27702 1 -0.011507
11.61091215 -23.02538 1 0.06747086
4.772642971 -16.03742 1 0.05357275
-2.14347132 -71.94668 1 -0.0069423
-349.568484 24.058472 1 -0.0094812
126.6935152 1.5324396 1 0.05481576
18.33523555 -7.598766 1 0.05943211
-24.9930874 -43.69203 1 0.01550768
40.77306684 -15.58872 1 0.01950549
25.77535818 -18.95116 1 -0.0077634
-60.1898851 -65.99181 1 0.0034245
-17.9538078 -30.00036 1 0.01363219
-131.874248 -21.40091 1 0.00909136
71.86950517 -34.07512 1 0.00800665
-53.1313817 -1.616856 1 0.0429804
172.0488923 0.6070344 1 0.09677232
-29.3075344 -22.00961 1 0.03182392
-113.78621 -9.616417 1 0.00744691
-72.6812592 23.312343 1 0.01462246
167.727954 -36.98788 1 0.03500681
-81.1308168 -32.27428 1 -0.0011409
4178.977278 -65.92078 1 -0.0459373
-65.9207828 345.249 1 -0.0046307

-0.00225393 0.1503462 -0.0098981 -0.0194295 -0.0159182 -0.0158133 -0.0084419 -0.0075657 -0.0082949

0.000784007 -0.13049 0.05653198 0.05653198 -0.0051952 0.00030388 -0.0372584 0.04140793 -0.1714718
MEDC MIKA MNCN PGAS PTBA PTPP PWON SMGR SMRA
0.000480213 -0.102407 0.04988896 0.04893583 -0.0062675 -0.0013078 -0.0343768 0.03651057 -0.1551542
0.000176419 -0.074323 0.04324595 0.04133969 -0.0073398 -0.0029196 -0.0314951 0.0316132 -0.1388365
-0.00012737 -0.046239 0.03660294 0.03374354 -0.0084121 -0.0045313 -0.0286135 0.02671584 -0.1225188
-0.00043117 -0.018156 0.02995993 0.0261474 -0.0094844 -0.006143 -0.0257318 0.02181847 -0.1062011
-0.00073496 0.0099279 0.02331692 0.01855126 -0.0105567 -0.0077547 -0.0228502 0.01692111 -0.0898834
-0.00103876 0.0380116 0.01667391 0.01095511 -0.011629 -0.0093665 -0.0199685 0.01202374 -0.0735657
-0.00134255 0.0660953 0.0100309 0.00335897 -0.0127013 -0.0109782 -0.0170869 0.00712638 -0.057248
-0.00164634 0.0941789 0.00338789 -0.0042372 -0.0137736 -0.0125899 -0.0142052 0.00222901 -0.0409303
-0.00195014 0.1222626 -0.0032551 -0.0118333 -0.0148459 -0.0142016 -0.0113236 -0.0026684 -0.0246126
0.03775108 -0.0048537 0.00199402 0.03659685 0.0006078 0.02220663 0.171974642073069
-0.03655 0.03657195 -0.1209426 0.00550148 -0.0507728 -0.0947935 0.98668857882278
TBIG TKIM TLKM TOWR TPIA UNTR UNVR
-0.0291199 0.03242938 -0.1086489 0.00861102 -0.0456347 -0.0830935 0.905217185147809
-0.0216898 0.02828682 -0.0963552 0.01172056 -0.0404966 -0.0713934 0.823745791472838
-0.0142597 0.02414425 -0.0840616 0.01483009 -0.0353586 -0.0596934 0.742274397797866
-0.0068296 0.02000168 -0.0717679 0.01793963 -0.0302205 -0.0479934 0.660803004122895
0.00060053 0.01585912 -0.0594743 0.02104916 -0.0250825 -0.0362934 0.579331610447924
0.00803064 0.01171655 -0.0471806 0.0241587 -0.0199444 -0.0245934 0.497860216772953
0.01546075 0.00757398 -0.0348869 0.02726824 -0.0148064 -0.0128934 0.416388823097982
0.02289086 0.00343141 -0.0225933 0.03037777 -0.0096683 -0.0011934 0.334917429423011
0.03032097 -0.0007112 -0.0102996 0.03348731 -0.0045303 0.01050662 0.25344603574804
-0.0162958371955
0.04318882256724
WIKA Return Portofolio var portofolio Risiko portofolio
0.03724035659096 1 -0.0303085806959 0.00694789498089 0.083354033980922
0.03129189061468 1 -0.0237396455544 0.00556762243711 0.074616502444877
0.0253434246384 1 -0.020422434782 0.00436297359615 0.066052809146533
0.01939495866213 1 -0.0178767648164 0.00334546393718 0.057839985625669
0.01344649268585 1 -0.0114676946002 0.00243868759194 0.049383069891815
0.00749802670957 1 -0.0055393493078 0.00171530230165 0.041416208199821
0.00154956073329 1 -0.0037163010466 0.00115969918628 0.034054356348093
-0.004398905243 1 -4.900105754E-05 0.00074961768219 0.027379146849194
-0.0103473712193 1 0.0037798483003 0.00050762250792 0.022530479531493

Min -0.0303085806959 0.00050762250792 0.022530479531493

Modal ACES ADRO

Rp 100,000,000 Rp 7,948,025.18 Rp 2,714,879.17
AKRA ANTM ASII BBCA BBNI
Rp 1,370,646.89 -Rp 1,630,315.10 Rp 2,131,015.91 Rp 6,603,336.69 -Rp 0.00
BBRI BBTN BMRI BSDE
-Rp 2,847,677.93 -Rp 1,381,563.83 Rp 1,876,907.56 -Rp 2,259,936.07
BTPS CPIN CTRA ERAA EXCL
Rp 749,453.64 Rp 1,494,108.62 -Rp 1,675,903.05 Rp 1,135,043.55 Rp 304,846.52
GGRM HMSP ICBP INCO INDF
Rp 3,946,199.23 Rp 7,414,913.94 Rp 9,338,988.20 Rp 801,824.50 Rp 3,709,458.35
INKP INTP ITMG JPFA JSMR
Rp 384,155.31 Rp 1,693,999.68 -Rp 1,169,878.11 -Rp 1,465,405.79 Rp 3,924,874.28
KLBF MDKA MEDC MIKA MNCN
Rp 18,515,674.08 Rp 2,372,478.54 -Rp 195,013.87 Rp 12,226,255.60 -Rp 325,512.14
PGAS PTBA PTPP PWON SMGR
-Rp 1,183,331.77 -Rp 1,484,589.78 -Rp 1,420,162.01 -Rp 1,132,359.80 -Rp 266,835.12
SMRA TBIG TKIM TLKM TOWR
-Rp 2,461,263.26 Rp 3,032,096.87 -Rp 71,115.39 -Rp 1,029,963.34 Rp 3,348,730.92
TPIA UNTR UNVR WIKA
-Rp 453,025.90 Rp 1,050,661.65 Rp 25,344,603.57 -Rp 1,034,737.12