Closing Price tahun 2016

Bulan
AALI BBCA MKPI INTP ITMG TLKM GGRM
JAN 16269.90 58350.00
FEB 14149.80 63700.00
MAR 17341.90 65300.00
APR 15340.90 69250.00
MEI 13382.80 69200.00
JUN 14700.80 69000.00
JUL 14500.00 67525.00
AGUST 16400.00 64400.00
SEPT 14825.00 62000.00
OKT 15250.00 67900.00
NOV 16550.00 65000.00
DES 16775.00 63900.00

Total 185486.10 716275.00

Kode Saham E(R)

AALI 15457.18
BBCA
MKPI
INTP
ITMG
TLKM
GGRM 59689.5833
JKSE 5059.885
 JKSE
4615.16
4770.96
4845.37
4838.58
4796.87
5016.65
5215.99
5386.08
5364.80
5422.54
5148.91
5296.71

60718.62
 Bulan JKSE (RM) R-E(R) (R-E(R))2
JAN 4615.16 -444.73 197780.32563
FEB 4770.96 -288.93 83477.655625
MAR 4845.37 -214.52 46016.685225
APR 4838.58 -221.31 48975.903025
MEI 4796.87 -263.02 69176.890225
JUN 5016.65 -43.24 1869.265225
JUL 5215.99 156.11 24368.771025
AGUST 5386.08 326.20 106403.17803
SEPT 5364.80 304.92 92973.157225
OKT 5422.54 362.66 131518.64903
NOV 5148.91 89.02 7925.450625
DES 5296.71 236.83 56086.080625

TOTAL 60718.62 866572.0115

E(R) 5059.885
VAR () 72214.33429
ST. DEV () 268.7272489
COVARIAN 0.053109359
 Bulan
AALI (R) R-E(R) (R-E(R)) BETA ()
JAN 16269.90 812.73 660521.93
FEB 14149.80 -1307.38 1709229.39
MAR 17341.90 1884.73 3552188.33
APR 15340.90 -116.28 13519.88
MEI 13382.80 -2074.38 4303031.64
JUN 14700.80 -756.38 572103.14
JUL 14500.00 -957.18 916183.98
AGUST 16400.00 942.83 888918.98
SEPT 14825.00 -632.18 399645.23
OKT 15250.00 -207.18 42921.48
NOV 16550.00 1092.83 1194266.48
DES 16775.00 1317.83 1736662.73

Total 185486.10 15989193.18

E(R) 15457.18
VAR () 1332432.77
ST. DEV () 1154.31
COVARIAN 0.0747
BETA ()
 Bulan JKSE (RM) R-E(R) (R-E(R))2
JAN 4615.16 -444.73 197780.325625
FEB 4770.96 -288.93 83477.655625
MAR 4845.37 -214.52 46016.685225
APR 4838.58 -221.31 48975.903025
MEI 4796.87 -263.02 69176.890225
JUN 5016.65 -43.24 1869.2652250001
JUL 5215.99 156.11 24368.771025
AGUST 5386.08 326.20 106403.178025
SEPT 5364.80 304.92 92973.157225
OKT 5422.54 362.66 131518.649025
NOV 5148.91 89.02 7925.4506249999
DES 5296.71 236.83 56086.080625

TOTAL 60718.62 866572.0115

E(R) 5059.885
VAR () 72214.33429
ST. DEV () 268.7272489
COVARIAN 0.053109359