HARGA SAHAM PER LEMBAR 1 JANUARI- 28 FEBRUARI

NO TANGGAL SULI ASRI ALTO MAIN

1 Jan 01, 2018 190 356 388 216
2 Jan 02, 2018 169 360 342 218
3 Jan 03, 2018 168 356 370 226
4 Jan 04, 2018 169 358 370 226
5 Jan 05, 2018 170 358 374 226
6 Jan 08, 2018 169 374 374 228
7 Jan 09, 2018 169 380 374 228
8 Jan 10, 2018 170 382 374 228
9 Jan 11, 2018 170 378 364 222
10 Jan 12, 2018 172 378 360 222
11 Jan 15, 2018 170 378 360 222
12 Jan 16, 2018 171 374 360 224
13 Jan 17, 2018 174 378 358 220
14 Jan 18, 2018 174 380 358 220
15 Jan 19, 2018 172 376 358 220
16 Jan 22, 2018 175 376 358 220
17 Jan 23, 2018 180 378 358 220
18 Jan 24, 2018 187 390 356 220
19 Jan 25, 2018 206 386 356 218
20 Jan 26, 2018 230 396 354 222
21 Jan 29, 2018 238 406 360 226
22 Jan 30, 2018 234 388 380 224
23 Jan 31, 2018 260 394 390 226
24 Feb 01, 2018 262 412 486 226
25 Feb 02, 2018 258 412 382 222
26 Feb 05, 2018 250 396 372 222
27 Feb 06, 2018 236 378 404 218
28 Feb 07, 2018 226 386 392 220
29 Feb 08, 2018 228 386 390 220
30 Feb 09, 2018 224 376 382 218
31 Feb 12, 2018 200 378 354 218
32 Feb 13, 2018 204 382 356 214
33 Feb 14, 2018 206 382 338 216
34 Feb 15, 2018 204 382 348 216
35 Feb 16, 2018 204 382 348 216
36 Feb 19, 2018 200 388 358 216
37 Feb 20, 2018 200 390 342 218
38 Feb 21, 2018 210 388 360 218
39 Feb 22, 2018 216 382 360 218
40 Feb 23, 2018 218 384 346 218
41 Feb 26, 2018 195 382 350 216
42 Feb 27, 2018 188 384 350 214
43 Feb 28, 2018 188 392 350 212
RETURN SAHAM
NO TANGGAL SULI ASRI ALTO MAIN

1 Jan 01, 2018

2 Jan 02, 2018 -0.1105263158 0.0112359551 -0.1185567 0.00925926
3 Jan 03, 2018 -0.0059171598 -0.0111111111 0.08187135 0.03669725
4 Jan 04, 2018 0.005952381 0.0056179775 0 0
5 Jan 05, 2018 0.0059171598 0 0.01081081 0
6 Jan 08, 2018 -0.0058823529 0.0446927374 0 0.00884956
7 Jan 09, 2018 0 0.0160427807 0 0
8 Jan 10, 2018 0.0059171598 0.0052631579 0 0
9 Jan 11, 2018 0 -0.0104712042 -0.02673797 -0.02631579
10 Jan 12, 2018 0.0117647059 0 -0.01098901 0
11 Jan 15, 2018 -0.011627907 0 0 0
12 Jan 16, 2018 0.0058823529 -0.0105820106 0 0.00900901
13 Jan 17, 2018 0.0175438596 0.0106951872 -0.00555556 -0.01785714
14 Jan 18, 2018 0 0.0052910053 0 0
15 Jan 19, 2018 -0.0114942529 -0.0105263158 0 0
16 Jan 22, 2018 0.0174418605 0 0 0
17 Jan 23, 2018 0.0285714286 0.0053191489 0 0
18 Jan 24, 2018 0.0388888889 0.0317460317 -0.00558659 0
19 Jan 25, 2018 0.1016042781 -0.0102564103 0 -0.00909091
20 Jan 26, 2018 0.1165048544 0.0259067358 -0.00561798 0.01834862
21 Jan 29, 2018 0.0347826087 0.0252525253 0.01694915 0.01801802
22 Jan 30, 2018 -0.0168067227 -0.0443349754 0.05555556 -0.00884956
23 Jan 31, 2018 0.1111111111 0.0154639175 0.02631579 0.00892857
24 Feb 01, 2018 0.0076923077 0.0456852792 0.24615385 0
25 Feb 02, 2018 -0.0152671756 0 -0.21399177 -0.01769912
26 Feb 05, 2018 -0.0310077519 -0.0388349515 -0.02617801 0
27 Feb 06, 2018 -0.056 -0.0454545455 0.08602151 -0.01801802
28 Feb 07, 2018 -0.0423728814 0.0211640212 -0.02970297 0.00917431
29 Feb 08, 2018 0.0088495575 0 -0.00510204 0
30 Feb 09, 2018 -0.0175438596 -0.0259067358 -0.02051282 -0.00909091
31 Feb 12, 2018 -0.1071428571 0.0053191489 -0.07329843 0
32 Feb 13, 2018 0.02 0.0105820106 0.00564972 -0.01834862
33 Feb 14, 2018 0.0098039216 0 -0.0505618 0.00934579
34 Feb 15, 2018 -0.0097087379 0 0.0295858 0
35 Feb 16, 2018 0 0 0 0
36 Feb 19, 2018 -0.0196078431 0.0157068063 0.02873563 0
37 Feb 20, 2018 0 0.0051546392 -0.04469274 0.00925926
38 Feb 21, 2018 0.05 -0.0051282051 0.05263158 0
39 Feb 22, 2018 0.0285714286 -0.0154639175 0 0
40 Feb 23, 2018 0.0092592593 0.0052356021 -0.03888889 0
41 Feb 26, 2018 -0.1055045872 -0.0052083333 0.01156069 -0.00917431
42 Feb 27, 2018 -0.0358974359 0.0052356021 0 -0.00925926
43 Feb 28, 2018 0 0.0208333333 0 -0.00934579
Ekspected return 0.000803602 0.0024801164 -0.00057457 -0.00038476
 VARIAN
NO TANGGAL SULI ASRI ALTO MAIN

1 Jan 01, 2018

2 Jan 02, 2018 -0.110526316 0.011235955 -0.1185567 0.00925926

3 Jan 03, 2018 -0.00591716 -0.011111111 0.08187135 0.03669725

4 Jan 04, 2018 0.005952381 0.005617978 0 0

5 Jan 05, 2018 0.0059171598 0 0.01081081 0

6 Jan 08, 2018 -0.005882353 0.044692737 0 0.00884956

7 Jan 09, 2018 0 0.016042781 0 0

8 Jan 10, 2018 0.0059171598 0.005263158 0 0

9 Jan 11, 2018 0 -0.010471204 -0.02673797 -0.0263158

10 Jan 12, 2018 0.0117647059 0 -0.01098901 0

11 Jan 15, 2018 -0.011627907 0 0 0

12 Jan 16, 2018 0.0058823529 -0.010582011 0 0.00900901

13 Jan 17, 2018 0.0175438596 0.010695187 -0.00555556 -0.0178571

14 Jan 18, 2018 0 0.005291005 0 0

15 Jan 19, 2018 -0.011494253 -0.010526316 0 0

16 Jan 22, 2018 0.0174418605 0 0 0

17 Jan 23, 2018 0.0285714286 0.005319149 0 0

18 Jan 24, 2018 0.0388888889 0.031746032 -0.00558659 0

19 Jan 25, 2018 0.1016042781 -0.01025641 0 -0.0090909

20 Jan 26, 2018 0.1165048544 0.025906736 -0.00561798 0.01834862

21 Jan 29, 2018 0.0347826087 0.025252525 0.01694915 0.01801802

22 Jan 30, 2018 -0.016806723 -0.044334975 0.05555556 -0.0088496

23 Jan 31, 2018 0.1111111111 0.015463918 0.02631579 0.00892857

24 Feb 01, 2018 0.0076923077 0.045685279 0.24615385 0

25 Feb 02, 2018 -0.015267176 0 -0.21399177 -0.0176991

26 Feb 05, 2018 -0.031007752 -0.038834951 -0.02617801 0

27 Feb 06, 2018 -0.056 -0.045454545 0.08602151 -0.018018

28 Feb 07, 2018 -0.042372881 0.021164021 -0.02970297 0.00917431

29 Feb 08, 2018 0.0088495575 0 -0.00510204 0

30 Feb 09, 2018 -0.01754386 -0.025906736 -0.02051282 -0.0090909

31 Feb 12, 2018 -0.107142857 0.005319149 -0.07329843 0

32 Feb 13, 2018 0.02 0.010582011 0.00564972 -0.0183486

33 Feb 14, 2018 0.0098039216 0 -0.0505618 0.00934579

34 Feb 15, 2018 -0.009708738 0 0.0295858 0

35 Feb 16, 2018 0 0 0 0

36 Feb 19, 2018 -0.019607843 0.015706806 0.02873563 0

37 Feb 20, 2018 0 0.005154639 -0.04469274 0.00925926

38 Feb 21, 2018 0.05 -0.005128205 0.05263158 0

39 Feb 22, 2018 0.0285714286 -0.015463918 0 0

40 Feb 23, 2018 0.0092592593 0.005235602 -0.03888889 0

41 Feb 26, 2018 -0.105504587 -0.005208333 0.01156069 -0.0091743

42 Feb 27, 2018 -0.035897436 0.005235602 0 -0.0092593

43 Feb 28, 2018 0 0.020833333 0 -0.0093458

VARIAN 0.0021543282 0.000375867 0.0038471 0.00012368
STANDAR DEVIASI 0.0464147412 0.019387298 0.06202498 0.01112106
KOVARIAN
NO TANGGAL SULI ASRI ALTO MAIN

1 Jan 01, 2018

2 Jan 02, 2018 -0.1105263158 0.0112359551 -0.118556701 0.009259259

3 Jan 03, 2018 -0.0059171598 -0.0111111111 0.081871345 0.036697248

4 Jan 04, 2018 0.005952381 0.0056179775 0 0

5 Jan 05, 2018 0.0059171598 0 0.0108108108 0

6 Jan 08, 2018 -0.0058823529 0.0446927374 0 0.008849558

7 Jan 09, 2018 0 0.0160427807 0 0

8 Jan 10, 2018 0.0059171598 0.0052631579 0 0

9 Jan 11, 2018 0 -0.0104712042 -0.0267379679 -0.026315789

10 Jan 12, 2018 0.0117647059 0 -0.010989011 0

11 Jan 15, 2018 -0.011627907 0 0 0

12 Jan 16, 2018 0.0058823529 -0.0105820106 0 0.009009009

13 Jan 17, 2018 0.0175438596 0.0106951872 -0.0055555556 -0.017857143

14 Jan 18, 2018 0 0.0052910053 0 0

15 Jan 19, 2018 -0.0114942529 -0.0105263158 0 0

16 Jan 22, 2018 0.0174418605 0 0 0

17 Jan 23, 2018 0.0285714286 0.0053191489 0 0

18 Jan 24, 2018 0.0388888889 0.0317460317 -0.0055865922 0

19 Jan 25, 2018 0.1016042781 -0.0102564103 0 -0.009090909

20 Jan 26, 2018 0.1165048544 0.0259067358 -0.0056179775 0.018348624

21 Jan 29, 2018 0.0347826087 0.0252525253 0.0169491525 0.018018018

22 Jan 30, 2018 -0.0168067227 -0.0443349754 0.0555555556 -0.008849558

23 Jan 31, 2018 0.1111111111 0.0154639175 0.0263157895 0.008928571

24 Feb 01, 2018 0.0076923077 0.0456852792 0.2461538462 0

25 Feb 02, 2018 -0.0152671756 0 -0.2139917695 -0.017699115

26 Feb 05, 2018 -0.0310077519 -0.0388349515 -0.0261780105 0

27 Feb 06, 2018 -0.056 -0.0454545455 0.0860215054 -0.018018018

28 Feb 07, 2018 -0.0423728814 0.0211640212 -0.0297029703 0.009174312

29 Feb 08, 2018 0.0088495575 0 -0.0051020408 0

30 Feb 09, 2018 -0.0175438596 -0.0259067358 -0.0205128205 -0.009090909

31 Feb 12, 2018 -0.1071428571 0.0053191489 -0.0732984293 0

32 Feb 13, 2018 0.02 0.0105820106 0.0056497175 -0.018348624

33 Feb 14, 2018 0.0098039216 0 -0.0505617978 0.009345794

34 Feb 15, 2018 -0.0097087379 0 0.0295857988 0

35 Feb 16, 2018 0 0 0 0

36 Feb 19, 2018 -0.0196078431 0.0157068063 0.0287356322 0

37 Feb 20, 2018 0 0.0051546392 -0.0446927374 0.009259259

38 Feb 21, 2018 0.05 -0.0051282051 0.0526315789 0

39 Feb 22, 2018 0.0285714286 -0.0154639175 0 0

40 Feb 23, 2018 0.0092592593 0.0052356021 -0.0388888889 0

41 Feb 26, 2018 -0.1055045872 -0.0052083333 0.0115606936 -0.009174312

42 Feb 27, 2018 -0.0358974359 0.0052356021 0 -0.009259259

43 Feb 28, 2018 0 0.0208333333 0 -0.009345794

 SULI,ASRI SULI,ALTO SULI,MAIN
KOVARIAN 0.000195166 0.0005853336 8.3728189E-05
KORELASI 0.222175657 0.2082793891 0.1661632964
PERHITUNGAN RETURND DAN RESIKO PORTOPOLIO

STATISTIK SULI,ASRI SULI,ALTO SULI,MAIN

KOEFISIEN KORELASI 0.222175657 0.208279389 0.166163296
RETURN 0.001641859 0.000114517 0.0002094227
VARIAN 0.000730132 0.000349925 0.0006113656
DEVIASI STANDAR 0.001257562 0.00119697 0.0014358866