Tahun

2001

2002

2003

Triwulan
I
II
III
IV
I
II
III
IV
I
II
III
IV

t
1
2
3
4
5
6
7
8
9
10
11
12

Xt
36.00
39.00
43.00
34.00
38.00
41.00
50.00
39.00
47.00
51.00
58.00
47.00

Dt
1.92
2.08
2.29
1.81
1.87
2.01
2.20
1.73
1.79
1.91
2.09
1.65

St

38.00
67.17
127.60
189.41
312.11
507.89
821.16
1307.34

bt
1.92
2.08
2.29
1.81
2.03
2.01
2.01
1.98
1.97
1.95
1.93
1.91

Ft

160.19
310.22
464.63
703.46
1230.69
2175.16
2748.83

PE

-290.70%
-520.44%
-1091.35%
-1396.73%
-2313.11%
-3650.28%
-5748.58%

ABS(PE)

290.70%
520.44%
1091.35%
1396.73%
2313.11%
3650.28%
5748.58%
2144.46%

STAT-U

-53.41
-21.13
-38.60
-29.16
-23.31
9.31
0.00
-156.30
0.75

-39.78
-49.22
-37.79
-45.91
-49.86
-57.19
-47.00
-279.76

Tahun
2001

2002

2003

stat u

Triwulan
I
II
III
IV
I
II
III
IV
I
II
III
IV

t
1
2
3
4
5
6
7
8
9
10
11
12

Xt
36.00
39.00
43.00
34.00
38.00
41.00
50.00
39.00
47.00
51.00
58.00
47.00

Dt

St
0.95
1.01
1.10
0.83
0.95
1.02
1.11
0.84
0.96
1.03
1.11
0.86

38.00
38.89
43.37
38.30
37.62
40.59
45.23
40.09

Bt

Ft
0.95
1.01
1.10
0.83
0.90
1.02
1.07
0.80
0.93
1.31
2.21
4.00

32.94
44.07
31.10
38.50
44.78
96.44
164.71

PE

ABS (PE)

STAT-U
Alpha =
beta =
gamma=

5.15%
13.26%
1.80%
19.97%
20.40%
22.02%
14.70%

5.15%
13.26%
1.80%
19.97%
20.40%
22.02%
14.70%

-59.90
-29.80
-55.65
-54.39
-64.07
-35.25
0.00
-299.06
0.96

-39.78
-49.22
-37.79
-45.91
-49.86
-57.19
-47.00
-326.76

0.2
0.1
0.05