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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.122862
R Square 0.015095
Adjusted R -0.02138
Standard E 0.02815
Observatio 29

ANOVA
df SS MS F Significance F
Regression 1 0.000328 0.000328 0.413816 0.525465
Residual 27 0.021395 0.000792
Total 28 0.021723

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Lower 95,0%
Upper 95,0%
Intercept 0.002239 0.005312 0.421454 0.67676 -0.00866 0.013137 -0.00866 0.013137
-0.01384 -0.01839 0.028583 -0.64329 0.525465 -0.07703 0.04026 -0.07703 0.04026

RESIDUAL OUTPUT

ObservationPredicted Residuals
1 0.002118 -0.00625
2 0.002059 0.014538
3 0.002147 -0.00215
4 0.002274 0.014053
5 0.002244 0.001772
6 0.002195 -0.00619
7 0.002285 -0.02237
8 0.002204 -0.0104
9 0.002102 0.00203
10 0.002196 0.001919
11 0.002158 0.032678
12 0.002187 0.017615
13 0.002211 -0.01192
14 0.001857 -0.02147
15 0.002294 0.007706
16 0.002239 0.007662
17 0.002113 -0.02172
18 0.002183 0.087817
19 0.002528 0.052518
20 0.002154 -0.03694
21 0.002259 -0.01127
22 0.002154 0.016028
23 0.002347 -0.0202
24 0.002549 -0.02982
25 0.002079 -0.05815
26 0.002211 0.00769
27 0.002349 0.017259
28 0.002188 -0.02142
29 0.020626 -0.00102
-0,0138437446055275 Residual Plot
0.1
0.05
Residuals

0
-1.2 -1 -0.8 -0.6 -0.4 -0.2 0 0.2
-0.05
-0.1
-0,0138437446055275
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.029187
R Square 0.000852
Adjusted R -0.03615
Standard E 0.062475
Observatio 29

ANOVA
df SS MS F Significance F
Regression 1 8.99E-05 8.99E-05 0.023021 0.880531
Residual 27 0.105384 0.003903
Total 28 0.105474

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Lower 95,0%
Upper 95,0%
Intercept 0.011896 0.011789 1.009098 0.321886 -0.01229 0.036084 -0.01229 0.036084
-0.01384 0.009625 0.063436 0.151727 0.880531 -0.12053 0.139784 -0.12053 0.139784
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.027454
R Square 0.000754
Adjusted R -0.03626
Standard E 0.017928
Observatio 29

ANOVA
df SS MS F Significance F
Regression 1 6.55E-06 6.55E-06 0.020365 0.887581
Residual 27 0.008678 0.000321
Total 28 0.008684

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Lower 95,0%
Upper 95,0%
Intercept 0.00359 0.003383 1.061251 0.297977 -0.00335 0.010531 -0.00335 0.010531
-0.01384 0.002598 0.018203 0.142707 0.887581 -0.03475 0.039948 -0.03475 0.039948
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.060742
R Square 0.00369
Adjusted R -0.03321
Standard E 0.02794
Observatio 29

ANOVA
df SS MS F Significance F
Regression 1 7.81E-05 7.81E-05 0.099987 0.754277
Residual 27 0.021078 0.000781
Total 28 0.021156

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Lower 95,0%
Upper 95,0%
Intercept 0.004394 0.005272 0.833409 0.411926 -0.00642 0.015211 -0.00642 0.015211
-0.01384 -0.00897 0.02837 -0.31621 0.754277 -0.06718 0.049239 -0.06718 0.049239
LPKR return (R) LPKR PGAS return (R) PGAS SCMA Return (R) SCMA WSBP

484 1765 2450 404


482 -0.0041322314 1755 -0.0056657224 2470 0.0081632653 400
490 0.0165975104 1760 0.0028490028 2490 0.008097166 406
490 0 1790 0.0170454545 2500 0.0040160643 412
498 0.0163265306 1840 0.0279329609 2480 -0.008 426
500 0.0040160643 1805 -0.0190217391 2470 -0.0040322581 434
498 -0.004 1825 0.0110803324 2420 -0.020242915 430
488 -0.0200803213 1800 -0.0136986301 2380 -0.0165289256 430
484 -0.0081967213 1780 -0.0111111111 2370 -0.0042016807 426
486 0.0041322314 1765 -0.0084269663 2420 0.0210970464 432
488 0.0041152263 1880 0.0651558074 2490 0.0289256198 438
505 0.0348360656 2360 0.2553191489 2510 0.0080321285 452
515 0.0198019802 2200 -0.0677966102 2530 0.0079681275 440
510 -0.0097087379 2350 0.0681818182 2520 -0.0039525692 438
500 -0.0196078431 2470 0.0510638298 2520 0 434
505 0.01 2690 0.0890688259 2540 0.0079365079 436
510 0.0099009901 2690 0 2530 -0.0039370079 448
500 -0.0196078431 2650 -0.0148698885 2520 -0.0039525692 494
545 0.09 2630 -0.0075471698 2520 0 494
575 0.0550458716 2490 -0.0532319392 2620 0.0396825397 492
555 -0.0347826087 2380 -0.0441767068 2580 -0.0152671756 474
550 -0.009009009 2610 0.0966386555 2690 0.0426356589 474
560 0.0181818182 2510 -0.0383141762 2710 0.0074349442 472
550 -0.0178571429 2460 -0.0199203187 2810 0.036900369 472
535 -0.0272727273 2400 -0.0243902439 2830 0.0071174377 468
505 -0.0560747664 2400 0 2760 -0.0247349823 452
510 0.0099009901 2370 -0.0125 2800 0.0144927536 448
520 0.0196078431 2410 0.0168776371 2760 -0.0142857143 468
510 -0.0192307692 2340 -0.0290456432 2700 -0.0217391304 452
520 0.0196078431 2350 0.0042735043 2700 0 458

ERi 0.0028451808 0.0115782797 0.0035043


proporsi
70%
30%
Resiko 0.0273692849 0.0603078814 0.0173048863
korel 0.111796521

resiko porto1.75784573841E-05
proporsi 25% 25% 25% 25%
alpha porto 0.0055295516
beta porto -0.003783759
ER porto 0.0056519574
Return (R) WSBP IHSG R

6,339,237,793 -0.013843745
-0.0099009901 6,251,479,004 0.0065331415
0.015 6,292,320,801 0.0097606263
0.0147783251 6,353,737,793 0.0049838405
0.0339805825 6,385,403,809 -0.001919967
0.0187793427 6,373,144,043 -0.000309143
-0.0092165899 6,371,173,828 0.0023802582
0 6,386,338,867 -0.00254824
-0.0093023256 6,370,064,941 0.0019042008
0.014084507 6,382,194,824 0.0074421218
0.0138888889 6,429,691,895 0.0023058914
0.0319634703 6,444,518,066 0.0043677354
-0.0265486726 6,472,666,016 0.0028164561
-0.0045454545 6,490,895,996 0.0014840498
-0.0091324201 6,500,528,809 0.0207375706
0.0046082949 6,635,333,984 -0.002990324
0.0275229358 6,615,492,188 -2.479982E-05
0.1026785714 6,615,328,125 0.0068462271
0 6,660,618,164 0.003002871
-0.004048583 6,680,619,141 -0.015736109
-0.0365853659 6,575,492,188 0.0045834852
0 6,605,630,859 -0.001085721
-0.0042194093 6,598,458,984 0.0046012016
0 6,628,819,824 -0.005905277
-0.0084745763 6,589,674,805 -0.01686454
-0.0341880342 6,478,542,969 0.0086942654
-0.0088495575 6,534,869,141 0.0014942377
0.0446428571 6,544,633,789 -0.005976017
-0.0341880342 6,505,522,949 0.0027562969
0.0132743363 6,523,454,102 -1

0.0046897276 Erm -0.032350314

saham LPKR model Indeks


Intercept 0.0022386243 alpha
0.0270092963 X Variable 1 -0.018386923 beta
saham PGAS model Indeks
Intercept 0.0118957899 alpha
X Variable 1 0.0096248815 beta
saham SCMA model Indeks
Intercept 0.0035899953 alpha
X Variable 1 0.0025977335 beta
saham WSBP model Indeks
Intercept 0.004393797 alpha
X Variable 1 -0.008970728 beta