Centris Multipersada Pratama Tbk.

prices
Date Volume Adj Close* Return Harian
Open High Low Close
10-Sep-14 184 194 179 184 42800 184 -0.016042781
9-Sep-14 187 203 183 187 149500 187 -0.060301508
8-Sep-14 199 208 191 199 113400 199 -0.009950249
5-Sep-14 201 220 200 201 429900 201 -0.047393365
4-Sep-14 211 230 185 211 963200 211 0.1047120419
3-Sep-14 191 225 191 191 547800 191 -0.08502994
3-Sep-14 stcok split 1:4
2-Sep-14 208.75 226.25 202.5 208.75 370400 52.19 -0.761428571
1-Sep-14 875 900 870 875 50000 218.75 -0.038461538
29-Aug-14 910 945 890 910 240400 227.5 -0.037037037
28-Aug-14 945 975 925 945 351200 236.25 0
27-Aug-14 945 1150 915 945 2038800 236.25 0.0106951872
26-Aug-14 935 935 800 935 1117600 233.75

Inda Alumunium Industry Tbk.

prices
Date Volume Adj Close* Return Harian
Open High Low Close
2/19/2014 290 290 289 290 27100 234.9 -0.010238908
2/18/2014 295 300 293 293 9200 237.33 0.0103448276
2/17/2014 304 304 290 290 114100 234.9 -0.046052632
2/14/2014 313 313 285 304 125500 246.24 -0.031847134
2/13/2014 320 320 314 314 3700 254.34 -0.01875
2/12/2014 280 320 280 320 23700 259.2 -0.428571429
2/12/2014 Stock Split 1 : 2
2/11/2014 555 590 550 560 41000 226.8 -0.111111111
2/10/2014 630 630 630 630 200 255.15 0.0862068966
2/7/2014 580 580 580 580 24200 234.9 0
2/6/2014 580 600 580 580 16400 234.9 0
2/5/2014 580 580 575 580 29200 234.9 0
2/4/2014 580 580 580 580 0 234.9

Mitra Keluarga Karya Sehat Tbk.

prices
Date Volume Adj Close* Return Harian
Open High Low Close
10/23/2015 2825 2830 2770 2775 51732400 2748.62 -0.008928571
10/22/2015 2910 2920 2795 2800 39268400 2773.38 -0.037800687
10/21/2015 2975 2995 2905 2910 35346000 2882.34 -0.02020202
10/20/2015 2955 2995 2920 2970 46150900 2941.77 0.0084889643
10/19/2015 2960 3005 2945 2945 39763000 2917.01 0.0017006803
10/16/2015 2880 3020 2810 2940 63884900 2912.05 0.0490633363
10/16/2015 Stock Split 1 : 100
10/15/2015 2780 2825 2775 2802.5 29278000 277.59 -0.89909991
10/13/2015 28350 28500 27525 27775 26437000 2751.1 -0.015070922
10/12/2015 27550 28700 27000 28200 41498000 2793.19 0.0273224044
10/9/2015 28250 28575 27200 27450 26843000 2718.91 -0.026595745
10/8/2015 28600 28600 27650 28200 27043000 2793.19 -0.010526316
10/7/2015 29275 29500 28275 28500 27312000 2822.91

Hanson International Tbk.

Date prices Volume Adj Close* Return Harian
Open High Low Close
8/26/2016 165 166 160 161 739082500 161 -0.024242424
8/25/2016 165 166 149 165 644410400 165 0
8/24/2016 161 166 158 165 739230700 165 0.0248447205
8/23/2016 165 165 159 161 924117800 161 -0.030120482
8/22/2016 167 167 159 166 514339300 166 -0.005988024
8/19/2016 170 170 164 167 549032400 167 -0.01183432
8/19/2016 Stock Split 1 : 5
8/18/2016 169 172 168 169 281830000 169 0
8/16/2016 171 174 166 169 362576500 169 0
8/15/2016 156 178 156 169 1239947600 169 0.0833333333
8/12/2016 154 156 152 156 861699500 31.2 0.012987013
8/11/2016 152 154 146 154 783337000 30.8 0.0198675497
8/10/2016 149 156 148 151 378182500 30.2

J Resources Asia Pasifik Tbk.

prices
Date Volume Adj Close* Return Harian
Open High Low Close
6/30/2016 350 374 348 354 39747000 354 -0.011173184
6/28/2016 370 376 358 358 33819000 358 -0.032432432
6/27/2016 340 380 336 370 88448300 370 0.0882352941
6/24/2016 342 348 316 340 47907300 340 -0.005847953
6/23/2016 358 360 330 342 46722100 342 -0.044692737
6/22/2016 358 370 352 358 26340200 358 0.0056179775
6/22/2016 Stock Split
6/21/2016 336 364 334 356 38646000 356 0.0595238095
6/20/2016 326 348 318 336 23355600 336 0.037037037
6/17/2016 322 332 310 324 17748900 324 0.0062111801
6/16/2016 315 338 314 322 35154500 64.4 -0.795555556
6/15/2016 1570 1595 1560 1575 6501500 315 0.0031847134
6/14/2016 1500 1575 1500 1570 18448500 314
 Kresna Graha Invesmant Tbk.
prices
Date Volume Adj Close* Return Harian
Open High Low Close
7/13/2016 424 428 420 424 8575700 424 -0.009345794
7/12/2016 430 432 422 428 12564400 428 -0.004651163
7/11/2016 422 430 420 430 19102100 430 0.018957346
7/1/2016 420 424 418 422 13926100 422 0.0047619048
6/30/2016 416 424 414 420 28587400 420 0.0194174757
6/28/2016 408 414 406 412 13288500 412 0.0048780488
6/28/2016 Stcok Split
6/27/2016 408 416 404 410 21154000 410 0
6/24/2016 414 420 400 410 22792000 410 -0.004854369
6/23/2016 412 450 410 412 57534100 412 0
6/22/2016 424 424 408 412 32826500 82.4 -0.028301887
6/21/2016 444 444 420 424 17955000 84.8 -0.808144796
6/20/2016 2260 2260 2190 2210 13447500 442
Rf

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 HARGA
No. Tanggal Kode Saham -5 -4 -3
1 3-Sep-14 CMPP 945 945 910
2 12-Feb-14 INAI 580 580 580
3 16-Oct-15 MIKA 2820 2745 2820
4 19-Aug-16 MYRX 154 156 169
5 22-Jun-16 PSAB 157 322 324
6 28-Jun-16 KREN 424 412 412
5080 5160 5215

VOLUME
No. Tanggal Kode Saham -5 -4 -3
1 3-Sep-14 CMPP 2038800 351200 240400
2 12-Feb-14 INAI 29200 16400 24200
3 16-Oct-15 MIKA 27043000 26843000 41498000
4 19-Aug-16 MYRX 783337000 861699500 1239947600
5 22-Jun-16 PSAB 6501500 35154500 17748900
6 28-Jun-16 KREN 17955000 32826500 57534100
836904500 956891100 1356993200
 -2 -1 AV BEFOR STOCK SPLIT 1 2
875 209 776.8 191 211 201
630 560 586 320 314 304
2777 2802 2792.8 2940 2945 2970
169 169 163.4 167 166 161
336 356 299 358 342 340
410 410 413.6 412 420 422
5197 4506 4388 4398 4398

-2 -1 AV BEFOR STOCK SPLIT 1 2

50000 370400 610160 547800 963200 429900
200 41000 22200 23700 3700 125500
2643700 2927800 20191100 63884900 39763000 46150900
362576500 281830000 705878120 549032400 514339300 924117800
23355600 38646000 24281300 26340200 46722100 47907300
22792000 21154000 30452320 13288500 28587400 13926100
411418000 344969200 653117500 630378700 1032657500
 3 4 5 AV AFTER
199 187 184 196.4
290 293 290 298.2
2910 2800 2775 2880
165 165 161 163.6
370 358 354 352.8
430 428 424 424.8
4364 4231 4188

3 4 5 AV AFTER
113400 149500 42800 339760
114100 9200 27100 55920
35346000 39268400 51732400 42452140
739230700 644410400 739082500 712236140
88448300 33819000 39747000 51328740
19102100 12564400 8575700 16551140
882354600 730220900 839207500
 ABNORMAL RETURN
-5
No. Tanggal Kode Saham
Re IHSG AR
1 3-Sep-14 CMPP 0.010695187 0.00363 0.00706
2 12-Feb-14 INAI 0.00000 0.007365 -0.00737
3 16-Oct-15 MIKA -0.010526316 0.00095858 -0.01148
4 19-Aug-16 MYRX 0.01986755 -0.0009 0.02077
5 22-Jun-16 PSAB 0.003184713 -0.0014 0.00458
6 28-Jun-16 KREN -0.808144796 0.003122 -0.81127
-0.784923662 0.01278 -0.79770
 -4 -3
Re IHSG AR Re IHSG
0.00000 0.003723 -0.00372 -0.037037037 -0.00918
0.00000 0.009214 -0.00921 0.00000 0.009482
-0.026595745 0.02179953 -0.04840 0.027322404 0.00901279
0.012987013 -0.00773 0.02072 0.083333333 -0.01053
-0.795555556 -8.11995261 7.32440 0.00621118 0.00431
-0.028301887 0.003718 -0.03202 0.0000 -0.0046
-0.83747 -8.089228 7.25176 0.079829880 -0.00151
-3 -2 -1
AR Re IHSG AR Re IHSG
-0.02786 -0.038461538 0.007934 -0.04640 -0.761428571 0.004629
-0.00948 0.086206897 -0.00356 0.08977 -0.111111111 0.004368
0.01831 -0.015070922 -0.0318808 0.01681 -0.89909991 0.00537993
0.09386 0.00000 0.009639 -0.00964 0.00000 0.01668
0.00190 0.037037037 0.005871 0.03117 0.05952381 0.003122
0.00460 -0.004854369 -0.00815 0.00330 0.0000 0.000307
0.08134 0.064857105 -0.020147 0.08500 -1.712115782 0.034486
-1 H
Av Before
AR Re IHSG AR Re
-0.76606 -0.16739 -0.08502994 0.004335 -0.08936494 0.104712042
-0.11548 -0.01035 -0.428571429 0.005838 -0.43440943 -0.01875
-0.90448 -0.18585 0.049063336 0.00325857 0.04580477 0.001700680
-0.01668 0.02181 -0.01183432 -0.00832 -0.00351432 -0.00598802
0.05640 1.48369 0.005617978 0.003718 0.00189998 -0.044692737
-0.00031 -0.16714 0.004878049 0.009537 -0.00465895 0.019417476
-1.74660 0.97476 -0.46587633 0.018367 -0.48424290 0.056399437
 1 2
IHSG AR Re IHSG AR
-0.0036 0.10831 -0.047393365 0.002308 -0.04970
-0.00103 -0.01772 -0.031847134 0.003648 -0.03550
0.01060673 -0.00891 0.008488968 0.00349683 0.00499
0.002057 -0.00805 -0.030120482 -0.00185 -0.02827
-0.0046 -0.04009 -0.005847953 -0.00815 0.00230
0.027544 -0.00813 0.004761905 -0.00898 0.01374
0.0310 0.02542 -0.101958061 -0.009527 -0.09243
 3 4
Re IHSG AR Re IHSG
-0.009950249 0.005587 -0.01554 -0.060301508 -0.00941
-0.046052632 0.010498 -0.05655 0.010344828 0.000181
-0.02020202 0.00423083 -0.02443 -0.037800687 -0.0044871
0.02484472 -0.00243 0.02727 0.00000 0.009275
0.088235294 0.000307 0.08793 -0.032432432 0.009537
0.018957346 0.019599 -0.00064 -0.004651163 0.00602
0.055832459 0.037792 0.01804 -0.124840962 0.01112
4 5
AV AFTER
AR Re IHSG AR
-0.05089 -0.016042781 -0.01041 -0.00563 -0.00269
0.01016 -0.010238908 0.008002 -0.01824 -0.02357
-0.03331 -0.008928571 0.01495977 -0.02389 -0.01711
-0.00928 -0.024242424 -0.0028 -0.02144 -0.00795
-0.04197 -0.011173184 0.02006 -0.03123 -0.00461
-0.01067 -0.009345794 0.006746 -0.01609 -0.00436
-0.13596 -0.079971662 0.03656 -0.11653 -0.06029
 Keterangan Harga Saham
NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 3-Sep-14 CMPP 776.8 191
2 12-Feb-14 INAI 586 320
3 16-Oct-15 MIKA 2792.8 2940
4 19-Aug-16 MYRX 163.4 167
5 22-Jun-16 PSAB 299 358
6 28-Jun-16 KREN 413.6 412

5031.6 4388
ga Saham Volume Perdagangan Abnormal
Average After Average before Stock Split Average After Average before
196.4 610160 547800 339760 -0.16739
298.2 22200 23700 55920 -0.01035
2880 20191100 63884900 42452140 -0.18585
163.6 705878120 549032400 712236140 0.02181
352.8 24281300 26340200 51328740 1.48369
424.8 30452320 13288500 16551140 -0.16714

4315.8 781435200 653117500 822963840 0.97477

Abnormal Return
Stock Split Average After
-0.08936494 -0.00269
-0.43440943 -0.02357
-0.04580477 -0.01711
-0.00351432 -0.00795
0.00189998 -0.00461
-0.00465895 -0.00436

-0.57585243 -0.06029
 Keterangan Harga Saham
NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 3-Sep-14 CMPP 776.8 191
2 12-Feb-14 INAI 586 320
3 16-Oct-15 MIKA 2792.8 2940
4 19-Aug-16 MYRX 163.4 167
5 22-Jun-16 PSAB 299 358
6 28-Jun-16 KREN 413.6 412

Keterangan Volume Perdagangan

NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 3-Sep-14 CMPP 610160 547800
2 12-Feb-14 INAI 22200 23700
3 16-Oct-15 MIKA 20191100 63884900
4 19-Aug-16 MYRX 705878120 549032400
5 22-Jun-16 PSAB 24281300 26340200
6 28-Jun-16 KREN 30452320 13288500

Keterangan Abnormal Return

NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 3-Sep-14 CMPP -0.16739 -0.08936494
2 12-Feb-14 INAI -0.01035 -0.43440943
3 16-Oct-15 MIKA -0.18585 -0.04580477
4 19-Aug-16 MYRX 0.02181 -0.00351432
5 22-Jun-16 PSAB 1.48369 0.00189998
6 28-Jun-16 KREN -0.16714 -0.00465895
a Saham HARGA SAHAM Koefisien
Average After T test 0.3164894051 0,00
196.4 P test 0.9701296295 0,00-0,25
298.2 0,25-0,50
2880 0,50-0,75
163.6 0,75-0,99
352.8 1,00
424.8 Sumber :

erdagangan VOLUME PERDAGANGAN

Average After T test 0.318805032
339760 P test 0.9985290595
55920
42452140
712236140
51328740
16551140

mal Return ABNORMAL RETURN

Average After T test 0.5449656592
-0.00269 P test 0.2689778882
-0.02357
-0.01711
-0.00795
-0.00461
-0.00436
 Kekuatan Hubungan
Tidak ada korelasi
Korelasi sangat lemah
Korelasi cukup
Korelasi kuat
Korelasi sangat kuat
Korelasi sempurna
Jonathan Sarwono
 HARGA SAHAM
N P-Test T-Test α
Av Before 6 0.970449 0.189245 0.05
Stock Spli 6 0.999937 0.156018 0.05

VOLUME PERDAGANGAN
N P-Test T-Test α
Av Before 6 0.995574 0.242107 0.05
Stock Spli 6 0.997705 0.17638 0.05

ABNORMAL RETURN
N P-Test T-Test α
Av Before 6 0.225907 0.182908 0.05
Stock Spli 6 0.774677 0.126573 0.05
 Keterangan Harga Saham
NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 3-Sep-14 CMPP 776.8 191
2 12-Feb-14 INAI 586 320
3 16-Oct-15 MIKA 2792.8 2940
4 19-Aug-16 MYRX 163.4 167
5 22-Jun-16 PSAB 299 358
6 28-Jun-16 KREN 413.6 412

Keterangan Harga Saham

NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 3-Sep-14 CMPP 776.8 191
2 12-Feb-14 INAI 586 320

Keterangan Harga Saham

NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 16-Oct-15 MIKA 2792.8 2940

Keterangan Harga Saham

NO Tanggal Kode Saham Rasio Saham Average before Stock Split
1 19-Aug-16 MYRX 163.4 167
2 22-Jun-16 PSAB 299 358
3 28-Jun-16 KREN 413.6 412
Saham
Average After No. Tanggal Kode Saham
196.4 1 3-Sep-14 CMPP
298.2 2 12-Feb-14 INAI
2880 3 16-Oct-15 MIKA
163.6 4 19-Aug-16 MYRX
352.8 5 22-Jun-16 PSAB
424.8 6 28-Jun-16 KREN

Saham
Average After
196.4
298.2

Saham
Average After
2880

Saham
Average After
163.6
352.8
424.8
 Emiten
Centris Multi Persada Pratama Tbk.
Indai Alumunium Industry Tbk.
Mitra Keluarga Karya Sehat Tbk.
Hanson International Tbk.
J Resource Asia Pasifik Tbk.
Kresna Graha Invesment Tbk.