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  • Risk and Return Saham BCA Dan Mandiri

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    arie_fahmi
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    1) The document analyzes the risk and return of shares in Bank BCA and Bank Mandiri over a 30 day period, as well as the Jakarta Stock Exchange Index (IHSG) over the same period. 2) It finds that the expected return of BCA shares was 0.14% with a risk level of 3%, while Mandiri shares had a higher expected return of 0.19% but also a higher risk level of 5%. 3) The coefficient of variation, a measure of risk, was lower for BCA shares at 21.43% compared to 26.32% for Mandiri shares.

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    1) The document analyzes the risk and return of shares in Bank BCA and Bank Mandiri over a 30 day period, as well as the Jakarta Stock Exchange Index (IHSG) over the same period. 2) It finds that the expected return of BCA shares was 0.14% with a risk level of 3%, while Mandiri shares had a higher expected return of 0.19% but also a higher risk level of 5%. 3) The coefficient of variation, a measure of risk, was lower for BCA shares at 21.43% compared to 26.32% for Mandiri shares.

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    7 views2 pages

    Risk and Return Saham BCA Dan Mandiri

    Uploaded by

    arie_fahmi
    1) The document analyzes the risk and return of shares in Bank BCA and Bank Mandiri over a 30 day period, as well as the Jakarta Stock Exchange Index (IHSG) over the same period. 2) It finds that the expected return of BCA shares was 0.14% with a risk level of 3%, while Mandiri shares had a higher expected return of 0.19% but also a higher risk level of 5%. 3) The coefficient of variation, a measure of risk, was lower for BCA shares at 21.43% compared to 26.32% for Mandiri shares.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 2

    Risk and Return Saham BCA dan Mandiri

    Saham Bank BCA Saham Bank Mandiri IHSG

    Hari ke- Harga Return Hari ke- Harga Return Hari ke- Harga Return
    1 7150 1 7100 1 3.629,05
    2 7100 -0,70% 2 7200 1,41% 2 3.655,31 0,72%
    3 7150 0,70% 3 7150 -0,69% 3 3.699,26 1,20%
    4 7000 -2,10% 4 7150 0,00% 4 3.737,48 1,03%
    5 7050 0,71% 5 7150 0,00% 5 3.756,97 0,52%
    6 6950 -1,42% 6 7100 -0,70% 6 3.744,62 -0,33%
    7 6900 -0,72% 7 6900 -2,82% 7 3.665,85 -2,10%
    8 6800 -1,45% 8 6950 0,72% 8 3.656,46 -0,26%
    9 7050 3,68% 9 7050 1,44% 9 3.674,03 0,48%
    10 6850 -2,84% 10 7000 -0,71% 10 3.677,90 0,11%
    11 6950 1,46% 11 7100 1,43% 11 3.725,05 1,28%
    12 6900 -0,72% 12 7100 0,00% 12 3.710,27 -0,40%
    13 7000 1,45% 13 7150 0,70% 13 3.708,06 -0,06%
    14 7150 2,14% 14 7150 0,00% 14 3.712,92 0,13%
    15 7100 -0,70% 15 7150 0,00% 15 3.715,73 0,08%
    16 6900 -2,82% 16 7200 0,70% 16 3.720,86 0,14%
    17 6850 -0,72% 17 7100 -1,39% 17 3.718,95 -0,05%
    18 6950 1,46% 18 7050 -0,70% 18 3.738,87 0,54%
    19 7000 0,72% 19 7000 -0,71% 19 3.731,09 -0,21%
    20 7050 0,71% 20 7000 0,00% 20 3.702,83 -0,76%
    21 7100 0,71% 21 6950 -0,71% 21 3.745,52 1,15%
    22 7150 0,70% 22 7000 0,72% 22 3.754,83 0,25%
    23 7150 0,00% 23 7000 0,00% 23 3.741,25 -0,36%
    24 7150 0,00% 24 6950 -0,71% 24 3.735,55 -0,15%
    25 7100 -0,70% 25 6900 -0,72% 25 3.690,74 -1,20%
    26 7050 -0,70% 26 6850 -0,72% 26 3.689,65 -0,03%
    27 6950 -1,42% 27 6900 0,73% 27 3.630,03 -1,62%
    28 6950 0,00% 28 6950 0,72% 28 3.697,90 1,87%
    29 6900 -0,72% 29 7000 0,72% 29 3.725,55 0,75%
    30 7000 1,45% 30 7100 1,43% 30 3.740,48 0,40%

    Exp. return 0.14% Exp. Return 0.19%


    Risk 3% Risk 5% Beta BCA 0,431113
    Coeff. Var 21.43% Coeff. Var 26.32% Beta Mandiri 0,496565

    Covarianc
    e 3,4274E-05

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