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kode Nama Perusahaan tanggal publish

2010 t-6 t-5

SMSM Selamat Sempurna Tbk. 31-Mar-11 1,090.00 1,100.00


INDF Indofood Sukses Makmur Tbk. 22-Mar-11 4,900.00 4,900.00
MYOR Mayora Indah Tbk. 31-Mar-11 9,850.03 9,900.02
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 30-Mar-11 1,090.00 1,090.00
FAST Fast Food Indonesia Tbk. 1-Apr-11 1,100.00 1,100.00
JPFA Japfa Comfeed Indonesia Tbk. 30-Mar-11 3,050.00 3,075.00

kode Nama Perusahaan Tanggal publish


2010 t-6 t-5

SMSM Selamat Sempurna Tbk. 31-Mar-11 3,556.23 3,611.64


INDF Indofood Sukses Makmur Tbk. 22-Mar-11 3,569.84 3,524.48
MYOR Mayora Indah Tbk. 31-Mar-11 3,556.23 3,611.64
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 30-Mar-11 3,517.72 3,556.23
FAST Fast Food Indonesia Tbk. 1-Apr-11 3,611.64 3,607.11
JAPFA Japfa Comfeed Indonesia Tbk. 30-Mar-11 3,517.72 3,556.23

Kode Nama Perusahaan Tanggal Publish


2010 -5 -4
SMSM Selamat Sempurna Tbk. 31-Mar-11 (0.0064) 0.0013
INDF Indofood Sukses Makmur Tbk. 22-Mar-11 0.0127 0.0133
MYOR Mayora Indah Tbk. 31-Mar-11 (0.0105) (0.0088)
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 30-Mar-11 (0.0109) (0.0064)
FAST Fast Food Indonesia Tbk. 1-Apr-11 0.0013 0.0012
JAPFA Japfa Comfeed Indonesia Tbk. 30-Mar-11 (0.0028) 0.0982
IHSI 2010
t-4 t-3 t-2 t-1 t0 t1 t2 t3

1,100.00 1,100.00 1,100.00 1,100.00 1,150.00 1,110.00 1,110.00 1,110.00


4,975.00 4,900.00 4,850.00 4,950.00 5,000.00 5,150.00 5,200.00 5,250.00
9,800.03 9,750.02 9,900.02 10,100.03 11,300.03 11,200.03 11,200.03 11,000.03
1,100.00 1,100.00 1,100.00 1,100.00 1,100.00 1,150.00 1,110.00 1,110.00
1,100.00 1,100.00 1,150.00 1,110.00 1,110.00 1,110.00 1,100.00 1,100.00
3,425.00 3,400.00 3,350.00 3,325.00 3,475.00 3,450.00 3,450.00 3,425.00

IHSG 2010
t-4 t-3 t-2 t-1 t0 t1 t2 t3

3,607.11 3,602.86 3,591.51 3,640.98 3,678.67 3,707.49 3,700.05 3,685.94


3,531.48 3,484.21 3,494.07 3,518.85 3,517.72 3,556.23 3,611.64 3,607.11
3,607.11 3,602.86 3,591.51 3,640.98 3,678.67 3,707.49 3,700.05 3,685.94
3,611.64 3,607.11 3,602.86 3,591.51 3,640.98 3,678.67 3,707.49 3,700.05
3,602.86 3,591.51 3,640.98 3,678.67 3,707.49 3,700.05 3,685.94 3,727.80
3,611.64 3,607.11 3,602.86 3,591.51 3,640.98 3,678.67 3,707.49 3,700.05

Abnormal Return 2010


-3 -2 -1 0 1 2 3 4
0.0012 0.0032 (0.0138) 0.0351 (0.0426) 0.0020 0.0038 (0.0204)
(0.0017) (0.0130) 0.0135 0.0104 0.0191 (0.0059) 0.0109 0.0012
(0.0039) 0.0185 0.0064 0.1085 (0.0167) 0.0020 (0.0140) (0.0114)
0.0013 0.0012 0.0032 (0.0138) 0.0351 (0.0426) 0.0020 0.0038
0.0032 0.0317 (0.0451) (0.0078) 0.0020 (0.0052) (0.0114) 0.0265
(0.0060) (0.0135) (0.0043) 0.0313 (0.0175) (0.0078) (0.0052) (0.0035)
Rit 2010
t4 t5 1 2 3 4 5

1,100.00 1,100.00 0.0092 - - - -


5,250.00 5,350.00 - 0.0153 (0.0151) (0.0102) 0.0206
11,000.03 10,900.04 0.0051 (0.0101) (0.0051) 0.0154 0.0202
1,110.00 1,100.00 - 0.0092 - - -
1,130.00 1,120.00 - - - 0.0455 (0.0348)
3,400.00 3,475.00 0.0082 0.1138 (0.0073) (0.0147) (0.0075)

E(Rit)2010
t4 t5 1 2 3 4 5

3,727.80 3,730.58 0.0156 (0.0013) (0.0012) (0.0032) 0.0138


3,602.86 3,591.51 (0.0127) 0.0020 (0.0134) 0.0028 0.0071
3,727.80 3,730.58 0.0156 (0.0013) (0.0012) (0.0032) 0.0138
3,685.94 3,727.80 0.0109 0.0156 (0.0013) (0.0012) (0.0032)
3,730.58 3,741.81 (0.0013) (0.0012) (0.0032) 0.0138 0.0104
3,685.94 3,727.80 0.0109 0.0156 (0.0013) (0.0012) (0.0032)

rata-rata AR rata-rata AR before rata-rata AR After


5
(0.0007) (0.0062) (0.0013) (0.0053)
0.0222 0.0138 0.0023 0.0043
(0.0098) 0.0100 0.0002 (0.0045)
(0.0204) (0.0079) (0.0011) (0.0020)
(0.0119) (0.0026) (0.0007) 0.0000
0.0107 0.0133 0.0065 (0.0021)
Rit 2010
6 7 8 9 10 11

0.0455 (0.0348) - - (0.0090) -


0.0101 0.0300 0.0097 0.0096 - 0.0190
0.1188 (0.0088) - (0.0179) - (0.0091)
- 0.0455 (0.0348) - - (0.0090)
- - (0.0090) - 0.0273 (0.0088)
0.0451 (0.0072) - (0.0072) (0.0073) 0.0221

E(Rit)2010
6 7 8 9 10 11

0.0104 0.0078 (0.0020) (0.0038) 0.0114 0.0007


(0.0003) 0.0109 0.0156 (0.0013) (0.0012) (0.0032)
0.0104 0.0078 (0.0020) (0.0038) 0.0114 0.0007
0.0138 0.0104 0.0078 (0.0020) (0.0038) 0.0114
0.0078 (0.0020) (0.0038) 0.0114 0.0007 0.0030
0.0138 0.0104 0.0078 (0.0020) (0.0038) 0.0114

rata-rata AR After
kode Nama Perusahaan tanggal publish
2011 t-6

SMSM Selamat Sempurna Tbk. 26-Mar-12 1,790.00


INDF Indofood Sukses Makmur Tbk. 20-Mar-12 5,100.00
MYOR Mayora Indah Tbk. 2-Mar-12 14,800.03
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 16-Mar-12 5,850.00
FAST Fast Food Indonesia Tbk. 30-Apr-12 14,100.01
JPFA Japfa Comfeed Indonesia Tbk. 30-Mar-12 3,050.00

kode Nama Perusahaan Tanggal publish


2011 t-6

SMSM Selamat Sempurna Tbk. 26-Mar-12 4,039.98


INDF Indofood Sukses Makmur Tbk. 20-Mar-12 3,987.35
MYOR Mayora Indah Tbk. 2-Mar-12 3,958.81
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 16-Mar-12 4,166.37
FAST Fast Food Indonesia Tbk. 30-Apr-12 4,181.37
JPFA Japfa Comfeed Indonesia Tbk. 30-Mar-12 4,036.23

Kode Nama Perusahaan Tanggal Publish


2011 -5
SMSM Selamat Sempurna Tbk. 26-Mar-12 (0.0139)
INDF Indofood Sukses Makmur Tbk. 20-Mar-12 (0.0151)
MYOR Mayora Indah Tbk. 2-Mar-12 0.0027
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 16-Mar-12 0.0200
FAST Fast Food Indonesia Tbk. 30-Apr-12 0.0062
JAPFA Japfa Comfeed Indonesia Tbk. 30-Mar-12 0.0069
IHSI 2011
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

1,760.00 1,770.00 1,770.00 1,780.00 1,780.00 1,780.00 1,770.00 1,790.00 1,780.00 1,770.00
5,050.00 5,000.00 4,975.00 4,925.00 4,900.00 4,875.00 4,875.00 4,825.00 4,825.00 4,825.00
14,600.06 14,649.99 14,800.03 14,750.09 14,900.01 15,200.08 15,250.01 15,800.10 16,550.03 16,500.10
5,950.00 5,950.00 6,000.00 5,900.00 5,900.00 5,750.00 6,200.00 6,200.00 6,200.00 6,250.00
14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,700.00 14,700.00
3,075.00 3,425.00 3,400.00 3,350.00 3,325.00 3,475.00 3,450.00 3,450.00 3,425.00 3,400.00

IHSG 2011
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

4,028.54 4,024.73 4,022.17 4,036.23 4,041.56 4,031.71 4,079.38 4,090.57 4,105.17 4,121.55
4,008.64 4,054.33 4,039.98 4,028.54 4,024.73 4,022.17 4,036.23 4,041.56 4,031.71 4,079.38
3,894.56 3,861.02 3,903.56 3,985.21 3,962.29 4,004.87 3,984.90 3,967.08 3,942.52 3,967.67
4,154.07 4,149.80 4,130.01 4,139.54 4,159.28 4,028.54 4,157.37 4,166.24 4,163.72 4,181.37
4,155.49 4,170.35 4,163.64 4,180.31 4,163.98 4,180.73 4,195.98 4,219.29 4,224.00 4,216.68
4,041.56 4,031.71 4,079.38 4,090.57 4,105.17 4,121.55 4,166.07 4,215.44 4,134.04 4,166.37

Abnormal Return 2011


-4 -3 -2 -1 0 1 2 3 4 5
0.0066 0.0006 0.0022 (0.0013) 0.0024 (0.0174) 0.0086 (0.0092) (0.0096) (0.0052)
(0.0213) (0.0015) (0.0072) (0.0041) (0.0045) (0.0035) (0.0116) 0.0024 (0.0118) 0.0024
0.0120 (0.0008) (0.0243) 0.0159 0.0094 0.0083 0.0405 0.0537 (0.0094) (0.0030)
0.0010 0.0132 (0.0190) (0.0048) 0.0060 0.0463 (0.0021) 0.0006 0.0038 0.0062
(0.0036) 0.0016 (0.0040) 0.0039 (0.0040) (0.0036) (0.0056) 0.0414 0.0017 0.0137
0.1163 (0.0191) (0.0174) (0.0110) 0.0411 (0.0180) (0.0119) 0.0121 (0.0151) 0.0250
Rit 2011
t5 1 2 3 4 5 6 7 8

1,780.00 (0.0168) 0.0057 - 0.0056 - - (0.0056) 0.0113


4,850.00 (0.0098) (0.0099) (0.0050) (0.0101) (0.0051) (0.0051) - (0.0103)
16,550.03 (0.0135) 0.0034 0.0102 (0.0034) 0.0102 0.0201 0.0033 0.0361
6,250.00 0.0171 - 0.0084 (0.0167) - (0.0254) 0.0783 -
14,700.00 - - - - - - - -
3,475.00 0.0082 0.1138 (0.0073) (0.0147) (0.0075) 0.0451 (0.0072) -

E(Rit)2011
t5 1 2 3 4 5 6 7 8

4,166.07 (0.0028) (0.0009) (0.0006) 0.0035 0.0013 (0.0024) 0.0118 0.0027


4,090.57 0.0053 0.0114 (0.0035) (0.0028) (0.0009) (0.0006) 0.0035 0.0013
3,991.54 (0.0162) (0.0086) 0.0110 0.0209 (0.0058) 0.0107 (0.0050) (0.0045)
4,155.49 (0.0030) (0.0010) (0.0048) 0.0023 0.0048 (0.0314) 0.0320 0.0021
4,158.86 (0.0062) 0.0036 (0.0016) 0.0040 (0.0039) 0.0040 0.0036 0.0056
4,154.07 0.0013 (0.0024) 0.0118 0.0027 0.0036 0.0040 0.0108 0.0119

rata-rata AR rata-rata AR before rata-rata AR After

(0.0060) (0.0005) (0.0030)


(0.0126) (0.0045) (0.0020)
0.0175 0.0005 0.0082
0.0119 0.0010 0.0050
0.0080 0.0004 0.0043
0.0181 0.0069 (0.0007)
9 10 11

(0.0056) (0.0056) 0.0056


- - 0.0052
0.0475 (0.0030) 0.0030
- 0.0081 -
0.0426 - -
(0.0072) (0.0073) 0.0221

9 10 11

0.0036 0.0040 0.0108


(0.0024) 0.0118 0.0027
(0.0062) 0.0064 0.0060
(0.0006) 0.0042 (0.0062)
0.0011 (0.0017) (0.0137)
(0.0193) 0.0078 (0.0030)
kode Nama Perusahaan tanggal publish
2012 t-6

SMSM Selamat Sempurna Tbk. 26-Mar-13 2,500.00


INDF Indofood Sukses Makmur Tbk. 20-Mar-13 7,700.00
MYOR Mayora Indah Tbk. 1-Apr-13 26,000.06
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-13 6,750.00
FAST Fast Food Indonesia Tbk. 28-Mar-13 10,999.99
JPFA Japfa Comfeed Indonesia Tbk. 26-Mar-13 9,050.00

kode Nama Perusahaan Tanggal publish


2012 t-6

SMSM Selamat Sempurna Tbk. 26-Mar-13 4,802.83


INDF Indofood Sukses Makmur Tbk. 20-Mar-13 4,854.31
MYOR Mayora Indah Tbk. 1-Apr-13 4,802.67
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-13 4,822.63
FAST Fast Food Indonesia Tbk. 28-Mar-13 4,831.50
JPFA Japfa Comfeed Indonesia Tbk. 26-Mar-13 4,802.83

Kode Nama Perusahaan Tanggal Publish


2012 -5
SMSM Selamat Sempurna Tbk. 26-Mar-13 (0.0041)
INDF Indofood Sukses Makmur Tbk. 20-Mar-13 0.0104
MYOR Mayora Indah Tbk. 1-Apr-13 0.0242
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-13 (0.0092)
FAST Fast Food Indonesia Tbk. 28-Mar-13 0.0060
JAPFA Japfa Comfeed Indonesia Tbk. 26-Mar-13 (0.0096)
IHSI 2012
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

2,500.00 2,475.00 2,500.00 2,525.00 2,500.00 2,500.00 2,525.00 2,550.00 2,550.00 2,525.00
7,750.00 7,400.00 7,250.00 7,500.00 7,400.00 7,450.00 7,350.00 7,200.00 7,350.00 7,350.00
26,200.02 26,200.02 27,000.13 27,100.11 27,100.11 26,500.09 27,150.04 27,150.04 28,000.08 29,500.07
6,700.00 6,700.00 6,700.00 6,700.00 6,700.00 6,750.00 6,700.00 6,700.00 6,700.00 6,700.00
10,999.99 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00
9,000.00 8,800.00 8,850.00 8,800.00 8,900.00 9,100.00 9,200.00 9,450.00 9,450.00 9,300.00

IHSG 2012
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

4,822.63 4,831.50 4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25
4,835.44 4,786.37 4,819.32 4,802.83 4,822.63 4,831.50 4,802.67 4,723.16 4,777.90 4,842.52
4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25 4,981.47 4,922.61 4,926.07
4,831.50 4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25 4,981.47
4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25 4,981.47 4,922.61
4,822.63 4,831.50 4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25

Abnormal Return 2012


-4 -3 -2 -1 0 1 2 3 4 5
(0.0118) 0.0161 0.0266 (0.0215) (0.0135) (0.0077) 0.0073 0.0007 (0.0138) (0.0148)
(0.0350) (0.0272) 0.0379 (0.0175) 0.0049 (0.0075) (0.0039) 0.0092 (0.0135) 0.0095
(0.0116) 0.0170 (0.0140) (0.0026) (0.0215) 0.0205 (0.0049) 0.0431 0.0529 0.0261
0.0060 0.0166 (0.0116) (0.0135) (0.0102) (0.0100) 0.0007 (0.0040) (0.0049) 0.0118
0.0256 (0.0116) (0.0135) (0.0177) (0.0026) 0.0007 (0.0040) (0.0049) 0.0118 0.0984
(0.0241) 0.0116 0.0109 (0.0002) 0.0089 (0.0067) 0.0246 0.0007 (0.0199) 0.0005
Rit 2012
t5 1 2 3 4 5 6 7 8

2,500.00 - (0.0100) 0.0101 0.0100 (0.0099) - 0.0100 0.0099


7,550.00 0.0065 (0.0452) (0.0203) 0.0345 (0.0133) 0.0068 (0.0134) (0.0204)
30,100.09 0.0077 - 0.0305 0.0037 - (0.0221) 0.0245 -
6,700.00 (0.0074) - - - - 0.0075 (0.0074) -
12,199.97 - 0.0091 - - - - - -
9,350.00 (0.0055) (0.0222) 0.0057 (0.0056) 0.0114 0.0225 0.0110 0.0272

E(Rit)2012
t5 1 2 3 4 5 6 7 8

4,981.47 0.0041 0.0018 (0.0060) (0.0166) 0.0116 0.0135 0.0177 0.0026


4,928.10 (0.0039) (0.0101) 0.0069 (0.0034) 0.0041 0.0018 (0.0060) (0.0166)
4,897.52 (0.0166) 0.0116 0.0135 0.0177 0.0026 (0.0007) 0.0040 0.0049
4,922.61 0.0018 (0.0060) (0.0166) 0.0116 0.0135 0.0177 0.0026 (0.0007)
4,926.07 (0.0060) (0.0166) 0.0116 0.0135 0.0177 0.0026 (0.0007) 0.0040
4,981.47 0.0041 0.0018 (0.0060) (0.0166) 0.0116 0.0135 0.0177 0.0026

rata-rata AR rata-rata AR before rata-rata AR After

(0.0061) 0.0005 (0.0026)


(0.0054) (0.0028) (0.0006)
0.0216 0.0012 0.0125
(0.0047) (0.0011) (0.0006)
0.0147 (0.0010) 0.0093
(0.0005) (0.0010) (0.0001)
9 10 11

- (0.0098) (0.0099)
0.0208 - 0.0272
0.0313 0.0536 0.0203
- - -
- - 0.0991
- (0.0159) 0.0054

9 10 11

(0.0007) 0.0040 0.0049


0.0116 0.0135 0.0177
(0.0118) 0.0007 (0.0058)
0.0040 0.0049 (0.0118)
0.0049 (0.0118) 0.0007
(0.0007) 0.0040 0.0049
kode Nama Perusahaan Tanggal Publish
2013 t-6

SMSM Selamat Sempurna Tbk. 28-Mar-14 3,650.00


INDF Indofood Sukses Makmur Tbk. 21-Mar-14 7,700.00
MYOR Mayora Indah Tbk. 28-Mar-14 30,000.00
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-14 6,850.00
FAST Fast Food Indonesia Tbk. 28-Mar-14 2,450.00
JPFA Japfa Comfeed Indonesia Tbk. 27-Mar-14 1,610.00

kode Nama Perusahaan Tanggal Publish


2013 t-6

SMSM Selamat Sempurna Tbk. 28-Mar-14 4,698.97


INDF Indofood Sukses Makmur Tbk. 21-Mar-14 4,726.17
MYOR Mayora Indah Tbk. 28-Mar-14 4,698.97
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-14 4,821.46
FAST Fast Food Indonesia Tbk. 28-Mar-14 4,698.97
JPFA Japfa Comfeed Indonesia Tbk. 27-Mar-14 4,821.46

kode Nama Perusahaan Tanggal Publish


2013 -5

SMSM Selamat Sempurna Tbk. 28-Mar-14 0.0134


INDF Indofood Sukses Makmur Tbk. 21-Mar-14 (0.0258)
MYOR Mayora Indah Tbk. 28-Mar-14 (0.0003)
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-14 0.0218
FAST Fast Food Indonesia Tbk. 28-Mar-14 (0.0207)
JAPFA Japfa Comfeed Indonesia Tbk. 27-Mar-14 (0.0212)
IHSI 2013
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

3,700.00 3,615.00 3,770.00 3,770.00 3,800.00 4,000.00 4,000.00 4,050.00 4,250.00 4,250.00
7,750.00 7,675.00 7,500.00 7,475.00 7,225.00 7,325.00 7,050.00 7,025.00 7,075.00 7,250.00
30,000.00 30,000.00 30,000.00 30,250.00 30,000.00 30,000.00 30,000.00 30,075.00 30,000.00 30,300.00
6,825.00 6,900.00 6,900.00 6,800.00 6,825.00 6,875.00 7,150.00 7,150.00 6,850.00 6,900.00
2,400.00 2,500.00 2,500.00 2,500.00 2,500.00 2,500.00 2,500.00 2,500.00 2,490.00 2,425.00
1,535.00 1,520.00 1,535.00 1,535.00 1,510.00 1,435.00 1,410.00 1,410.00 1,445.00 1,425.00

IHSG 2013
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32 4,857.94
4,878.64 4,876.19 4,805.61 4,821.46 4,698.97 4,700.21 4,720.42 4,703.09 4,728.24 4,723.06
4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32 4,857.94
4,698.97 4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32
4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32 4,857.94
4,698.97 4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32

Abnormal Return 2013


-4 -3 -2 -1 0 1 2 3 4 5

(0.0273) 0.0465 (0.0053) 0.0091 0.0431 (0.0222) 0.0133 0.0450 0.0068 (0.0130)
(0.0092) (0.0083) (0.0066) (0.0080) 0.0136 (0.0418) 0.0001 0.0018 0.0258 (0.0027)
(0.0043) 0.0037 0.0030 (0.0072) (0.0096) (0.0222) 0.0033 (0.0068) 0.0168 (0.0262)
0.0107 (0.0043) (0.0108) (0.0017) 0.0084 0.0304 (0.0222) (0.0412) 0.0030 0.0068
0.0374 0.0037 (0.0053) 0.0011 (0.0096) (0.0222) 0.0008 (0.0083) (0.0193) (0.0130)
(0.0100) 0.0056 0.0037 (0.0216) (0.0486) (0.0270) (0.0222) 0.0256 (0.0182) 0.0068
Rit 2013
t5 1 2 3 4 5 6 7 8

4,250.00 0.0137 (0.0230) 0.0429 - 0.0080 0.0526 - 0.0125


7,300.00 0.0065 (0.0097) (0.0228) (0.0033) (0.0334) 0.0138 (0.0375) (0.0035)
29,900.00 - - - 0.0083 (0.0083) - - 0.0025
6,900.00 (0.0036) 0.0110 - (0.0145) 0.0037 0.0073 0.0400 -
2,425.00 (0.0204) 0.0417 - - - - - -
1,425.00 (0.0466) (0.0098) 0.0099 - (0.0163) (0.0497) (0.0174) -

E(Rit)2013
t5 1 2 3 4 5 6 7 8

4,921.04 0.0003 0.0043 (0.0037) 0.0053 (0.0011) 0.0096 0.0222 (0.0008)


4,768.28 0.0323 (0.0005) (0.0145) 0.0033 (0.0254) 0.0003 0.0043 (0.0037)
4,921.04 0.0003 0.0043 (0.0037) 0.0053 (0.0011) 0.0096 0.0222 (0.0008)
4,857.94 (0.0254) 0.0003 0.0043 (0.0037) 0.0053 (0.0011) 0.0096 0.0222
4,921.04 0.0003 0.0043 (0.0037) 0.0053 (0.0011) 0.0096 0.0222 (0.0008)
4,857.94 (0.0254) 0.0003 0.0043 (0.0037) 0.0053 (0.0011) 0.0096 0.0222

rata-rata AR rata-rata AR before rata-rata AR After

0.0182 0.0033 0.0027


(0.0102) (0.0053) (0.0015)
(0.0083) (0.0005) (0.0032)
0.0002 0.0014 (0.0021)
(0.0092) 0.0015 (0.0056)
(0.0212) (0.0040) (0.0032)
9 10 11

0.0494 - -
0.0071 0.0247 0.0069
(0.0025) 0.0100 (0.0132)
(0.0420) 0.0073 -
(0.0040) (0.0261) -
0.0248 (0.0138) -

9 10 11

0.0043 (0.0068) 0.0130


0.0053 (0.0011) 0.0096
0.0043 (0.0068) 0.0130
(0.0008) 0.0043 (0.0068)
0.0043 (0.0068) 0.0130
(0.0008) 0.0043 (0.0068)
kode Nama Perusahaan Tanggal Publish
2014 t-6

SMSM Selamat Sempurna Tbk. 31-Mar-15 4,695.00


INDF Indofood Sukses Makmur Tbk. 23-Mar-15 7,400.00
MYOR Mayora Indah Tbk. 1-Apr-15 28,800.00
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-15 6,400.00
FAST Fast Food Indonesia Tbk. 30-Mar-15 1,565.00
JPFA Japfa Comfeed Indonesia Tbk. 27-Feb-15 800.00

kode Nama Perusahaan Tanggal Publish


2014 t-6

SMSM Selamat Sempurna Tbk. 31-Mar-15 5,437.10


INDF Indofood Sukses Makmur Tbk. 23-Mar-15 5,426.47
MYOR Mayora Indah Tbk. 1-Apr-15 5,447.65
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-15 5,453.85
FAST Fast Food Indonesia Tbk. 30-Mar-15 5,443.06
JPFA Japfa Comfeed Indonesia Tbk. 27-Feb-15 5,390.45

Kode Nama Perusahaan Tanggal Publish


2014 -5
SMSM Selamat Sempurna Tbk. 31-Mar-15 (0.0115)
INDF Indofood Sukses Makmur Tbk. 23-Mar-15 (0.0016)
MYOR Mayora Indah Tbk. 1-Apr-15 0.0147
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-15 0.0020
FAST Fast Food Indonesia Tbk. 30-Mar-15 0.0171
JAPFA Japfa Comfeed Indonesia Tbk. 27-Feb-15 0.0295
IHSI 2014
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

4,650.00 4,565.00 4,525.00 4,480.00 4,500.00 4,450.00 4,395.00 4,405.00 4,405.00 4,450.00
7,400.00 7,425.00 7,400.00 7,475.00 7,425.00 7,400.00 7,475.00 7,425.00 7,375.00 7,425.00
29,000.00 28,725.00 28,725.00 28,925.00 28,900.00 29,000.00 28,900.00 28,900.00 28,850.00 28,850.00
6,400.00 6,400.00 6,325.00 6,300.00 6,275.00 6,400.00 6,500.00 6,475.00 6,475.00 6,450.00
1,590.00 1,615.00 1,610.00 1,585.00 1,590.00 1,600.00 1,620.00 1,615.00 1,615.00 1,615.00
825.00 810.00 820.00 870.00 880.00 900.00 885.00 860.00 885.00 870.00

IHSG 2014
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4

5,447.65 5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40 5,480.03 5,523.29
5,435.27 5,439.15 5,413.15 5,453.85 5,443.06 5,437.10 5,447.65 5,405.49 5,368.80 5,396.85
5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40 5,480.03 5,523.29 5,486.58
5,443.06 5,437.10 5,447.65 5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40
5,437.10 5,447.65 5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40 5,480.03
5,400.10 5,403.28 5,417.31 5,445.11 5,454.80 5,450.29 5,477.83 5,474.62 5,448.06 5,450.95

Abnormal Return 2014


-4 -3 -2 -1 0 1 2 3 4 5
(0.0105) (0.0020) (0.0152) (0.0033) (0.0258) (0.0030) 0.0042 (0.0043) 0.0023 0.0246
0.0027 0.0014 0.0026 (0.0047) (0.0023) 0.0082 0.0011 0.0001 0.0016 (0.0010)
(0.0027) (0.0052) (0.0008) (0.0156) 0.0128 (0.0015) (0.0043) (0.0096) 0.0066 (0.0026)
0.0011 (0.0137) 0.0038 0.0028 0.0147 0.0079 (0.0186) 0.0094 (0.0019) (0.0043)
0.0138 0.0046 (0.0087) (0.0021) (0.0015) (0.0022) 0.0063 0.0019 (0.0043) (0.0172)
(0.0188) 0.0097 0.0558 0.0097 0.0236 (0.0217) (0.0277) 0.0339 (0.0175) (0.0060)
Rit 2014
t5 1 2 3 4 5 6 7 8

4,530.00 (0.0096) (0.0183) (0.0088) (0.0099) 0.0045 (0.0111) (0.0124) 0.0023


7,475.00 - 0.0034 (0.0034) 0.0101 (0.0067) (0.0034) 0.0101 (0.0067)
28,850.00 0.0069 (0.0095) - 0.0070 (0.0009) 0.0035 (0.0034) -
6,450.00 - - (0.0117) (0.0040) (0.0040) 0.0199 0.0156 (0.0038)
1,600.00 0.0160 0.0157 (0.0031) (0.0155) 0.0032 0.0063 0.0125 (0.0031)
875.00 0.0313 (0.0182) 0.0123 0.0610 0.0115 0.0227 (0.0167) (0.0282)

E(Rit)2014
t5 1 2 3 4 5 6 7 8

5,486.58 0.0019 (0.0077) (0.0068) 0.0052 0.0077 0.0147 (0.0094) (0.0019)


5,438.66 0.0016 0.0007 (0.0048) 0.0075 (0.0020) (0.0011) 0.0019 (0.0077)
5,500.90 (0.0077) (0.0068) 0.0052 0.0077 0.0147 (0.0094) (0.0019) 0.0043
5,480.03 (0.0020) (0.0011) 0.0019 (0.0077) (0.0068) 0.0052 0.0077 0.0147
5,523.29 (0.0011) 0.0019 (0.0077) (0.0068) 0.0052 0.0077 0.0147 (0.0094)
5,514.79 0.0018 0.0006 0.0026 0.0051 0.0018 (0.0008) 0.0051 (0.0006)

rata-rata AR rata-rata AR before rata-rata AR After

(0.0074) (0.0039) 0.0022


0.0013 0.0000 0.0009
(0.0014) (0.0009) (0.0010)
0.0005 (0.0004) (0.0007)
0.0013 0.0022 (0.0014)
0.0118 0.0078 (0.0035)
9 10 11

- 0.0102 0.0180
(0.0067) 0.0068 0.0067
(0.0017) - -
- (0.0039) -
- - (0.0093)
0.0291 (0.0169) 0.0057

9 10 11

0.0043 0.0079 (0.0066)


(0.0068) 0.0052 0.0077
0.0079 (0.0066) 0.0026
(0.0094) (0.0019) 0.0043
(0.0019) 0.0043 0.0079
(0.0049) 0.0005 0.0117
Kode Nama Perusahaan Tanggal Publish
2015 t-6

SMSM Selamat Sempurna Tbk. 6-Apr-16 4,740.00


INDF Indofood Sukses Makmur Tbk. 28-Mar-16 6,875.00
MYOR Mayora Indah Tbk. 31-Mar-16 30,975.00
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 31-Mar-16 3,110.00
FAST Fast Food Indonesia Tbk. 30-Mar-16 1,020.00
JPFA Japfa Comfeed Indonesia Tbk. 29-Feb-16

Kode Nama Perusahaan Tanggal Publish


2015 t-6

SMSM Selamat Sempurna Tbk. 6-Apr-16 4,781.30


INDF Indofood Sukses Makmur Tbk. 28-Mar-16 4,885.69
MYOR Mayora Indah Tbk. 31-Mar-16 4,856.11
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 31-Mar-16 4,856.11
FAST Fast Food Indonesia Tbk. 30-Mar-16 4,885.16
JPFA Japfa Comfeed Indonesia Tbk. 29-Feb-16 4,697.56

Kode Nama Perusahaan Tanggal Publish


2015 -5

SMSM Selamat Sempurna Tbk. 6-Apr-16 (0.0063)


INDF Indofood Sukses Makmur Tbk. 28-Mar-16 0.0327
MYOR Mayora Indah Tbk. 31-Mar-16 (0.0061)
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 31-Mar-16 (0.0060)
FAST Fast Food Indonesia Tbk. 30-Mar-16 (0.0039)
JAPFA Japfa Comfeed Indonesia Tbk. 29-Feb-16 (0.0024)
IHSI 2015
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3

4,745.00 4,800.00 4,830.00 4,820.00 4,845.00 4,855.00 4,850.00 4,840.00 4,745.00


7,100.00 7,075.00 7,100.00 6,975.00 6,975.00 6,875.00 6,925.00 7,250.00 7,225.00
30,775.00 30,775.00 30,775.00 30,700.00 30,825.00 31,475.00 31,475.00 32,000.00 32,000.00
3,090.00 3,090.00 3,090.00 3,090.00 3,090.00 3,300.00 3,100.00 3,100.00 3,200.00
1,010.00 1,020.00 1,020.00 1,020.00 1,040.00 1,050.00 1,050.00 1,065.00 1,100.00

IHSG 2015
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3

4,816.65 4,845.37 4,843.19 4,850.18 4,858.07 4,868.23 4,867.29 4,846.70 4,786.97


4,885.71 4,885.16 4,856.11 4,854.18 4,827.09 4,773.63 4,781.30 4,816.65 4,845.37
4,854.18 4,827.09 4,773.63 4,781.30 4,816.65 4,845.37 4,843.19 4,850.18 4,858.07
4,854.18 4,827.09 4,773.63 4,781.30 4,816.65 4,845.37 4,843.19 4,850.18 4,858.07
4,856.11 4,854.18 4,827.09 4,773.63 4,781.30 4,816.65 4,845.37 4,843.19 4,850.18
4,708.62 4,654.05 4,657.72 4,658.32 4,733.15 4,770.96 4,779.98 4,836.20 4,844.04

Abnormal Return 2015


-4 -3 -2 -1 0 1 2 3 4

0.0056 0.0067 (0.0035) 0.0036 (0.0000) (0.0008) 0.0022 (0.0073) 0.0027


(0.0034) 0.0095 (0.0172) 0.0056 (0.0033) 0.0057 0.0395 (0.0094) 0.0004
0.0056 0.0111 (0.0040) (0.0033) 0.0151 0.0004 0.0152 (0.0016) 0.0049
0.0056 0.0111 (0.0016) (0.0074) 0.0620 (0.0602) (0.0014) 0.0306 0.0026
0.0103 0.0056 0.0111 0.0180 0.0022 (0.0060) 0.0147 0.0314 (0.0016)
0.0116 (0.0008) (0.0001) (0.0161) (0.0080) (0.0019) (0.0118) (0.0016) (0.0014)
Rit 2012
t4 t5 1 2 3 4 5 6 7

4,800.00 4,780.00 0.0011 0.0116 0.0063 (0.0021) 0.0052 0.0021 (0.0010)


7,225.00 7,225.00 0.0327 (0.0035) 0.0035 (0.0176) - (0.0143) 0.0073
32,225.00 32,200.00 (0.0065) - - (0.0024) 0.0041 0.0211 -
3,215.00 3,275.00 (0.0064) - - - - 0.0680 (0.0606)
1,100.00 1,135.00 (0.0098) 0.0099 - - 0.0196 0.0096 -

E(Rit)2012
t4 t5 1 2 3 4 5 6 7

4,829.57 4,853.00 0.0074 0.0060 (0.0004) 0.0014 0.0016 0.0021 (0.0002)


4,843.19 4,850.18 0.0000 (0.0001) (0.0059) (0.0004) (0.0056) (0.0111) 0.0016
4,868.23 4,867.29 (0.0004) (0.0056) (0.0111) 0.0016 0.0074 0.0060 (0.0004)
4,868.23 4,867.29 (0.0004) (0.0056) (0.0111) 0.0016 0.0074 0.0060 (0.0004)
4,858.07 4,868.23 (0.0059) (0.0004) (0.0056) (0.0111) 0.0016 0.0074 0.0060
4,850.88 4,831.58 0.0024 (0.0116) 0.0008 0.0001 0.0161 0.0080 0.0019

rata-rata AR rata-rata AR before rata-rata AR After


5

(0.0090) (0.0010) 0.0005 (0.0011)


(0.0014) 0.0098 0.0025 0.0032
(0.0006) 0.0061 0.0003 0.0017
0.0189 0.0090 0.0001 (0.0009)
0.0297 0.0186 0.0037 0.0062
0.0040 (0.0047) (0.0007) (0.0012)
8 9 10 11

(0.0021) (0.0196) 0.0116 (0.0042)


0.0469 (0.0034) - -
0.0167 - 0.0070 (0.0008)
- 0.0323 0.0047 0.0187
0.0143 0.0329 - 0.0318

2
8 9 10 11

(0.0042) (0.0123) 0.0089 0.0049


0.0074 0.0060 (0.0004) 0.0014
0.0014 0.0016 0.0021 (0.0002)
0.0014 0.0016 0.0021 (0.0002)
(0.0004) 0.0014 0.0016 0.0021
0.0118 0.0016 0.0014 (0.0040)
Kode Nama Perusahaan Tanggal Publish
2010 t-5

SMSM Selamat Sempurna Tbk. 31-Mar-11 6,670.500


INDF Indofood Sukses Makmur Tbk. 22-Mar-11 10,872.000
MYOR Mayora Indah Tbk. 31-Mar-11 123.600
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 30-Mar-11 2.500
FAST Fast Food Indonesia Tbk. 1-Apr-11 279.400
JPFA Japfa Comfeed Indonesia Tbk. 30-Mar-11 1,925.000

trading volume activity


Kode Nama Perusahaan Tanggal Publish
2010 t-5

SMSM Selamat Sempurna Tbk. 31-Mar-11 0.004633357


INDF Indofood Sukses Makmur Tbk. 22-Mar-11 0.001238209
MYOR Mayora Indah Tbk. 31-Mar-11 0.000161235
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 30-Mar-11 0.000000870
FAST Fast Food Indonesia Tbk. 1-Apr-11 0.000626106
JPFA Japfa Comfeed Indonesia Tbk. 30-Mar-11 0.000929174

saham beredar cari di idx


saham yang di perdagangkan di yahoo finance

1. TVA:
TVA=
t-4 t-3 t-2 t-1 t1 t2

1,034.500 663.000 2,509.500 609.000 189.500 638.000


11,767.500 6,695.500 5,300.500 9,860.000 18,845.500 20,539.000
334.800 449.100 400.100 1,560.400 978.800 662.600
2.000 10.000 500.000 35.000 10.500 7.000
279.400 279.400 279.400 279.400 279.400 279.400
45,745.000 14,412.500 2,252.500 2,672.500 21,862.500 8,742.500

t-4 t-3 t-2 t-1 tva before t1

0.000718568 0.000460523 0.001743109 0.000423014 0.001595714 0.000131627


0.001340197 0.000762548 0.000603672 0.001122952 0.001013516 0.002146308
0.000436743 0.000585846 0.000521926 0.002035524 0.000748255 0.001276833
0.000000696 0.000003482 0.000174083 0.000012186 0.000038263 0.000003656
0.000626106 0.000626106 0.000626106 0.000626106 0.000626106 0.000626106
0.022080552 0.006956737 0.001087254 0.001289983 0.006468740 0.010552761
t3 t4 t5 saham
beredar
169.000 1,805.500 2,394.500 1,439,668.860
9,488.500 7,690.500 23,342.500 8,780,426.500
995.700 71.100 108.500 766,584.000
9.500 8.000 10.500 2,872,193.366
279.400 2.200 2.200 446,250.000
4,147.500 2,247.500 8,067.500 2,071,732.660

t2 t3 t4 t5 tva after

0.000443157 0.000117388 0.001254108 0.001663230 0.000721902


0.002339180 0.001080642 0.000875869 0.002658470 0.001820094
0.000864354 0.001298879 0.000092749 0.000141537 0.000734871
0.000002437 0.000003308 0.000002785 0.000003656 0.000003168
0.000626106 0.000626106 0.000004930 0.000004930 0.000377636
0.004219898 0.002001947 0.001084841 0.003894084 0.004350706
Kode Nama Perusahaan Tanggal Publish
2011 t-5

SMSM Selamat Sempurna Tbk. 26-Mar-12 235.000


INDF Indofood Sukses Makmur Tbk. 20-Mar-12 13,103.500
MYOR Mayora Indah Tbk. 2-Mar-12 275.900
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 16-Mar-12 66.500
FAST Fast Food Indonesia Tbk. 30-Apr-12 10.800
JPFA Japfa Comfeed Indonesia Tbk. 30-Mar-12 0

trading volume activity


Kode Nama Perusahaan Tanggal Publish
2011 t-5

SMSM Selamat Sempurna Tbk. 26-Mar-12 0.000163232


INDF Indofood Sukses Makmur Tbk. 20-Mar-12 0.001492353
MYOR Mayora Indah Tbk. 2-Mar-12 0.000359908
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 16-Mar-12 0.000023153
FAST Fast Food Indonesia Tbk. 30-Apr-12 0.000023457
JPFA Japfa Comfeed Indonesia Tbk. 30-Mar-12 -
t-4 t-3 t-2 t-1 t1 t2

58.500 13.000 126.500 0 241.500 158.000


20,460.500 8,785.500 8,118.000 7,325.500 17,321.500 11,529.500
70.500 48.400 53.600 77.000 72.900 392.000
977.600 208.200 208.200 25.000 432.800 462.000
10.800 10.800 10.800 10.800 6.500 6.500
2,070.000 6,155.000 9,610.000 5,880.000 5,962.500 0

t-4 t-3 t-2 t-1 tva before t1

0.000040634 0.000009030 0.000087867 - 0.000060153 0.000167747


0.002330240 0.001000578 0.000924556 0.000834299 0.001316405 0.001972740
0.000091966 0.000063137 0.000069921 0.000100446 0.000137076 0.000095097
0.000340367 0.000072488 0.000072488 0.000008704 0.000103440 0.000150686
0.000023457 0.000023457 0.000023457 0.000023457 0.000023457 0.000014118
0.000999164 0.002970943 0.004638629 0.002838204 0.002289388 0.002878026
t3 t4 t5 saham
beredar
842.000 559.500 34.500 1,439,668.860
0 8,845.000 14,545.000 8,780,426.500
977.600 992.200 66.500 766,584.000
190.700 46.000 0 2,872,193.366
6.500 6.500 6.500 460,416.595
7,797.500 4,275.000 0 2,071,732.660

t2 t3 t4 t5 tva after

0.000109747 0.000584857 0.000388631 0.000023964 0.000254989


0.001313091 - 0.001007354 0.001656525 0.001189942
0.000511359 0.001275268 0.001294313 0.000086748 0.000652557
0.000160853 0.000066395 0.000016016 - 0.000078790
0.000014118 0.000014118 0.000014118 0.000014118 0.000014118
- 0.003763758 0.002063490 - 0.001741055
Kode Nama Perusahaan tanggal publish
2012 t-5

SMSM Selamat Sempurna Tbk. 26-Mar-13 5,963.500


INDF Indofood Sukses Makmur Tbk. 20-Mar-13 15,057.000
MYOR Mayora Indah Tbk. 1-Apr-13 225.100
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-13 26.000
FAST Fast Food Indonesia Tbk. 28-Mar-13 8.600
JPFA Japfa Comfeed Indonesia Tbk. 26-Mar-13 5,935.000

trading volume activity Tanggal publish


Kode Nama Perusahaan 2012
t-5

SMSM Selamat Sempurna Tbk. 26-Mar-13 0.004142272


INDF Indofood Sukses Makmur Tbk. 20-Mar-13 0.001714837
MYOR Mayora Indah Tbk. 1-Apr-13 0.000293640
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-13 0.000009052
FAST Fast Food Indonesia Tbk. 28-Mar-13 0.000018679
JPFA Japfa Comfeed Indonesia Tbk. 26-Mar-13 0.002783635
t-4 t-3 t-2 t-1 t1 t2

2,552.500 3,685.000 1,294.500 626.500 482.000 1,753.500


17,649.000 18,029.000 10,603.000 14,892.500 14,044.000 21,529.000
30.900 42.500 49.000 0 303.300 303.300
5.000 4.000 4.000 5.000 5.000 0
4.300 4.300 4.300 4.300 0 4.300
2,717.500 6,192.500 3,382.500 1,652.500 7,877.500 4,450.000

t-4 t-3 t-2 t-1 tva before t1

0.001772977 0.002559616 0.000899165 0.000435170 0.001961840 0.000334799


0.002010039 0.002053317 0.001207572 0.001696102 0.001736374 0.001599467
0.000040309 0.000055441 0.000063920 - 0.000090662 0.000395651
0.000001741 0.000001393 0.000001393 0.000001741 0.000003064 0.000001741
0.000009339 0.000009339 0.000009339 0.000009339 0.000011207 -
0.001274562 0.002904407 0.001586461 0.000775056 0.001864824 0.003694706
t3 t4 t5 saham
beredar
0 370.500 459.000 1,439,668.860
13,956.000 12,292.000 15,706.000 8,780,426.500
784.500 179.000 130.000 766,584.000
5.000 5.000 5.000 2,872,193.366
4.300 4.300 2.100 460,416.595
0 1,405.000 2,927.500 2,132,104.582

t2 t3 t4 t5 tva after

0.001217988 - 0.000257351 0.000318823 0.000425792


0.002451931 0.001589444 0.001399932 0.001788751 0.001765905
0.000395651 0.001023371 0.000233503 0.000169584 0.000443552
- 0.000001741 0.000001741 0.000001741 0.000001393
0.000009339 0.000009339 0.000009339 0.000004561 0.000006516
0.002087140 - 0.000658973 0.001373056 0.001562775
Kode Nama Perusahaan Tanggal Publish
2013 t-5

SMSM Selamat Sempurna Tbk. 28-Mar-14 8.400


INDF Indofood Sukses Makmur Tbk. 21-Mar-14 10,767.900
MYOR Mayora Indah Tbk. 28-Mar-14 6.400
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-14 6.600
FAST Fast Food Indonesia Tbk. 28-Mar-14 80.200
JPFA Japfa Comfeed Indonesia Tbk. 27-Mar-14 7,038.200

trading volume activity


Kode Nama Perusahaan Tanggal Publish
2013 t-5

SMSM Selamat Sempurna Tbk. 28-Mar-14 0.000005835


INDF Indofood Sukses Makmur Tbk. 21-Mar-14 0.001226353
MYOR Mayora Indah Tbk. 28-Mar-14 0.000007156
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-14 0.000002298
FAST Fast Food Indonesia Tbk. 28-Mar-14 0.000040198
JPFA Japfa Comfeed Indonesia Tbk. 27-Mar-14 0.000660212
t-4 t-3 t-2 t-1 t1 t2

27.300 13.300 14.400 150.200 0 53.300


11,899.600 9,165.600 11,627.200 16,617.900 10,399.800 11,650.700
16.700 65.900 2.000 22.000 0 50.100
400 0 3.200 300 100 0
100 0 0 0 0 0
3,877.100 1,410.300 2,706.200 2,682.900 6,894.800 0

t-4 t-3 t-2 t-1 tva before t1

0.000018963 0.000009238 0.000010002 0.000104330 0.000029673 -


0.001355242 0.001043867 0.001324218 0.001892607 0.001368457 0.001184430
0.000018673 0.000073685 0.000002236 0.000024599 0.000025270 -
0.000139266 - 0.000001114 0.000104450 0.000049426 0.000034817
0.000050122 - - - 0.000018064 -
0.000363688 0.000132292 0.000253852 0.000251667 0.000332342 0.000646760
t3 t4 t5 saham
beredar
14.000 27.400 17.300 1,439,668.860
13,924.900 12,347.400 13,483.800 8,780,426.500
133.600 7.300 700.000 894,347.989
1.400 6.500 4.200 2,872,193.366
100 400 0 1,995,138.579
9,839.200 4,604.800 2,081.100 10,660,522.910

t2 t3 t4 t5 tva after

0.000037022 0.000009724 0.000019032 0.000012017 0.000015559


0.001326895 0.001585902 0.001406241 0.001535666 0.001407827
0.000056018 0.000149383 0.000008162 0.000782693 0.000199251
- 0.000000487 0.000002263 0.000001462 0.000007806
- 0.000050122 0.000200487 - 0.000050122
- 0.000922957 0.000431949 0.000195216 0.000439376
Kode Nama Perusahaan Tanggal Publish
2014

SMSM Selamat Sempurna Tbk. 31-Mar-15


INDF Indofood Sukses Makmur Tbk. 23-Mar-15
MYOR Mayora Indah Tbk. 1-Apr-15
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-15
FAST Fast Food Indonesia Tbk. 30-Mar-15
JPFA Japfa Comfeed Indonesia Tbk. 27-Feb-15

trading volume activity


Kode Nama Perusahaan Tanggal Publish
2014

SMSM Selamat Sempurna Tbk. 31-Mar-15


INDF Indofood Sukses Makmur Tbk. 23-Mar-15
MYOR Mayora Indah Tbk. 1-Apr-15
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 27-Mar-15
FAST Fast Food Indonesia Tbk. 30-Mar-15
JPFA Japfa Comfeed Indonesia Tbk. 27-Feb-15
t-5 t-4 t-3 t-2 t-1 t1

914.500 78.500 302.300 114.700 232.800 382.300


8,061.700 14,171.700 8,104.700 8,300.400 14,837.100 6,730.400
226.800 9.700 2.600 52.200 55.900 10.300
1.500 13.800 2.600 31.000 600 100
301.800 41.900 7.800 1.100 7.200 1.900
5,119.700 7,299.900 4,397.100 22,131.500 22,076.700 5,912.600

t-5 t-4 t-3 t-2 t-1 tva before

0.000635216 0.000054526 0.000209979 0.000079671 0.000161704 0.000228219


0.000491627 0.000864233 0.000494249 0.000506184 0.000904812 0.000652221
0.000253593 0.000010846 0.000002907 0.000058367 0.000062504 0.000077643
0.000000522 0.000004805 0.000000905 0.000010793 0.000208900 0.000045185
0.000151268 0.000021001 0.000003910 0.000000551 0.000003609 0.000036068
0.000480248 0.000684760 0.000412466 0.002076024 0.002070883 0.001144876
t2 t3 t4 t5 saham
beredar
219.100 0 116.200 89.100 1,439,668.860
8,150.800 9,213.200 8,827.300 11,483.700 16,398,000.000
0 15.200 0 0 894,347.989
5.000 800 2.500 0 2,872,193.366
1.000 0 0 4.200 1,995,138.579
6,381.200 9,444.700 7,006.900 3,563.900 10,660,522.910

t1 t2 t3 t4 t5 tva after

0.000265547 0.000152188 - 0.000080713 0.000061889 0.000112067


0.000410440 0.000497061 0.000561849 0.000538316 0.000700311 0.000541595
0.000011517 - 0.000016996 - - 0.000005702
0.000034817 0.000001741 0.000278533 0.000000870 - 0.000063192
0.000000952 0.000000501 - - 0.000002105 0.000000712
0.000554626 0.000598582 0.000885951 0.000657275 0.000334308 0.000606149
Kode Nama Perusahaan Tanggal Publish
2015

SMSM Selamat Sempurna Tbk. 6-Apr-16


INDF Indofood Sukses Makmur Tbk. 28-Mar-16
MYOR Mayora Indah Tbk. 31-Mar-16
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 31-Mar-16
FAST Fast Food Indonesia Tbk. 30-Mar-16
JPFA Japfa Comfeed Indonesia Tbk. 29-Feb-16

trading volume activity


Kode Nama Perusahaan Tanggal Publish
2015

SMSM Selamat Sempurna Tbk. 6-Apr-16


INDF Indofood Sukses Makmur Tbk. 28-Mar-16
MYOR Mayora Indah Tbk. 31-Mar-16
SMAR Sinar Mas Agro Resources & Tecnology Tbk. 31-Mar-16
FAST Fast Food Indonesia Tbk. 30-Mar-16
JPFA Japfa Comfeed Indonesia Tbk. 29-Feb-16
t-5 t-4 t-3 t-2 t-1 t1

139.300 413.800 121.200 85.100 66.900 581.800


14,135.900 10,721.400 5,565.200 4,920.400 0 6,134.400
18.500 0 4.900 87.100 25.900 11.900
1.800 0 700 500 3.300 3.900
5.400 39.500 0 800 5.700 1.000
4,390.500 19,964.600 5,433.400 2,398.700 3,508.500 23,738.800

t-5 t-4 t-3 t-2 t-1 tva before

0.000096758 0.000287427 0.000084186 0.000059111 0.000046469 0.000114790


0.001609933 0.001221057 0.000633819 0.000560383 - 0.000805038
0.000020685 - 0.000005479 0.000097389 0.000028960 0.000030503
0.000000627 - 0.000243716 0.000174083 0.000001149 0.000083915
0.000002707 0.000019798 - 0.000400975 0.000002857 0.000085267
0.000411847 0.001872760 0.000509675 0.000225008 0.000329111 0.000669680
t2 t3 t4 t5 saham
beredar
98.100 63.400 90.500 59.000 1,439,668.860
14,934.600 21,522.400 6,462.500 2,564.300 8,780,426.500
106.400 61.500 26.100 82.600 894,347.989
0 2.500 5.400 600.000 2,872,193.366
2.300 8.900 0 3.300 1,995,138.579
17,909.600 11,025.800 6,396.100 4,757.500 10,660,522.910

t1 t2 t3 t4 t5 tva after

0.000404121 0.000068141 0.000044038 0.000062862 0.000040982 0.000124029


0.000698645 0.001700897 0.002451179 0.000736012 0.000292047 0.001175756
0.000013306 0.000118969 0.000068765 0.000029183 0.000092358 0.000064516
0.000001358 - 0.000000870 0.000001880 0.000208900 0.000042602
0.000000501 0.000001153 0.000004461 - 0.000001654 0.000001554
0.002226795 0.001679993 0.001034264 0.000599980 0.000446273 0.001197461
Kode Nama Perusahaan Peringkat Obligasi
2010 2011 2012 2013

SMSM Selamat Sempurna Tbk. idAA- idAA- idAA- idAA-


INDF Indofood Sukses Makmur Tbk. idAA+ idAA+ idAA+ idAA+
MYOR Mayora Indah Tbk. idAA- idAA- idAA- idAA-
SMAR Sinar Mas Agro Resources & Tecnology Tbk. idAA- idAA- idAA- idAA
FAST Fast Food Indonesia Tbk. idAA idAA idAA idAA
JPFA Japfa Comfeed Indonesia Tbk. idBBB+ idA idA idA+

No rating cardinal scale


1 idAAA 1
2 idAA+ 2
3 idAA 3
4 idAA- 4
5 idA+ 5
6 IdA 6
7 idA- 7
8 idBBB+ 8
9 idBBB 9
10 idBBB- 10
11 idBB+ 11
12 idBB 12
13 idBB- 13
14 idB+ 14
15 idB 15
16 idB- 16
17 idCCC 17
18 idD 18
gasi
2014 2015 2010 2011 2012 2013 2014 2015

idAA- idAA 4 4 4 4 4 3
idAA+ idAA+ 2 2 2 2 2 2
idAA- idAA- 4 4 4 4 4 4
idAA- idAA- 4 4 4 3 4 4
idAA idAA 3 3 3 3 3 3
idA+ idA 8 6 6 5 5 6
0.0064 -0.0426
0.0127 0.0191
-0.0105 -0.0167
-0.0109 0.0351
0.0013 0.0020
-0.0028 -0.0175
0.0013 0.0020
0.0133 -0.0059
-0.0088 0.0020
-0.0064 -0.0426
0.0012 -0.0052
0.0982 -0.0078
0.0012 0.0038
-0.0017 0.0109
-0.0039 -0.0140
0.0013 0.0020
0.0032 -0.0114
-0.0060 -0.0052
0.0032 -0.0204
-0.0130 0.0012
0.0185 -0.0114
0.0012 0.0038
0.0317 0.0265
-0.0135 -0.0035
-0.0138 -0.0007
0.0135 0.0222
0.0064 -0.0098
0.0032 -0.0204
-0.0451 -0.0119
-0.0043 0.0107
-0.0139 -0.0174
-0.0151 -0.0035
0.0027 0.0083
0.0200 0.0463
0.0062 -0.0036
0.0069 -0.0180
0.0066 0.0086
-0.0213 -0.0116
0.0120 0.0405
0.0010 -0.0021
-0.0036 -0.0056
0.1163 -0.0119
0.0006 -0.0092
-0.0015 0.0024
-0.0008 0.0537
0.0132 0.0006
0.0016 0.0414
-0.0191 0.0121
0.0022 -0.0096
-0.0072 -0.0118
-0.0243 -0.0094
-0.0190 0.0038
-0.0040 0.0017
-0.0174 -0.0151
-0.0013 -0.0052
-0.0041 0.0024
0.0159 -0.0030
-0.0048 0.0062
0.0039 0.0137
-0.0110 0.0250
-0.0041 -0.0077
0.0104 -0.0075
0.0242 0.0205
-0.0092 -0.0100
0.0060 0.0007
-0.0096 -0.0067
-0.0118 0.0073
-0.0350 -0.0039
-0.0116 -0.0049
0.0060 0.0007
0.0256 -0.0040
-0.0241 0.0246
0.0161 0.0007
-0.0272 0.0092
0.0170 0.0431
0.0166 -0.0040
-0.0116 -0.0049
0.0116 0.0007
0.0266 -0.0138
0.0379 -0.0135
-0.0140 0.0529
-0.0116 -0.0049
-0.0135 0.0118
0.0109 -0.0199
-0.0215 -0.0148
-0.0175 0.0095
-0.0026 0.0261
-0.0135 0.0118
-0.0177 0.0984
-0.0002 0.0005
0.0134 -0.0222
-0.0258 -0.0418
-0.0003 -0.0222
0.0218 0.0304
-0.0207 -0.0222
-0.0212 -0.0270
-0.0273 0.0133
-0.0092 0.0001
-0.0043 0.0033
0.0107 -0.0222
0.0374 0.0008
-0.0100 -0.0222
0.0465 0.0450
-0.0083 0.0018
0.0037 -0.0068
-0.0043 -0.0412
0.0037 -0.0083
0.0056 0.0256
-0.0053 0.0068
-0.0066 0.0258
0.0030 0.0168
-0.0108 0.0030
-0.0053 -0.0193
0.0037 -0.0182
0.0091 -0.0130
-0.0080 -0.0027
-0.0072 -0.0262
-0.0017 0.0068
0.0011 -0.0130
-0.0216 0.0068
-0.0115 -0.0030
-0.0016 0.0082
0.0147 -0.0015
0.0020 0.0079
0.0171 -0.0022
0.0295 -0.0217
-0.0105 0.0042
0.0027 0.0011
-0.0027 -0.0043
0.0011 -0.0186
0.0138 0.0063
-0.0188 -0.0277
-0.0020 -0.0043
0.0014 0.0001
-0.0052 -0.0096
-0.0137 0.0094
0.0046 0.0019
0.0097 0.0339
-0.0152 0.0023
0.0026 0.0016
-0.0008 0.0066
0.0038 -0.0019
-0.0087 -0.0043
0.0558 -0.0175
-0.0033 0.0246
-0.0047 -0.0010
-0.0156 -0.0026
0.0028 -0.0043
-0.0021 -0.0172
0.0097 -0.0060
-0.0063 -0.0008
0.0327 0.0057
-0.0061 0.0004
-0.0060 -0.0602
-0.0039 -0.0060
-0.0024 -0.0019
0.0056 0.0022
-0.0034 0.0395
0.0056 0.0152
0.0056 -0.0014
0.0103 0.0147
0.0116 -0.0118
0.0067 -0.0073
0.0095 -0.0094
0.0111 -0.0016
0.0111 0.0306
0.0056 0.0314
-0.0008 -0.0016
-0.0035 0.0027
-0.0172 0.0004
-0.0040 0.0049
-0.0016 0.0026
0.0111 -0.0016
-0.0001 -0.0014
0.0036 -0.0090
0.0056 -0.0014
-0.0033 -0.0006
-0.0074 0.0189
0.0180 0.0297
-0.0161 0.0040

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