Return AASI

3.602296895
0.834493539
15.58620323
12.52985103
-8.483583852
11.93511732
4.968951281
-6.114388483
19.11762247
0.529101311
-8.947357077
5.105961959
-10.35746817
6.441726987
9.510072387
2.777956036
0.284333422
8.170200004
10.93627935
-6.170221319
3.335368609
0.94162124
5.137293203
2.006031412

(R-Rf)
3.06563
0.300327
15.0637
12.01318
-9.00858
11.38512
4.416451
-6.61772
18.61512
0.027435
-9.45069
4.601795
-10.8616
5.936727
9.003406
2.271289
-0.21733
7.6677
10.43545
-6.67105
2.837869
0.410815
4.602022
1.484181

Rf
0.536667
0.534167
0.5225
0.516667
0.525
0.55
0.5525
0.503333
0.5025
0.501667
0.503333
0.504167
0.504167
0.505
0.506667
0.506667
0.501667
0.5025
0.500833
0.500833
0.4975
0.530806
0.535272
0.521851

Rm
3.015988
-2.36568
8.955082
6.983435
-5.86605
4.173357
5.340181
0.41065
13.60895
3.827954
-2.86393
4.879374
-7.94773
1.794603
6.003029
3.831381
0.454208
1.344864
6.22931
-6.99789
-7.61894
6.813548
-1.99868
2.877785

(RM-Rf)
2.479322
-2.89984
8.432582
6.466768
-6.39105
3.623357
4.787681
-0.09268
13.10645
3.326287
-3.36726
4.375208
-8.45189
1.289603
5.496362
3.324714
-0.04746
0.842364
5.728476
-7.49873
-8.11644
6.282742
-2.53395
2.355934

SMB
39.93621
4.443654
0.696123
14.23238
-2.64094
-7.92938
0.174079
41.35767
143.9398
39.99028
158.7684
-38.067
-30.1448
-17.7269
-22.946
9.026837
99.82213
24.32472
32.40535
-71.213
-6.81084
-8.63963
-15.896
-18.2906

HML
-20.9504
-18.1603
-28.1971
-26.8187
15.95522
-9.44964
-13.9952
-22.5394
-91.3175
-11.7761
-28.2621
6.312868
21.75093
-3.70584
-7.85998
-24.1
-36.6611
-12.9428
-36.7339
24.12929
-0.51946
-2.00744
4.019215
-2.0336

MEAN
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561
3.486561

50.25191
18.67151
363.7703
256.5255
24.97024
237.8282
71.49569
6.905478
510.9491
16.12554
29.82029
73.83145
47.20937
98.5709
168.9125
39.24417
14.21964
135.8801
208.0183
7.202033
46.53872
19.6088
74.37086
30.16857

STD
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171
10.53171

(ri-Rf)/
0.291086
0.028516
1.430319
1.140668
-0.85538
1.081032
0.419348
-0.62836
1.767531
0.002605
-0.89736
0.436947
-1.03133
0.5637
0.854885
0.215662
-0.02064
0.728058
0.99086
-0.63343
0.269459
0.039007
0.436968
0.140925

0.540475 -0.10707 -0.29654

0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654
0.540475 -0.10707 -0.29654

0.540475
-0.107068
-0.296535

Periode
Jan-10
Feb-10
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11

Emiten
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS
IMAS

Return IMAS
(R-Rf)
4.017131
3.464734
3.476005
13.16238
12.62725
16.0814
14.30772
16.52626
22.96685
9.180129
0.719468
8.571514
-11.8422
0
11.94035
7.200272
6.964977
-4.65126
27.65601
7.651256
10.62712
-0.72827
2.184606
1.840157

3.480464
2.930567
2.953505
12.64572
12.10225
15.5314
13.75522
16.02293
22.46435
8.678463
0.216135
8.067348
-12.3464
-0.505
11.43368
6.693605
6.463311
-5.15376
27.15517
7.150423
10.12962
-1.25907
1.649334
1.318306

Rf
0.536667
0.534167
0.5225
0.516667
0.525
0.55
0.5525
0.503333
0.5025
0.501667
0.503333
0.504167
0.504167
0.505
0.506667
0.506667
0.501667
0.5025
0.500833
0.500833
0.4975
0.530806
0.535272
0.521851

Rm
3.015988
-2.36568
8.955082
6.983435
-5.86605
4.173357
5.340181
0.41065
13.60895
3.827954
-2.86393
4.879374
-7.94773
1.794603
6.003029
3.831381
0.454208
1.344864
6.22931
-6.99789
-7.61894
6.813548
-1.99868
2.877785

(RM-Rf)
2.479322
-2.89984
8.432582
6.466768
-6.39105
3.623357
4.787681
-0.09268
13.10645
3.326287
-3.36726
4.375208
-8.45189
1.289603
5.496362
3.324714
-0.04746
0.842364
5.728476
-7.49873
-8.11644
6.282742
-2.53395
2.355934

SMB
39.93621
4.443654
0.696123
14.23238
-2.64094
-7.92938
0.174079
41.35767
143.9398
39.99028
158.7684
-38.067
-30.1448
-17.7269
-22.946
9.026837
99.82213
24.32472
32.40535
-71.213
-6.81084
-8.63963
-15.896
-18.2906

HML
-20.9504
-18.1603
-28.1971
-26.8187
15.95522
-9.44964
-13.9952
-22.5394
-91.3175
-11.7761
-28.2621
6.312868
21.75093
-3.70584
-7.85998
-24.1
-36.6611
-12.9428
-36.7339
24.12929
-0.51946
-2.00744
4.019215
-2.0336

MEAN
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327
7.664327

136.4565
123.856
124.107
433.7519
411.7482
563.8595
482.7708
585.1847
938.2688
283.7357
70.28802
263.6025
17.45474
58.74191
384.3433
220.9563
214.0165
9.078547
1247.526
234.5671
334.577
48.1089
97.00147
90.33521

STD
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596
17.90596

(ri-Rf)/

0.194375 -0.10234 -0.07842 -0.34032

0.163664 -0.10234 -0.07842 -0.34032
0.164945 -0.10234 -0.07842 -0.34032
0.70623 -0.10234 -0.07842 -0.34032
0.675879 -0.10234 -0.07842 -0.34032
0.867387 -0.10234 -0.07842 -0.34032
0.768192 -0.10234 -0.07842 -0.34032
0.894838 -0.10234 -0.07842 -0.34032
1.254574 -0.10234 -0.07842 -0.34032
0.484669 -0.10234 -0.07842 -0.34032
0.012071 -0.10234 -0.07842 -0.34032
0.45054 -0.10234 -0.07842 -0.34032
-0.68951 -0.10234 -0.07842 -0.34032
-0.0282 -0.10234 -0.07842 -0.34032
0.638541 -0.10234 -0.07842 -0.34032
0.37382 -0.10234 -0.07842 -0.34032
0.360959 -0.10234 -0.07842 -0.34032
-0.28782 -0.10234 -0.07842 -0.34032
1.516544 -0.10234 -0.07842 -0.34032
0.399332 -0.10234 -0.07842 -0.34032
0.565712 -0.10234 -0.07842 -0.34032
-0.07032 -0.10234 -0.07842 -0.34032
0.092111 -0.10234 -0.07842 -0.34032
0.073624 -0.10234 -0.07842 -0.34032

0.540475
0.161459
0.771825
0.516742
0.047583
-0.10234
-0.81032
-0.03143
0.184156
0.167131
-0.35103
-0.57291