Date Open High Low Close*

Mar 11, 2020 5,675.00 5,725.00 5,275.00 5,525.00

Mar 10, 2020 5,700.00 5,925.00 5,600.00 5,675.00
Mar 09, 2020 6,025.00 6,125.00 5,600.00 5,650.00
Mar 06, 2020 6,700.00 6,700.00 6,400.00 6,400.00
Mar 05, 2020 7,000.00 7,050.00 6,750.00 6,825.00
Mar 04, 2020 6,800.00 7,000.00 6,725.00 6,950.00
Mar 03, 2020 6,850.00 6,950.00 6,700.00 6,800.00
Mar 02, 2020 6,950.00 6,975.00 6,550.00 6,750.00
Mar 02, 2020 206.241 Dividend

Feb 28, 2020 6,800.00 7,025.00 6,675.00 7,025.00

Feb 27, 2020 7,250.00 7,300.00 6,925.00 7,075.00
Feb 26, 2020 7,400.00 7,425.00 7,300.00 7,300.00
Feb 25, 2020 7,500.00 7,625.00 7,475.00 7,500.00
Feb 24, 2020 7,600.00 7,700.00 7,475.00 7,575.00
Feb 21, 2020 7,875.00 7,875.00 7,725.00 7,775.00
Feb 20, 2020 7,800.00 7,950.00 7,800.00 7,925.00
 Expectation
Adj Close** Volume Actual Return Abnormal Return
Return
5,525.00 53,293,800 -0.090497738 -0.054205109
5,675.00 82,270,300 0.004424778 0.040717407
5,650.00 68,061,300 -0.117185 -0.080892371
6,400.00 42,861,300 -0.062271062 -0.025978433
6,825.00 39,130,600 -0.017985612 0.018307017
6,950.00 38,848,200 0.0220588235 0.0583514525
6,800.00 41,705,800 0.0074074074 0.0437000364
6,750.00 41,380,000 0 0.036292629
end 7 -0.2540484031 -0.036292629 0.036292629

6,818.76 52,147,500 -0.007067138 0.0071921514

6,867.29 29,663,200 -0.030821918 -0.016562629
7,085.69 36,227,700 -0.0266666667 -0.012407377
7,279.81 16,988,100 -0.00990099 0.0043582994
7,352.61 29,756,400 -0.025723473 -0.011464184
7,546.74 47,223,000 -0.0189274445 -0.004668155
7,692.34 35,928,100 0.0192926045 0.0335518939
7 -0.0998150257 -0.014259289 0

Total AR : 0.036292629
Rata-rata AR : 0.036292629
Uji statistik : -1.418831393
Standar Deviasi Uji Statistik

0.044610038

0.999912147