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YANI SRIYANTI (16030028) MATEMATIKA NK

Date INCO ANTM AALI RT INCO RT ANTM RT AALI


2/28/2018 3390 955 14425
3/1/2018 3300 940 15025 -0.0265486726 -0.0157068063 0.0415944541
3/2/2018 3150 920 14900 -0.0454545455 -0.0212765957 -0.0083194676
3/5/2018 3140 910 14875 -0.0031746032 -0.0108695652 -0.0016778523
3/6/2018 3070 905 14750 -0.0222929936 -0.0054945055 -0.0084033613
3/7/2018 3050 885 14325 -0.006514658 -0.0220994475 -0.0288135593
3/8/2018 2970 875 14450 -0.0262295082 -0.011299435 0.0087260035
3/9/2018 2990 850 14300 0.0067340067 -0.0285714286 -0.0103806228
3/12/2018 3180 900 14325 0.0635451505 0.0588235294 0.0017482517
3/13/2018 3110 880 14000 -0.0220125786 -0.0222222222 -0.0226876091
3/14/2018 3150 880 13750 0.0128617363 0 -0.0178571429
3/15/2018 3130 860 13725 -0.0063492063 -0.0227272727 -0.0018181818
3/16/2018 3060 845 12975 -0.0223642173 -0.0174418605 -0.0546448087
3/19/2018 2900 820 13000 -0.0522875817 -0.0295857988 0.0019267823
3/20/2018 2940 805 13000 0.0137931034 -0.0182926829 0
3/21/2018 3090 835 13850 0.0510204082 0.0372670807 0.0653846154
3/22/2018 3030 820 13850 -0.0194174757 -0.0179640719 0
3/23/2018 2880 790 13750 -0.0495049505 -0.0365853659 -0.0072202166
3/26/2018 2830 785 13800 -0.0173611111 -0.0063291139 0.0036363636
3/27/2018 2830 775 13825 0 -0.0127388535 0.0018115942
3/28/2018 2750 770 13700 -0.0282685512 -0.0064516129 -0.0090415913
3/29/2018 2790 775 13475 0.0145454545 0.0064935065 -0.0164233577
3/30/2018 2790 775 13475 0 0 0
4/2/2018 2870 795 13975 0.0286738351 0.0258064516 0.0371057514
4/3/2018 3000 805 13800 0.0452961672 0.0125786164 -0.0125223614
4/4/2018 2980 775 13800 -0.0066666667 -0.0372670807 0
4/5/2018 2980 800 13700 0 0.0322580645 -0.0072463768
4/6/2018 2950 805 13425 -0.0100671141 0.00625 -0.0200729927
4/9/2018 3020 850 13775 0.0237288136 0.0559006211 0.0260707635
4/10/2018 3060 850 13750 0.0132450331 0 -0.001814882
4/11/2018 3120 865 13675 0.0196078431 0.0176470588 -0.0054545455
4/12/2018 3100 865 13575 -0.0064102564 0 -0.0073126143
4/13/2018 3230 880 13750 0.0419354839 0.0173410405 0.0128913444
4/16/2018 3230 880 13750 0 0 0
4/17/2018 3230 880 13750 0 0 0
4/18/2018 3380 885 13550 0.0464396285 0.0056818182 -0.0145454545
4/19/2018 3380 885 13550 0 0 0
4/20/2018 3380 885 13550 0 0 0
4/23/2018 3550 895 13025 0.050295858 0.011299435 -0.0387453875
4/24/2018 3430 860 12875 -0.0338028169 -0.0391061453 -0.0115163148
4/25/2018 3430 860 12875 0 0 0
4/26/2018 3430 860 12875 0 0 0
4/27/2018 3430 860 12875 0 0 0
4/30/2018 3160 845 12775 -0.0787172012 -0.0174418605 -0.0077669903
5/1/2018 3160 845 12775 0 0 0
5/2/2018 3280 865 12525 0.0379746835 0.0236686391 -0.0195694716
5/3/2018 3200 840 12025 -0.0243902439 -0.0289017341 -0.0399201597
5/4/2018 3090 830 11700 -0.034375 -0.0119047619 -0.027027027
5/7/2018 3100 810 11900 0.003236246 -0.0240963855 0.0170940171
5/8/2018 3120 790 12075 0.0064516129 -0.024691358 0.0147058824
5/9/2018 3120 805 12075 0 0.0189873418 0
5/10/2018 3120 805 12075 0 0 0
5/11/2018 3220 810 12500 0.0320512821 0.0062111801 0.0351966874
5/14/2018 3410 815 12050 0.0590062112 0.0061728395 -0.036
5/15/2018 3500 820 12000 0.0263929619 0.0061349693 -0.0041493776
5/16/2018 3490 810 11900 -0.0028571429 -0.012195122 -0.0083333333
5/17/2018 3570 825 11900 0.0229226361 0.0185185185 0
5/18/2018 3690 850 12500 0.0336134454 0.0303030303 0.0504201681
5/21/2018 3810 880 13025 0.0325203252 0.0352941176 0.042
5/22/2018 3690 845 12950 -0.031496063 -0.0397727273 -0.0057581574
5/23/2018 3650 845 12800 -0.0108401084 0 -0.0115830116
5/24/2018 3750 885 12800 0.0273972603 0.0473372781 0
5/25/2018 3840 870 12700 0.024 -0.0169491525 -0.0078125
5/28/2018 3750 855 12425 -0.0234375 -0.0172413793 -0.0216535433
5/29/2018 3750 855 12425 0 0 0
5/30/2018 3770 850 12600 0.0053333333 -0.0058479532 0.014084507
5/31/2018 3860 865 12550 0.023872679 0.0176470588 -0.003968254
6/1/2018 3860 865 12550 0 0 0
6/4/2018 3920 880 12275 0.0155440415 0.0173410405 -0.0219123506
6/5/2018 4030 885 12250 0.0280612245 0.0056818182 -0.0020366599
6/6/2018 4250 995 11800 0.0545905707 0.1242937853 -0.0367346939
6/7/2018 4170 945 12000 -0.0188235294 -0.0502512563 0.0169491525
6/8/2018 4220 905 11900 0.0119904077 -0.0423280423 -0.0083333333
6/11/2018 4220 905 11900 0 0 0
6/12/2018 4220 905 11900 0 0 0
6/13/2018 4220 905 11900 0 0 0
6/14/2018 4220 905 11900 0 0 0
6/15/2018 4220 905 11900 0 0 0
6/18/2018 4220 905 11900 0 0 0
6/19/2018 4220 905 11900 0 0 0
6/20/2018 4020 880 11600 -0.0473933649 -0.0276243094 -0.025210084
6/21/2018 4030 890 11550 0.0024875622 0.0113636364 -0.0043103448
6/22/2018 4090 910 11500 0.0148883375 0.0224719101 -0.0043290043
6/25/2018 4170 890 11400 0.0195599022 -0.021978022 -0.0086956522
6/26/2018 3990 870 11300 -0.0431654676 -0.0224719101 -0.0087719298
6/27/2018 3960 840 11350 -0.007518797 -0.0344827586 0.0044247788
6/28/2018 3840 835 11200 -0.0303030303 -0.005952381 -0.013215859
6/29/2018 4040 890 11200 0.0520833333 0.0658682635 0
7/2/2018 4080 820 11350 0.0099009901 -0.0786516854 0.0133928571
7/3/2018 4020 800 11175 -0.0147058824 -0.0243902439 -0.0154185022
7/4/2018 4070 805 11000 0.0124378109 0.00625 -0.0156599553
7/5/2018 4180 800 10650 0.027027027 -0.0062111801 -0.0318181818
7/6/2018 4060 780 10775 -0.028708134 -0.025 0.0117370892
7/9/2018 4020 800 10850 -0.0098522167 0.0256410256 0.0069605568
7/10/2018 4030 810 10700 0.0024875622 0.0125 -0.0138248848
7/11/2018 4280 845 10600 0.0620347395 0.0432098765 -0.0093457944
7/12/2018 4200 860 10525 -0.0186915888 0.0177514793 -0.0070754717
7/13/2018 4500 910 10350 0.0714285714 0.0581395349 -0.0166270784
7/16/2018 4480 900 10225 -0.0044444444 -0.010989011 -0.0120772947
7/17/2018 4350 880 10200 -0.0290178571 -0.0222222222 -0.0024449878
7/18/2018 4350 885 10500 0 0.0056818182 0.0294117647
7/19/2018 4330 875 10650 -0.0045977011 -0.011299435 0.0142857143
7/20/2018 4270 870 10650 -0.0138568129 -0.0057142857 0
7/23/2018 4260 885 10775 -0.0023419204 0.0172413793 0.0117370892
7/24/2018 4260 885 10825 0 0 0.0046403712
7/25/2018 4310 880 10825 0.0117370892 -0.0056497175 0
7/26/2018 4350 890 10925 0.0092807425 0.0113636364 0.0092378753
7/27/2018 4530 900 11000 0.0413793103 0.0112359551 0.0068649886
7/30/2018 4660 955 11025 0.0286975717 0.0611111111 0.0022727273
7/31/2018 4370 915 10875 -0.0622317597 -0.0418848168 -0.0136054422
8/1/2018 4540 940 11275 0.0389016018 0.0273224044 0.0367816092
8/2/2018 4370 915 12075 -0.0374449339 -0.0265957447 0.0709534368
8/3/2018 4150 900 12350 -0.0503432494 -0.0163934426 0.0227743271
8/6/2018 4220 935 12400 0.0168674699 0.0388888889 0.004048583
8/7/2018 4390 925 12275 0.0402843602 -0.0106951872 -0.0100806452
8/8/2018 4350 920 12900 -0.0091116173 -0.0054054054 0.0509164969
8/9/2018 4380 910 12700 0.0068965517 -0.0108695652 -0.015503876
8/10/2018 4290 895 12275 -0.0205479452 -0.0164835165 -0.0334645669
8/13/2018 4080 855 11875 -0.048951049 -0.0446927374 -0.032586558
8/14/2018 3950 845 11900 -0.0318627451 -0.0116959064 0.0021052632
8/15/2018 3980 865 13300 0.0075949367 0.0236686391 0.1176470588
8/16/2018 3790 830 12900 -0.0477386935 -0.0404624277 -0.030075188
8/17/2018 3790 830 12900 0 0 0
8/20/2018 4110 855 12950 0.0844327177 0.0301204819 0.003875969
8/21/2018 4020 835 13450 -0.0218978102 -0.0233918129 0.0386100386
8/22/2018 4020 835 13450 0 0 0
8/23/2018 4020 870 13600 0 0.0419161677 0.0111524164
8/24/2018 3900 875 13575 -0.0298507463 0.0057471264 -0.0018382353
8/27/2018 3900 895 13550 0 0.0228571429 -0.0018416206
8/28/2018 3910 880 12800 0.0025641026 -0.0167597765 -0.0553505535
8/29/2018 3910 875 13150 0 -0.0056818182 0.02734375
8/30/2018 3890 865 13225 -0.0051150895 -0.0114285714 0.0057034221
8/31/2018 3800 870 13500 -0.0231362468 0.0057803468 0.0207939509
9/3/2018 3560 830 13400 -0.0631578947 -0.0459770115 -0.0074074074
9/4/2018 3490 805 13250 -0.0196629213 -0.0301204819 -0.0111940299
9/5/2018 3190 775 13000 -0.0859598854 -0.0372670807 -0.0188679245
9/6/2018 3250 800 12975 0.0188087774 0.0322580645 -0.0019230769
9/7/2018 3220 795 13150 -0.0092307692 -0.00625 0.0134874759
9/10/2018 3350 795 13200 0.0403726708 0 0.0038022814
9/11/2018 3350 795 13200 0 0 0
9/12/2018 3330 780 13525 -0.0059701493 -0.0188679245 0.0246212121
9/13/2018 3450 805 13025 0.036036036 0.0320512821 -0.0369685767
9/14/2018 3390 800 13000 -0.0173913043 -0.0062111801 -0.0019193858
9/17/2018 3250 790 12750 -0.0412979351 -0.0125 -0.0192307692
9/18/2018 3200 790 12625 -0.0153846154 0 -0.0098039216
9/19/2018 3330 790 12150 0.040625 0 -0.0376237624
9/20/2018 3500 795 12200 0.0510510511 0.0063291139 0.0041152263
9/21/2018 3660 820 12250 0.0457142857 0.0314465409 0.0040983607
9/24/2018 3590 800 12025 -0.0191256831 -0.0243902439 -0.0183673469
9/25/2018 3640 805 12000 0.0139275766 0.00625 -0.0020790021
9/26/2018 3690 805 12200 0.0137362637 0 0.0166666667
9/27/2018 3700 835 12175 0.0027100271 0.0372670807 -0.0020491803
9/28/2018 3710 845 12400 0.0027027027 0.0119760479 0.0184804928
10/1/2018 3600 825 11950 -0.0296495957 -0.0236686391 -0.0362903226
10/2/2018 3450 795 11875 -0.0416666667 -0.0363636364 -0.0062761506
10/3/2018 3400 810 11950 -0.0144927536 0.0188679245 0.0063157895
10/4/2018 3420 800 11825 0.0058823529 -0.012345679 -0.010460251
10/5/2018 3540 800 11850 0.0350877193 0 0.0021141649
10/8/2018 3450 810 11800 -0.0254237288 0.0125 -0.0042194093
10/9/2018 3400 810 11675 -0.0144927536 0 -0.0105932203
10/10/2018 3530 820 11850 0.0382352941 0.012345679 0.0149892934
10/11/2018 3360 785 11600 -0.0481586402 -0.0426829268 -0.0210970464
10/12/2018 3360 795 11575 0 0.0127388535 -0.0021551724
10/15/2018 3250 765 11500 -0.0327380952 -0.0377358491 -0.0064794816
10/16/2018 3140 760 11025 -0.0338461538 -0.0065359477 -0.0413043478
10/17/2018 3260 780 11175 0.0382165605 0.0263157895 0.0136054422
10/18/2018 3200 765 12000 -0.018404908 -0.0192307692 0.0738255034
10/19/2018 3190 765 11950 -0.003125 0 -0.0041666667
10/22/2018 3210 765 12050 0.0062695925 0 0.0083682008
10/23/2018 3150 755 12050 -0.0186915888 -0.0130718954 0
10/24/2018 3070 740 11700 -0.0253968254 -0.0198675497 -0.0290456432
10/25/2018 3030 720 11900 -0.013029316 -0.027027027 0.0170940171
10/26/2018 2990 725 11750 -0.0132013201 0.0069444444 -0.012605042
10/29/2018 2880 705 11575 -0.0367892977 -0.0275862069 -0.014893617
10/30/2018 2830 675 11475 -0.0173611111 -0.0425531915 -0.0086393089
10/31/2018 2920 680 12000 0.0318021201 0.0074074074 0.045751634
11/1/2018 3060 685 11725 0.0479452055 0.0073529412 -0.0229166667
11/2/2018 3240 695 11725 0.0588235294 0.0145985401 0
11/5/2018 3160 690 11775 -0.024691358 -0.0071942446 0.0042643923
11/6/2018 3160 680 11450 0 -0.0144927536 -0.0276008493
11/7/2018 3210 695 11300 0.0158227848 0.0220588235 -0.0131004367
11/8/2018 3290 710 11050 0.0249221184 0.0215827338 -0.0221238938
11/9/2018 3300 700 11225 0.0030395137 -0.014084507 0.0158371041
11/12/2018 3250 685 10900 -0.0151515152 -0.0214285714 -0.0289532294
11/13/2018 3250 690 10575 0 0.0072992701 -0.0298165138
11/14/2018 3100 670 10100 -0.0461538462 -0.0289855072 -0.0449172577
11/15/2018 3150 670 10350 0.0161290323 0 0.0247524752
11/16/2018 3280 680 10800 0.0412698413 0.0149253731 0.0434782609
11/19/2018 3140 675 10650 -0.0426829268 -0.0073529412 -0.0138888889
11/20/2018 3140 675 10650 0 0 0
11/21/2018 2950 645 10350 -0.0605095541 -0.0444444444 -0.0281690141
11/22/2018 2880 625 10625 -0.0237288136 -0.0310077519 0.0265700483
11/23/2018 2890 625 11000 0.0034722222 0 0.0352941176
11/26/2018 2820 605 10800 -0.0242214533 -0.032 -0.0181818182
11/27/2018 2750 595 10775 -0.024822695 -0.0165289256 -0.0023148148
11/28/2018 2760 600 10775 0.0036363636 0.0084033613 0
11/29/2018 2980 625 11000 0.0797101449 0.0416666667 0.0208816705
11/30/2018 3030 615 10975 0.0167785235 -0.016 -0.0022727273
12/3/2018 3330 735 11625 0.099009901 0.1951219512 0.0592255125
12/4/2018 3260 710 11300 -0.021021021 -0.0340136054 -0.0279569892
12/5/2018 3180 740 11650 -0.0245398773 0.0422535211 0.0309734513
12/6/2018 3070 735 11475 -0.034591195 -0.0067567568 -0.0150214592
12/7/2018 3080 725 11450 0.003257329 -0.0136054422 -0.0021786492
12/10/2018 3090 720 11650 0.0032467532 -0.0068965517 0.0174672489
12/11/2018 3070 755 11900 -0.0064724919 0.0486111111 0.0214592275
12/12/2018 3040 755 11875 -0.009771987 0 -0.0021008403
12/13/2018 3170 765 11850 0.0427631579 0.0132450331 -0.0021052632
12/14/2018 3080 755 11875 -0.0283911672 -0.0130718954 0.0021097046
12/17/2018 3030 730 11950 -0.0162337662 -0.0331125828 0.0063157895
12/18/2018 3040 750 11950 0.00330033 0.0273972603 0
12/19/2018 3170 760 12300 0.0427631579 0.0133333333 0.0292887029
12/20/2018 3170 765 12650 0 0.0065789474 0.0284552846
12/21/2018 3150 770 12500 -0.0063091483 0.0065359477 -0.0118577075
12/24/2018 3150 770 12500 0 0 0
12/25/2018 3150 770 12500 0 0 0
12/26/2018 3110 770 11850 -0.0126984127 0 -0.052
12/27/2018 3230 770 11725 0.038585209 0 -0.0105485232
12/28/2018 3260 765 11825 0.0092879257 -0.0064935065 0.0085287846
12/31/2018 3260 765 11825 0 0 0
1/1/2019 3260 765 11825 0 0 0
1/2/2019 3160 740 11675 -0.0306748466 -0.0326797386 -0.0126849894
1/3/2019 3070 750 12225 -0.0284810127 0.0135135135 0.0471092077
1/4/2019 3130 760 12150 0.0195439739 0.0133333333 -0.0061349693
1/7/2019 3260 770 12425 0.0415335463 0.0131578947 0.0226337449
1/8/2019 3250 760 12350 -0.0030674847 -0.012987013 -0.0060362173
1/9/2019 3270 780 12350 0.0061538462 0.0263157895 0
1/10/2019 3440 790 12425 0.0519877676 0.0128205128 0.0060728745
1/11/2019 3440 790 12425 0 0 0
1/14/2019 3390 780 12625 -0.0145348837 -0.0126582278 0.0160965795
1/15/2019 3490 820 12450 0.0294985251 0.0512820513 -0.0138613861
1/16/2019 3700 870 12350 0.0601719198 0.0609756098 -0.0080321285
1/17/2019 3640 845 12325 -0.0162162162 -0.0287356322 -0.0020242915
1/18/2019 3700 850 12100 0.0164835165 0.0059171598 -0.0182555781
1/21/2019 3740 855 12875 0.0108108108 0.0058823529 0.0640495868
1/22/2019 3650 830 13350 -0.0240641711 -0.0292397661 0.0368932039
1/23/2019 3570 860 13300 -0.0219178082 0.0361445783 -0.0037453184
1/24/2019 3530 895 13200 -0.0112044818 0.0406976744 -0.007518797
1/25/2019 3640 930 13775 0.0311614731 0.0391061453 0.0435606061
1/28/2019 3550 910 14200 -0.0247252747 -0.0215053763 0.0308529946
1/29/2019 3540 920 13975 -0.0028169014 0.010989011 -0.0158450704
1/30/2019 3720 950 13975 0.0508474576 0.0326086957 0
1/31/2019 3850 965 14000 0.0349462366 0.0157894737 0.0017889088
2/1/2019 3780 960 14100 -0.0181818182 -0.0051813472 0.0071428571
2/4/2019 3810 1010 13750 0.0079365079 0.0520833333 -0.024822695
2/5/2019 3810 1010 13750 0 0 0
2/6/2019 3980 1095 13750 0.0446194226 0.0841584158 0
2/7/2019 3860 1060 13625 -0.0301507538 -0.0319634703 -0.0090909091
2/8/2019 3740 1025 13725 -0.0310880829 -0.0330188679 0.0073394495
2/11/2019 3610 980 13550 -0.0347593583 -0.043902439 -0.0127504554
2/12/2019 3580 960 13200 -0.0083102493 -0.0204081633 -0.0258302583
2/13/2019 3660 1010 13400 0.0223463687 0.0520833333 0.0151515152
2/14/2019 3650 1000 13650 -0.0027322404 -0.0099009901 0.0186567164
2/15/2019 3500 950 13600 -0.0410958904 -0.05 -0.0036630037
2/18/2019 3650 995 13750 0.0428571429 0.0473684211 0.0110294118
2/19/2019 3680 1025 13900 0.0082191781 0.0301507538 0.0109090909
2/20/2019 3740 1060 13800 0.0163043478 0.0341463415 -0.0071942446
2/21/2019 3710 1035 13750 -0.0080213904 -0.0235849057 -0.0036231884
2/22/2019 3760 1055 13600 0.0134770889 0.0193236715 -0.0109090909
2/25/2019 3840 1085 13300 0.0212765957 0.028436019 -0.0220588235
2/26/2019 3850 1045 13100 0.0026041667 -0.0368663594 -0.015037594
2/27/2019 3770 1030 12600 -0.0207792208 -0.014354067 -0.0381679389
2/28/2019 3740 1015 12400 -0.0079575597 -0.0145631068 -0.0158730159
cov(inco-inco) 0.0008485784
cov(inco-antm) 0.0005611179
cov(inco-aali) 0.0001131454
cov(antm-antm) 0.0008205621
cov(antm-aali) 0.0001301957
cov(aali-aali) 0.0004871494

Matriks Var Covar


inco antm aali
inco 0.0008485784 0.0005611179 0.0001131454
antm 0.0005611179 0.0008205621 0.0001301957
aali 0.0001131454 0.0001301957 0.0004871494

Invers var covar 2156.90457622 -1457.2464025359 -111.4987794437


-1457.2464025 2257.1873745469 -264.7962736726
-111.49877944 -264.7962736726 2149.42442667

Perkalian atas
588.159394245
535.144698338
1773.12937355

Perkalian bawah I*invers


588.159394245 535.1446983384 1773.129373554

Perkalian bawah 2896.43346614

Bobot 0.20 INCO


0.18 ANTM
0.61 AALI
1.00

INCO (PT. Vale Indonesia Tbk)


ANTM (PT. Aneka Tambang Tbk)
AALI (PT. Astra Agro Lestari Tbk)

Harga saham pada Jumat, 8 Maret 2018


INCO 3,600.00
ANTM 990
AALI 12,500.00
Data INCO ANTM AALI RT INCO RT ANTM RT AALI
2/25/2018 3150 920 14900
3/4/2018 2990 850 14300 -0.0507936508 -0.0760869565 -0.0402684564
3/11/2018 3060 845 12975 0.0234113712 -0.0058823529 -0.0926573427
3/18/2018 2880 790 13750 -0.0588235294 -0.0650887574 0.0597302505
3/25/2018 2790 775 13475 -0.03125 -0.0189873418 -0.02
4/1/2018 2950 805 13425 0.0573476703 0.0387096774 -0.0037105751
4/8/2018 3230 880 13750 0.0949152542 0.0931677019 0.0242085661
4/15/2018 3380 885 13550 0.0464396285 0.0056818182 -0.0145454545
4/22/2018 3430 860 12875 0.0147928994 -0.0282485876 -0.0498154982
4/29/2018 3090 830 11700 -0.0991253644 -0.0348837209 -0.0912621359
5/6/2018 3220 810 12500 0.0420711974 -0.0240963855 0.0683760684
5/13/2018 3690 850 12500 0.1459627329 0.049382716 0
5/20/2018 3840 870 12700 0.0406504065 0.0235294118 0.016
5/27/2018 3860 865 12550 0.0052083333 -0.0057471264 -0.0118110236
6/3/2018 4220 905 11900 0.0932642487 0.0462427746 -0.0517928287
6/10/2018 4220 905 11900 0 0 0
6/17/2018 4090 910 11500 -0.0308056872 0.0055248619 -0.0336134454
6/24/2018 4040 890 11200 -0.0122249389 -0.021978022 -0.0260869565
7/1/2018 4060 780 10775 0.004950495 -0.1235955056 -0.0379464286
7/8/2018 4500 910 10350 0.1083743842 0.1666666667 -0.0394431555
7/15/2018 4270 870 10650 -0.0511111111 -0.043956044 0.0289855072
7/22/2018 4530 900 11000 0.0608899297 0.0344827586 0.0328638498
7/29/2018 4150 900 12350 -0.0838852097 0 0.1227272727
8/5/2018 4290 895 12275 0.0337349398 -0.0055555556 -0.0060728745
8/12/2018 3790 830 12900 -0.1165501166 -0.0726256983 0.0509164969
8/19/2018 3900 875 13575 0.0290237467 0.0542168675 0.0523255814
8/26/2018 3800 870 13500 -0.0256410256 -0.0057142857 -0.0055248619
9/2/2018 3220 795 13150 -0.1526315789 -0.0862068966 -0.0259259259
9/9/2018 3390 800 13000 0.0527950311 0.0062893082 -0.0114068441
9/16/2018 3660 820 12250 0.0796460177 0.025 -0.0576923077
9/23/2018 3710 845 12400 0.0136612022 0.0304878049 0.012244898
9/30/2018 3540 800 11850 -0.0458221024 -0.0532544379 -0.0443548387
10/7/2018 3360 795 11575 -0.0508474576 -0.00625 -0.0232067511
10/14/2018 3190 765 11950 -0.0505952381 -0.0377358491 0.0323974082
10/21/2018 2990 725 11750 -0.0626959248 -0.0522875817 -0.0167364017
10/28/2018 3240 695 11725 0.0836120401 -0.0413793103 -0.0021276596
11/4/2018 3300 700 11225 0.0185185185 0.0071942446 -0.0426439232
11/11/2018 3280 680 10800 -0.0060606061 -0.0285714286 -0.0378619154
11/18/2018 2890 625 11000 -0.118902439 -0.0808823529 0.0185185185
11/25/2018 3030 615 10975 0.0484429066 -0.016 -0.0022727273
12/2/2018 3080 725 11450 0.0165016502 0.1788617886 0.0432801822
12/9/2018 3080 755 11875 0 0.0413793103 0.0371179039
12/16/2018 3150 770 12500 0.0227272727 0.0198675497 0.0526315789
12/23/2018 3260 765 11825 0.0349206349 -0.0064935065 -0.054
12/30/2018 3130 760 12150 -0.0398773006 -0.0065359477 0.0274841438
1/6/2019 3440 790 12425 0.0990415335 0.0394736842 0.0226337449
1/13/2019 3700 850 12100 0.0755813953 0.0759493671 -0.0261569416
1/20/2019 3640 930 13775 -0.0162162162 0.0941176471 0.1384297521
1/27/2019 3780 960 14100 0.0384615385 0.0322580645 0.0235934664
2/3/2019 3740 1025 13725 -0.0105820106 0.0677083333 -0.0265957447
2/10/2019 3500 950 13600 -0.064171123 -0.0731707317 -0.0091074681
2/17/2019 3760 1055 13600 0.0742857143 0.1105263158 0
2/24/2019 3740 1015 12400 -0.0053191489 -0.0379146919 -0.0882352941
cov(inco-inco) 0.0039382595 inco
cov(inco-antm) 0.0022994817 antm
cov(inco-aali) -0.0002624987 aali
cov(antm-antm) 0.0035214956
cov(antm-aali) 0.0005617321
cov(aali-aali) 0.0021408386

invers var covar 445.698410182


-312.84565505
136.736461468

perkalian atas
269.589216604
29.3788482912
492.453647892

perkalian bawah I*inv


269.589216604

prerkalian bawah 791.421712787

bobot 0.34
0.04
0.62
1.00
inco antm aali
0.0039382595 0.0022994817 -0.000262499
0.0022994817 0.0035214956 0.0005617321
-0.0002624987 0.0005617321 0.0021408386

-312.8456550461 136.736461468
515.9683734173 -173.74387008
-173.74387008 529.461056505

29.3788482912 492.453647892

INCO
ANTM
AALI