Tanggal Harga saham SGRO Harga saham TLKM R_SGRO R_TLKM Return yang diharapkan d

30/09/2022 2,100 4,460 0.009615 0.004505 Return yang diharapkan d

29/09/2022 2,080 4,440 -0.023474 -0.006711
28/09/2022 2,130 4,470 -0.009302 0.006757 Korelasi ρ
27/09/2022 2,150 4,440 -0.013761 -0.004484
26/09/2022 2,180 4,460 -0.009091 0.018265 Resiko saham SGRO σa
23/09/2022 2,200 4,380 0.018519 -0.011287 Resiko saham TLKM σg
22/09/2022 2,160 4,430 0 0
21/09/2022 2,160 4,430 -0.013699 -0.011161
20/09/2022 2,190 4,480 0.018605 -0.004444
19/09/2022 2,150 4,500 0.018957 0.020408
16/09/2022 2,110 4,410 0.004762 -0.02
15/09/2022 2,100 4,500 -0.004739 0.004464
14/09/2022 2,110 4,480 0 -0.00885
13/09/2022 2,110 4,520 0.009569 -0.004405
12/9/2022 2,090 4,540 0 -0.013043
9/9/2022 2,090 4,600 -0.004762 0.008772
8/9/2022 2,100 4,560 -0.004739 0.01559
7/9/2022 2,110 4,490 0.004762 -0.004435
6/9/2022 2,100 4,510 0.009615 -0.02381
5/9/2022 2,080 4,620 -0.018868 0.004348
2/9/2022 2,120 4,600 -0.004695 0.004367
1/9/2022 2,130 4,580 -0.004673 0.004386
31/08/2022 2,140 4,560 0 0.017857
30/08/2022 2,140 4,480 0.019048 -0.00885
29/08/2022 2,100 4,520 -0.009434 0.006682
26/08/2022 2,120 4,490 0 -0.017505
25/08/2022 2,120 4,570 0.004739 -0.037895
24/08/2022 2,110 4,750 -0.004717 0.019313
23/08/2022 2,120 4,660 0 0.002151
22/08/2022 2,120 4,650 -0.004695 0.01087
19/08/2022 2,130 4,600 0 0.010989
18/08/2022 2,130 4,550 0.014286 0.031746
16/08/2022 2,100 4,410 -0.014085 -0.008989
15/08/2022 2,130 4,450 0.014286 -0.021978
12/8/2022 2,100 4,550 -0.014085 -0.004376
11/8/2022 2,130 4,570 -0.009302 0.002193
10/8/2022 2,150 4,560 0 -0.017241
9/8/2022 2,150 4,640 -0.00463 -0.012766
8/8/2022 2,160 4,700 0 0.010753
5/8/2022 2,160 4,650 0 0.021978
4/8/2022 2,160 4,550 0.004651 0.011111
3/8/2022 2,150 4,500 -0.018265 0.011236
2/8/2022 2,190 4,450 -0.013514 0.034884
1/8/2022 2,220 4,300 0.018349 0.016548
29/07/2022 2,180 4,230 0.013953 -0.002358
28/07/2022 2,150 4,240 0.064356 -0.013953
27/07/2022 2,020 4,300 -0.019417 0.011765
26/07/2022 2,060 4,250 0.009804 0.002358
25/07/2022 2,040 4,240 0.014925 0.002364
22/07/2022 2,010 4,230 -0.009852 -0.007042
21/07/2022 2,030 4,260 0.00495 0.011876
20/07/2022 2,020 4,210 0 0.012019
19/07/2022 2,020 4,160 0.01 -0.00716
18/07/2022 2,000 4,190 0 0.009639
15/07/2022 2,000 4,150 0 0.032338
14/07/2022 2,000 4,020 0 0.020305
13/07/2022 2,000 3,940 -0.009901 -0.017456
12/7/2022 2,020 4,010 0.004975 -0.007426
11/7/2022 2,010 4,040 -0.00495 0.007481
8/7/2022 2,020 4,010 0.01 -0.007426
7/7/2022 2,000 4,040 0.015228 0.004975
6/7/2022 1,970 4,020 -0.012531 0.007519
5/7/2022 1,995 3,990 0 0
4/7/2022 1,995 3,990 -0.05 -0.007463
1/7/2022 2,100 4,020
Return yang diharapkan dari E(R_SGRO) 0.01% Wa Wu E(Rp) σp
Return yang diharapkan dari E(R_TLKM) 0.17% 1 0 0.000106 0.014709
0.95 0.05 0.000187 0.013908
-0.117819 0.9 0.1 0.000268 0.013147
0.85 0.15 0.000348 0.012433
Resiko saham SGRO σa 1.47% 0.8 0.2 0.000429 0.011775
Resiko saham TLKM σg 1.42% 0.75 0.25 0.00051 0.011184
0.7 0.3 0.000591 0.010669
0.65 0.35 0.000672 0.010243
0.6 0.4 0.000753 0.009917
0.55 0.45 0.000834 0.009701
0.5 0.5 0.000915 0.009602
0.45 0.55 0.000995 0.009625
0.4 0.6 0.001076 0.009768
0.35 0.65 0.001157 0.010026
0.3 0.7 0.001238 0.01039
0.25 0.75 0.001319 0.01085
0.2 0.8 0.0014 0.011395
0.15 0.85 0.001481 0.012012
0.1 0.9 0.001562 0.012692
0.05 0.95 0.001642 0.013424
0 1 0.001723 0.014201
Wa Wu σp E(Rp)
1 0 1.471% 0.01%
0.95 0.05 1.391% 0.02% Chart Title
0.9 0.1 1.315% 0.03% 0.20%
0.85 0.15 1.243% 0.03% 0.18% 0.16%
0.8 0.2 1.178% 0.04% 0.16%
0.16% 0.15%
0.75 0.25 1.118% 0.05% 0.14%
0.14% 0.13%
0.12%
0.7 0.3 1.067% 0.06% 0.12%
0.12% 0.11%
0.65 0.35 1.024% 0.07% 0.10%
0.10% 0.09%
0.6 0.4 0.992% 0.08% 0.08%
0.08%
0.55 0.45 0.970% 0.08% 0.08% 0.07%
0.06%
0.06% 0.05%
0.5 0.5 0.960% 0.09% 0.04%
0.03%
0.45 0.55 0.962% 0.10% 0.04% 0.03%
0.0
0.4 0.6 0.977% 0.11% 0.02%
0.35 0.65 1.003% 0.12% 0.00%
0.900% 1.000% 1.100% 1.200% 1.300% 1.
0.3 0.7 1.039% 0.12%
0.25 0.75 1.085% 0.13%
0.2 0.8 1.140% 0.14% Kesimpulan jika kita menanamkan 0.35 saham SGRO dan 0.65 di sah
0.15 0.85 1.201% 0.15% sangat rendah sebesar 1.003% dengan tingkat pengemb
0.1 0.9 1.269% 0.16%
0.05 0.95 1.342% 0.16%
0 1 1.420% 0.17%
Title

0.17%
0.16%
0.16%
5%

0.03%
0.03%
0.02%
0.01%

00% 1.300% 1.400% 1.500%

am SGRO dan 0.65 di saham TLKM maka tingkat resikonya

dengan tingkat pengembalian 0.12%