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  • Data Closing Price "INDF-WSKT - JK": Return Dan Risk Portofolio

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    Kodok ngorek
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    This document contains data on the closing prices and returns of two stocks, INDF and WSKT.JK, over a period of 6 days. It calculates the average return, risk, standard deviation, correlation, and overall risk of a portfolio with a 50-50 weighting of the two stocks. The conclusion is that a higher risk is not necessarily better and a lower return is also not better.

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    risk & return perusahaan

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    This document contains data on the closing prices and returns of two stocks, INDF and WSKT.JK, over a period of 6 days. It calculates the average return, risk, standard deviation, correlation, and overall risk of a portfolio with a 50-50 weighting of the two stocks. The conclusion is that a higher risk is not necessarily better and a lower return is also not better.

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    © All Rights Reserved
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    10 views2 pages

    Data Closing Price "INDF-WSKT - JK": Return Dan Risk Portofolio

    Uploaded by

    Kodok ngorek
    This document contains data on the closing prices and returns of two stocks, INDF and WSKT.JK, over a period of 6 days. It calculates the average return, risk, standard deviation, correlation, and overall risk of a portfolio with a 50-50 weighting of the two stocks. The conclusion is that a higher risk is not necessarily better and a lower return is also not better.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    Return dan Risk Portofolio

    Data closing price "INDF-WSKT.JK"


    Date INDF Gain Ri (%) (x-X)^2 WSKT.JT Gain Ri (%)
    23-03-2020 5,350.00 -400.00 -6.956521739 11.716280633 422 -30 -6.637168
    20-03-2020 5,750.00 100.00 1.7699115044 28.127408741 452 -32 -6.61157
    19-03-2020 5,650.00 -425.00 -6.995884774 11.98730196 484 -36 -6.923077
    18-03-2020 6,075.00 -50.00 -0.816326531 7.3836644945 520 -35 -6.306306
    17-03-2020 6,125.00 -300.00 -4.6692607 1.2896878683 555 -40 -6.722689
    16-03-2020 6,425.00 6,425.00 595 595

    Rata-rata -3.534 -6.64


    Weight (W) 0.5 0.5
    Sigma 60.504343696207
    R (p) 0.72
    SD 3.48
    Korel-INDF-WSKT.JK 0.933
    Risk-port-2 2.288979925

    Conclutions : RISK HIGH ISN'T BETTER


    RETURN LOWER ISN'T BETTER
    (x-X)^2
    8.964E-06
    8.175E-04
    8.004E-02
    1.115E-01
    6.811E-03

    0.19913765

    0.19956836
    0.22336537

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