Finance

NO
NAMA EMITEN
1 Lippo Securities Tbk.
2 Lippo General Insurance Tbk.
3 Minna Padi Investama Tbk.
4 Panca Global Securities Tbk.
5 Kresna Graha Sekurindo Tbk.
6 Asuransi Jasa Tania Tbk
7 Asuransi Multi Artha Guna Tbk.
8 Asuransi Bina Dana Arta Tbk.
9 Panin Sekuritas Tbk.
10 Bank Rakyat Indonesia (Persero) Tbk.
11 Bank Mutiara Tbk.
12 Panin Insurance Tbk.
13 Panin Financial Tbk.
14 Sinar Mas Multiartha Tbk.
15 Clipan Finance Indonesia Tbk.
16 Bank Mayapada Internasional Tbk.
17 Bank of India Indonesia Tbk.
18 HD Capital Tbk.
19 Bank Mandiri (Persero) Tbk.
20 Maskapai Reasuransi Ind. Tbk.
21 Pacific Strategic Financial Tbk.
22 Bank Tabungan Pensiunan Nasional Tbk.
23 Danasupra Erapacific Tbk.
24 Bank Mega Tbk.
25 BFI Finance Indonesia Tbk.
26 Adira Dinamika Multi Finance Tbk.
27 Bank OCBC NISP Tbk.
28 Tifa Finance Tbk
29 BPD Jawa Timur Tbk.
30 BPD Jawa Barat dan Banten Tbk.
31 Buana Finance Tb
KODE
LPPS
LPGI
PADI
PEGE
KREN
ASJT
AMAG
ABDA
PANS
BBRI
BCIC
PNIN
PNLF
SMMA
CFIN
MAYA
BSWD
HADE
BMRI
MREI
APIC
BTPN
DEFI
MEGA
BFIN
ADMF
NISP
TIFA
BJTM
BJBR
BBLD
DER
0
0.4
0.72
0.87
1.37
1.43
0.73
1.76
0.33
7.19
11.25
0.4
0.42
1.78
0.9
8.16
5.66
1.37
6.91
1.42
0.13
6.54
0.01
9.41
1.32
4
7.84
3.55
5.37
10.97
2.34
ROA
72.9
69.5
21.1
23.1
19.2
24.7
17.3
16
7.7
4
3.8
9.9
9.6
10.8
7.5
3
3.2
2.6
2.8
11.8
1.6
3.4
2.4
2.1
7.1
5.1
1.1
4.1
2.7
2.2
4.6
ROE
NPM
73.1 114,996.10
97.5
111.4
36.3
107.8
43.2
60.5
45.4
59
60
14.2
30
50.3
44.2
33.3
10.3
66.1
32.7
34.9
46.7
10.7
13.9
47.1
13.6
47.2
30.1
25.4
14.3
43.2
27.9
25.9
21.2
33.8
6.1
52.4
21.9
27.2
28.5
15.4
1.8
52.8
25.4
20.2
2.4
50.6
22.1
21.2
16.5
29.1
25.4
18.4
9.6
33.4
18.5
25.3
17.1
26.2
26
11.9
15.5
27.3
32 Bank Central Asia Tbk.

33 Batavia Prosperindo Finance Tbk.
34 Asuransi Ramayana Tbk.
35 Bank Bukopin Tbk.
36 Bank Negara Indonesia (Persero) Tbk.
37 Bank Pan Indonesia Tbk.
38 Bank CIMB Niaga Tbk.
39 Trust Finance Indonesia Tbk
40 Mandala Multifinance Tbk.
41 Bank Himpunan Saudara 1906 Tbk.
42 Bank Danamon Indonesia Tbk.
43 Bank Victoria International Tbk.
44 Bank Artha Graha Internasional Tbk.
45 Bank Tabungan Negara (Persero) Tbk.
46 Bank Nusantara Parahyangan Tbk.
47 Asuransi Harta Aman Pratama Tbk.
48 Bank Windu Kentjana International Tbk.
49 Bank Bumi Arta Tbk.
50 Bank Ekonomi Raharja Tbk.
51 Bank Permata Tbk.
52 Majapahit Securities Tbk.
53 Verena Multi Finance Tbk.
54 Arthavest Tbk.
55 Yulie Sekurindo Tbk.
56 Trimegah Securities Tbk.
57 Asuransi Bintang Tbk.
58 Equity Development Investama Tbk
59 Bank Internasional Indonesia Tbk.
60 Bank Capital Indonesia Tbk.
61 Asuransi Dayin Mitra Tbk.
62 Bank Sinarmas Tbk.
63 Wahana Ottomitra Multiartha Tbk.
64 Bank Rakyat Indonesia Agroniaga Tbk.
BBCA
BPFI
ASRM
BBKP
BBNI
PNBN
BNGA
TRUS
MFIN
SDRA
BDMN
BVIC
INPC
BBTN
BBNP
AHAP
MCOR
BNBA
BAEK
BNLI
AKSI
VRNA
ARTA
YULE
TRIM
ASBI
GSMF
BNII
BACA
ASDM
BSIM
WOMF
AGRO
6.91
1.83
5.74
12.87
6.07
7.4
8.25
1.01
3
11.6
4.17
9.16
7.42
10.52
11.26
2.05
6.96
6.28
8.19
9.76
0.24
6.7
0.31
0.16
1.72
2.14
3.46
10.99
7.61
3.45
5.58
5.84
9.7
2.5
6.3
3.7
1.2
2.1
1.7
1.6
4.4
3.4
1.3
2.7
1.3
1.5
1.1
1.1
6.1
1.4
1.5
1.1
1
3
1.8
4.4
1.1
3.4
3.4
3.1
0.7
0.8
2.6
0.8
1
0.2
19.6
17.9
25.2
16.5
14.8
14.3
14.7
8.9
13.8
16.4
13.9
12.9
12.3
12.4
13
18.7
11.3
10.8
10
10.7
3.7
13.9
5.8
1.3
9.3
10.8
13.6
8
7.2
11.7
5
6.6
2
18
19.9
11.1
13.6
20.4
19.2
17.5
26.6
19.3
8.9
17.3
13.8
15.4
12.4
10.7
8.3
14.6
15.6
14.5
11.4
25.3
8.7
19.2
25.7
13.3
10.8
6.9
6.3
10
4.2
9.8
2
1.8
65 HD Finance Tbk.
66 Bank Pundi Indonesia Tbk.
67 Reliance Securities Tbk.
68 Bank QNB Kesawan Tbk.
69 Bank ICB Bumiputera Tbk.
70 Onix Capital Tbk.
71 Capitalinc Investment Tbk.
72 Amstelco Indonesia Tbk.
73 Bhakti Capital Indonesia Tbk.
74 Royal Oak Development Asia Tbk.
#data maret 2013
data desember 2012
tidak ditemukan data
HDFA
BEKS
RELI
BKSW
BABP
OCAP
MTFN
INCF
BCAP
RODA
5.36
11.8
1.96
4.51
9
20.03
9.49
0.3
-0.2
0.5
0.01
-1
-0.9
-3
1.8
-3
1.4
0.04
-9.6
-18.1
-31
3.7
-0.7
1.8
0.05
-9
-25.5
-65.5
TOTAL
28785.53
69.7
41.48
31.9175
31.2425
25.0825
24.5825
23.815
21.1075
19.6975
18.1125
17.825
17.705
17.02
16.475
16.24
15.965
15.6175
14.7025
14.28
14.0825
13.885
13.8525
13.7025
13.505
13.225
12.985
12.8625
12.8425
12.7675
12.435
11.7525
11.4825
11.435
11.0425
10.8425
10.65
10.5125
10.2275
9.875
9.55
9.5175
9.29
9.155
9.105
9.015
8.7875
8.565
8.545
8.4475
8.215
8.06
7.775
7.4275
7.065
6.93
6.785
6.765
6.4975
6.4025
5.4875
5.295
3.86
3.425
2.79
1.975
1.415
1.1525
-2.65
-6.1175
-22.5025
ABDA
Date
Open
High
Low
6/14/2013
3500
3500
6/13/2013
3500
3500
6/12/2013
3700
3700
6/11/2013
3700
3700
6/10/2013
3700
3700
6/7/2013
3450
3450
6/6/2013
3500
3500
6/5/2013
3500
3600
6/4/2013
3500
3500
6/3/2013
3400
3400
5/31/2013
3500
3500
5/30/2013
3450
3450
5/29/2013
3500
3500
5/28/2013
3300
3300
5/27/2013
3250
3500
5/24/2013
3425
3500
5/23/2013
3600
3600
5/22/2013
3600
3600
5/21/2013
3600
3600
5/20/2013
3200
3200
5/17/2013
3200
3200
5/16/2013
3200
3200
5/15/2013
3200
3200
5/14/2013
3500
3500
5/13/2013
3500
3500
5/10/2013
3500
3500
5/9/2013
3500
3500
5/8/2013
3500
3500
5/7/2013
3200
3200
5/6/2013
3200
3200
Close
Volume Adj Close Return (Rt) (Retun-Rata2
3500
3500
1500
3500
0.000000
3500
3500
2000
3500
-0.054054
3700
3700
11500
3700
0.000000
3450
3700
11500
3700
0.000000
3450
3700
5000
3700
0.072464
3450
3450
8000
3450
-0.014286
3500
3500
0
3500
0.000000
3500
3500
8000
3500
0.000000
3400
3500
8000
3500
0.029412
3400
3400
30000
3400
-0.028571
3475
3500
3000
3500
0.014493
3150
3450
5500
3450
-0.014286
3350
3500
1000
3500
0.060606
3300
3300
5000
3300
0.015385
3225
3250
6500
3250
-0.051095
3425
3425
6000
3425
-0.048611
3600
3600
1000
3600
0.000000
3600
3600
1000
3600
0.000000
3500
3600
1000
3600
0.137081
3200
3200
15000
3166
0.000000
3200
3200
15000
3166
0.000000
3200
3200
15000
3166
0.000000
3200
3200
1000
3166
-0.085714
3500
3500
1000 3462.81
0.000000
3500
3500
1000 3462.81
0.000000
3500
3500
1000 3462.81
0.000000
3500
3500
0 3462.81
0.000000
3500
3500
1000 3462.81
0.093749
3200
3200
10500
3166
0.000000
3200
3200
10500
3166
0.000000
return)2
0.000045
0.003689
0.000045
0.000045
0.004327
0.000440
0.000045
0.000045
0.000516
0.001243
0.000061
0.000440
0.002907
0.000076
0.003339
0.003058
0.000045
0.000045
0.017003
0.000045
0.000045
0.000045
0.008538
0.000045
0.000045
0.000045
0.000045
0.007580
0.000045
0.000045
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
3200
3250
3250
3150
3100
3100
3100
3100
3200
3200
3200
3025
3000
3250
3250
3300
3300
2975
2975
2950
3100
2925
3000
3000
2750
2750
2750
2750
2750
2700
2700
2650
3200
3250
3250
3150
3100
3100
3100
3100
3200
3200
3200
3025
3000
3250
3250
3300
3300
2975
2975
2950
3100
2925
3000
3000
2750
2750
2750
2800
2750
2700
2700
2650
3150
3250
3100
3100
3100
3100
3100
3100
3200
3200
3200
3000
3000
3250
3250
3300
3300
2975
2975
2950
3100
2900
2800
2800
2750
2750
2750
2750
2750
2700
2700
2650
3200
3250
3250
3150
3100
3100
3100
3100
3200
3200
3200
3025
3000
3250
3250
3300
3300
2975
2975
2950
3100
2925
3000
3000
2750
2750
2750
2750
2750
2700
2700
2650
10500
6000
6000
1500
1000
1000
1000
7500
0
500
500
8500
5000
500
500
1000
1000
12500
12500
500
2500
8500
51500
51500
3000
0
16500
16500
2500
30000
500
50000
3166
3215.47
3215.47
3116.53
3067.06
3067.06
3067.06
3067.06
3166
3166
3166
2992.86
2968.12
3215.47
3215.47
3264.94
3264.94
2943.39
2943.39
2918.66
3067.06
2893.92
2968.12
2968.12
2720.78
2720.78
2720.78
2720.78
2720.78
2671.31
2671.31
2621.84
-0.015385
0.000000
0.031747
0.016129
0.000000
0.000000
0.000000
-0.031251
0.000000
0.000000
0.057851
0.008335
-0.076925
0.000000
-0.015152
0.000000
0.109245
0.000000
0.008473
-0.048385
0.059829
-0.024999
0.000000
0.090908
0.000000
0.000000
0.000000
0.000000
0.018519
0.000000
0.018868
0.000000
0.000487
0.000045
0.000628
0.000089
0.000045
0.000045
0.000045
0.001439
0.000045
0.000045
0.002618
0.000003
0.006991
0.000045
0.000477
0.000045
0.010518
0.000045
0.000003
0.003033
0.002824
0.001004
0.000045
0.007093
0.000045
0.000045
0.000045
0.000045
0.000140
0.000045
0.000148
0.000045
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
2650
2650
2650
2600
2550
2500
2150
2500
2150
2200
2350
2350
2400
2400
2450
2450
2450
2450
2500
2500
2575
2600
2800
2600
2600
2550
2500
2500
2600
2600
2600
2575
2650
2700
2650
2600
2550
2500
2150
2500
2150
2200
2400
2350
2400
2400
2450
2450
2450
2450
2500
2500
2575
2725
3250
2600
2600
2550
2500
2500
2600
2600
2600
2575
2650
2650
2600
2550
2500
2500
2150
2500
2150
2200
2350
2350
2400
2400
2450
2450
2450
2450
2500
2500
2575
2600
2800
2600
2600
2550
2500
2500
2600
2600
2600
2500
2650
2650
2650
2600
2550
2500
2150
2500
2150
2200
2350
2350
2400
2400
2450
2450
2450
2450
2500
2500
2575
2600
2800
2600
2600
2550
2500
2500
2600
2600
2600
2575
10000
55000
67000
6500
18000
2000
0
2000
50000
250000
2500
44000
0
44000
24000
24000
24000
1500
0
25000
37500
36000
1500
1500
3000
30000
1000
1000
1000
27500
27500
64000
2621.84
2621.84
2621.84
2572.37
2522.91
2473.44
2127.16
2473.44
2127.16
2176.62
2325.03
2325.03
2374.5
2374.5
2423.97
2423.97
2423.97
2423.97
2473.44
2473.44
2547.64
2572.37
2770.25
2572.37
2572.37
2522.91
2473.44
2473.44
2572.37
2572.37
2572.37
2547.64
0.000000
0.000000
0.019231
0.019604
0.020000
0.162790
-0.139999
0.162790
-0.022723
-0.063831
0.000000
-0.020834
0.000000
-0.020409
0.000000
0.000000
0.000000
-0.020000
0.000000
-0.029125
-0.009614
-0.071430
0.076925
0.000000
0.019604
0.020000
0.000000
-0.038459
0.000000
0.000000
0.009707
0.009802
0.000045
0.000045
0.000157
0.000167
0.000177
0.024368
0.021517
0.024368
0.000865
0.004973
0.000045
0.000757
0.000045
0.000734
0.000045
0.000045
0.000045
0.000712
0.000045
0.001282
0.000266
0.006102
0.004934
0.000045
0.000167
0.000177
0.000045
0.002038
0.000045
0.000045
0.000009
0.000010
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
2550
2325
2350
2250
2250
2150
2150
2100
2100
2100
2100
2050
2050
2050
2150
2050
2075
2075
2075
2075
2025
2025
2225
2900
2325
2350
2250
2300
2150
2150
2100
2100
2100
2150
2050
2050
2200
2150
2050
2075
2075
2075
2075
2025
2025
2225
2350
2325
2300
2250
2250
2150
2150
2100
2100
2100
2100
2050
2050
2050
2150
2050
2075
2075
2050
2075
2025
1900
1890
2550
2325
2350
2250
2250
2150
2150
2100
2100
2100
2100
2050
2050
2050
2150
2050
2075
2075
2075
2075
2025
2025
2225
75500
12500
3500
2000
2000
79000
79000
0
105000
54000
84000
21000
21000
34500
500
4000
9500
9500
9500
42000
28500
25500
28500
1/2/2013
1840
1/1/2013
1820
expected return
rata2 return
1840
1820
1840
1820
1840
1820
2000
0
jumlah (return-rata2 return)2

varian
standar deviasi
2522.91
2300.3
2325.03
2226.09
2226.09
2127.16
2127.16
2077.69
2077.69
2077.69
2077.69
2028.22
2028.22
2028.22
2127.16
2028.22
2052.95
2052.95
2052.95
2052.95
2003.48
2003.48
2201.36
0.096774
-0.010636
0.044446
0.000000
0.046508
0.000000
0.023810
0.000000
0.000000
0.000000
0.024391
0.000000
0.000000
-0.046513
0.048782
-0.012046
0.000000
0.000000
0.000000
0.024692
0.000000
-0.089890
0.209239
1820.45
1800.66 -
0.010990
0.008116
0.000300
0.001426
0.000045
0.001586
0.000045
0.000293
0.000045
0.000045
0.000045
0.000313
0.000045
0.000045
0.002830
0.001772
0.000351
0.000045
0.000045
0.000045
0.000324
0.000045
0.009327
0.041028
0.000019
-
0.006686
0.006686
0.254637
0.002176
0.046652
PNIN
Date
Open High
6/14/2013
700
6/13/2013
690
6/12/2013
700
6/11/2013
690
6/10/2013
740
6/7/2013
750
6/6/2013
770
6/5/2013
770
6/4/2013
760
6/3/2013
760
5/31/2013
800
5/30/2013
850
5/29/2013
860
5/28/2013
910
5/27/2013
920
5/24/2013
880
5/23/2013
840
5/22/2013
850
5/21/2013
870
5/20/2013
870
5/17/2013
860
5/16/2013
790
5/15/2013
780
5/14/2013
780
5/13/2013
790
5/10/2013
790
5/9/2013
790
5/8/2013
790
5/7/2013
770
5/6/2013
760
Low
720
700
700
730
780
770
770
830
790
800
850
890
930
920
940
890
870
880
880
880
880
790
800
790
800
800
790
790
780
780
Close
700
680
670
690
720
750
770
760
730
750
790
840
860
910
890
840
820
850
850
850
790
780
770
770
780
780
790
770
730
740
Volume Adj Close Return (Rt)

700
284000
700
0.014493
690
390500
690
-0.014286
700 1508500
700
0.014493
690 2098500
690
-0.067568
740 3172500
740
-0.013333
750 1373500
750
-0.025974
770
0
770
0.000000
770 5244000
770
0.013158
760 1997500
760
0.000000
760 2533000
760
-0.050000
800 3585000
800
-0.058824
850 1483000
850
-0.011628
860 2080000
860
-0.054945
910 1727000
910
-0.010870
920 5063500
920
0.045455
880 4585500
880
0.047619
840 4706000
840
-0.011765
850
684500
850
-0.022989
870 2419000
870
0.000000
870 1618500
870
0.011628
860 16355500
860
0.088608
790
738500
790
0.012821
780 2454000
780
0.000000
780
705500
780
-0.012658
790
890000
790
0.000000
790 2325000
790
0.000000
790
0
790
0.000000
790 5873500
790
0.025974
770 1184500
770
0.013158
760
177500
760
0.013333
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
750
750
760
770
760
760
760
750
750
750
750
750
760
750
760
760
740
740
730
740
740
740
740
740
750
740
740
770
760
770
770
780
760
770
770
770
770
760
770
760
750
750
760
750
760
760
770
760
750
740
750
750
740
750
760
760
770
740
790
780
770
770
790
790
730
750
760
760
760
750
750
750
750
750
740
750
740
740
750
740
720
730
730
740
730
730
740
740
740
740
740
760
750
760
760
760
750
750
760
770
760
760
760
750
750
750
750
750
760
750
760
760
740
740
730
740
740
740
740
740
750
740
740
770
760
770
770
780
722000
962500
865000
248500
327500
211500
700000
143000
0
0
1509500
163500
99000
947000
1060500
503000
3115500
2931000
1626000
991500
1144500
991000
2574500
2574500
3040500
0
1038000
386500
302000
398000
1587500
2983000
750
750
760
770
760
760
760
750
750
750
750
750
760
750
760
760
740
740
730
740
740
740
740
740
750
740
740
770
760
770
770
780
0.000000
-0.013158
-0.012987
0.013158
0.000000
0.000000
0.013333
0.000000
0.000000
0.000000
0.000000
-0.013158
0.013333
-0.013158
0.000000
0.027027
0.000000
0.013699
-0.013514
0.000000
0.000000
0.000000
0.000000
-0.013333
0.013514
0.000000
-0.038961
0.013158
-0.012987
0.000000
-0.012821
0.000000
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
780
760
760
750
740
740
730
730
730
730
720
720
720
700
690
650
640
620
630
610
630
620
640
630
630
620
620
610
610
620
630
640
780
780
760
750
740
750
730
740
750
730
730
730
740
720
700
660
660
630
640
630
630
640
640
640
630
640
630
620
620
630
640
660
750
750
740
730
710
730
730
720
730
720
720
720
690
680
650
630
620
620
600
610
610
620
620
610
610
610
600
600
610
620
630
610
780 1901000
760 2105000
760 1502000
750 1499000
740 1821500
740 1772000
730
0
730 1491500
730 1450000
730 1324500
720 1160000
720 1570500
720 2942000
700 4188000
690 7000000
650
854000
640 4153000
620
408000
630 3210500
610 1214000
630
583500
620 1607500
640 1292500
630 4739000
630 2220500
620 1260000
620 1303000
610
437500
610
397500
620
290500
630 1844000
640 11947500
780
760
760
750
740
740
730
730
730
730
720
720
720
700
690
650
640
620
630
610
630
620
640
630
630
620
620
610
610
620
630
640
0.026316
0.000000
0.013333
0.013514
0.000000
0.013699
0.000000
0.000000
0.000000
0.013889
0.000000
0.000000
0.028571
0.014493
0.061538
0.015625
0.032258
-0.015873
0.032787
-0.031746
0.016129
-0.031250
0.015873
0.000000
0.016129
0.000000
0.016393
0.000000
-0.016129
-0.015873
-0.015625
0.032258
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
620
630
600
550
550
540
550
550
550
550
550
550
550
550
560
540
540
550
530
540
550
540
530
640
640
600
560
550
550
550
550
550
550
550
550
550
560
560
540
540
560
530
550
560
540
540
610
610
560
550
540
540
550
550
540
550
550
550
540
540
540
540
540
540
530
540
540
530
520
620 2545500
630 6123000
600 11628000
550 4107500
550 3334500
540
251000
550
410000
550
0
550 1920000
550
0
550
882500
550
515000
550 1014500
550 4043000
560 2342000
540
286500
540
207500
550 3985500
530
364000
540 1898500
550 2061500
540
282000
530
514500
620
630
600
550
550
540
550
550
550
550
550
550
550
550
560
540
540
550
530
540
550
540
530
-0.015873
0.050000
0.090909
0.000000
0.018519
-0.018182
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.017857
0.037037
0.000000
-0.018182
0.037736
-0.018519
-0.018182
0.018519
0.018868
0.019231
1/2/2013
1/1/2013
expected return
rata2 return
520
510
530
510
510
510
520
510
520
510 -
0.019608

varian
standar deviasi
303000
0
0.002958
0.002958
PADI
(Retun-Rata2 return)
0.000133
0.000297
0.000133
0.004974
0.000265
0.000837
0.000009
0.000104
0.000009
0.002804
0.003817
0.000213
0.003353
0.000191
0.001806
0.001995
0.000217
0.000673
0.000009
0.000075
0.007336
0.000097
0.000009
0.000244
0.000009
0.000009
0.000009
0.000530
0.000104
0.000108
2
Date
Open
High
Low
6/14/2013
1360
1370
6/13/2013
1270
1270
6/12/2013
1260
1260
6/11/2013
1240
1280
6/10/2013
1290
1300
6/7/2013
1300
1330
6/6/2013
1330
1330
6/5/2013
1330
1350
6/4/2013
1310
1320
6/3/2013
1320
1320
5/31/2013
1320
1330
5/30/2013
1320
1350
5/29/2013
1350
1390
5/28/2013
1400
1400
5/27/2013
1380
1480
5/24/2013
1490
1510
5/23/2013
1520
1560
5/22/2013
1560
1570
5/21/2013
1570
1590
5/20/2013
1550
1550
5/17/2013
1400
1400
5/16/2013
1390
1390
5/15/2013
1390
1450
5/14/2013
1450
1460
5/13/2013
1450
1470
5/10/2013
1430
1430
5/9/2013
1390
1390
5/8/2013
1430
1440
5/7/2013
1400
1400
5/6/2013
1390
1390
Close
Volume Adj
1270
1360 3039000
1220
1270 1040500
1210
1260
765500
1240
1240
538500
1240
1290 3033000
1270
1300 2345500
1330
1330
0
1270
1330 5903000
1310
1310
271000
1280
1320 1198000
1320
1320
105000
1300
1320 2188000
1340
1350 4211000
1350
1400 1477500
1380
1380 3889500
1490
1490
798500
1500
1520 2217000
1550
1560
353500
1530
1570 3001000
1390
1550 5397000
1380
1400
213000
1380
1390
95000
1370
1390 6828500
1440
1450
256500
1400
1450 5807000
1420
1430
61000
1390
1390
0
1390
1430 1670500
1380
1400
172500
1360
1390
693500
Close
1360
1270
1260
1240
1290
1300
1330
1330
1310
1320
1320
1320
1350
1400
1380
1490
1520
1560
1570
1550
1400
1390
1390
1450
1450
1430
1390
1430
1400
1390
0.000009
0.000260
0.000254
0.000104
0.000009
0.000009
0.000108
0.000009
0.000009
0.000009
0.000009
0.000260
0.000108
0.000260
0.000009
0.000579
0.000009
0.000115
0.000271
0.000009
0.000009
0.000009
0.000009
0.000265
0.000111
0.000009
0.001757
0.000104
0.000254
0.000009
0.000249
0.000009
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
3/20/2013
1370
1350
1320
1310
1310
1290
1320
1460
1460
1460
1450
1410
1370
1370
1360
1310
1270
1290
1310
1290
1290
1310
1310
1320
1320
1320
1330
1330
1290
1290
1300
1310
1380
1380
1320
1310
1310
1320
1370
1460
1460
1460
1480
1410
1370
1380
1400
1320
1290
1340
1330
1290
1290
1320
1320
1320
1320
1330
1340
1380
1290
1300
1320
1330
1340
1310
1300
1300
1290
1290
1300
1460
1460
1450
1410
1370
1360
1330
1300
1270
1270
1260
1290
1290
1270
1310
1310
1320
1320
1320
1330
1290
1290
1290
1300
1310
1370
1350
1320
1310
1310
1290
1320
1460
1460
1460
1450
1410
1370
1370
1360
1310
1270
1290
1310
1290
1290
1310
1310
1320
1320
1320
1330
1330
1290
1290
1300
1310
1660000
4965500
1592500
265000
1024000
1070000
5502000
0
0
55500
2930000
1437000
54500
2300500
5330000
900000
262500
3665500
1597000
133000
920000
43500
43500
32500
0
195000
74500
2903000
27000
88500
797500
629500
1370
1350
1320
1310
1310
1290
1320
1460
1460
1460
1450
1410
1370
1370
1360
1310
1270
1290
1310
1290
1290
1310
1310
1320
1320
1320
1330
1330
1290
1290
1300
1310
0.000546
0.000009
0.000108
0.000111
0.000009
0.000115
0.000009
0.000009
0.000009
0.000119
0.000009
0.000009
0.000656
0.000133
0.003432
0.000160
0.000859
0.000355
0.000890
0.001204
0.000173
0.001170
0.000167
0.000009
0.000173
0.000009
0.000181
0.000009
0.000364
0.000355
0.000345
0.000859
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/7/2013
2/6/2013
2/5/2013
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1330
1300
1300
1270
1290
1260
1260
1260
1260
1220
1190
1220
1230
1220
1200
1210
1220
1220
1220
1230
1210
1220
1240
1240
1240
1210
1130
1140
1140
1120
1080
1070
1340
1300
1320
1290
1330
1260
1270
1270
1270
1220
1250
1230
1230
1240
1210
1220
1230
1230
1230
1280
1220
1240
1290
1250
1240
1210
1130
1140
1150
1130
1080
1070
1290
1270
1260
1240
1260
1260
1260
1260
1220
1190
1180
1220
1220
1190
1190
1200
1220
1220
1220
1190
1210
1210
1230
1230
1180
1120
1130
1140
1110
1070
1070
1060
1330
1300
1300
1270
1290
1260
1260
1260
1260
1220
1190
1220
1230
1220
1200
1210
1220
1220
1220
1230
1210
1220
1240
1240
1240
1210
1130
1140
1140
1120
1080
1070
2161500
969000
2541500
2559500
3777000
0
191000
550000
2546000
611500
3651000
39500
302500
2625000
145500
634000
143000
30500
88500
5215500
117500
763500
2817000
338500
1817500
3542000
72500
0
959000
2105000
118500
139000
1330
1300
1300
1270
1290
1260
1260
1260
1260
1220
1190
1220
1230
1220
1200
1210
1220
1220
1220
1230
1210
1220
1240
1240
1240
1210
1130
1140
1140
1120
1080
1070
0.000355
0.002213
0.007735
0.000009
0.000242
0.000447
0.000009
0.000009
0.000009
0.000009
0.000009
0.000009
0.000009
0.000433
0.001161
0.000009
0.000447
0.001210
0.000461
0.000447
0.000242
0.000253
0.000265
1/29/2013
1070
1/28/2013
1080
1/25/2013
1050
1/24/2013
1050
1/23/2013
1050
1/22/2013
1060
1/21/2013
1060
1/18/2013
1060
1/17/2013
1050
1/16/2013
1050
1/15/2013
950
1/14/2013
950
1/11/2013
1000
1/10/2013
1030
1/9/2013
1040
1/8/2013
1080
1/7/2013
1130
1/4/2013
1110
1/3/2013
1110
1/2/2013
1090
1/1/2013
1080
expected return
rata2 return
0.000277

varian
standar deviasi
0.064397
0.000550
0.023461
1070
1100
1060
1050
1070
1060
1060
1060
1050
1070
960
1000
1030
1040
1080
1130
1140
1110
1150
1100
1080
1060
1040
1040
1050
1050
1060
1050
1050
1040
950
950
950
1000
1030
1040
1080
1130
1110
1090
1070
1080
1070
1080
1050
1050
1050
1060
1060
1060
1050
1050
950
950
1000
1030
1040
1080
1130
1110
1110
1090
1080
182000
1686500
186000
0
286000
0
107500
80000
40500
4478000
315500
1491500
703500
71000
812000
955500
119000
0
2023000
394000
0
1070
1080
1050
1050
1050
1060
1060
1060
1050
1050
950
950
1000
1030
1040
1080
1130
1110
1110
1090
1080
ADMF
Return (Rt) (Retun-Rata2
0.070866
0.007937
0.016129
-0.038760
-0.007692
-0.022556
0.000000
0.015267
-0.007576
0.000000
0.000000
-0.022222
-0.035714
0.014493
-0.073826
-0.019737
-0.025641
-0.006369
0.012903
0.107143
0.007194
0.000000
-0.041379
0.000000
0.013986
0.028777
-0.027972
0.021429
0.007194
0.014599
return)
0.004691
0.000031
0.000189
0.001692
0.000101
0.000622
0.000006
0.000166
0.000099
0.000006
0.000006
0.000605
0.001451
0.000147
0.005807
0.000489
0.000785
0.000077
0.000111
0.010976
0.000023
0.000006
0.001915
0.000006
0.000135
0.000697
0.000921
0.000363
0.000023
0.000149
2
Date
Open
High
Low
6/14/2013
8350
8400
6/13/2013
8350
8400
6/12/2013
8450
8800
6/11/2013
8650
8850
6/10/2013
9550
9800
6/7/2013
9700
9800
6/6/2013
9800
9800
6/5/2013
9800
9850
6/4/2013
9650
9700
6/3/2013
9700
9750
5/31/2013
9700
9750
5/30/2013
9700
9800
5/29/2013
9750
9800
5/28/2013
9800
9800
5/27/2013
9800
9900
5/24/2013
9750
9850
5/23/2013
9750
9750
5/22/2013
9700
9800
5/21/2013
9750
9850
5/20/2013
9700
10000
5/17/2013
9800
9900
5/16/2013
9700
9750
5/15/2013
9650
9700
5/14/2013
9550
9550
5/13/2013
9550
9600
5/10/2013
9550
9550
5/9/2013
9550
9550
5/8/2013
9550
9600
5/7/2013
9600
9600
5/6/2013
9650
9650
Close
Volume
8350
8350
26500
8250
8350
286000
8450
8450
69000
8550
8650
188000
9550
9550
317500
9700
9700
139000
9800
9800
0
9650
9800
117500
9600
9650
149500
9650
9700
15000
9600
9700
48000
9700
9700
79500
9750
9750
88000
9800
9800
53500
9800
9800
37500
9750
9750
80000
9650
9750
245500
9650
9700
85500
9750
9750
68000
9700
9700
179500
9800
9800
88500
9600
9700
53500
9550
9650
25000
9550
9550
3500
9550
9550
16500
9550
9550
19500
9550
9550
0
9550
9550
3500
9600
9600
2500
9650
9650
5000
0.014815
0.022727
0.007634
0.000000
0.015504
-0.022727
-0.095890
0.000000
0.000000
0.006897
0.028369
0.029197
0.000000
0.007353
0.038168
0.031496
-0.015504
-0.015267
0.015504
0.000000
-0.015267
0.000000
-0.007576
0.000000
0.000000
-0.007519
0.000000
0.031008
0.000000
-0.007692
-0.007634
-0.015038
0.000155
0.000414
0.000028
0.000006
0.000172
0.000630
0.009657
0.000006
0.000006
0.000020
0.000676
0.000719
0.000006
0.000025
0.001281
0.000848
0.000320
0.000311
0.000172
0.000006
0.000311
0.000006
0.000099
0.000006
0.000006
0.000098
0.000006
0.000820
0.000006
0.000101
0.000100
0.000303
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
9650
9650
9700
9700
9800
9750
9650
9650
9600
9600
9600
9600
9600
9550
9550
9600
9700
9700
9650
9700
9800
9850
9850
9850
9750
9800
9800
9700
9700
9500
9500
9500
9650
9650
9700
9700
9800
9750
9650
9650
9600
9800
9700
9650
9650
9650
9700
9700
9700
10250
9700
9800
9900
9950
9850
9850
9800
9800
9800
9750
9850
9600
9600
9600
9650
9500
9450
9650
9800
9750
9600
9650
9600
9600
9600
9600
9600
9550
9550
9600
9700
9650
9650
9700
9800
9800
9650
9650
9750
9800
9600
9650
9500
9500
9500
9500
9650
9650
9700
9700
9800
9750
9650
9650
9600
9600
9600
9600
9600
9550
9550
9600
9700
9700
9650
9700
9800
9850
9850
9850
9750
9800
9800
9700
9700
9500
9500
9500
5000
5000
29500
4000
1000
1000
1000
26500
0
26000
164500
16500
4500
11500
50000
32500
3500
239500
12500
1500
22000
10500
22000
22000
16000
0
3500
33000
16000
6500
12000
15000
0.023077
0.000000
0.023622
-0.015504
0.023810
0.000000
0.000000
0.000000
0.032787
0.025210
-0.024590
-0.008130
0.008197
0.016667
-0.008264
-0.008197
0.000000
0.000000
-0.008130
0.016529
-0.008197
-0.016129
0.000000
0.000000
0.024793
0.070796
-0.008772
0.000000
0.017857
0.037037
0.009346
0.000000
0.000428
0.000006
0.000451
0.000320
0.000459
0.000006
0.000006
0.000006
0.000925
0.000521
0.000727
0.000110
0.000034
0.000204
0.000113
0.000112
0.000006
0.000006
0.000110
0.000200
0.000112
0.000343
0.000006
0.000006
0.000502
0.004681
0.000124
0.000006
0.000240
0.001201
0.000049
0.000006
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
9600
9550
9650
9800
9850
9800
9650
9800
9650
9650
9650
9550
9600
9600
9550
9550
9850
10000
9850
9850
9900
10000
9950
9950
10000
10000
10100
10100
10050
10150
10100
10150
9600
9600
9800
9850
9850
9800
9650
9850
9800
9750
9700
9550
9600
9750
9650
9750
10000
10000
9850
9850
10000
10000
9950
9950
10000
10000
10100
10100
10150
10150
10150
10150
9600
9550
9600
9800
9600
9750
9650
9750
9650
9600
9550
9500
9600
9600
9550
9500
9800
9900
9850
9800
9900
10000
9950
9900
9900
10000
10100
10100
10050
10100
10050
10150
9600
9550
9650
9800
9850
9800
9650
9800
9650
9650
9650
9550
9600
9600
9550
9550
9850
10000
9850
9850
9900
10000
9950
9950
10000
10000
10100
10100
10050
10150
10100
10150
12000
1500
20500
11500
4000
12500
0
4000
14000
17000
10000
10000
0
19000
13000
65500
7500
6500
1000
10000
4500
4500
14500
14500
27000
18000
27500
16000
23000
5500
2500
1000
-0.009259
0.028571
0.000000
0.000000
-0.009434
0.000000
0.000000
0.009524
0.000000
0.105263
0.000000
-0.050000
-0.029126
-0.009615
-0.037037
-0.044248
0.018018
0.000000
0.018349
0.009259
-
0.000135
0.000686
0.000006
0.000006
0.000140
0.000006
0.000006
0.000051
0.000006
0.010585
0.000006
0.002743
0.000993
0.000144
0.001554
0.002174
0.000245
0.000006
0.000255
0.000047
-
0.002378
0.002378
0.081426
0.000727
0.026963
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
10000
10000
9900
9900
9850
9800
9900
9850
9850
9850
9850
10000
9950
10050
10050
10050
10100
10050
10000
10000
9900
10100
10100
10050
10000
9900
9900
9900
9850
10000
9850
9900
9850
10050
10050
9950
10050
10050
10050
10100
10050
10100
10000
10000
10100
10100
10000
9900
9900
9900
9850
9800
9850
9850
9850
9850
9850
10000
9950
10050
10050
10000
10050
9900
10000
9800
9900
10100
10100
10000
10000
9900
9900
9850
9800
9900
9850
9850
9850
9850
10000
9950
10050
10050
10050
10100
10050
10000
10000
9900
10100
10100
10000
3000
2000
1000
4000
11500
15000
0
5000
6000
6000
7500
500
1500
1500
3000
1000
7000
33500
19000
22500
0
4500
1/2/2013
10100
1/1/2013
10000
expected return
rata2 return
10100
10000
9900
10000
10100
10000
4500
0

varian
standar deviasi
DMF
BMRI
Adj Close Return (Rt) (Retun-Rata2
8350
0.000000
8350
-0.011834
8450
-0.023121
8650
-0.033206
8947.1
-0.015464
9087.63
-0.010203
9181.31
0.000000
9181.31
0.015544
9040.78
-0.005155
9087.63
0.000000
9087.63
0.000000
9087.63
-0.005128
9134.47
-0.005102
9181.31
0.000000
9181.31
0.005128
9134.47
0.000000
9134.47
0.005154
9087.63
-0.005128
9134.47
0.005154
9087.63
-0.010203
9181.31
0.010309
9087.63
0.005182
9040.78
0.010470
8947.1
0.000000
8947.1
0.000000
8947.1
0.000000
8947.1
0.000000
8947.1
-0.005208
8993.94
-0.005181
9040.78
0.000000
return)
0.000001
0.000119
0.000492
0.001041
0.000211
0.000086
0.000001
0.000272
0.000018
0.000001
0.000001
0.000018
0.000017
0.000001
0.000037
0.000001
0.000037
0.000018
0.000037
0.000086
0.000126
0.000037
0.000130
0.000001
0.000001
0.000001
0.000001
0.000018
0.000018
0.000001
2
Date
Open
High
Low
Close
6/14/2013
9450
9600
9100
9450
6/13/2013
8900
9150
8550
8900
6/12/2013
8800
8900
8500
8800
6/11/2013
8850
9000
8600
8850
6/10/2013
9050
9450
8900
9050
6/7/2013
9400
9600
9250
9400
6/6/2013
9600
9600
9600
9600
6/5/2013
9600
9800
9600
9600
6/4/2013
9850
9900
9650
9850
6/3/2013
9600
9750
9500
9600
5/31/2013
9700
9950
9700
9700
5/30/2013
9900
10300
9800
9900
5/29/2013
10200
10350
10200
10200
5/28/2013
10200
10200
10000
10200
5/27/2013
10000
10050
9900
10000
5/24/2013
10050
10200
10000
10050
5/23/2013
10150
10350
9850
10150
5/22/2013
10250
10550
10250
10250
5/21/2013
10350
10550
10250
10350
5/20/2013
10400
10500
10050
10400
5/17/2013
10050
10150
10000
10050
5/16/2013
10050
10150
10050
10050
5/15/2013
10150
10250
10050
10150
5/14/2013
10150
10150
10000
10150
5/13/2013
10050
10250
10000
10050
5/10/2013
10300
10450
10250
10300
5/9/2013
10350
10350
10350
10350
5/8/2013
10350
10350
10250
10350
5/7/2013
10250
10250
10050
10250
5/6/2013
10050
10050
9700
10050
9040.78
9040.78
9087.63
9087.63
9181.31
9134.47
9040.78
9040.78
8993.94
8993.94
8993.94
8993.94
8993.94
8947.1
8947.1
8993.94
9087.63
9087.63
9040.78
9087.63
9181.31
9228.16
9228.16
9228.16
9134.47
9181.31
9181.31
9087.63
9087.63
8900.25
8900.25
8900.25
0.000000
-0.005155
0.000000
-0.010203
0.005128
0.010363
0.000000
0.005208
0.000000
0.000000
0.000000
0.000000
0.005235
0.000000
-0.005208
-0.010310
0.000000
0.005182
-0.005155
-0.010203
-0.005077
0.000000
0.000000
0.010257
-0.005102
0.000000
0.010309
0.000000
0.021053
0.000000
0.000000
-0.010417
0.000001
0.000018
0.000001
0.000086
0.000037
0.000128
0.000001
0.000038
0.000001
0.000001
0.000001
0.000001
0.000038
0.000001
0.000018
0.000088
0.000001
0.000037
0.000018
0.000086
0.000017
0.000001
0.000001
0.000125
0.000017
0.000001
0.000126
0.000001
0.000484
0.000001
0.000001
0.000090
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
9800
10150
10550
10500
10600
10650
10600
10500
10700
10700
10600
10750
10600
10350
10150
10350
10200
10100
10200
10000
10050
9900
9850
9850
9900
10000
10000
10000
9600
9550
9550
9600
10100
10550
10550
10650
10600
10700
10600
10600
10700
10700
10750
10750
10750
10500
10250
10450
10200
10300
10350
10100
10050
10050
10050
10050
10050
10000
10050
10000
9700
9700
9700
10050
9800
10150
10400
10450
10500
10500
10450
10500
10700
10500
10500
10450
10450
10050
10100
10150
10050
10000
10050
9950
9800
9900
9850
9850
9900
10000
9900
9650
9500
9500
9450
9550
9800
10150
10550
10500
10600
10650
10600
10500
10700
10700
10600
10750
10600
10350
10150
10350
10200
10100
10200
10000
10050
9900
9850
9850
9900
10000
10000
10000
9600
9550
9550
9600
8993.94
8947.1
9040.78
9181.31
9228.16
9181.31
9040.78
9181.31
9040.78
9040.78
9040.78
8947.1
8993.94
8993.94
8947.1
8947.1
9228.16
9368.69
9228.16
9228.16
9275
9368.69
9321.84
9321.84
9368.69
9368.69
9462.37
9462.37
9415.53
9509.22
9462.37
9509.22
0.005235
-0.010362
-0.015306
-0.005077
0.005103
0.015544
-0.015306
0.015544
0.000000
0.000000
0.010470
-0.005208
0.000000
0.005235
0.000000
-0.030457
-0.015000
0.015228
0.000000
-0.005050
-0.010000
0.005026
0.000000
-0.005001
0.000000
-0.009900
0.000000
0.004975
-0.009853
0.004951
-0.004927
0.015000
0.000038
0.000089
0.000206
0.000017
0.000036
0.000272
0.000206
0.000272
0.000001
0.000001
0.000130
0.000018
0.000001
0.000038
0.000001
0.000871
0.000198
0.000261
0.000001
0.000017
0.000082
0.000036
0.000001
0.000017
0.000001
0.000080
0.000001
0.000035
0.000079
0.000035
0.000016
0.000254
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
9900
10050
9900
10000
9850
9900
9850
9950
9850
9850
9650
9550
9900
9900
10050
9900
9700
9750
9550
9350
9250
9100
9100
9100
9100
9000
8950
8750
8850
8800
8800
8850
10050
10050
10050
10000
9950
9950
9850
9950
10050
9850
9700
9750
9900
10000
10150
10000
9800
9750
9550
9400
9250
9100
9150
9150
9100
9050
8950
8850
8900
8800
8900
8850
9850
9900
9800
9850
9750
9850
9850
9800
9800
9650
9550
9500
9900
9800
9850
9700
9450
9500
9350
9200
9100
9050
9050
9000
8950
8900
8750
8750
8750
8700
8750
8700
9900
10050
9900
10000
9850
9900
9850
9950
9850
9850
9650
9550
9900
9900
10050
9900
9700
9750
9550
9350
9250
9100
9100
9100
9100
9000
8950
8750
8850
8800
8800
8850
9368.69
9368.69
9275
9275
9228.16
9181.31
9275
9228.16
9228.16
9228.16
9228.16
9368.69
9321.84
9415.53
9415.53
9415.53
9462.37
9415.53
9368.69
9368.69
9275
9462.37
9462.37
0.000000
0.010101
0.000000
0.005076
0.005103
-0.010101
0.005076
0.000000
0.000000
0.000000
-0.015000
0.005026
-0.009951
0.000000
0.000000
-0.004950
0.004975
0.005000
0.000000
0.010101
-0.019802
0.000000
0.000000
9462.37
9368.69 -
0.009999
0.000001
0.000122
0.000001
0.000036
0.000036
0.000084
0.000036
0.000001
0.000001
0.000001
0.000198
0.000036
0.000081
0.000001
0.000001
0.000016
0.000035
0.000035
0.000001
0.000122
0.000356
0.000001
0.000001
8900
9000
9050
8900
8650
8750
8800
8450
8450
8400
8550
8700
8600
8600
8500
8400
8050
8050
8250
8350
8200
8250
8200
9300
9500
9050
8900
8850
8800
8800
8450
8500
8500
8700
8700
8650
8650
8500
8400
8150
8300
8350
8350
8300
8300
8300
8800
9000
8850
8650
8650
8600
8450
8450
8350
8350
8500
8500
8550
8450
8350
8000
8050
8000
8200
8200
8200
8200
8100
8900
9000
9050
8900
8650
8750
8800
8450
8450
8400
8550
8700
8600
8600
8500
8400
8050
8050
8250
8350
8200
8250
8200
0.000120
1/2/2013
8250
1/1/2013
7800
expected return
rata2 return
8250
7800
8000
7800
8250
7800
0.008925
0.000076
0.008734

varian
standar deviasi
-0.000937
-0.000937
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
BMRI
43213500
9450
0.061798
52279500
8900
0.011364
72707500
8800
-0.005650
64502000
8850
-0.022099
41178500
9050
-0.037234
57423000
9400
-0.020833
0
9600
0.000000
21562000
9600
-0.025381
21260000
9850
0.026042
33371500
9600
-0.010309
44916500
9700
-0.020202
50530000
9900
-0.029412
17468000
10200
0.000000
19901000
10200
0.020000
27169000
10000
-0.004975
17456000
10050
-0.009852
41415500
10150
-0.009756
24097500
10250
-0.009662
21236000
10350
-0.004808
30758000
10400
0.034826
19615500
10050
0.000000
16563500
10050
-0.009852
26244000
10150
0.000000
16948500
10150
0.009950
16752500
10050
-0.024272
20298000
10300
-0.004831
0
10350
0.000000
20251000
10350
0.009756
27880500
10250
0.019900
36791000
10050
0.025510
BBNI
return)
0.003585
0.000089
0.000057
0.000577
0.001533
0.000518
0.000004
0.000746
0.000582
0.000150
0.000490
0.000982
0.000004
0.000327
0.000048
0.000139
0.000136
0.000134
0.000045
0.001083
0.000004
0.000139
0.000004
0.000064
0.000686
0.000046
0.000004
0.000061
0.000323
0.000556
2
Date
Open
High
Low
6/14/2013
4700
4775
6/13/2013
4450
4600
6/12/2013
4500
4500
6/11/2013
4500
4600
6/10/2013
4650
4725
6/7/2013
4700
4800
6/6/2013
4800
4800
6/5/2013
4800
4800
6/4/2013
4750
4825
6/3/2013
4750
4900
5/31/2013
4875
5050
5/30/2013
5050
5200
5/29/2013
5200
5200
5/28/2013
5050
5100
5/27/2013
4950
5150
5/24/2013
5100
5250
5/23/2013
5250
5400
5/22/2013
5450
5500
5/21/2013
5400
5450
5/20/2013
5400
5450
5/17/2013
5300
5400
5/16/2013
5400
5450
5/15/2013
5400
5500
5/14/2013
5500
5500
5/13/2013
5250
5450
5/10/2013
5400
5450
5/9/2013
5350
5350
5/8/2013
5350
5500
5/7/2013
5400
5450
5/6/2013
5300
5350
4550
4350
4325
4250
4550
4600
4800
4700
4675
4700
4875
5000
5100
4925
4925
5100
5150
5350
5300
5300
5300
5350
5300
5150
5150
5350
5350
5300
5300
5200
65813000
45670500
16908000
21122000
8454500
11739000
26162500
25448500
0
19990000
22648500
15351000
23681000
18773000
11484000
25176000
14987000
33067500
29550000
17787500
14265000
28577500
19822000
19822000
8398000
0
19253500
35174000
32134000
19126500
38145000
38408500
9800
10150
10550
10500
10600
10480.56
10431.36
10332.95
10529.77
10529.77
10431.36
10578.97
10431.36
10185.34
9988.52
10185.34
10037.72
9939.31
10037.72
9840.9
9890.11
9742.5
9693.29
9693.29
9742.5
9840.9
9840.9
9840.9
9447.27
9398.06
9398.06
9447.27
-0.034483
-0.037915
0.004762
-0.009434
0.011396
0.004717
0.009524
-0.018692
0.000000
0.009434
-0.013953
0.014151
0.024154
0.019705
-0.019324
0.014707
0.009901
-0.009804
0.020000
-0.004976
0.015151
0.005077
0.000000
-0.005051
-0.009999
0.000000
0.000000
0.041666
0.005236
0.000000
-0.005209
-0.030303
0.001325
0.001587
0.000008
0.000129
0.000090
0.000008
0.000058
0.000425
0.000004
0.000056
0.000252
0.000149
0.000494
0.000316
0.000451
0.000163
0.000064
0.000138
0.000327
0.000048
0.000175
0.000010
0.000004
0.000049
0.000142
0.000004
0.000004
0.001579
0.000011
0.000004
0.000051
0.001039
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
5300
5350
5550
5400
5300
5350
5250
5200
5350
5350
5300
5250
5250
5000
4975
5050
4975
4875
4925
4950
5050
4850
4925
4925
5050
5050
5050
5000
4825
4650
4525
4775
5450
5550
5600
5450
5300
5350
5300
5300
5350
5350
5350
5300
5250
5100
5050
5100
5000
4975
5000
5050
5050
4975
5100
5100
5150
5050
5050
5100
4825
4675
4825
4850
5200
5350
5350
5300
5200
5150
5100
5100
5350
5050
5250
5150
5000
4950
4950
4975
4900
4875
4875
4950
4875
4850
4900
4900
5000
5050
4975
4825
4650
4600
4475
4725
22599500
18251000
17815000
17039500
26832000
20767000
0
16867500
22844000
25116000
25218000
20689500
0
21158000
27958500
21131500
30930000
30013500
16672500
26734500
17827000
6438000
21683000
20096500
33125500
12491500
19157000
6471000
17312000
19245000
27430000
18644500
9742.5
9890.11
9742.5
9840.9
9693.29
9742.5
9693.29
9791.7
9693.29
9693.29
9496.47
9398.06
9742.5
9742.5
9890.11
9742.5
9545.68
9594.88
9398.06
9201.25
9102.84
8955.22
8955.22
8955.22
8955.22
8856.81
8807.61
8610.79
8709.2
8660
8660
8709.2
-0.014925
0.015151
-0.009999
0.015228
-0.005051
0.005077
-0.010050
0.010152
0.000000
0.020726
0.010471
-0.035354
0.000000
-0.014925
0.015151
0.020619
-0.005128
0.020943
0.021389
0.010811
0.016484
0.000000
0.000000
0.000000
0.011111
0.005586
0.022857
-0.011300
0.005681
0.000000
-0.005649
-0.005617
0.000284
0.000175
0.000142
0.000177
0.000049
0.000010
0.000143
0.000068
0.000004
0.000354
0.000073
0.001390
0.000004
0.000284
0.000175
0.000350
0.000050
0.000362
0.000379
0.000079
0.000212
0.000004
0.000004
0.000004
0.000084
0.000013
0.000438
0.000175
0.000014
0.000004
0.000057
0.000057
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
4825
4800
4700
4675
4675
4775
4775
4825
4775
4800
4750
4725
4850
4850
4600
4375
4400
4375
4375
4325
4250
4250
4325
4400
4375
4325
4250
4250
4250
4275
4200
4200
4850
4800
4725
4675
4750
4825
4775
4850
4875
4800
4800
4775
4850
4850
4625
4400
4425
4400
4400
4375
4300
4325
4400
4400
4400
4375
4275
4275
4300
4300
4225
4200
4750
4700
4625
4600
4650
4725
4775
4775
4725
4725
4700
4700
4850
4600
4400
4325
4350
4325
4325
4275
4225
4200
4325
4350
4325
4250
4225
4200
4225
4175
4175
4150
25161000
26916000
22764500
21935000
14358500
9157500
29551000
0
10158000
17479000
7608000
20170500
13213000
25706500
16604500
28227500
24707500
24072500
32000000
27482000
24106500
16629500
24751000
8758.4
8856.81
8906.02
8758.4
8512.38
8610.79
8660
8315.56
8315.56
8266.36
8413.97
8561.59
8463.18
8463.18
8364.77
8266.36
7921.93
7921.93
8118.75
8217.16
8069.54
8118.75
8069.54
-0.011111
-0.005525
0.016855
0.028901
-0.011429
-0.005682
0.041421
0.000000
0.005952
-0.017543
-0.017242
0.011628
0.000000
0.011765
0.011905
0.043478
0.000000
-0.024243
-0.011976
0.018293
-0.006061
0.006098
-0.006061
20634500
0
8118.75
7675.91 -
0.057692
0.000170
0.000055
0.000223
0.000728
0.000178
0.000058
0.001560
0.000004
0.000016
0.000379
0.000367
0.000094
0.000004
0.000097
0.000100
0.001727
0.000004
0.000685
0.000193
0.000268
0.000064
0.000017
0.000064
4225
4250
3925
3900
3875
3875
3875
3850
3850
3800
3850
3850
3725
3750
3800
3725
3675
3700
3775
3875
3800
3800
3725
4275
4325
3925
3900
3900
3875
3900
3850
3850
3850
3850
3875
3775
3800
3800
3750
3725
3775
3875
3875
3825
3825
3775
4100
3950
3875
3850
3850
3825
3850
3850
3800
3750
3775
3750
3725
3700
3725
3675
3650
3675
3725
3800
3750
3725
3700
0.003110
1/2/2013
3725
1/1/2013
3750
expected return
rata2 return
3800
3750
3700
3750
0.038056
0.000325
0.018035

varian
standar deviasi
0.001924
0.001924
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
BBNI
Close
Volume Adj
4700 42881000
4450 44468500
4500 53249000
4500 96752500
4650 37138000
4700 30346000
4800
0
4800 22447500
4750 36764500
4750 37608500
4875 42389000
5050 26298500
5200 27014000
5050 35036500
4950 53671500
5100 29054000
5250 43879000
5450 13937000
5400 24143000
5400 29665500
5300 6928500
5400 15831500
5400 15314500
5500 33209500
5250 26239500
5400 32339000
5350
0
5350 21303000
5400 27186500
5300 17589000
Close Return (Rt) (Retun-Rata2

4700
0.056180
4450
-0.011111
4500
0.000000
4500
-0.032258
4650
-0.010638
4700
-0.020833
4800
0.000000
4800
0.010526
4750
0.000000
4750
-0.025641
4875
-0.034653
5050
-0.028846
5200
0.029703
5050
0.020202
4950
-0.029412
5100
-0.028571
5250
-0.036697
5450
0.009259
5400
0.000000
5400
0.018868
5300
-0.018519
5400
0.000000
5400
-0.018182
5500
0.047619
5250
-0.027778
5400
0.009346
5350
0.000000
5350
-0.009259
5400
0.018868
5300
0.000000
return)2
0.002904
0.000180
0.000005
0.001194
0.000167
0.000535
0.000005
0.000068
0.000005
0.000780
0.001365
0.000970
0.000751
0.000321
0.001005
0.000953
0.001520
0.000048
0.000005
0.000275
0.000433
0.000005
0.000419
0.002054
0.000904
0.000050
0.000005
0.000134
0.000275
0.000005
Date
Open
High
6/14/2013
7850
7850
6/13/2013
7400
7600
6/12/2013
7650
7800
6/11/2013
7850
8100
6/10/2013
8200
8350
6/7/2013
8250
8450
6/6/2013
8450
8450
6/5/2013
8450
8700
6/4/2013
8750
8750
6/3/2013
8650
8850
5/31/2013
8900
9100
5/30/2013
9050
9300
5/29/2013
9250
9400
5/28/2013
9300
9300
5/27/2013
9100
9300
5/24/2013
9300
9300
5/23/2013
9300
9350
5/22/2013
9300
9450
5/21/2013
9450
9600
5/20/2013
9450
9550
5/17/2013
9350
9400
5/16/2013
9200
9400
5/15/2013
9250
9350
5/14/2013
9300
9300
5/13/2013
9050
9300
5/10/2013
9300
9350
5/9/2013
9250
9250
5/8/2013
9250
9450
5/7/2013
9450
9500
5/6/2013
9200
9300
5300
5350
5550
5400
5300
5350
5250
5200
5350
5350
5300
5250
5250
5000
4975
5050
4975
4875
4925
4950
5050
4850
4925
4925
5050
5050
5050
5000
4825
4650
4525
4775
21802000
22442500
21264500
28076000
29767500
33567500
30597000
32039000
0
23985500
23142500
23425500
37289500
23283500
9613500
22004500
12644000
13971000
33000000
20980000
45347000
23324000
11227000
11227000
27000000
0
18538000
41123500
25500000
17135500
27900000
21131000
5300
5350
5550
5400
5300
5253.65
5155.45
5106.35
5253.65
5253.65
5204.55
5155.45
5155.45
4909.96
4885.41
4959.06
4885.41
4787.21
4836.31
4860.86
4959.06
4762.66
4836.31
4836.31
4959.06
4959.06
4959.06
4909.96
4738.11
4566.26
4443.51
4689.01
-0.009346
-0.036036
0.027778
0.018868
0.008822
0.019048
0.009615
-0.028038
0.000000
0.009434
0.009524
0.000000
0.049998
0.005025
-0.014852
0.015076
0.020513
-0.010152
-0.005051
-0.019802
0.041237
-0.015229
0.000000
-0.024753
0.000000
0.000000
0.010000
0.036270
0.037635
0.027625
-0.052356
-0.010363
0.000136
0.001469
0.000649
0.000275
0.000043
0.000281
0.000054
0.000920
0.000005
0.000051
0.000052
0.000005
0.002276
0.000007
0.000294
0.000163
0.000332
0.000155
0.000054
0.000488
0.001516
0.000307
0.000005
0.000732
0.000005
0.000005
0.000059
0.001154
0.001249
0.000642
0.002987
0.000160
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
8900
9350
9650
9400
9200
9150
9000
8750
8700
8700
8750
8650
8500
8350
8300
8300
8450
8400
8500
8450
8500
8550
8750
8750
8700
8750
8750
8800
8750
8600
8500
8750
9300
9800
9950
9400
9250
9200
9000
8750
8700
8800
8800
8700
8500
8350
8400
8450
8550
8600
8550
8550
8650
8700
8800
8800
8850
8750
8800
8850
8750
8650
8800
8850
4825
4800
4700
4675
4675
4775
4775
4825
4775
4800
4750
4725
4850
4850
4600
4375
4400
4375
4375
4325
4250
4250
4325
4400
4375
4325
4250
4250
4250
4275
4200
4200
45229000
20094500
27197500
36533500
30507500
27538500
0
23419000
17517000
14571000
35851000
16904500
0
62306500
49373500
34078000
19671000
28755500
35150000
45226500
12746000
29896000
7255500
17091000
29244500
31397000
13087000
17238500
31806000
44027000
23397500
13621000
4738.11
4713.56
4615.36
4590.81
4590.81
4689.01
4689.01
4738.11
4689.01
4713.56
4664.46
4639.91
4762.66
4762.66
4517.16
4296.21
4320.76
4296.21
4296.21
4247.11
4173.46
4173.46
4247.11
4320.76
4296.21
4247.11
4173.46
4173.46
4173.46
4198.01
4124.36
4124.36
0.005208
0.021277
0.005348
0.000000
-0.020943
0.000000
-0.010363
0.010471
-0.005208
0.010526
0.005291
-0.025773
0.000000
0.054348
0.051429
-0.005682
0.005714
0.000000
0.011561
0.017647
0.000000
-0.017341
-0.017046
0.005714
0.011561
0.017647
0.000000
0.000000
-0.005848
0.017857
0.000000
-0.005917
0.000008
0.000360
0.000009
0.000005
0.000540
0.000005
0.000160
0.000067
0.000056
0.000068
0.000009
0.000788
0.000005
0.002710
0.002414
0.000064
0.000012
0.000005
0.000086
0.000236
0.000005
0.000386
0.000374
0.000012
0.000086
0.000236
0.000005
0.000005
0.000066
0.000242
0.000005
0.000067
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
8700
8650
8550
8800
8800
8900
8800
8800
8800
8700
8700
8550
9200
9200
9450
8850
8600
8650
8500
8500
8600
8700
8650
8700
8550
8700
8400
8150
8050
8150
8150
8100
8750
8700
8800
9000
8900
8900
8800
8900
8900
8750
8700
8850
9200
9450
9450
8850
8650
8650
8500
8650
8650
8700
8800
8800
8800
8750
8400
8200
8200
8200
8250
8150
4225
4250
3925
3900
3875
3875
3875
3850
3850
3800
3850
3850
3725
3750
3800
3725
3675
3700
3775
3875
3800
3800
3725
41988500
1.6E+008
30331000
24840000
22621500
6623500
37129000
0
16713500
12953500
11796000
28314500
18815000
23258000
15280000
31329500
29141500
19773000
35951000
42479000
38638000
31883000
25166000
3725 14934500
3750
0
4148.91
4173.46
3854.32
3829.77
3805.22
3805.22
3805.22
3780.67
3780.67
3731.57
3780.67
3780.67
3657.92
3682.47
3731.57
3657.92
3608.82
3633.37
3707.02
3805.22
3731.57
3731.57
3657.92
-0.005882
0.082801
0.006410
0.006452
0.000000
0.000000
0.006494
0.000000
0.013158
-0.012987
0.000000
0.033557
-0.006667
-0.013158
0.020134
0.013606
-0.006757
-0.019868
-0.025807
0.019737
0.000000
0.020134
0.000000
3657.92
3682.47 -
-0.006667
0.000067
0.006481
0.000017
0.000017
0.000005
0.000005
0.000018
0.000005
0.000118
0.000234
0.000005
0.000977
0.000080
0.000239
0.000318
0.000128
0.000082
0.000491
0.000790
0.000304
0.000005
0.000318
0.000005
8100
8000
7950
7850
7800
7900
7850
7800
7800
7600
7900
8000
7900
7850
7800
7650
7450
7400
7400
7500
7400
7350
7200
8150
8150
7950
7850
7900
7900
7850
7800
7850
7900
8000
8000
7950
7850
7800
7650
7550
7500
7550
7500
7500
7400
7200
0.000080
1/2/2013
7050
1/1/2013
6950
expected return
rata2 return
7100
6950
0.053762
0.000460
0.021436

varian
standar deviasi
0.002295
0.002295
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
BBRI
Low
Close
Volume Adj
7500
7850 72369500
7350
7400 87243000
7450
7650 1.3E+008
7800
7850 44226500
7850
8200 55041000
8250
8250 35916000
8450
8450
0
8450
8450 32992000
8550
8750 20760500
8650
8650 37942000
8900
8900 26972500
9000
9050 29423500
9200
9250 20967000
9100
9300 14330000
9100
9100 32323500
9150
9300 21985500
9050
9300 49996000
9300
9300 15477500
9400
9450 24484500
9400
9450 22007500
9200
9350 15220500
9200
9200 25917000
9200
9250 18158500
9050
9300 19784000
9050
9050 17769000
9200
9300 11333500
9250
9250
0
9250
9250 19347500
9250
9450 26827500
8950
9200 24289500
Close Return (Rt) (Retun-Rata2

7850
0.060811
7400
-0.032680
7650
-0.025478
7850
-0.042683
8200
-0.006061
8250
-0.023669
8450
0.000000
8450
-0.034286
8750
0.011561
8650
-0.028090
8900
-0.016575
9050
-0.021622
9250
-0.005376
9300
0.021978
9100
-0.021505
9300
0.000000
9300
0.000000
9300
-0.015873
9450
0.000000
9450
0.010695
9350
0.016304
9200
-0.005405
9250
-0.005376
9300
0.027624
9050
-0.026882
9300
0.005405
9250
0.000000
9250
-0.021164
9450
0.027174
9200
0.033708
return)2
0.003527
0.001163
0.000724
0.001945
0.000056
0.000630
0.000002
0.001275
0.000103
0.000871
0.000324
0.000531
0.000046
0.000422
0.000526
0.000002
0.000002
0.000299
0.000002
0.000086
0.000221
0.000047
0.000046
0.000686
0.000801
0.000016
0.000002
0.000510
0.000663
0.001042
Date
Open
6/14/2013
3500
6/13/2013
3500
6/12/2013
3500
6/11/2013
3500
6/10/2013
2850
6/7/2013
2850
6/6/2013
2850
6/5/2013
2850
6/4/2013
2300
6/3/2013
1850
5/31/2013
1850
5/30/2013
1850
5/29/2013
1850
5/28/2013
1850
5/27/2013
1850
5/24/2013
1850
5/23/2013
1820
5/22/2013
1820
5/21/2013
1820
5/20/2013
1820
5/17/2013
1770
5/16/2013
1760
5/15/2013
1760
5/14/2013
1760
5/13/2013
1760
5/10/2013
1760
5/9/2013
1750
5/8/2013
1750
5/7/2013
1750
5/6/2013
1750
8900
9300
9450
9250
9150
9000
8800
8600
8700
8650
8600
8450
8300
8250
8250
8300
8350
8400
8400
8400
8500
8550
8650
8650
8650
8750
8700
8650
8600
8500
8500
8700
8900
9350
9650
9400
9200
9150
9000
8750
8700
8700
8750
8650
8500
8350
8300
8300
8450
8400
8500
8450
8500
8550
8750
8750
8700
8750
8750
8800
8750
8600
8500
8750
54843000
47037000
57052000
57081000
25540000
45707500
88685500
26165000
0
27183000
31623000
51718000
36506500
41691500
34923500
32362500
29506000
23942500
20624000
19533500
18523500
23847500
16010500
16010500
8953500
0
13334500
41129500
39244000
31596000
58798000
27132500
8900
9350
9650
9400
9200
9150
9000
8750
8700
8700
8750
8650
8500
8350
8300
8300
8450
8400
8500
8450
8500
8550
8750
8750
8700
8750
8750
8800
8558.55
8411.83
8314.02
8558.55
-0.048128
-0.031088
0.026596
0.021739
0.005464
0.016667
0.028571
0.005747
0.000000
-0.005714
0.011561
0.017647
0.017964
0.006024
0.000000
-0.017751
0.005952
-0.011765
0.005917
-0.005882
-0.005848
-0.022857
0.000000
0.005747
-0.005714
0.000000
-0.005682
0.028212
0.017442
0.011764
-0.028571
0.005746
0.002456
0.001057
0.000634
0.000413
0.000016
0.000232
0.000737
0.000019
0.000002
0.000051
0.000103
0.000263
0.000274
0.000021
0.000002
0.000368
0.000020
0.000174
0.000020
0.000053
0.000053
0.000590
0.000002
0.000019
0.000051
0.000002
0.000051
0.000718
0.000257
0.000107
0.000900
0.000019
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
1750
1750
1840
1840
1800
1810
1810
1790
1730
1730
1700
1680
1680
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1600
1640
1640
1640
1640
1550
1550
1550
8650
8600
8550
8800
8800
8800
8800
8800
8700
8650
8600
8550
9200
9150
8900
8600
8550
8550
8500
8450
8500
8550
8650
8550
8550
8450
8150
8100
8050
8100
8050
8000
8700
8650
8550
8800
8800
8900
8800
8800
8800
8700
8700
8550
9200
9200
9450
8850
8600
8650
8500
8500
8600
8700
8650
8700
8550
8700
8400
8150
8050
8150
8150
8100
23604500
23326000
43493000
27306000
21613500
19824500
0
19493500
24356500
30594500
35026000
50683000
0
42013500
39487000
24629000
17455000
17773000
0
18574000
15430500
20771500
12852000
19275000
13936500
40577500
30957000
11072500
19564500
14340500
36980500
30563000
8509.65
8460.74
8362.93
8607.46
8607.46
8705.27
8607.46
8607.46
8607.46
8509.65
8509.65
8362.93
8998.71
8998.71
9243.24
8656.36
8411.83
8460.74
8314.02
8314.02
8411.83
8509.65
8460.74
8509.65
8362.93
8509.65
8216.21
7971.68
7873.87
7971.68
7971.68
7922.77
0.005781
0.011696
-0.028409
0.000000
-0.011236
0.011363
0.000000
0.000000
0.011494
0.000000
0.017544
-0.070652
0.000000
-0.026455
0.067798
0.029070
-0.005781
0.017647
0.000000
-0.011628
-0.011495
0.005781
-0.005748
0.017544
-0.017242
0.035715
0.030675
0.012422
-0.012270
0.000000
0.006173
0.000000
0.000019
0.000105
0.000890
0.000002
0.000160
0.000099
0.000002
0.000002
0.000101
0.000002
0.000260
0.005195
0.000002
0.000777
0.004405
0.000764
0.000052
0.000263
0.000002
0.000170
0.000167
0.000019
0.000051
0.000260
0.000348
0.001176
0.000856
0.000121
0.000188
0.000002
0.000023
0.000002
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
1550
1550
1550
1520
1520
1520
1580
1580
1580
1580
1580
1580
1580
1580
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1670
1670
1670
1670
1670
1690
1710
1710
return)2
7950
7900
7800
7700
7700
7750
7750
7800
7700
7600
7850
7850
7800
7750
7600
7450
7400
7350
7350
7400
7350
7200
7050
8100
8000
7950
7850
7800
7900
7850
7800
7800
7600
7900
8000
7900
7850
7800
7650
7450
7400
7400
7500
7400
7350
7200
35076000
59637500
30325000
22917500
21657500
20407500
20997000
0
22267500
22783500
21465000
35328500
27226500
43726000
43113500
54200000
58407500
46533500
35418000
46889500
55139500
60425000
26361000
7000
6950
7050 12757000
6950
0
7922.77
7824.96
7776.06
7678.24
7629.34
7727.15
7678.24
7629.34
7629.34
7433.71
7727.15
7824.96
7727.15
7678.24
7629.34
7482.62
7287
7238.09
7238.09
7335.9
7238.09
7189.18
7042.47
0.012500
0.006289
0.012740
0.006409
-0.012658
0.006370
0.006409
0.000000
0.026317
-0.037975
-0.012500
0.012658
0.006370
0.006409
0.019608
0.026845
0.006757
0.000000
-0.013333
0.013513
0.006803
0.020832
0.021277
6895.75
6797.94 -
0.014388
0.000123
0.000024
0.000128
0.000025
0.000198
0.000024
0.000025
0.000002
0.000620
0.001552
0.000194
0.000126
0.000024
0.000025
0.000331
0.000646
0.000028
0.000002
0.000218
0.000146
0.000029
0.000377
0.000394
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
1720
1710
1710
1710
1710
1710
1720
1720
1720
1700
1700
1700
1700
1700
1650
1650
1650
1650
1650
1650
1650
1650
1650
0.000168
1/2/2013
1650
1/1/2013
1620
expected return
rata2 return
0.048168
0.000412
0.020290

varian
standar deviasi
0.001425
0.001425
MREI
High
Low
3500
3500
3500
3500
2850
2850
2850
2850
2300
1850
1850
1850
1850
1850
1850
1850
1820
1820
1820
1820
1790
1760
1760
1760
1760
1760
1750
1750
1750
1750
Close
3500
3500
3500
3500
2850
2850
2850
2475
2100
1850
1850
1850
1850
1850
1850
1850
1820
1820
1820
1800
1770
1760
1760
1760
1760
1760
1750
1750
1750
1750
Volume
Adj Close Return (Rt) (Retun-Rata2
3500
500
3500
0.000000
3500
500
3500
0.000000
3500
500
3500
0.000000
3500
500
3500
0.228070
2850
3000
2850
0.000000
2850
3000
2850
0.000000
2850
0
2850
0.000000
2850
3000
2850
0.256780
2300
1000
2267.7
0.243243
1850
8000 1824.02
0.000000
1850
8000 1824.02
0.000000
1850
8000 1824.02
0.000000
1850
8000 1824.02
0.000000
1850
8000 1824.02
0.000000
1850
8000 1824.02
0.000000
1850
8000 1824.02
0.016484
1820
2500 1794.44
0.000000
1820
2500 1794.44
0.000000
1820
2500 1794.44
0.000000
1820
4000 1794.44
0.028250
1770
312500 1745.14
0.005682
1760
2000 1735.28
0.000000
1760
2000 1735.28
0.000000
1760
2000 1735.28
0.000000
1760
2000 1735.28
0.000000
1760
2000 1735.28
0.005715
1750
0 1725.42
0.000000
1750
2000 1725.42
0.000000
1750
2000 1725.42
0.000000
1750
2000 1725.42
0.000000
return)2
0.000055
0.000055
0.000055
0.048699
0.000055
0.000055
0.000055
0.062194
0.055626
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000083
0.000055
0.000055
0.000055
0.000435
0.000003
0.000055
0.000055
0.000055
0.000055
0.000003
0.000055
0.000055
0.000055
0.000055
Date
6/14/2013
6/13/2013
6/12/2013
6/11/2013
6/10/2013
6/7/2013
6/6/2013
6/5/2013
6/4/2013
6/3/2013
5/31/2013
5/30/2013
5/29/2013
5/28/2013
5/27/2013
5/24/2013
5/23/2013
5/22/2013
5/21/2013
5/20/2013
5/17/2013
5/16/2013
5/15/2013
5/14/2013
5/13/2013
5/10/2013
5/9/2013
5/8/2013
5/7/2013
5/6/2013
1750
1750
1840
1840
1850
1810
1810
2000
1730
1730
1700
1680
1680
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1600
1640
1640
1640
1640
1550
1550
1550
1750
1750
1840
1800
1800
1810
1800
1790
1730
1690
1700
1680
1680
1700
1700
1700
1700
1700
1680
1690
1700
1700
1680
1680
1600
1640
1640
1640
1640
1550
1550
1550
1750
1750
1840
1840
1800
1810
1810
1790
1730
1730
1700
1680
1680
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1600
1640
1640
1640
1640
1550
1550
1550
1000
1000
18500
18500
8500
2000
2000
5500
0
2510500
3000
6000
6000
2501000
1000
1000
1000
2501000
1500
15500
12000
6500
6500
6500
14500
0
500
500
500
1000
1000
1000
1725.42
1725.42
1814.16
1814.16
1774.72
1784.58
1784.58
1764.86
1705.7
1705.7
1676.13
1656.41
1656.41
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1577.53
1616.97
1616.97
1616.97
1616.97
1528.23
1528.23
1528.23
0.000000
-0.048915
0.000000
0.022223
-0.005525
0.000000
0.011174
0.034684
0.000000
0.017642
0.011905
0.000000
-0.011765
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.062503
-0.024391
0.000000
0.000000
0.000000
0.058067
0.000000
0.000000
0.000000
0.000055
0.003170
0.000055
0.000220
0.000167
0.000055
0.000014
0.000745
0.000055
0.000105
0.000020
0.000055
0.000367
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.003037
0.001010
0.000055
0.000055
0.000055
0.002568
0.000055
0.000055
0.000055
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
1550
1550
1550
1520
1520
1520
1580
1580
1580
1580
1580
1580
1580
1580
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1670
1670
1670
1670
1670
1690
1710
1710
1550
1550
1550
1520
1520
1520
1580
1580
1580
1580
1580
1580
1580
1580
1700
1700
1700
1700
1700
1700
1700
1700
1700
1630
1670
1670
1670
1670
1670
1690
1710
1710
1550
1550
1550
1520
1520
1520
1580
1580
1580
1580
1580
1580
1580
1580
1700
1700
1700
1700
1700
1700
1700
1700
1700
1700
1670
1670
1670
1670
1670
1690
1710
1710
1000
1000
1000
2000
2000
2000
0
4000000
4000000
4000000
4000000
4000000
4000000
4000000
1000
1000
1000
1000
0
1000
1000
1000
1000
2500500
2000000
2000000
2000000
2000000
2000000
1500000
1251000
1500000
1528.23
1528.23
1528.23
1498.65
1498.65
1498.65
1557.81
1557.81
1557.81
1557.81
1557.81
1557.81
1557.81
1557.81
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1676.13
1646.55
1646.55
1646.55
1646.55
1646.55
1666.27
1685.99
1685.99
0.000000
0.000000
0.019738
0.000000
0.000000
-0.037976
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.070591
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.017965
0.000000
0.000000
0.000000
0.000000
-0.011835
-0.011696
0.000000
-0.005814
0.000055
0.000055
0.000152
0.000055
0.000055
0.002058
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.006081
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000112
0.000055
0.000055
0.000055
0.000055
0.000370
0.000364
0.000055
0.000174
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
1750
1710
1710
1710
1710
1710
1720
1720
1720
1700
1700
1700
1700
1700
1650
1650
1650
1650
1650
1650
1650
1650
1650
1720
1710
1710
1710
1710
1710
1720
1720
1720
1700
1700
1700
1700
1700
1650
1650
1650
1650
1650
1650
1650
1650
1650
1720
1710
1710
1710
1710
1710
1720
1720
1720
1700
1700
1700
1700
1700
1650
1650
1650
1650
1650
1650
1650
1650
1650
1251000
3500
3500
3500
3500
500
500
0
500
0
1500
1500
1500
1500
8500
8500
8500
8500
8500
8500
8500
0
8500
1650
1620
1650
1620
1650
1620
8500
0
turn
urn-rata2 return)2
iasi
1695.85
1685.99
1685.99
1685.99
1685.99
1685.99
1695.85
1695.85
1695.85
1676.13
1676.13
1676.13
1676.13
1676.13
1626.83
1626.83
1626.83
1626.83
1626.83
1626.83
1626.83
1626.83
1626.83
0.005848
0.000000
0.000000
0.000000
0.000000
-0.005814
0.000000
0.000000
0.011765
0.000000
0.000000
0.000000
0.000000
0.030304
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1626.83
1597.25 -
0.018519
0.000002
0.000055
0.000055
0.000055
0.000055
0.000174
0.000055
0.000055
0.000019
0.000055
0.000055
0.000055
0.000055
0.000525
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
0.000055
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
0.000124
1/2/2013
1/1/2013
expected return
rata2 return
0.193432
0.001653
0.040660
jumlah (return-rata2 ret

varian
standar deviasi
0.007392
0.007392
BNGA
Open
High
1280
1290
1300
1280
1340
1340
1380
1380
1360
1360
1360
1350
1350
1370
1360
1360
1350
1360
1330
1330
1340
1320
1340
1390
1400
1410
1410
1410
1400
1370
Low
1290
1300
1320
1340
1360
1390
1380
1380
1360
1360
1360
1360
1370
1370
1360
1370
1380
1360
1330
1340
1340
1340
1390
1400
1410
1410
1410
1420
1400
1390
Close
1270
1260
1230
1270
1300
1330
1380
1350
1340
1340
1350
1340
1350
1350
1350
1350
1330
1320
1310
1320
1320
1310
1340
1380
1400
1400
1410
1400
1370
1360
Volume
Adj Close Return (Rt)
(Retun-Rata2
1280
185500
1280
-0.007752
1290
167000
1290
-0.007692
1300
131500
1300
0.015625
1280
570500
1280
-0.044776
1340 1215500
1340
0.000000
1340
791000
1340
-0.028986
1380
0
1380
0.000000
1380
934000
1380
0.014706
1360
578500
1360
0.000000
1360
775000
1360
0.000000
1360
330000
1360
0.007407
1350
445000
1350
0.000000
1350 1062000
1350
-0.014599
1370
644500
1370
0.007353
1360
242000
1360
0.000000
1360
685500
1360
0.007407
1350 1717500
1350
-0.007353
1360 1164000
1360
0.022556
1330
219000
1330
0.000000
1330
777500
1330
-0.007463
1340
534000
1340
0.015152
1320 2262500
1320
-0.014925
1340 3287000
1340
-0.035971
1390
772000
1390
-0.007143
1400
113000
1400
-0.007092
1410
82500
1410
0.000000
1410
0
1410
0.000000
1410
461000
1410
0.007143
1400
852000
1400
0.021898
1370
513000
1370
0.022388
return)2
0.000085
0.000084
0.000201
0.002137
0.000002
0.000927
0.000002
0.000176
0.000002
0.000002
0.000035
0.000002
0.000258
0.000035
0.000002
0.000035
0.000078
0.000445
0.000002
0.000080
0.000188
0.000268
0.001401
0.000074
0.000073
0.000002
0.000002
0.000032
0.000418
0.000438
1340
1410
1410
1400
1410
1480
1460
1460
1520
1520
1510
1510
1410
1390
1380
1390
1380
1410
1410
1400
1420
1410
1420
1420
1410
1400
1400
1390
1390
1390
1380
1400
1410
1410
1420
1440
1480
1500
1500
1470
1520
1540
1540
1520
1420
1400
1390
1390
1400
1410
1420
1420
1430
1450
1420
1420
1430
1400
1430
1390
1390
1400
1400
1410
1340
1370
1400
1400
1410
1460
1450
1440
1520
1500
1490
1410
1390
1370
1360
1370
1380
1390
1390
1400
1410
1400
1400
1400
1380
1400
1390
1380
1370
1380
1370
1390
1340
1410
1410
1400
1410
1480
1460
1460
1520
1520
1510
1510
1410
1390
1380
1390
1380
1410
1410
1400
1420
1410
1420
1420
1410
1400
1400
1390
1390
1390
1380
1400
940500
735500
192000
3199500
1902500
1394000
1150500
388500
0
2057000
1309500
5793500
1087000
1332000
1014500
974500
427500
619500
734500
194000
478500
2412000
882500
882500
1741000
0
2191500
5118500
371500
92000
245500
3062000
1340
1410
1410
1400
1410
1480
1460
1460
1520
1520
1510
1510
1410
1390
1380
1390
1380
1410
1410
1400
1420
1410
1420
1420
1410
1400
1400
1390
1390
1390
1380
1400
-0.049645
0.000000
0.007143
-0.007092
-0.047297
0.013699
0.000000
-0.039474
0.000000
0.006623
0.000000
0.070922
0.014388
0.007246
-0.007194
0.007246
-0.021277
0.000000
0.007143
-0.014085
0.007092
-0.007042
0.000000
0.007092
0.007143
0.000000
0.007194
0.000000
0.000000
0.007246
-0.014286
0.000000
0.002611
0.000002
0.000032
0.000073
0.002377
0.000150
0.000002
0.001675
0.000002
0.000027
0.000002
0.004825
0.000167
0.000034
0.000075
0.000034
0.000517
0.000002
0.000032
0.000242
0.000032
0.000072
0.000002
0.000032
0.000032
0.000002
0.000033
0.000002
0.000002
0.000034
0.000248
0.000002
1400
1380
1380
1390
1360
1350
1380
1370
1380
1390
1390
1380
1410
1410
1400
1390
1390
1390
1370
1400
1400
1370
1370
1390
1400
1260
1260
1250
1250
1250
1230
1230
1410
1390
1390
1400
1360
1380
1380
1390
1390
1400
1390
1400
1410
1410
1410
1400
1390
1410
1410
1410
1410
1380
1380
1440
1420
1270
1260
1250
1250
1260
1230
1230
1370
1370
1360
1350
1330
1350
1380
1370
1380
1380
1360
1350
1410
1390
1380
1370
1370
1370
1370
1390
1370
1330
1350
1380
1270
1250
1230
1230
1220
1200
1210
1220
1400
924000
1380
549500
1380
533500
1390 1243500
1360
660500
1350
976000
1380
0
1370
956500
1380
300500
1390
550500
1390
516000
1380
719500
1410
0
1410 2642500
1400
893500
1390
846500
1390 1056500
1390 1245500
1370
756000
1400 4301500
1400 3475500
1370 1362500
1370 1352500
1390 3612500
1400 12683500
1260
215000
1260
415500
1250
256500
1250
222000
1250
511500
1230
134500
1230
102500
1400
1380
1380
1390
1360
1350
1380
1370
1380
1390
1390
1380
1410
1410
1400
1390
1390
1390
1370
1400
1400
1370
1370
1390
1400
1260
1260
1250
1250
1250
1230
1230
0.014493
0.000000
-0.007194
0.022059
0.007407
-0.021739
0.007299
-0.007246
-0.007194
0.000000
0.007246
-0.021277
0.000000
0.007143
0.007194
0.000000
0.000000
0.014599
-0.021429
0.000000
0.021898
0.000000
-0.014388
-0.007143
0.111111
0.000000
0.008000
0.000000
0.000000
0.016260
0.000000
0.000000
0.000170
0.000002
0.000075
0.000424
0.000035
0.000538
0.000034
0.000076
0.000075
0.000002
0.000034
0.000517
0.000002
0.000032
0.000033
0.000002
0.000002
0.000173
0.000524
0.000002
0.000418
0.000002
0.000251
0.000074
0.012024
0.000002
0.000043
0.000002
0.000002
0.000219
0.000002
0.000002
1230
1230
1180
1180
1160
1140
1150
1160
1160
1160
1160
1160
1150
1150
1150
1130
1130
1120
1140
1140
1100
1110
1110
1270
1250
1190
1190
1170
1160
1160
1160
1160
1160
1160
1160
1160
1170
1160
1140
1140
1140
1160
1150
1110
1120
1130
1230
1180
1170
1170
1140
1140
1150
1160
1150
1160
1150
1150
1140
1150
1130
1130
1120
1100
1110
1100
1100
1100
1100
1230
1230
1180
1180
1160
1140
1150
1160
1160
1160
1160
1160
1150
1150
1150
1130
1130
1120
1140
1140
1100
1110
1110
866000
1321500
453000
911000
339000
55000
139000
0
137500
0
515500
149000
69500
526500
559500
206000
274500
542000
284500
2615000
68000
350500
475500
1110
1100
pected return
ta2 return
1120
1100
1100
1100
1110
1100
21000
0
mlah (return-rata2 return)2

rian
andar deviasi
1230
1230
1180
1180
1160
1140
1150
1160
1160
1160
1160
1160
1150
1150
1150
1130
1130
1120
1140
1140
1100
1110
1110
0.000000
0.042373
0.000000
0.017241
0.017544
-0.008696
-0.008621
0.000000
0.000000
0.000000
0.000000
0.008696
0.000000
0.000000
0.017699
0.000000
0.008929
-0.017544
0.000000
0.036364
-0.009009
0.000000
0.000000
1110
1100 -
0.009091
0.000002
0.001674
0.000002
0.000249
0.000259
0.000103
0.000102
0.000002
0.000002
0.000002
0.000002
0.000052
0.000002
0.000002
0.000264
0.000002
0.000056
0.000361
0.000002
0.001219
0.000110
0.000002
0.000002
0.000058
-
0.001456
0.001456
0.041186
0.000352
0.018762
BBLD
Date
Open
6/14/2013
6/13/2013
6/12/2013
6/11/2013
6/10/2013
6/7/2013
6/6/2013
6/5/2013
6/4/2013
6/3/2013
5/31/2013
5/30/2013
5/29/2013
5/28/2013
5/27/2013
5/24/2013
5/23/2013
5/22/2013
5/21/2013
5/20/2013
5/17/2013
5/16/2013
5/15/2013
5/14/2013
5/13/2013
5/10/2013
5/9/2013
5/8/2013
5/7/2013
5/6/2013
High
900
780
780
880
860
900
900
900
890
900
900
900
900
860
900
800
800
810
810
950
790
780
780
850
850
850
850
850
740
730
Low
900
780
780
880
870
900
900
900
890
900
900
900
900
940
900
800
800
810
890
970
790
780
780
850
850
850
850
850
740
750
Close
900
780
780
870
860
900
900
900
890
900
900
900
860
800
900
800
800
810
810
800
790
780
780
850
850
850
850
850
740
730

900
15000
874.5
0.153846
780
1500
757.9
0.000000
780
1500
757.9
-0.113640
880
25000
855.07
0.023264
860 1381500
835.63
-0.044448
900
25000
874.5
0.000000
900
0
874.5
0.000000
900
25000
874.5
0.011240
890
1500
864.78
-0.011115
900
500
874.5
0.000000
900
500
874.5
0.000000
900
25000
874.5
0.000000
900
3000
874.5
0.046516
860
381000
835.63
-0.044448
900
3500
874.5
0.125005
800
4000
777.33
0.000000
800
4000
777.33
-0.012350
810
3000
787.05
0.000000
810
3000
787.05
-0.147365
950
7500
923.08
0.202522
790
5500
767.62
0.012825
780
500
757.9
0.000000
780
15000
757.9
-0.082357
850
500
825.92
0.000000
850
500
825.92
0.000000
850
500
825.92
0.000000
850
0
825.92
0.000000
850
500
825.92
0.148659
740
500
719.03
0.013689
730
13500
709.32
0.013894
return)2
0.022691
0.000010
0.013654
0.000402
0.002271
0.000010
0.000010
0.000064
0.000205
0.000010
0.000010
0.000010
0.001875
0.002271
0.014834
0.000010
0.000242
0.000010
0.022673
0.039726
0.000092
0.000010
0.007322
0.000010
0.000010
0.000010
0.000010
0.021155
0.000110
0.000114
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
720
720
700
750
650
760
760
760
710
710
710
710
720
720
720
720
700
740
700
720
720
720
700
700
700
700
700
700
720
730
730
730
720
720
700
750
720
760
760
760
710
710
710
710
720
720
720
720
700
740
700
720
720
720
700
700
700
700
700
700
750
730
730
730
720
710
700
750
650
760
760
720
710
710
710
640
720
720
720
720
700
720
700
720
720
720
700
700
700
700
700
700
710
730
730
730
720
720
700
750
650
760
760
760
710
710
710
710
720
720
720
720
700
740
700
720
720
720
700
700
700
700
700
700
720
730
730
730
1000
1000
8500
8500
7000
7000
7000
32500
0
4500
4500
4500
50000
1000
1000
1000
48500
7500
12500
12000
12000
12000
12000
12000
500
0
500
500
27500
500
500
500
699.6
699.6
680.17
728.75
631.58
738.47
738.47
738.47
689.88
689.88
689.88
689.88
699.6
699.6
699.6
699.6
680.17
719.03
680.17
699.6
699.6
699.6
680.17
680.17
680.17
680.17
680.17
680.17
699.6
709.32
709.32
709.32
0.000000
0.028566
-0.066662
0.153852
-0.144745
0.000000
0.000000
0.070433
0.000000
0.000000
0.000000
-0.013894
0.000000
0.000000
0.000000
0.028566
-0.054045
0.057133
-0.027773
0.000000
0.000000
0.028566
0.000000
0.000000
0.000000
0.000000
0.000000
-0.027773
-0.013703
0.000000
0.000000
0.123088
0.000010
0.000643
0.004882
0.022693
0.021891
0.000010
0.000010
0.004519
0.000010
0.000010
0.000010
0.000293
0.000010
0.000010
0.000010
0.000643
0.003278
0.002908
0.000960
0.000010
0.000010
0.000643
0.000010
0.000010
0.000010
0.000010
0.000010
0.000960
0.000286
0.000010
0.000010
0.014371
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
650
650
650
650
650
650
650
650
650
650
650
650
650
650
650
660
660
660
660
660
710
710
710
720
680
710
710
710
710
710
710
710
650
650
650
650
650
650
650
650
650
650
650
650
650
650
650
660
660
660
660
680
710
710
710
720
680
710
710
710
710
710
710
800
650
650
650
650
650
650
650
650
650
650
650
650
650
650
650
660
660
660
660
660
710
710
710
720
680
710
710
710
710
710
710
710
650
650
650
650
650
650
650
650
650
650
650
650
650
650
650
660
660
660
660
660
710
710
710
720
680
710
710
710
710
710
710
710
500
500
500
500
500
500
0
500
500
500
500
500
0
500
500
128500
128500
128500
0
128500
1000
1000
1000
40000
3000
500
500
25000
25000
25000
5000
1000
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
631.58
641.3
641.3
641.3
641.3
641.3
689.88
689.88
689.88
699.6
660.73
689.88
689.88
689.88
689.88
689.88
689.88
689.88
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.015157
0.000000
0.000000
0.000000
0.000000
-0.070418
0.000000
0.000000
-0.013894
0.058829
-0.042254
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.065798
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000337
0.000010
0.000010
0.000010
0.000010
0.005421
0.000010
0.000010
0.000293
0.003094
0.002067
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.004762
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
760
690
720
780
680
680
680
680
680
680
680
680
680
680
700
670
660
660
660
660
700
710
710
860
690
820
780
680
680
680
680
680
680
680
680
680
870
700
670
660
660
660
660
700
710
710
700
690
700
780
680
680
680
680
680
680
680
680
680
680
670
670
660
660
660
660
660
710
710
760
690
720
780
680
680
680
680
680
680
680
680
680
680
700
670
660
660
660
660
700
710
710
51500
960000
55000
4000
1000500
1000500
1000500
0
1000500
1000500
1000500
1000500
1000500
1000500
26000
52500
2000
2000
2000
2000
1002000
0
5000
1/2/2013
710
1/1/2013
710
expected return
rata2 return
710
710
710
710
710
710
5000
0

varian
standar deviasi
738.47
670.45
699.6
757.9
660.73
660.73
660.73
660.73
660.73
660.73
660.73
660.73
660.73
660.73
680.17
651.02
641.3
641.3
641.3
641.3
680.17
689.88
689.88
0.101454
-0.041667
-0.076923
0.147065
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.028581
0.044776
0.015157
0.000000
0.000000
0.000000
-0.057147
-0.014075
0.000000
0.000000
689.88
689.88 -
0.000000
0.009652
0.002014
0.006421
0.020694
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.000010
0.001011
0.001728
0.000143
0.000010
0.000010
0.000010
0.003643
0.000299
0.000010
0.000010
0.000010
-
0.003209
0.003209
0.290991
0.002487
0.049871
PANS
Date
Open
High
Low
6/14/2013
4975
4975
6/13/2013
4600
4650
6/12/2013
4675
4675
6/11/2013
4675
4800
6/10/2013
4800
4850
6/7/2013
4900
4900
6/6/2013
5000
5000
6/5/2013
5000
5000
6/4/2013
4950
5000
6/3/2013
5000
5100
5/31/2013
5200
5300
5/30/2013
4975
4975
5/29/2013
5000
5050
5/28/2013
5000
5200
5/27/2013
4650
4775
5/24/2013
4650
4650
5/23/2013
4600
4750
5/22/2013
4750
4800
5/21/2013
4650
4650
5/20/2013
4650
4700
5/17/2013
4700
4700
5/16/2013
4425
4425
5/15/2013
4475
4475
5/14/2013
4475
4500
5/13/2013
4425
4450
5/10/2013
4450
4525
5/9/2013
4525
4525
5/8/2013
4525
4600
5/7/2013
4375
4375
5/6/2013
4375
4375
Close
Volume Adj
4725
4975
93500
4600
4600
22000
4475
4675
72000
4450
4675
181500
4775
4800
48000
4825
4900
62500
5000
5000
0
4850
5000
91500
4850
4950
195500
4975
5000
190000
4950
5200
318500
4850
4975
194000
4825
5000
537000
4650
5000
406500
4600
4650
114000
4550
4650
183500
4500
4600
208000
4650
4750
192500
4550
4650
111000
4600
4650
83500
4425
4700
543500
4400
4425
35000
4350
4475
26000
4400
4475
79000
4325
4425
210000
4400
4450
149000
4525
4525
0
4325
4525
437000
4275
4375
151500
4300
4375
42000
Close Return (Rt)

(Retun-Rata2
4975
0.081522
4600
-0.016043
4675
0.000000
4675
-0.026042
4800
-0.020408
4900
-0.020000
5000
0.000000
5000
0.010101
4950
-0.010000
5000
-0.038462
5200
0.045226
4975
-0.005000
5000
0.000000
5000
0.075269
4650
0.000000
4650
0.010870
4600
-0.031579
4750
0.021505
4650
0.000000
4650
-0.010638
4700
0.062147
4425
-0.011173
4475
0.000000
4475
0.011299
4425
-0.005618
4450
-0.016575
4525
0.000000
4525
0.034286
4375
0.000000
4375
0.017442
return)2
0.006008
0.000402
0.000016
0.000903
0.000596
0.000577
0.000016
0.000037
0.000196
0.001804
0.001698
0.000081
0.000016
0.005077
0.000016
0.000047
0.001267
0.000306
0.000016
0.000215
0.003380
0.000231
0.000016
0.000053
0.000093
0.000424
0.000016
0.000916
0.000016
0.000180
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
4300
4400
4475
4500
4325
4350
4375
4075
4150
4150
4150
4100
4100
4000
4025
4025
4025
3975
3975
3975
3975
3950
3850
3850
3875
3900
3900
4000
3850
3850
3850
3800
4350
4450
4500
4500
4325
4400
4400
4100
4150
4150
4175
4100
4100
4000
4025
4025
4025
4000
4000
4000
3975
4050
3925
3925
3925
3900
3950
4050
3850
3850
3850
3825
4300
4375
4350
4250
4275
4175
4150
4050
4150
4150
4075
3975
3950
3925
4025
3975
3900
3825
3925
3925
3900
3850
3800
3800
3825
3900
3900
3800
3850
3850
3725
3650
4300
4400
4475
4500
4325
4350
4375
4075
4150
4150
4150
4100
4100
4000
4025
4025
4025
3975
3975
3975
3975
3950
3850
3850
3875
3900
3900
4000
3850
3850
3850
3800
108000
33500
249000
616000
354500
247000
935500
43000
0
0
536000
336000
465000
247000
64500
64500
642000
688500
70000
175000
307000
643000
822000
822000
120500
0
235000
1034000
1000
1000
181000
167500
4300
4400
4475
4500
4325
4350
4375
4075
4150
4150
4150
4100
4100
4000
4025
4025
4025
3975
3975
3975
3975
3950
3850
3850
3875
3900
3900
4000
3850
3850
3850
3800
-0.022727
-0.016760
-0.005556
0.040462
-0.005747
-0.005714
0.073620
-0.018072
0.000000
0.000000
0.012195
0.000000
0.025000
-0.006211
0.000000
0.000000
0.012579
0.000000
0.000000
0.000000
0.006329
0.025974
0.000000
-0.006452
-0.006410
0.000000
-0.025000
0.038961
0.000000
0.000000
0.013158
0.006623
0.000715
0.000432
0.000092
0.001329
0.000095
0.000095
0.004845
0.000488
0.000016
0.000016
0.000067
0.000016
0.000440
0.000105
0.000016
0.000016
0.000073
0.000016
0.000016
0.000016
0.000005
0.000482
0.000016
0.000110
0.000109
0.000016
0.000842
0.001221
0.000016
0.000016
0.000084
0.000007
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
3775
3800
3725
3775
3725
3725
3750
3750
3750
3725
3725
3725
3700
3700
3700
3650
3600
3575
3600
3600
3600
3575
3525
3525
3600
3500
3450
3450
3425
3475
3475
3525
3850
3800
3750
3800
3725
3750
3750
3750
3800
3775
3725
3725
3800
3800
3700
3650
3600
3575
3600
3600
3625
3600
3525
3575
3600
3500
3500
3475
3425
3625
3500
3525
3725
3725
3675
3675
3625
3700
3750
3700
3700
3675
3700
3650
3675
3675
3600
3550
3525
3550
3600
3525
3550
3500
3425
3525
3500
3425
3375
3450
3400
3425
3425
3300
3775
3800
3725
3775
3725
3725
3750
3750
3750
3725
3725
3725
3700
3700
3700
3650
3600
3575
3600
3600
3600
3575
3525
3525
3600
3500
3450
3450
3425
3475
3475
3525
259500
102500
47000
172000
108500
36500
0
19000
90000
56000
25000
31500
170500
514000
29500
632500
55500
25500
0
138500
254000
401000
154500
84000
54500
68500
207500
25000
35500
73500
5500
73000
3775
3800
3725
3775
3725
3725
3750
3750
3750
3725
3725
3725
3700
3700
3700
3650
3600
3575
3600
3600
3600
3575
3525
3525
3600
3500
3450
3450
3425
3475
3475
3525
-0.006579
0.020134
-0.013245
0.013423
0.000000
-0.006667
0.000000
0.000000
0.006711
0.000000
0.000000
0.006757
0.000000
0.000000
0.013699
0.013889
0.006993
-0.006944
0.000000
0.000000
0.006993
0.014184
0.000000
-0.020833
0.028571
0.014493
0.000000
0.007299
-0.014388
0.000000
-0.014184
-0.007042
0.000112
0.000260
0.000298
0.000089
0.000016
0.000114
0.000016
0.000016
0.000007
0.000016
0.000016
0.000008
0.000016
0.000016
0.000094
0.000098
0.000009
0.000120
0.000016
0.000016
0.000009
0.000103
0.000016
0.000617
0.000603
0.000110
0.000016
0.000011
0.000339
0.000016
0.000331
0.000122
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
3550
3575
3600
3575
3550
3500
3475
3500
3500
3300
3300
3275
3225
3150
3050
3025
3025
3150
3100
3175
3175
3200
3200
3575
3600
3600
3625
3550
3500
3500
3500
3500
3300
3325
3275
3300
3150
3100
3075
3125
3150
3150
3175
3275
3200
3200
3525
3550
3575
3550
3500
3450
3450
3500
3450
3300
3275
3200
3100
3075
2900
3025
3000
3050
3050
3150
3150
3200
3150
3550
3575
3600
3575
3550
3500
3475
3500
3500
3300
3300
3275
3225
3150
3050
3025
3025
3150
3100
3175
3175
3200
3200
152000
109500
88500
298000
46500
78000
69500
0
591000
0
1636000
120500
511000
672500
556000
266500
811500
197500
218500
144000
132000
0
5000
1/2/2013
3200
1/1/2013
3175
expected return
rata2 return
3200
3175
3200
3175
3200
3175
9000
0

varian
standar deviasi
3550
3575
3600
3575
3550
3500
3475
3500
3500
3300
3300
3275
3225
3150
3050
3025
3025
3150
3100
3175
3175
3200
3200
-0.006993
-0.006944
0.006993
0.007042
0.014286
0.007194
-0.007143
0.000000
0.060606
0.000000
0.007634
0.015504
0.023810
0.032787
0.008264
0.000000
-0.039683
0.016129
-0.023622
0.000000
-0.007813
0.000000
0.000000
3200
3175 -
0.007874
0.000121
0.000120
0.000009
0.000009
0.000106
0.000010
0.000124
0.000016
0.003203
0.000016
0.000013
0.000132
0.000392
0.000828
0.000018
0.000016
0.001909
0.000147
0.000764
0.000016
0.000140
0.000016
0.000016
0.000015
-
0.004013
0.004013
0.048251
0.000412
0.020308
SMMA
Date
Open
High
Low
6/14/2013
4675
4675
6/13/2013
4625
4625
6/12/2013
4425
4475
6/11/2013
4475
4700
6/10/2013
4700
4725
6/7/2013
4725
4725
6/6/2013
4500
4500
6/5/2013
4500
4500
6/4/2013
4500
4500
6/3/2013
4500
4500
5/31/2013
4525
4525
5/30/2013
4550
4550
5/29/2013
4550
4550
5/28/2013
4550
4550
5/27/2013
4550
4575
5/24/2013
4575
4575
5/23/2013
4525
4525
5/22/2013
4525
4525
5/21/2013
4500
4575
5/20/2013
4575
4600
5/17/2013
4575
4575
5/16/2013
4550
4575
5/15/2013
4575
4575
5/14/2013
4575
4575
5/13/2013
4575
4575
5/10/2013
4575
4575
5/9/2013
4575
4575
5/8/2013
4575
4575
5/7/2013
4575
4575
5/6/2013
4575
4575
Close
Volume Adj Close Return (Rt)
4650
4675
510500 4674.15
0.010811
4425
4625
965500 4624.16
0.045197
4250
4425
402500
4424.2
-0.011173
4300
4475
499000 4474.19
-0.047872
4700
4700 2055500 4699.15
-0.005290
4475
4725 2422000 4724.14
0.050000
4500
4500
0 4499.18
0.000000
4475
4500 2153000 4499.18
0.000000
4475
4500 2145500 4499.18
0.000000
4400
4500 2228000 4499.18
-0.005526
4525
4525 2064000 4524.18
-0.005493
4525
4550 2055500 4549.17
0.000000
4550
4550 2368000 4549.17
0.000000
4550
4550 2096500 4549.17
0.000000
4550
4550 2046500 4549.17
-0.005465
4525
4575 2139500 4574.17
0.011050
4475
4525 2120000 4524.18
0.000000
4450
4525 2177500 4524.18
0.005557
4500
4500 2063000 4499.18
-0.016394
4550
4575 2218500 4574.17
0.000000
4525
4575 2167000 4574.17
0.005496
4500
4550 2057500 4549.17
-0.005465
4550
4575 1996500 4574.17
0.000000
4575
4575 2115000 4574.17
0.000000
4550
4575 2098000 4574.17
0.000000
4575
4575 2355000 4574.17
0.000000
4575
4575
0 4574.17
0.000000
4575
4575 2102500 4574.17
0.000000
4575
4575 2058000 4574.17
0.000000
4575
4575 2090000 4574.17
0.000000
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
4575
4600
4575
4575
4575
4575
4550
4575
4575
4575
4575
4575
4600
4575
4575
4600
4600
4575
4575
4575
4600
4600
4575
4575
4550
4550
4550
4575
4550
4575
4575
4575
4600
4600
4600
4575
4575
4575
4575
4575
4575
4575
4575
4575
4600
4575
4575
4600
4600
4575
4575
4575
4600
4600
4575
4575
4550
4550
4550
4575
4550
4575
4575
4575
4575
4550
4575
4575
4550
4550
4500
4575
4575
4575
4575
4550
4575
4475
4575
4475
4575
4575
4575
4550
4600
4550
4550
4550
4550
4550
4550
4550
4500
4550
4575
4575
4575
4600
4575
4575
4575
4575
4550
4575
4575
4575
4575
4575
4600
4575
4575
4600
4600
4575
4575
4575
4600
4600
4575
4575
4550
4550
4550
4575
4550
4575
4575
4575
2077500
2583000
2480000
2097500
2105000
2080000
2103000
2070000
0
0
2105000
2095000
2115000
2117000
2087500
2049500
2125000
2070500
2095000
2084500
2095000
2094500
2274500
2274500
2100000
0
2060000
2102500
2060500
2092500
2112500
2105500
4574.17
4599.16
4574.17
4574.17
4574.17
4574.17
4549.17
4574.17
4574.17
4574.17
4574.17
4574.17
4599.16
4574.17
4574.17
4599.16
4599.16
4574.17
4574.17
4574.17
4599.16
4599.16
4574.17
4574.17
4549.17
4549.17
4549.17
4574.17
4549.17
4574.17
4574.17
4574.17
-0.005434
0.005463
0.000000
0.000000
0.000000
0.005496
-0.005465
0.000000
0.000000
0.000000
0.000000
-0.005434
0.005463
0.000000
-0.005434
0.000000
0.005463
0.000000
0.000000
-0.005434
0.000000
0.005463
0.000000
0.005496
0.000000
0.000000
-0.005465
0.005496
-0.005465
0.000000
0.000000
0.000000
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
4575
4600
4600
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4575
4575
4575
4575
4575
4550
4525
4550
4550
4550
4550
4525
4525
4575
4600
4600
4550
4550
4575
4550
4550
4550
4575
4550
4550
4550
4550
4575
4550
4550
4550
4550
4575
4575
4575
4575
4575
4550
4575
4575
4550
4675
4550
4525
4550
4575
4600
4525
4525
4525
4550
4550
4450
4525
4550
4550
4550
4525
4550
4450
4525
4450
4550
4475
4425
4575
4575
4550
4550
4525
4525
4525
4525
4550
4525
4525
4525
4575
4600
4600
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4550
4575
4575
4575
4575
4575
4550
4525
4550
4550
4550
4550
4525
4525
2100500
2072500
3141000
2097500
2073500
2067500
0
2073000
2068500
2106000
2107500
2060000
2091500
2083500
2035500
2105000
2193000
2177500
2091500
2386000
2097500
2072500
2080000
2072500
2112000
2102500
2060000
2013500
2210000
2022500
2102500
2087500
4574.17
4599.16
4599.16
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4549.17
4574.17
4574.17
4574.17
4574.17
4574.17
4549.17
4524.18
4549.17
4549.17
4549.17
4549.17
4524.18
4524.18
-0.005434
0.000000
0.010989
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.005465
0.000000
0.000000
0.000000
0.000000
0.005496
0.005524
-0.005493
0.000000
0.000000
0.000000
0.005524
0.000000
0.000000
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
4525
4550
4525
4525
4550
4525
4525
4525
4525
4525
4525
4525
4525
4525
4550
4550
4550
4600
4550
4550
4550
4575
4575
4525
4550
4525
4525
4550
4525
4550
4525
4550
4525
4525
4525
4525
4525
4550
4550
4575
4600
4550
4550
4550
4575
4575
4500
4525
4525
4525
4525
4525
4475
4525
4450
4525
4525
4525
4525
4500
4525
4425
4550
4550
4525
4550
4525
4550
4575
4525
4550
4525
4525
4550
4525
4525
4525
4525
4525
4525
4525
4525
4525
4550
4550
4550
4600
4550
4550
4550
4575
4575
2075500
2077500
3072500
3045000
3012500
3008000
3067500
0
2046500
0
2072500
2062500
2040000
2039500
2062500
2023000
2040500
2394500
2081000
2042500
2094500
2108000
2042500
4524.18
4549.17
4524.18
4524.18
4549.17
4524.18
4524.18
4524.18
4524.18
4524.18
4524.18
4524.18
4524.18
4524.18
4549.17
4549.17
4549.17
4599.16
4549.17
4549.17
4549.17
4574.17
4574.17
-0.005493
0.005524
0.000000
-0.005493
0.005524
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.005493
0.000000
0.000000
-0.010869
0.010989
0.000000
0.000000
-0.005465
0.000000
0.005496
1/2/2013
4550
1/1/2013
4550
expected return
rata2 return
4600
4550
4550
4550
4550
4550
2047000
0
4549.17
4549.17 -
0.000000

varian
standar deviasi
0.000267
0.000267
BBCA
(Retun-Rata2 return)
0.000111
0.002019
0.000131
0.002317
0.000031
0.002473
0.000000
0.000000
0.000000
0.000034
0.000033
0.000000
0.000000
0.000000
0.000033
0.000116
0.000000
0.000028
0.000278
0.000000
0.000027
0.000033
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
2
Date
Open
High
Low
Close
Volume Adj Close
6/14/2013
9800
9900
9550
9800 31940000
9800
6/13/2013
9300
9750
9050
9300 39169000
9300
6/12/2013
9400
9500
8900
9400 59032500
9400
6/11/2013
9250
9500
9150
9250 27202500
9250
6/10/2013
9450
9700
9400
9450 21003000
9450
6/7/2013
9600
10050
9600
9600 25767000
9600
6/6/2013
10050
10050
10050
10050
0
10050
6/5/2013
10050
10100
10000
10050 16366500
10050
6/4/2013
10100
10200
9850
10100 19586000
10100
6/3/2013
9950
10350
9950
9950 39930500
9950
5/31/2013
10350
10800
10350
10350 27082500
10350
5/30/2013
10800
10900
10750
10800 9357000
10800
5/29/2013
11000
11050
10800
11000 15682000
11000
5/28/2013
10900
11000
10650
10900 6411500 10839.65
5/27/2013
10700
11050
10700
10700 13745000 10640.76
5/24/2013
10950
11050
10950
10950 8151000 10889.37
5/23/2013
10900
11050
10800
10900 13491500 10839.65
5/22/2013
10950
11050
10950
10950 5701000 10889.37
5/21/2013
11000
11050
10900
11000 10612000 10939.1
5/20/2013
10900
11150
10900
10900 14016000 10839.65
5/17/2013
11000
11000
10800
11000 6753000 10939.1
5/16/2013
10900
11000
10850
10900 10661000 10839.65
5/15/2013
11000
11050
10900
11000 5301000 10939.1
5/14/2013
11000
11100
10900
11000 7822000 10939.1
5/13/2013
11050
11050
10850
11050 8380500 10988.82
5/10/2013
11050
11050
10900
11050 8196500 10988.82
5/9/2013
11000
11000
11000
11000
0 10939.1
5/8/2013
11000
11050
10900
11000 4859500 10939.1
5/7/2013
10950
11000
10850
10950 8184000 10889.37
5/6/2013
10950
11000
10800
10950 8595000 10889.37
0.000032
0.000027
0.000000
0.000000
0.000000
0.000027
0.000033
0.000000
0.000000
0.000000
0.000000
0.000032
0.000027
0.000000
0.000032
0.000000
0.000027
0.000000
0.000000
0.000032
0.000000
0.000027
0.000000
0.000027
0.000000
0.000000
0.000033
0.000027
0.000033
0.000000
0.000000
0.000000
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
10750
10650
10750
10750
11000
10750
11100
11050
10900
10900
11000
11000
11000
10800
10600
10900
10800
10550
10600
10700
11050
10850
11050
11050
11000
11400
11400
11000
10650
10900
10600
10750
10800
10850
10750
10950
11000
11100
11100
11050
10900
11050
11050
11000
11000
10850
10800
10950
10800
10750
10850
11050
11050
11200
11200
11200
11200
11400
11400
11150
10900
10900
10850
10900
10650
10650
10650
10700
10850
10750
10900
10750
10900
10750
10900
10900
10800
10600
10600
10750
10600
10450
10550
10650
10850
10850
11050
11050
10950
11400
10850
10700
10650
10500
10600
10700
10750
10650
10750
10750
11000
10750
11100
11050
10900
10900
11000
11000
11000
10800
10600
10900
10800
10550
10600
10700
11050
10850
11050
11050
11000
11400
11400
11000
10650
10900
10600
10750
5908500
20345500
12652000
43873500
10472500
8045500
8655000
13597000
0
8643500
6174000
9659000
16949000
11937000
13638500
11447000
17824500
15230000
13664000
19784000
6517000
9447000
3929000
3929000
2778500
0
7290000
18027500
9483500
5294500
15992000
10977000
10690.48
10591.03
10690.48
10690.48
10939.1
10690.48
11038.54
10988.82
10839.65
10839.65
10939.1
10939.1
10939.1
10740.2
10541.31
10839.65
10740.2
10491.59
10541.31
10640.76
10988.82
10789.93
10988.82
10988.82
10939.1
11336.88
11336.88
10939.1
10591.03
10839.65
10541.31
10690.48
0.000032
0.000000
0.000115
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000033
0.000000
0.000000
0.000000
0.000000
0.000027
0.000028
0.000033
0.000000
0.000000
0.000000
0.000028
0.000000
0.000000
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
10900
10700
10650
10750
10650
10700
10800
10750
10800
10750
10700
10500
10700
10700
11000
10650
10800
11300
10350
10350
10300
10250
10200
10050
10000
9850
10050
10150
9950
10050
9900
9900
10900
10850
10700
10800
10750
10800
10800
10900
10900
10900
10800
10850
10700
10900
11000
10850
11000
11300
10350
10400
10350
10250
10250
10100
10000
10050
10150
10150
10100
10050
10000
10200
10650
10700
10600
10650
10600
10600
10800
10700
10700
10600
10550
10500
10700
10650
10700
10550
10450
10600
10350
10150
10200
10100
10050
9950
9950
9800
9950
9950
9900
9900
9800
9900
10900
10700
10650
10750
10650
10700
10800
10750
10800
10750
10700
10500
10700
10700
11000
10650
10800
11300
10350
10350
10300
10250
10200
10050
10000
9850
10050
10150
9950
10050
9900
9900
14392000
12982500
15794000
13994500
15273500
16345000
0
7497000
10146000
8325500
9222000
10626500
0
10069500
12837000
13966000
10490000
10291500
0
8242000
12034500
6688500
11638500
7963000
14939500
11002500
5157000
2294500
7954000
12675000
12641000
18568000
10839.65
10640.76
10591.03
10690.48
10591.03
10640.76
10740.2
10690.48
10740.2
10690.48
10640.76
10441.86
10640.76
10640.76
10939.1
10591.03
10740.2
11237.44
10292.7
10292.7
10242.97
10193.25
10143.53
9994.36
9944.63
9795.46
9994.36
10093.8
9894.91
9994.36
9845.19
9845.19
0.000033
0.000028
0.000000
0.000033
0.000028
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000033
0.000000
0.000000
0.000124
0.000115
0.000000
0.000000
0.000033
0.000000
0.000027
10050
9850
9650
9450
9450
9300
9350
9300
9300
9300
9300
9500
9150
9150
9150
9100
8850
8900
9100
9150
9200
9150
9150
10100
10050
9750
9550
9500
9350
9400
9300
9300
9300
9500
9500
9200
9150
9150
9100
9000
9100
9200
9250
9250
9150
9250
9950
9650
9500
9350
9300
9200
9250
9300
9150
9100
9300
9100
9050
9050
9050
8900
8850
8900
9000
9100
9050
9150
9050
10050
9850
9650
9450
9450
9300
9350
9300
9300
9300
9300
9500
9150
9150
9150
9100
8850
8900
9100
9150
9200
9150
9150
18908000
17273000
23533500
13222500
8790000
10283500
11089000
0
8537000
11661000
8468000
13743000
11527500
12333000
11686500
11405000
12242000
14465500
10665500
11588000
15407000
0
8406000
9994.36
9795.46
9596.57
9397.68
9397.68
9248.51
9298.23
9248.51
9248.51
9248.51
9248.51
9447.4
9099.34
9099.34
9099.34
9049.62
8801
8850.72
9049.62
9099.34
9149.06
9099.34
9099.34
0.000000
1/2/2013
9100
1/1/2013
9200
expected return
rata2 return
9250
9200
9000
9200
9100
9200
3454500
0
9049.62
9149.06
0.008838
0.000076
0.008691

varian
standar deviasi
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013
Return (Rt) (Retun-Rata2

0.053763
-0.010638
0.016216
-0.021164
-0.015625
-0.044776
0.000000
-0.004950
0.015075
-0.038647
-0.041667
-0.018182
0.014793
0.018691
-0.022831
0.004587
-0.004566
-0.004546
0.009175
-0.009091
0.009175
-0.009091
0.000000
-0.004525
0.000000
0.004545
0.000000
0.004567
0.000000
0.018604
return)2
0.002808
0.000130
0.000239
0.000481
0.000269
0.002074
0.000001
0.000033
0.000205
0.001554
0.001801
0.000359
0.000197
0.000321
0.000557
0.000015
0.000028
0.000028
0.000071
0.000097
0.000071
0.000097
0.000001
0.000028
0.000001
0.000014
0.000001
0.000014
0.000001
0.000318
0.009390
-0.009303
0.000000
-0.022728
0.023256
-0.031531
0.004525
0.013762
0.000000
-0.009091
0.000000
0.000000
0.018519
0.018868
-0.027523
0.009260
0.023696
-0.004717
-0.009346
-0.031674
0.018433
-0.018099
0.000000
0.004545
-0.035087
0.000000
0.036363
0.032865
-0.022936
0.028302
-0.013954
-0.013762
0.000074
0.000101
0.000001
0.000552
0.000506
0.001043
0.000014
0.000169
0.000001
0.000097
0.000001
0.000001
0.000315
0.000328
0.000800
0.000072
0.000526
0.000030
0.000102
0.001053
0.000312
0.000356
0.000001
0.000014
0.001286
0.000001
0.001267
0.001030
0.000562
0.000758
0.000217
0.000211
0.018691
0.004695
-0.009303
0.009390
-0.004674
-0.009259
0.004651
-0.004629
0.004651
0.004673
0.019048
-0.018692
0.000000
-0.027273
0.032865
-0.013889
-0.044249
0.091787
0.000000
0.004855
0.004878
0.004902
0.014925
0.005001
0.015228
-0.019901
-0.009852
0.020100
-0.009951
0.015152
0.000000
-0.014925
0.000321
0.000015
0.000101
0.000074
0.000030
0.000101
0.000015
0.000029
0.000015
0.000015
0.000334
0.000379
0.000001
0.000786
0.001030
0.000215
0.002027
0.008284
0.000001
0.000017
0.000017
0.000017
0.000200
0.000018
0.000209
0.000427
0.000113
0.000374
0.000115
0.000207
0.000001
0.000246
0.020305
0.020725
0.021164
0.000000
0.016129
-0.005347
0.005376
0.000000
0.000000
0.000000
-0.021052
0.038251
0.000000
0.000000
0.005494
0.028249
-0.005618
-0.021979
-0.005464
-0.005434
0.005464
0.000000
0.005494
0.000382
0.000398
0.000416
0.000001
0.000236
0.000037
0.000021
0.000001
0.000001
0.000001
0.000476
0.001405
0.000001
0.000001
0.000022
0.000755
0.000041
0.000517
0.000039
0.000038
0.000022
0.000001
0.000022
-0.010869
-
0.000135
-
0.000769
0.000769
0.044314
0.000379
0.019461
DLTA
Date
Open
High
Low
Close
Volume Adj Close return
6/14/2013
345000
345000
345000
345000
3000
343725 0.000000
6/13/2013
345000
345000
345000
345000
500
343725 -0.014286
6/12/2013
350000
350000
350000
350000
3500 348706.5 0.000000
6/11/2013
350000
350000
345000
350000
5000 348706.5 0.000000
6/10/2013
350000
350000
350000
350000
7500 348706.5 0.000000
6/7/2013
350000
350000
349000
350000
17500 348706.5 0.000000
6/6/2013
350000
350000
350000
350000
0 348706.5 0.000000
6/5/2013
350000
350000
348000
350000
3000 348706.5 0.000000
6/4/2013
350000
350000
350000
350000
500 348706.5 0.000000
6/3/2013
350000
350000
350000
350000
500 348706.5 0.000000
5/31/2013
350000
350000
350000
350000
3000 348706.5 0.000000
5/30/2013
350000
350200
350000
350000
9000 348706.5 0.000000
5/29/2013
350000
350000
350000
350000
21500 348706.5 0.000000
5/28/2013
350000
350000
350000
350000
21500 348706.5 0.000000
5/27/2013
350000
350000
350000
350000
11000 348706.5 0.000000
5/24/2013
350000
350000
350000
350000
21500 348706.5 0.000000
5/23/2013
350000
350000
350000
350000
16000 348706.5 0.000000
5/22/2013
350000
350000
350000
350000
16000 348706.5 0.000000
5/21/2013
350000
350000
350000
350000
6500 348706.5 0.000000
5/20/2013
350000
350000
350000
350000
6500 348706.5 0.014493
5/17/2013
345000
345000
345000
345000
1000
343725 0.020710
5/16/2013
338000
338000
338000
338000
500 336750.9 0.000000
5/15/2013
338000
338000
338000
338000
500 336750.9 0.000000
5/14/2013
338000
338000
338000
338000
500 336750.9 0.000000
5/13/2013
338000
338000
338000
338000
500 336750.9 0.002967
5/10/2013
337000
337000
336950
337000
1500 335754.6 0.001188
5/9/2013
336600
336600
336600
336600
0
335356 0.000000
5/8/2013
336600
340500
336600
336600
10000
335356 -0.022932
5/7/2013
344500
345000
335000
344500
3500 343226.8 0.028358
5/6/2013
335000
335000
335000
335000
19000
333762 0.000000
5/3/2013
335000
335000
335000
335000
19000
333762 0.000000
5/2/2013
335000
335000
335000
335000
19000
333762 0.000000
5/1/2013
335000
335000
325000
335000
19000
333762 0.030769
4/30/2013
325000
325000
325000
325000
500 323798.9 0.000000
4/29/2013
325000
325000
325000
325000
500 323798.9 0.000000
4/26/2013
325000
325000
325000
325000
500 323798.9 0.000000
4/25/2013
325000
325000
325000
325000
14000 323798.9 0.000000
4/24/2013
325000
325000
325000
325000
10000 323798.9 0.000000
4/23/2013
325000
325000
325000
325000
0 323798.9 0.000000
4/22/2013
325000
325000
325000
325000
5500 323798.9 0.000000
4/19/2013
325000
325000
321000
325000
5500 323798.9 -0.015152
4/18/2013
330000
330000
330000
330000
6000 328780.4 0.000000
4/17/2013
330000
330000
325000
330000
6000 328780.4 0.000000
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
330000
330000
325000
325000
326000
338000
338000
338000
338000
338000
338000
338000
330000
330000
315000
308000
308000
308000
308000
308000
308000
308000
308000
308000
308000
305000
305000
305000
305000
305000
305000
285000
285000
285000
285000
285000
285000
285000
285000
285000
285000
290000
290000
290000
290000
330000
330000
325000
325000
330000
338000
338000
338000
338000
338000
338000
341000
330000
330000
315000
308000
308000
308000
308000
308000
308000
308000
308000
308000
308000
305000
305000
305000
305000
305000
305000
285000
285000
285000
285000
285000
285000
285000
285000
285000
290000
290000
290000
290000
290000
330000
330000
325000
325000
326000
338000
338000
338000
338000
338000
338000
338000
330000
325000
310000
308000
308000
308000
308000
308000
308000
308000
305000
308000
307000
305000
305000
305000
305000
305000
295000
285000
285000
285000
285000
285000
285000
285000
285000
285000
285000
290000
290000
290000
287000
330000
330000
325000
325000
326000
338000
338000
338000
338000
338000
338000
338000
330000
330000
315000
308000
308000
308000
308000
308000
308000
308000
308000
308000
308000
305000
305000
305000
305000
305000
305000
285000
285000
285000
285000
285000
285000
285000
285000
285000
285000
290000
290000
290000
290000
500
500
5000
5000
1500
5000
5000
5000
5000
5000
5000
5000
0
1500
3000
500
500
2000
2000
2000
2000
2000
2000
1000
4500
0
3000
3000
3000
3000
3000
0
500
500
500
500
500
0
1000
1000
1000
1500
1500
1500
1500
328780.4
328780.4
323798.9
323798.9
324795.2
336750.9
336750.9
336750.9
336750.9
336750.9
336750.9
336750.9
328780.4
328780.4
313835.9
306861.7
306861.7
306861.7
306861.7
306861.7
306861.7
306861.7
306861.7
306861.7
306861.7
303872.8
303872.8
303872.8
303872.8
303872.8
303872.8
283946.7
283946.7
283946.7
283946.7
283946.7
283946.7
283946.7
283946.7
283946.7
283946.7
288928.3
288928.3
288928.3
288928.3
0.000000
0.015385
0.000000
-0.003067
-0.035503
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.024242
0.000000
0.047619
0.022727
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.009836
0.000000
0.000000
0.000000
0.000000
0.000000
0.070175
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-0.017241
0.000000
0.000000
0.000000
0.035714
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
280000
267500
267500
267500
255000
250000
250000
250000
250000
250000
250000
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
280000
267500
267500
267500
255000
250000
250000
250000
250000
250000
250000
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
270000
267500
267500
265000
252500
250000
250000
250000
250000
250000
250000
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
280000
267500
267500
267500
255000
250000
250000
250000
250000
250000
250000
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
249500
1/3/2013
249500
1/2/2013
249500
1/1/2013
255000
expected return
rata2 return
249500
249500
255000
249500
249500
255000
249500
249500
255000

varian
standar deviasi
4000
1000
1000
1000
2000
1000
500
1500
1500
1500
2000
500
500
0
500
0
500
500
500
500
500
500
500
500
500
500
500
0
278965.2
266511.4
266511.4
266511.4
254057.6
249076.1
249076.1
249076.1
249076.1
249076.1
249076.1
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
248577.9
0.046729
0.000000
0.000000
0.049020
0.020000
0.000000
0.000000
0.000000
0.000000
0.000000
0.002004
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
500 248577.9 0.000000

500 248577.9 -0.021569
0 254057.6 0.002646
0.002646
HM
(retun-rata2retun)
0.000007
0.000287
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000140
0.000326
0.000007
0.000007
0.000007
0.000000
0.000002
0.000007
0.000654
0.000661
0.000007
0.000007
0.000007
0.000791
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000317
0.000007
0.000007
2
Date
Open
High
Low
6/14/2013
82500
82500
81000
6/13/2013
81900
82500
79850
6/12/2013
82500
82500
81000
6/11/2013
82900
84000
82150
6/10/2013
85200
86450
84750
6/7/2013
86000
86200
85500
6/6/2013
87000
87000
87000
6/5/2013
87000
87000
87000
6/4/2013
87500
87500
86750
6/3/2013
87500
87500
87500
5/31/2013
87500
87500
86750
5/30/2013
87500
87500
87500
5/29/2013
87500
87500
86800
5/28/2013
87500
87500
87000
5/27/2013
87050
87050
87000
5/24/2013
87950
87950
87750
5/23/2013
87500
87500
87000
5/22/2013
88000
88000
88000
5/21/2013
88000
88000
87950
5/20/2013
87800
88000
87000
5/17/2013
88000
88000
85500
5/16/2013
85500
85500
84500
5/15/2013
85900
86500
85000
5/14/2013
86500
86500
86500
5/13/2013
86500
86700
86500
5/10/2013
86500
87000
85000
5/9/2013
85200
85200
85200
5/8/2013
85200
85200
85000
5/7/2013
85150
85150
85000
5/6/2013
85000
85000
84700
5/3/2013
84700
84700
84700
5/2/2013
84500
85100
84500
5/1/2013
84300
84300
84300
4/30/2013
84300
84300
84300
4/29/2013
84300
84300
84000
4/26/2013
83750
83750
83750
4/25/2013
83500
83700
83500
4/24/2013
83300
83500
83250
4/23/2013
83700
83700
83700
4/22/2013
83700
83700
82350
4/19/2013
83500
83900
82800
4/18/2013
84150
84150
84150
4/17/2013
84150
84500
84000
0.000007
0.000162
0.000007
0.000033
0.001455
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000466
0.000007
0.002023
0.000403
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000052
0.000007
0.000007
0.000007
0.000007
0.000007
0.004560
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000395
0.000007
0.000007
0.000007
0.001094
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
83700
84000
84000
83500
84000
84000
84150
84500
84500
85100
85100
85000
84500
84500
82500
80000
80000
78950
78950
78000
78000
77100
77400
77000
77200
77400
76200
77400
77000
77400
77300
77100
75200
74900
73500
73000
72900
72950
73000
73000
74000
72500
72000
72500
72000
83700
84150
84000
83500
84000
84000
84200
84500
84500
85100
85100
85000
84500
84500
82500
80000
80900
79750
78950
78000
78000
77900
77400
77200
77200
77400
77000
77400
77400
77700
77700
77800
75200
74900
73600
73000
72900
72950
73000
74000
74000
73000
72000
72500
72050
82500
83500
83500
82500
83350
82500
83000
84500
84000
85000
85000
84500
84500
82500
80000
80000
79100
78950
78100
77500
77400
77100
77200
77000
77200
77400
76200
76750
76900
76600
77200
75500
74900
72600
73200
72650
72500
72950
72100
73000
72600
72500
72000
72000
71000
0.001943
0.000007
0.000007
0.002151
0.000301
0.000007
0.000007
0.000007
0.000007
0.000007
0.000000
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
0.000007
68250
66000
66000
64700
63950
63800
63300
63400
63300
63200
63100
63000
63250
63100
63100
63000
63000
59100
63100
63100
63100
63100
63100
63000
63500
63450
63500
63500
68250
66850
66000
64700
63950
63800
63300
63450
63300
63200
63100
63000
63250
63100
63100
63000
63000
63450
63100
63100
63100
63100
63100
63000
63500
63450
63500
63500
67500
65950
64700
64000
63800
63250
63300
63400
63300
63200
63100
63000
63250
63100
63000
63000
63000
59100
63100
63100
63100
63100
62700
62900
63500
63450
63500
63000
0.000007
0.000586
1/3/2013
63150
1/2/2013
61000
1/1/2013
59000
expected return
rata2 return
63150
61000
59000
61000
59900
59000
0.019462
0.000166
0.012897

varian
standar deviasi
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
HMSP
Close
(retun-rata2retun)2
82500
6000
82500
0.007326
0.000018
81900
18000
81900
-0.007273
0.000106
82500
8000
82500
-0.004825
0.000062
82900
15000
82900
-0.014210
0.000298
85200
12500
84095
-0.009302
0.000152
86000
9000 84884.62
-0.011494
0.000211
87000
0 85871.65
0.000000
0.000009
87000
1000 85871.65
-0.005714
0.000077
87500
2000 86365.17
0.000000
0.000009
87500
8000 86365.17
0.000000
0.000009
87500
8000 86365.17
0.000000
0.000009
87500
4000 86365.17
0.000000
0.000009
87500
4000 86365.17
0.000000
0.000009
87500
1500 86365.17
0.005169
0.000005
87050
10000 85921.01
-0.010233
0.000176
87950
3000 86809.33
0.005143
0.000004
87500
19000 86365.17
-0.005682
0.000076
88000
500 86858.68
0.000000
0.000009
88000
7000 86858.68
0.002278
0.000001
87800
7000 86661.28
-0.002273
0.000028
88000
64000 86858.68
0.029240
0.000686
85500
5500 84391.11
-0.004657
0.000059
85900
27000 84785.92
-0.006936
0.000100
86500
2000 85378.14
0.000000
0.000009
86500
2000 85378.14
0.000000
0.000009
86500
6500 85378.14
0.015258
0.000149
85200
0
84095
0.000000
0.000009
85200
9000
84095
0.000587
0.000006
85150
6500 84045.65
0.001765
0.000002
85000
2000 83897.59
0.003542
0.000000
84700
500 83601.48
0.002367
0.000000
84500
5500 83404.08
0.002373
0.000000
84300
1000 83206.67
0.000000
0.000009
84300
1000 83206.67
0.000000
0.000009
84300
2000 83206.67
0.006567
0.000012
83750
2000 82663.8
0.002994
0.000000
83500
2000 82417.05
0.002401
0.000000
83300
5000 82219.64
-0.004779
0.000061
83700
0 82614.45
0.000000
0.000009
83700
3000 82614.45
0.002395
0.000000
83500
18500 82417.05
-0.007724
0.000116
84150
5000 83058.62
0.000000
0.000009
84150
5000 83058.62
0.005376
0.000005
83700
84000
84000
83500
84000
84000
84150
84500
84500
85100
85100
85000
84500
84500
82500
80000
80000
78950
78950
78000
78000
77100
77400
77000
77200
77400
76200
77400
77000
77400
77300
77100
75200
74900
73500
73000
72900
72950
73000
73000
74000
72500
72000
72500
72000
6000
11000
1500
12500
10500
8500
5500
5500
5500
2000
2000
13000
0
58000
56500
500
7000
19000
4500
4500
18000
4000
1500
3000
500
0
2500
9500
4000
11500
4000
14000
5500
16000
14000
9000
15500
500
4500
4500
6500
6500
2500
5000
6500
82614.45
82910.56
82910.56
82417.05
82910.56
82910.56
83058.62
83404.08
83404.08
83996.3
83996.3
83897.59
83404.08
83404.08
81430.02
78962.44
78962.44
77926.06
77926.06
76988.38
76988.38
76100.05
76396.16
76001.35
76198.76
76396.16
75211.72
76396.16
76001.35
76396.16
76297.46
76100.05
74224.69
73928.58
72546.74
72053.23
71954.52
72003.88
72053.23
72053.23
73040.26
71559.71
71066.2
71559.71
71066.2
-0.003571
0.000000
0.005988
-0.005952
0.000000
-0.001783
-0.004142
0.000000
-0.007051
0.000000
0.001177
0.005917
0.000000
0.024242
0.031250
0.000000
0.013300
0.000000
0.012180
0.000000
0.011673
-0.003876
0.005195
-0.002591
-0.002584
0.015748
-0.015504
0.005195
-0.005168
0.001294
0.002594
0.025266
0.004005
0.019048
0.006849
0.001372
-0.000686
-0.000685
0.000000
-0.013514
0.020690
0.006944
-0.006896
0.006944
0.054945
0.000044
0.000009
0.000009
0.000081
0.000009
0.000023
0.000052
0.000009
0.000102
0.000009
0.000003
0.000008
0.000009
0.000449
0.000795
0.000009
0.000105
0.000009
0.000083
0.000009
0.000074
0.000048
0.000005
0.000032
0.000032
0.000161
0.000344
0.000005
0.000067
0.000003
0.000000
0.000494
0.000001
0.000256
0.000014
0.000003
0.000014
0.000014
0.000009
0.000274
0.000311
0.000015
0.000099
0.000015
0.002694
68250
66000
66000
64700
63950
63800
63300
63400
63300
63200
63100
63000
63250
63100
63100
63000
63000
59100
63100
63100
63100
63100
63100
63000
63500
63450
63500
63500
5500
9500
14000
25000
2000
2500
1500
3000
500
4000
500
500
1000
0
1000
0
1500
4000
500
500
500
500
3500
1500
8000
2500
9000
16500
67364.83
65144.01
65144.01
63860.87
63120.6
62972.55
62479.03
62577.73
62479.03
62380.33
62281.62
62182.92
62429.68
62281.62
62281.62
62182.92
62182.92
58333.5
62281.62
62281.62
62281.62
62281.62
62281.62
62182.92
62676.44
62627.09
62676.44
62676.44
63150
61000
59000
45500 62330.98
4500 60208.86
0 58234.8 -
0.034091
0.000000
0.020093
0.011728
0.002351
0.007899
-0.001577
0.001580
0.001582
0.001585
0.001587
-0.003953
0.002377
0.000000
0.001587
0.000000
0.065990
-0.063391
0.000000
0.000000
0.000000
0.000000
0.001587
-0.007874
0.000788
-0.000787
0.000000
0.005542
0.000964
0.000009
0.000291
0.000075
0.000000
0.000024
0.000021
0.000002
0.000002
0.000002
0.000002
0.000049
0.000000
0.000009
0.000002
0.000009
0.003962
0.004414
0.000009
0.000009
0.000009
0.000009
0.000002
0.000119
0.000005
0.000015
0.000009
0.000006
0.035246
0.033898
0.001037
0.000952
-
0.003046
0.003046
0.021380
0.000183
0.013518
MYOR
Date
Open
High
Low
Close
6/14/2013
31450
32500
30700
31450
221000
31450
0.031148
6/13/2013
30500
31500
29900
30500
134000
30500
0.003289
6/12/2013
30400
30900
30000
30400
249500
30400
-0.025641
6/11/2013
31200
33400
31200
31200
208000
31200
-0.071429
6/10/2013
33600
34150
33200
33600
21000
33600
-0.013216
6/7/2013
34050
34750
34000
34050
138000
34050
-0.027143
6/6/2013
35000
35000
35000
35000
0
35000
0.000000
6/5/2013
35000
35200
33350
35000
225500
35000
0.044776
6/4/2013
33500
34250
30850
33500
677000
33500
-0.020468
6/3/2013
34200
35500
34000
34200
70500
34200
-0.056552
5/31/2013
36250
36500
36000
36250
60500
36250
-0.001377
5/30/2013
36300
36500
36300
36300
49000
36300
0.008333
5/29/2013
36000
37200
34550
36000
140000
36000
0.043478
5/28/2013
34500
34700
34000
34500
92000
34500
0.022222
5/27/2013
33750
34450
33500
33750
73500
33750
-0.020319
5/24/2013
34450
35000
34000
34450
187500
34450
-0.007205
5/23/2013
34700
35500
34700
34700
24500
34700
-0.015603
5/22/2013
35250
35250
35250
35250
2500
35250
-0.012605
5/21/2013
35700
35750
35500
35700
90000
35700
0.000000
5/20/2013
35700
36000
33600
35700
83500
35700
0.062500
5/17/2013
33600
33900
33400
33600
85000
33600
0.009009
5/16/2013
33300
34050
33300
33300
32000
33300
-0.005970
5/15/2013
33500
33550
33000
33500
71500
33500
0.000000
5/14/2013
33500
33500
32650
33500
282500
33500
0.015152
5/13/2013
33000
33500
33000
33000
83500
33000
0.000000
5/10/2013
33000
33200
33000
33000
35000
33000
-0.006024
5/9/2013
33200
33200
33200
33200
0
33200
0.000000
5/8/2013
33200
33550
32950
33200
58000
33200
0.007587
5/7/2013
32950
32950
31700
32950
128500
32950
0.006107
5/6/2013
32750
32750
31800
32750
92000
32750
0.039683
5/3/2013
31500
31600
30700
31500
293000
31500
0.026059
5/2/2013
30700
31300
30600
30700
384000
30700
0.000000
5/1/2013
30700
30700
29950
30700
36500
30700
0.021631
4/30/2013
30050
30200
30000
30050
50500
30050
0.001667
4/29/2013
30000
30100
29950
30000
122500
30000
0.001669
4/26/2013
29950
29950
29900
29950
51000
29950
0.001672
4/25/2013
29900
30300
29450
29900
111500
29900
-0.003333
4/24/2013
30000
30100
29000
30000
28500
30000
0.000000
4/23/2013
30000
30000
30000
30000
0
30000
0.000000
4/22/2013
30000
30100
29900
30000
387500
30000
0.034483
4/19/2013
29000
30300
29000
29000
125500
29000
-0.041322
4/18/2013
30250
30300
30200
30250
593500
30250
0.001656
4/17/2013
30200
30250
29500
30200
72500
30200
0.003322
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
30100
30000
29950
30000
30300
30500
30100
29500
28000
27150
27150
26500
27100
27100
27000
26200
26200
26000
27000
27000
27200
27000
27500
26800
27100
27000
27500
27000
26950
25000
24500
24550
24550
25000
24600
24250
23200
22750
22650
22650
22200
22500
22500
22850
22050
30100
30000
30600
30500
30300
30600
30100
29500
28000
27200
27200
27000
27100
27100
27000
26950
26200
27000
27350
27000
27950
27500
27500
27000
27200
27000
27600
27450
27300
25050
25350
24600
25050
25100
24600
24250
23300
23000
22800
22700
22550
22650
22750
23400
22250
29500
30000
29950
30000
30000
28700
29000
27550
27500
26350
26350
26500
27100
27000
26450
26200
26000
26000
27000
26500
27000
27000
26250
26000
26950
27000
27000
26000
25450
25000
24500
24550
24000
24400
24250
23250
22900
22600
22600
22600
22150
22450
22100
22000
21000
30100
30000
29950
30000
30300
30500
30100
29500
28000
27150
27150
26500
27100
27100
27000
26200
26200
26000
27000
27000
27200
27000
27500
26800
27100
27000
27500
27000
26950
25000
24500
24550
24550
25000
24600
24250
23200
22750
22650
22650
22200
22500
22500
22850
22050
36500
17500
24000
180000
282500
395500
111500
153500
672500
260000
260000
57000
0
42000
36500
26500
193000
330000
9500
10500
209000
72500
22500
42500
318500
0
181500
169000
142500
49000
223000
166500
240500
156500
162000
475000
347500
244500
165000
171000
97500
33000
311500
888500
624500
30100
30000
29950
30000
30300
30500
30100
29500
28000
27150
27150
26500
27100
27100
27000
26200
26200
26000
27000
27000
27200
27000
27500
26800
27100
27000
27500
27000
26950
25000
24500
24550
24550
25000
24600
24250
23200
22750
22650
22650
22200
22500
22500
22850
22050
0.003333
0.001669
-0.001667
-0.009901
-0.006557
0.013289
0.020339
0.053571
0.031308
0.000000
0.024528
-0.022140
0.000000
0.003704
0.030534
0.000000
0.007692
-0.037037
0.000000
-0.007353
0.007407
-0.018182
0.026119
-0.011070
0.003704
-0.018182
0.018519
0.001855
0.078000
0.020408
-0.002037
0.000000
-0.018000
0.016260
0.014433
0.045259
0.019780
0.004415
0.000000
0.020270
-0.013333
0.000000
-0.015317
0.036281
0.047506
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
21050
20750
20700
20650
20250
20050
20150
20150
20550
20250
20300
20000
20000
20000
20000
20050
20050
20000
19600
19850
19900
19550
19300
19300
19450
19450
19500
19500
21100
20750
20700
20650
20300
20300
20400
20650
20550
20250
20300
20100
20050
20000
20250
20050
20050
20000
19900
19900
19900
19550
19500
19500
19650
19500
19600
19700
20650
20550
20500
20250
20100
20050
20000
20150
20000
19800
19950
19500
19900
20000
19700
20050
19850
19700
19500
19700
19550
19350
19250
19150
19450
19400
19400
19500
21050
20750
20700
20650
20250
20050
20150
20150
20550
20250
20300
20000
20000
20000
20000
20050
20050
20000
19600
19850
19900
19550
19300
19300
19450
19450
19500
19500
440000
88500
314000
363500
122000
53500
220000
311000
377500
225000
375000
604000
77000
0
536000
0
160000
176000
105500
139500
422500
292000
181500
751000
85000
371000
511500
389500
21050
20750
20700
20650
20250
20050
20150
20150
20550
20250
20300
20000
20000
20000
20000
20050
20050
20000
19600
19850
19900
19550
19300
19300
19450
19450
19500
19500
0.014458
0.002415
0.002421
0.019753
0.009975
-0.004963
0.000000
-0.019465
0.014815
-0.002463
0.015000
0.000000
0.000000
0.000000
-0.002494
0.000000
0.002500
0.020408
-0.012594
-0.002513
0.017903
0.012953
0.000000
-0.007712
0.000000
-0.002564
0.000000
0.000000
1/3/2013
19500
1/2/2013
19750
1/1/2013
19600
expected return
rata2 return
19700
20100
19600
19500
19750
19600
19500
19750
19600
417000
23500
0
19500
19750
19600 -
-0.012658
0.007653

varian
standar deviasi
0.004233
0.004233
A
(retun-rata2retun)
0.000724
0.000011
0.000657
0.005102
0.000175
0.000737
0.000000
0.002005
0.000419
0.003198
0.000002
0.000069
0.001890
0.000494
0.000413
0.000052
0.000243
0.000159
0.000000
0.003906
0.000081
0.000036
0.000000
0.000230
0.000000
0.000036
0.000000
0.000058
0.000037
0.001575
0.000679
0.000000
0.000468
0.000003
0.000003
0.000003
0.000011
0.000000
0.000000
0.001189
0.001708
0.000003
0.000011
2
Date
Open
High
Low
6/14/2013
3225
3375
6/13/2013
3150
3325
6/12/2013
3325
3350
6/11/2013
3200
3475
6/10/2013
3525
3750
6/7/2013
3675
3800
6/6/2013
3725
3725
6/5/2013
3725
3900
6/4/2013
3875
4000
6/3/2013
3875
4000
5/31/2013
4050
4150
5/30/2013
4075
4175
5/29/2013
4125
4200
5/28/2013
4175
4275
5/27/2013
4125
4200
5/24/2013
4200
4225
5/23/2013
4125
4425
5/22/2013
4325
4425
5/21/2013
4150
4275
5/20/2013
4225
4375
5/17/2013
4250
4425
5/16/2013
4275
4500
5/15/2013
4300
4300
5/14/2013
3825
3925
5/13/2013
3875
4000
5/10/2013
4000
4075
5/9/2013
3950
3950
5/8/2013
4025
4100
5/7/2013
4000
4125
5/6/2013
3950
4075
5/3/2013
4000
4275
5/2/2013
4175
4400
5/1/2013
4300
4350
4/30/2013
4100
4275
4/26/2013
4275
4450
4/25/2013
4375
4450
4/24/2013
4400
4575
4/23/2013
4550
4550
4/22/2013
4550
4625
4/19/2013
4625
4800
4/18/2013
4650
4650
4/17/2013
4525
4625
4/16/2013
4450
4550
3200
3100
2975
3200
3400
3675
3725
3675
3775
3850
4050
4075
4100
4125
4075
4125
3950
4150
4100
4175
4225
4275
3850
3775
3850
3975
3950
3975
3950
3900
3900
4175
4100
3950
4250
4350
4400
4550
4500
4600
4475
4450
4325
0.000011
0.000003
0.000003
0.000098
0.000043
0.000177
0.000414
0.002870
0.000980
0.000000
0.000602
0.000490
0.000000
0.000014
0.000932
0.000000
0.000059
0.001372
0.000000
0.000054
0.000055
0.000331
0.000682
0.000123
0.000014
0.000331
0.000343
0.000003
0.006084
0.000416
0.000004
0.000000
0.000324
0.000264
0.000208
0.002048
0.000391
0.000019
0.000000
0.000411
0.000178
0.000000
0.000235
0.001316
0.002257
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013
3/13/2013
3/12/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/7/2013
2/6/2013
4450
4450
4500
4650
3875
3800
4075
4300
4650
4725
4575
4575
4750
4300
3725
3700
3700
3775
3450
3150
3025
2725
2750
2825
2825
2850
2850
2750
2750
2750
2775
2750
2525
2450
2475
2500
2450
2500
2450
2475
2550
2450
2225
2275
2175
4600
4650
5000
4675
3975
4100
4350
4450
4800
4775
4575
4825
4975
4325
3850
3900
4125
3800
3450
3175
3050
2775
2800
2825
2900
2900
2925
2750
2750
2800
2825
2850
2575
2500
2525
2575
2500
2550
2525
2600
2625
2475
2300
2325
2225
4400
4375
4350
3900
3800
3775
4050
4050
4650
4550
4575
4525
4325
3750
3700
3650
3650
3400
3150
2975
2750
2625
2700
2825
2800
2800
2750
2675
2750
2650
2750
2700
2475
2450
2450
2450
2425
2400
2425
2450
2450
2175
2175
2175
2100
0.000209
0.000006
0.000006
0.000390
0.000100
0.000025
0.000000
0.000379
0.000219
0.000006
0.000225
0.000000
0.000000
0.000000
0.000006
0.000000
0.000006
0.000416
0.000159
0.000006
0.000321
0.000168
0.000000
0.000059
0.000000
0.000007
0.000000
0.000000
2/5/2013
2175
2/4/2013
2175
2/1/2013
2225
1/31/2013
2225
1/30/2013
2350
1/29/2013
2400
1/28/2013
2475
1/25/2013
2525
1/24/2013
2150
1/23/2013
2150
1/22/2013
2125
1/21/2013
2150
1/18/2013
1930
1/17/2013
1920
1/16/2013
1880
1/15/2013
1900
1/14/2013
1910
1/11/2013
1870
1/10/2013
1890
1/9/2013
1940
1/8/2013
1960
1/7/2013
2025
1/4/2013
2050
1/3/2013
2050
1/2/2013
2025
1/1/2013
1900
expected return
rata2 return
0.000160
0.000059

varian
standar deviasi
0.053476
0.000457
0.021379
2175
2275
2400
2350
2400
2525
2575
2575
2150
2200
2225
2175
1970
1950
1900
1930
1930
1910
1960
1980
2025
2075
2050
2100
2025
1900
2175
2175
2200
2225
2325
2375
2475
2150
2150
2125
2125
1930
1920
1880
1870
1860
1870
1820
1880
1920
1940
2000
2050
2025
1910
1900
ADES
Close
Volume Adj
3225
666500
3150
438500
3325 1453000
3200 1129500
3525 1383500
3675
626500
3725
0
3725 1028000
3875 1361500
3875 1383000
4050
694500
4075
673000
4125
799000
4175 1202500
4125
484500
4200 1026000
4125 4373000
4325 5401500
4150
986000
4225 1527000
4250 2086500
4275 6616500
4300 7562000
3825
961500
3875
913000
4000
371500
3950
0
4025
549000
4000 1406000
3950
717000
4000 2006000
4175 2231000
4300 5008500
4100 2285500
4275
888000
4375
568500
4400
933000
4550
0
4550
893000
4625 3306000
4650 3171000
4525 2410500
4450 1348500
Close return
(retun-rata2retun)2
3225
0.023810
0.000325
3150
-0.052632
0.003411
3325
0.039063
0.001109
3200
-0.092199
0.009597
3525
-0.040816
0.002170
3675
-0.013423
0.000368
3725
0.000000
0.000033
3725
-0.038710
0.001978
3875
0.000000
0.000033
3875
-0.043210
0.002399
4050
-0.006135
0.000142
4075
-0.012121
0.000320
4125
-0.011976
0.000315
4175
0.012121
0.000040
4125
-0.017857
0.000558
4200
0.018182
0.000154
4125
-0.046243
0.002705
4325
0.042169
0.001325
4150
-0.017751
0.000553
4225
-0.005882
0.000136
4250
-0.005848
0.000135
4275
-0.005814
0.000134
4300
0.124183
0.014022
3825
-0.012903
0.000349
3875
-0.031250
0.001370
4000
0.012658
0.000047
3950
-0.018634
0.000595
4025
0.006250
0.000000
4000
0.012658
0.000047
3950
-0.012500
0.000334
4000
-0.041916
0.002274
4175
-0.029070
0.001214
4300
0.048780
0.001850
4100
-0.040936
0.002181
4275
-0.022857
0.000819
4375
-0.005682
0.000131
4400
-0.032967
0.001500
4550
0.000000
0.000033
4550
-0.016216
0.000483
4625
-0.005376
0.000124
4650
0.027624
0.000478
4525
0.016854
0.000123
4450
0.000000
0.000033
4450 1425000
4450 1285500
4500 11663500
4650 9478500
3875 1263500
3800 1993500
4075
931000
4300 2413500
4650 1812500
4725 2792500
4575
0
4575 2535500
4750 5409000
4300 4536500
3725
843500
3700 2166000
3700 3484500
3775 3913500
3450 4375500
3150 4902000
3025 11474000
2725 1982000
2750
963000
2825
0
2825
920500
2850 1083000
2850 4634500
2750 1228000
2750
0
2750 1545500
2775 2538000
2750 3432500
2525 2149500
2450
309000
2475
878500
2500 1847000
2450
986000
2500 1558500
2450
925500
2475 2119500
2550 9265500
2450 10010500
2225 1332500
2275 3143500
2175 1955500
4450
4450
4500
4650
3875
3800
4075
4300
4650
4725
4575
4575
4750
4300
3725
3700
3700
3775
3450
3150
3025
2725
2750
2825
2825
2850
2850
2750
2750
2750
2775
2750
2525
2450
2475
2500
2450
2500
2450
2475
2550
2450
2225
2275
2175
0.000000
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0.000000
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0.020408
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0.020408
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0.040816
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0.045977
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0.000033
0.000285
0.001446
0.037726
0.000195
0.005366
0.003375
0.006567
0.000468
0.000730
0.000033
0.001816
0.009778
0.022080
0.000001
0.000033
0.000657
0.007821
0.008005
0.001264
0.010883
0.000221
0.001044
0.000033
0.000211
0.000033
0.000936
0.000033
0.000033
0.000218
0.000011
0.006946
0.000617
0.000252
0.000249
0.000214
0.000664
0.000214
0.000252
0.001238
0.001228
0.009093
0.000770
0.001617
0.000033
2175
0
2175
685000
2225 4091000
2225 1758500
2350 1249000
2400 1660000
2475 3246000
2525 13550500
2150
0
2150 1286500
2125 6052500
2150 7338500
1930 1098500
1920
898500
1880
525000
1900
630500
1910
456000
1870
830000
1890 1009000
1940 1286000
1960 1168500
2025
410500
2050
0
2050 1882000
2025 2105000
1900
0
2175
2175
2225
2225
2350
2400
2475
2525
2150
2150
2125
2150
1930
1920
1880
1900
1910
1870
1890
1940
1960
2025
2050
2050
2025
1900 -
0.000000
-0.022472
0.000000
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0.174419
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0.000033
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0.001301
0.000654
0.028443
0.000033
0.000036
0.000303
0.011712
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0.000241
0.000266
0.000121
0.000244
0.000267
0.000995
0.000255
0.001434
0.000323
0.000033
0.000043
0.003603
-
0.005768
0.005768
0.256030
0.002286
0.047812

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32 Bank Central Asia Tbk.

jumlah (return-rata2 return)2

Volume Adj Close Return (Rt)

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

Close Return (Rt) (Retun-Rata2

jumlah (return-rata2 return)2

Close Return (Rt) (Retun-Rata2

jumlah (return-rata2 return)2

jumlah (return-rata2 ret

mlah (return-rata2 return)2

Volume Adj Close Return (Rt) (Retun-Rata2

jumlah (return-rata2 return)2

Close Return (Rt)

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

Return (Rt) (Retun-Rata2

jumlah (return-rata2 return)2

500 248577.9 0.000000

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

jumlah (return-rata2 return)2

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