BBCA ASII

Date Close ri aritmatika ri+1 Date

1/1/2019 28,175 1/1/2019
2/1/2019 27,575 -0.0213 0.9787 2/1/2019
3/1/2019 27,550 -0.0009 0.9991 3/1/2019
4/1/2019 28,750 0.0436 1.0436 4/1/2019
5/1/2019 29,100 0.0122 1.0122 5/1/2019
6/1/2019 29,975 0.0301 1.0301 6/1/2019
7/1/2019 30,950 0.0325 1.0325 7/1/2019
8/1/2019 30,500 -0.0145 0.9855 8/1/2019
9/1/2019 30,350 -0.0049 0.9951 9/1/2019
10/1/2019 31,450 0.0362 1.0362 10/1/2019
11/1/2019 31,525 0.0024 1.0024 11/1/2019

rata2 aritmatika
manual langsung
total return 0.1153
total data 11
rata2 ri aritmatika 0.0104814 1.05%

rata2 geometrik
rata2 geometrik 0.0113 1.13%

Annualized return 0.144325 14.43%

stdev bulanan 0.0222549 2.23%
stdev tahunan 0.0770932 7.71%
beta 0.64
 ASII
Close ri aritmatika ri+1
8,450
7,150 -0.1538 0.8462
7,300 0.0210 1.0210
7,625 0.0445 1.0445
7,450 -0.0230 0.9770
7,450 0.0000 1.0000
7,000 -0.0604 0.9396
6,675 -0.0464 0.9536
6,600 -0.0112 0.9888
6,950 0.0530 1.0530
6,625 -0.0468 0.9532

rata2 aritmatika ^jkse

manual langsung Date Close ri
total return -0.2231 1/1/2019 6,532,969,238
total data 11 2/1/2019 6,443,348,145 -0.0137
rata2 ri aritmatika -0.020281537 -2.03% 3/1/2019 6,468,754,883 0.0039
4/1/2019 6,455,352,051 -0.0021
rata2 geometrik 5/1/2019 6,209,117,188 -0.0381
rata2 geometrik -0.0240 -2.40% 6/1/2019 6,358,628,906 0.0241
7/1/2019 6,390,504,883 0.0050
8/1/2019 6,328,470,215 -0.0097
9/1/2019 6,169,102,051 -0.0252
10/1/2019 6,228,316,895 0.0096
Annualized return -0.253215993 -25.32% 11/1/2019 6,100,242,188 -0.0206
stdev bulanan 0.0601568792 6.02%
stdev tahunan 0.2083895422 20.84%
beta 1.11
 ADRO BBRI
Date Close ri aritmatik ri+1 Date Close ri aritmatika
1/1/2019 1,390 1/1/2019 3,850
2/1/2019 1,310 -0.0576 0.9424 2/1/2019 3,850 0.0000
3/1/2019 1,340 0.0229 1.0229 3/1/2019 4,110 0.0675
4/1/2019 1,305 -0.0261 0.9739 4/1/2019 4,370 0.0633
5/1/2019 1,295 -0.0077 0.9923 5/1/2019 4,100 -0.0618
6/1/2019 1,360 0.0502 1.0502 6/1/2019 4,360 0.0634
7/1/2019 1,270 -0.0662 0.9338 7/1/2019 4,480 0.0275
8/1/2019 1,125 -0.1142 0.8858 8/1/2019 4,270 -0.0469
9/1/2019 1,290 0.1467 1.1467 9/1/2019 4,120 -0.0351
10/1/2019 1,310 0.0155 1.0155 10/1/2019 4,210 0.0218
11/1/2019 1,320 0.0076 1.0076 11/1/2019 4,210 0.0000

rata2 aritmatika rata2 aritmatika

manual langsung
total return -0.0288 total return
total data 11 total data
rata2 ri aritmatika -0.0026 -0.26% rata2 ri aritmatika

rata2 geometrik rata2 geometrik

rata2 geometrik -0.0052 -0.52% rata2 geometrik

Annualized return -0.0601 -6.01% Annualized return

stdev bulanan 0.0717 7.17% stdev bulanan
stdev tahunan 0.2483 24.83% stdev tahunan
beta -0.22 beta
ri+1

1.0000
1.0675
1.0633
0.9382
1.0634
1.0275
0.9531
0.9649
1.0218
1.0000

^jkse
manual langsung Date Close ri
0.0998 1/1/2019 6,532,969,238
11 2/1/2019 6,443,348,145 -0.0137
0.0091 0.91% 3/1/2019 6,468,754,883 0.0039
4/1/2019 6,455,352,051 -0.0021
5/1/2019 6,209,117,188 -0.0381
0.0000 0.00% 6/1/2019 6,358,628,906 0.0241
7/1/2019 6,390,504,883 0.0050
8/1/2019 6,328,470,215 -0.0097
9/1/2019 6,169,102,051 -0.0252
10/1/2019 6,228,316,895 0.0096
0.0000 0.00% 11/1/2019 6,100,242,188 -0.0206
0.0472 4.72%
0.1636 16.36%
2.08
 BBNI ^jkse
Date Close ri aritmatika ri+1 Date Close ri
1/1/2019 9,075 1/1/2019 6,532,969,238
2/1/2019 8,800 -0.0303 0.9697 2/1/2019 6,443,348,145 -0.0137
3/1/2019 9,400 0.0682 1.0682 3/1/2019 6,468,754,883 0.0039
4/1/2019 9,600 0.0213 1.0213 4/1/2019 6,455,352,051 -0.0021
5/1/2019 8,400 -0.1250 0.8750 5/1/2019 6,209,117,188 -0.0381
6/1/2019 9,200 0.0952 1.0952 6/1/2019 6,358,628,906 0.0241
7/1/2019 8,475 -0.0788 0.9212 7/1/2019 6,390,504,883 0.0050
8/1/2019 7,700 -0.0914 0.9086 8/1/2019 6,328,470,215 -0.0097
9/1/2019 7,350 -0.0455 0.9545 9/1/2019 6,169,102,051 -0.0252
10/1/2019 7,675 0.0442 1.0442 10/1/2019 6,228,316,895 0.0096
11/1/2019 7,650 -0.0033 0.9967 11/1/2019 6,100,242,188 -0.0206

rata2 aritmatika
manual langsung
total return -0.145
total data 11
rata2 ri aritmatika -0.0132136804 -0.01454
-1.45%
rata2 geometrik
rata2 geometrik -0.01694 -1.69%

1139.3
653.7

Annualized return -0.1853374323 -18.53%

stdev bulanan 0.0724236511 7.24% return/risiko
stdev tahunan 0.2508828869 25.09% return/risiko
beta 2.9
 BBTN
Date Close ri arit. ri+1
1/1/2019 2,740
2/1/2019 2,430 -0.1131 0.8869
3/1/2019 2,450 0.0082 1.0082
4/1/2019 2,530 0.0327 1.0327
5/1/2019 2,470 -0.0237 0.9763
6/1/2019 2,460 -0.0040 0.9960
7/1/2019 2,460 0.0000 1.0000
8/1/2019 2,000 -0.1870 0.8130
9/1/2019 1,960 -0.0200 0.9800
10/1/2019 1,860 -0.0510 0.9490
11/1/2019 2,100 0.1290 1.1290

rata2 aritmatika
manual langsung
total return -0.2290
total data 11
rata2 ri aritmatika -0.020818 -0.0208181082
-2.08%
rata2 geometrik
rata2 geometrik -0.0263 -2.63%

102.9
45.6

Annualized return -0.100942 -10.09%

stdev bulanan 0.0842532 8.43% risiko
stdev tahunan 0.2918617 29.19% risiko
beta -0.009
 BMRI BRPT
Date Close ri aritmatika ri+1 Date Close
1/1/2019 7,450 1/1/2019 522
2/1/2019 7,125 -0.0436 0.9564 2/1/2019 600
3/1/2019 7,475 0.0491 1.0491 3/1/2019 712
4/1/2019 7,725 0.0334 1.0334 4/1/2019 806
5/1/2019 7,675 -0.0065 0.9935 5/1/2019 660
6/1/2019 8,025 0.0456 1.0456 6/1/2019 642
7/1/2019 7,975 -0.0062 0.9938 7/1/2019 776
8/1/2019 7,250 -0.0909 0.9091 8/1/2019 905
9/1/2019 6,975 -0.0379 0.9621 9/1/2019 990
10/1/2019 7,025 0.0072 1.0072 10/1/2019 950
11/1/2019 7,075 0.0071 1.0071 11/1/2019 1,200

rata2 aritmatika rata2 aritmatika

manual langsung manual
total return -0.0427 total return 0.9513
total data 11 total data 11
rata2 ri aritmatika -0.003883 -0.39% rata2 ri aritmatika 0.0864851

rata2 geometrik rata2 geometrik

rata2 geometrik -0.0052 -0.52% rata2 geometrik 0.0868

Annualized return -0.0601 -6.01% Annualized return 1.7153

stdev bulanan 0.043739 4.37% stdev bulanan 0.1369
stdev tahunan 0.151516 15.15% stdev tahunan 0.4740748
beta 1.15 beta 0.75
BRPT ^jkse
ri aritmati ri+1 Date Close ri
1/1/2019 6,532,969,238
0.1494 1.1494 2/1/2019 6,443,348,145 -0.0137
0.1867 1.1867 3/1/2019 6,468,754,883 0.0039
0.1320 1.1320 4/1/2019 6,455,352,051 -0.0021
-0.1811 0.8189 5/1/2019 6,209,117,188 -0.0381
-0.0273 0.9727 6/1/2019 6,358,628,906 0.0241
0.2087 1.2087 7/1/2019 6,390,504,883 0.0050
0.1662 1.1662 8/1/2019 6,328,470,215 -0.0097
0.0939 1.0939 9/1/2019 6,169,102,051 -0.0252
-0.0404 0.9596 10/1/2019 6,228,316,895 0.0096
0.2632 1.2632 11/1/2019 6,100,242,188 -0.0206

langsung

8.65%

8.68%

171.53%
13.69%
47.41%
 BSDE BTPS
Date Close ri aritmati ri+1 Date
1/1/2019 1,330 1/1/2019
2/1/2019 1,355 0.0188 1.0188 2/1/2019
3/1/2019 1,420 0.0480 1.0480 3/1/2019
4/1/2019 1,435 0.0106 1.0106 4/1/2019
5/1/2019 1,350 -0.0592 0.9408 5/1/2019
6/1/2019 1,535 0.1370 1.1370 6/1/2019
7/1/2019 1,420 -0.0749 0.9251 7/1/2019
8/1/2019 1,350 -0.0493 0.9507 8/1/2019
9/1/2019 1,390 0.0296 1.0296 9/1/2019
10/1/2019 1,415 0.0180 1.0180 10/1/2019
11/1/2019 1,360 -0.0389 0.9611 11/1/2019

rata2 aritmatika rata2 aritmatika

manual langsung
total return 0.0397 total return
total data 11 total data
rata2 ri aritmatika 0.0036 0.36% rata2 ri aritmatika

rata2 geometrik rata2 geometrik

rata2 geometrik 0.0069 0.69% rata2 geometrik

Annualized return 0.0861 8.61% Annualized return

stdev bulanan 0.0629 6.29% stdev bulanan
stdev tahunan 0.2180 21.80% stdev tahunan
beta 1.98 beta
 BTPS
Close ri aritmati ri+1
1,985
2,050 0.0327 1.0327
2,220 0.0829 1.0829
2,470 0.1126 1.1126
2,850 0.1538 1.1538
3,450 0.2105 1.2105
3,170 -0.0812 0.9188
3,220 0.0158 1.0158
3,300 0.0248 1.0248
3,840 0.1636 1.1636
3,800 -0.0104 0.9896

^jkse
manual langsung Date Close ri
0.7053 1/1/2019 6,532,969,238
11 2/1/2019 6,443,348,145 -0.0137
0.064121 6.41% 3/1/2019 6,468,754,883 0.0039
4/1/2019 6,455,352,051 -0.0021
5/1/2019 6,209,117,188 -0.0381
0.0671 6.71% 6/1/2019 6,358,628,906 0.0241
7/1/2019 6,390,504,883 0.0050
8/1/2019 6,328,470,215 -0.0097
9/1/2019 6,169,102,051 -0.0252
10/1/2019 6,228,316,895 0.0096
0.29661 29.66% 11/1/2019 6,100,242,188 -0.0206
0.090191 9.02%
0.31243 31.24%
1.35
 CTRA ERAA
Date Close ri aritmati ri+1 Date
1/1/2019 975 1/1/2019
2/1/2019 875 -0.1026 0.8974 2/1/2019
3/1/2019 1,005 0.1486 1.1486 3/1/2019
4/1/2019 1,130 0.1244 1.1244 4/1/2019
5/1/2019 980 -0.1327 0.8673 5/1/2019
6/1/2019 1,150 0.1735 1.1735 6/1/2019
7/1/2019 1,235 0.0739 1.0739 7/1/2019
8/1/2019 1,095 -0.1134 0.8866 8/1/2019
9/1/2019 1,055 -0.0365 0.9635 9/1/2019
10/1/2019 1,110 0.0521 1.0521 10/1/2019
11/1/2019 1,040 -0.0631 0.9369 11/1/2019

rata2 aritmatika rata2 aritmatika

manual langsung
total return 0.1242 total return
total data 11 total data
rata2 ri aritmatika 0.011291 1.13% rata2 ri aritmatika

rata2 geometrik rata2 geometrik

rata2 geometrik 0.0065 0.65% rata2 geometrik

Annualized return 0.080524 8.05% Annualized return

stdev bulanan 0.115747 11.57% stdev bulanan
stdev tahunan 0.400958 40.10% stdev tahunan
beta 5.22 beta
 ERAA
Close ri aritmati ri+1
2,290
2,090 -0.0873 0.9127
1,770 -0.1531 0.8469
1,450 -0.1808 0.8192
1,175 -0.1897 0.8103
1,920 0.6340 1.6340
2,100 0.0938 1.0938
1,550 -0.2619 0.7381
1,825 0.1774 1.1774
1,760 -0.0356 0.9644
1,495 -0.1506 0.8494

^jkse
manual langsung Date Close ri
-0.1538 1/1/2019 6,532,969,238
11 2/1/2019 6,443,348,145 -0.0137
-0.0140 -1.40% 3/1/2019 6,468,754,883 0.0039
4/1/2019 6,455,352,051 -0.0021
5/1/2019 6,209,117,188 -0.0381
-0.0417 -4.17% 6/1/2019 6,358,628,906 0.0241
7/1/2019 6,390,504,883 0.0050
8/1/2019 6,328,470,215 -0.0097
9/1/2019 6,169,102,051 -0.0252
10/1/2019 6,228,316,895 0.0096
-0.4005 -40.05% 11/1/2019 6,100,242,188 -0.0206
0.2650 26.50%
0.9181 91.81%
7.74
 EXCL GGRM
Date Close ri aritmati ri+1 Date Close
1/1/2019 2,170 1/1/2019 83,650
2/1/2019 2,400 0.1060 1.1060 2/1/2019 85,400
3/1/2019 2,680 0.1167 1.1167 3/1/2019 83,200
4/1/2019 2,920 0.0896 1.0896 4/1/2019 84,475
5/1/2019 2,860 -0.0205 0.9795 5/1/2019 80,475
6/1/2019 2,980 0.0420 1.0420 6/1/2019 76,875
7/1/2019 3,230 0.0839 1.0839 7/1/2019 75,500
8/1/2019 3,480 0.0774 1.0774 8/1/2019 69,475
9/1/2019 3,440 -0.0115 0.9885 9/1/2019 52,375
10/1/2019 3,550 0.0320 1.0320 10/1/2019 56,100
11/1/2019 3,540 -0.0028 0.9972 11/1/2019 53,250

rata2 aritmatika
manual langsung
total return 0.5126
total data 11
rata2 ri aritmatika 0.046598 4.66%

rata2 geometrik
rata2 geometrik 0.0502 5.02%

Annualized return 0.799087 79.91%

stdev bulanan 0.050514 5.05%
stdev tahunan 0.174986 17.50%
beta 1.42
 GGRM
ri aritmatika ri+1

0.0209 1.0209
-0.0258 0.9742
0.0153 1.0153
-0.0474 0.9526
-0.0447 0.9553
-0.0179 0.9821
-0.0798 0.9202
-0.2461 0.7539
0.0711 1.0711
-0.0508 0.9492

rata2 aritmatika ^jkse

manual langsung Date Close
total return -0.4051 1/1/2019 6,532,969,238
total data 11 2/1/2019 6,443,348,145
rata2 ri aritmatika -0.0368 -3.68% 3/1/2019 6,468,754,883
4/1/2019 6,455,352,051
rata2 geometrik 5/1/2019 6,209,117,188
rata2 geometrik -0.0442 -4.42% 6/1/2019 6,358,628,906
7/1/2019 6,390,504,883
8/1/2019 6,328,470,215
9/1/2019 6,169,102,051
10/1/2019 6,228,316,895
Annualized return -0.4184 -41.84% 11/1/2019 6,100,242,188
stdev bulanan 0.0844 8.44%
stdev tahunan 0.2923 29.23%
beta 2.03
ri

-0.0137
0.0039
-0.0021
-0.0381
0.0241
0.0050
-0.0097
-0.0252
0.0096
-0.0206
 HMSP ICBP
Date Close ri aritmatik ri+1 Date Close
1/1/2019 3,830 1/1/2019 10,775
2/1/2019 3,800 -0.0078 0.9922 2/1/2019 10,225
3/1/2019 3,790 -0.0026 0.9974 3/1/2019 9,325
4/1/2019 3,500 -0.0765 0.9235 4/1/2019 9,725
5/1/2019 3,380 -0.0343 0.9657 5/1/2019 9,800
6/1/2019 3,140 -0.0710 0.9290 6/1/2019 10,150
7/1/2019 3,030 -0.0350 0.9650 7/1/2019 10,700
8/1/2019 2,690 -0.1122 0.8878 8/1/2019 12,050
9/1/2019 2,290 -0.1487 0.8513 9/1/2019 12,025
10/1/2019 2,130 -0.0699 0.9301 10/1/2019 11,625
11/1/2019 2,020 -0.0516 0.9484 11/1/2019 11,425

rata2 aritmatika
manual langsung
total return -0.6097
total data 11
rata2 ri aritmatika -0.0554298 -5.54% -0.0610 -6.10%

rata2 geometrik
rata2 geometrik -0.062 -6.20%

Annualized return -0.5359304 -53.59%

stdev bulanan 0.0452676 4.53%
stdev tahunan 0.1568116 15.68%
beta 0.27
ri aritmatika ri+1

-0.0510 0.9490
-0.0880 0.9120
0.0429 1.0429
0.0077 1.0077
0.0357 1.0357
0.0542 1.0542
0.1262 1.1262
-0.0021 0.9979
-0.0333 0.9667
-0.0172 0.9828

rata2 aritmatika ^jkse

manual langsung Date Close ri
total return 0.0751 1/1/2019 6,532,969,238
total data 11 2/1/2019 6,443,348,145 -0.0137
rata2 ri aritmatika 0.0068 0.68% 3/1/2019 6,468,754,883 0.0039
4/1/2019 6,455,352,051 -0.0021
rata2 geometrik 5/1/2019 6,209,117,188 -0.0381
rata2 geometrik 0.0059 6/1/2019 6,358,628,906 0.0241
7/1/2019 6,390,504,883 0.0050
8/1/2019 6,328,470,215 -0.0097
9/1/2019 6,169,102,051 -0.0252
10/1/2019 6,228,316,895 0.0096
Annualized return 0.0728 7.28% 11/1/2019 6,100,242,188 -0.0206
stdev bulanan 0.0608 6.08%
stdev tahunan 0.2105 21.05%
beta 0.15
 INCO INDF
Date Close ri aritmatika ri+1 Date Close
1/1/2019 3,850 1/1/2019 7,750
2/1/2019 3,740 -0.0286 0.9714 2/1/2019 7,075
3/1/2019 3,390 -0.0936 0.9064 3/1/2019 6,425
4/1/2019 3,050 -0.1003 0.8997 4/1/2019 6,950
5/1/2019 2,700 -0.1148 0.8852 5/1/2019 6,600
6/1/2019 3,120 0.1556 1.1556 6/1/2019 7,025
7/1/2019 3,030 -0.0288 0.9712 7/1/2019 7,075
8/1/2019 3,530 0.1650 1.1650 8/1/2019 7,925
9/1/2019 3,510 -0.0057 0.9943 9/1/2019 7,700
10/1/2019 3,710 0.0570 1.0570 10/1/2019 7,700
11/1/2019 3,300 -0.1105 0.8895 11/1/2019 7,925

rata2 aritmatika
manual langsung
total return -0.1047
total data 11
rata2 ri aritmatika -0.009516 -0.95%

rata2 geometrik
rata2 geometrik -0.015 -1.53%

Annualized return -0.16888 -16.89%

stdev bulanan 0.105123 10.51%
stdev tahunan 0.364157 36.42%
beta 2.89
ri aritmatika ri+1

-0.0871 0.9129
-0.0919 0.9081
0.0817 1.0817
-0.0504 0.9496
0.0644 1.0644
0.0071 1.0071
0.1201 1.1201
-0.0284 0.9716
0.0000 1.0000
0.0292 1.0292

rata2 aritmatika ^jkse

manual langsung Date Close ri
total return 0.0449 1/1/2019 6,532,969,238
total data 11 2/1/2019 6,443,348,145 -0.0137
rata2 ri aritmatika 0.004079 0.41% 3/1/2019 6,468,754,883 0.0039
4/1/2019 6,455,352,051 -0.0021
rata2 geometrik 5/1/2019 6,209,117,188 -0.0381
rata2 geometrik 0.0022 0.22% 6/1/2019 6,358,628,906 0.0241
7/1/2019 6,390,504,883 0.0050
8/1/2019 6,328,470,215 -0.0097
9/1/2019 6,169,102,051 -0.0252
10/1/2019 6,228,316,895 0.0096
Annualized return 0.027158 2.72% 11/1/2019 6,100,242,188 -0.0206
stdev bulanan 0.070969 7.10%
stdev tahunan 0.245843 24.58%
beta 1.11
 INDY INKP
Date Close ri aritmatika ri+1 Date Close
1/1/2019 2,130 1/1/2019 13,000
2/1/2019 1,955 -0.0822 0.9178 2/1/2019 11,025
3/1/2019 1,845 -0.0563 0.9437 3/1/2019 8,675
4/1/2019 1,705 -0.0759 0.9241 4/1/2019 7,400
5/1/2019 1,410 -0.1730 0.8270 5/1/2019 7,750
6/1/2019 1,680 0.1915 1.1915 6/1/2019 9,375
7/1/2019 1,485 -0.1161 0.8839 7/1/2019 7,475
8/1/2019 1,350 -0.0909 0.9091 8/1/2019 6,850
9/1/2019 1,315 -0.0259 0.9741 9/1/2019 6,475
10/1/2019 1,285 -0.0228 0.9772 10/1/2019 7,275
11/1/2019 1,250 -0.0272 0.9728 11/1/2019 7,250

rata2 aritmatika
manual langsung
total return -0.4788
total data 11
rata2 ri aritmatika -0.04353 -4.35% 0.9521

rata2 geometrik
rata2 geometrik -0.0519 -5.19%

Annualized return -0.47248 -47.25%

stdev bulanan 0.096047 9.60%
stdev tahunan 0.332717 33.27%
beta 3.38
ri aritmatika ri+1

-0.1519 0.8481
-0.2132 0.7868
-0.1470 0.8530
0.0473 1.0473
0.2097 1.2097
-0.2027 0.7973
-0.0836 0.9164
-0.0547 0.9453
0.1236 1.1236
-0.0034 0.9966

rata2 aritmatika ^jkse

manual langsung Date Close ri
total return -0.4760 1/1/2019 6,532,969,238
total data 11 2/1/2019 6,443,348,145 -0.0137
rata2 ri aritmatika -0.0433 -4.33% -0.0476 3/1/2019 6,468,754,883 0.0039
4/1/2019 6,455,352,051 -0.0021
rata2 geometrik 5/1/2019 6,209,117,188 -0.0381
rata2 geometrik -0.0567 -5.67% 6/1/2019 6,358,628,906 0.0241
7/1/2019 6,390,504,883 0.0050
8/1/2019 6,328,470,215 -0.0097
9/1/2019 6,169,102,051 -0.0252
10/1/2019 6,228,316,895 0.0096
Annualized return -0.5038 -50.38% 11/1/2019 6,100,242,188 -0.0206
stdev bulanan 0.1414 14.14%
stdev tahunan 0.4899 48.99%
beta 1.32