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  • Template Data Harga Saham

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    Asep Alipudin
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    Template data harga saham

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    8 views3 pages

    Template Data Harga Saham

    Uploaded by

    Asep Alipudin

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    IHSG

    [Ri - R rata]^2
    No Tanggal Harga Return Ri + 1
    Squared Deviation
    1 6/1/2014 4254.97
    2 2/12/2013 4180.79 -0.017434 0.982566 0.00041700943964
    3 4/11/2013 4476.72 0.070783 1.070783 0.00459632398452
    4 7/10/2013 4519.91 0.009648 1.009648 4.4363724743E-05
    5 2/9/2013 4072.35 -0.09902 0.90098 0.01040537690155
    6 12/8/2013 4568.65 0.121871 1.121871 0.01413330697503
    7 1/7/2013 4602.81 0.007477 1.007477 2.0159795514E-05
    8 3/6/2013 4865.32 0.057033 1.057033 0.00292091318484
    9 6/5/2013 5105.94 0.049456 1.049456 0.00215937468336
    10 1/4/2013 4926.07 -0.035228 0.964772 0.00146036147778
    11 11/3/2013 4819.32 -0.02167 0.97833 0.00060799217611
    12 4/2/2013 4491.27 -0.06807 0.93193 0.00504907560897
    13 2/1/2013 4410.02 -0.018091 0.981909 0.00044427070059
    1.002987 0.04225852865266
    Expected Return 0.30%
    Variance 0.35%
    INDOFOOD
    [Ri - R rata]^2
    No Tanggal Harga Return Ri + 1
    Squared Deviation
    1 6/1/2014 6675
    2 2/12/2013 6500 -0.026217 0.973783 0.00027827197655
    3 4/11/2013 6700 0.030769 1.030769 0.00162449086403
    4 7/10/2013 7000 0.044776 1.044776 0.00294977833501
    5 2/9/2013 5950 -0.15 0.85 0.01973020765664
    6 12/8/2013 6700 0.12605 1.12605 0.01838360748619
    7 1/7/2013 7050 0.052239 1.052239 0.00381609482919
    8 3/6/2013 7050 0 1 9.0930383559E-05
    9 6/5/2013 7200 0.021277 1.021277 0.00094940018336
    10 1/4/2013 7300 0.013889 1.013889 0.0005487133521
    11 11/3/2013 7250 -0.006849 0.993151 7.2168919314E-06
    12 4/2/2013 6600 -0.089655 0.910345 0.00641912306204
    13 2/1/2013 5950 -0.098485 0.901515 0.00791194346919
    0.990464 0.06270977848979
    Expected Return -0.95%
    Variance 0.52%
    Beta
    R E(R) R- E ( R ) R E(R) R- E ( R )
    Tanggal INDF INDF INDF IHSG IHSG IHSG 1*2
    1 2
    2/12/2013 -0.026217 -0.95% -1.67% -0.017434 0.30% -2.04% 0.03%
    4/11/2013 0.030769 -0.95% 4.03% 0.070783 0.30% 6.78% 0.27%
    7/10/2013 0.044776 -0.95% 5.43% 0.009648 0.30% 0.67% 0.04%
    2/9/2013 -0.15 -0.95% -14.05% -0.09902 0.30% -10.20% 1.43%
    12/8/2013 0.12605 -0.95% 13.56% 0.121871 0.30% 11.89% 1.61%
    1/7/2013 0.052239 -0.95% 6.18% 0.007477 0.30% 0.45% 0.03%
    3/6/2013 0 -0.95% 0.95% 0.057033 0.30% 5.40% 0.05%
    6/5/2013 0.021277 -0.95% 3.08% 0.049456 0.30% 4.65% 0.14%
    1/4/2013 0.013889 -0.95% 2.34% -0.035228 0.30% -3.82% -0.09%
    11/3/2013 -0.006849 -0.95% 0.27% -0.02167 0.30% -2.47% -0.01%
    4/2/2013 -0.089655 -0.95% -8.01% -0.06807 0.30% -7.11% 0.57%
    2/1/2013 -0.098485 -0.95% -8.89% -0.018091 0.30% -2.11% 0.19%
    Covariance 0.36%
    ß INDF 1.01

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