ANALISIS RETURN DAN RISIKO SAHAM

Bank Central Asia(BBCA) & Astra(ASII)

Tanggal
5/20/2015
5/19/2015
5/18/2015
5/15/2015
5/14/2015
5/13/2015
5/12/2015
5/11/2015
5/8/2015
5/7/2015
5/6/2015
5/5/2015
5/4/2015
5/1/2015
4/30/2015
4/29/2015
4/28/2015
4/27/2015
4/24/2015
4/23/2015
4/22/2015
4/20/2015
4/17/2015
4/16/2015
4/15/2015
4/14/2015
4/13/2015
4/10/2015
10/9/1900
4/8/2015

Index Prices
5293
5269
5238
5227
5246
5206
5172
5182
5150
5185
5160
5141
5086
5106
5242
5245
5435
5436
5437
5461
5401
5411
5421
5415
5419
5447
5491
5501
5487
5523

Return
-0.45%
-0.59%
-0.21%
0.36%
-0.76%
-0.65%
0.19%
-0.62%
0.68%
-0.48%
-0.37%
-1.07%
0.39%
2.66%
0.06%
3.62%
0.02%
0.02%
0.44%
-1.10%
0.19%
0.18%
-0.11%
0.07%
0.52%
0.81%
0.18%
-0.25%
0.66%

Return
Std Deviasi
Covarian

ASII
0.08%
2.12%
0.022%

BBCA
0.27%
1.42%

BBCA
13875
13650
13600
13525
13725
13725
13725
13700
13775
13700
13700
13850
13725
13475
13475
13500
14050
14200
14900
14900
14875
14900
14700
14750
14802
14653
14852
14926
14951
14976

Return
-1.62%
-0.37%
-0.55%
1.48%
0.00%
0.00%
-0.18%
0.55%
-0.54%
0.00%
1.09%
-0.90%
-1.82%
0.00%
0.19%
4.07%
1.07%
4.93%
0.00%
-0.17%
0.17%
-1.34%
0.34%
0.35%
-1.01%
1.36%
0.50%
0.17%
0.17%

ASII
7850
7700
7550
7500
7525
7525
7375
7325
7400
7200
7198
7125
6953
6708
6708
6953
7222
7296
7712
7737
7737
7761
7541
7810
7884
8006
8030
8006
7981
7981

Return
-1.91%
-1.95%
-0.66%
0.33%
0.00%
-1.99%
-0.68%
1.02%
-2.70%
-0.03%
-1.01%
-2.41%
-3.52%
0.00%
3.65%
3.87%
1.02%
5.70%
0.32%
0.00%
0.31%
-2.83%
3.57%
0.95%
1.55%
0.30%
-0.30%
-0.31%
0.00%

BBCA
6.00%
5.00%
4.00%

BBCA

3.00%

Linear

Linear

2.00%
f(x) = 0.5630968778x + 0.0018798847
R1.00%
= 0.1505795264
-2.00%

0.00%
-1.00%
0.00%
-1.00%

1.00%

2.00%

3.00%

Linear
4.00%

-2.00%
-3.00%

y = 0,5631x - 0,0019
= 0,5631
<1 berarti saham BBCA rendah risiko

ASII
8.00%
6.00%

AS

4.00%

-2.00%

2.00%
f(x) = 0.6341167558x - 0.0001732864
R = 0.0852665329
0.00%
-1.00%
0.00%
1.00%
2.00%
3.00%
-2.00%
-4.00%

y = 0,6341x - 0,0002
= 0,6341
<1 berarti saham ASII rendah risiko

Lin

Lin

4.00%

BBCA
Linear (BBCA)
Linear (BBCA)

847

3.00%

Linear (BBCA)
4.00%

ASII
Linear (ASII)
Linear (ASII)

864
3.00%

4.00%