Pengaruh Consumer Confidence Index terhadap Return dan Volatility saham LQ 45

Tanggal Shortterm interest rate Inflation Currency Fluctuation CCI Return Volatility
Jan-10 6.73235 0.84
9,365.00 110.5 -0.00451418 0.0248057
Feb-10 6.68882 0.30
9,335.00 105.3 0.07678128 0.0261778
Mar-10 6.64706 -0.14 9,115.00 107.4 0.0998637 0.0240281
Apr-10 6.47588 0.15
9,012.00 110.7 -0.1007503 0.0271894
May-10 6.54412 0.29
9,180.00 109.9 0.06101434 0.042862
Jun-10 6.52176 0.97
9,083.00 111.4 0.06119705 0.0233801
Jul-10 6.51176 1.57
8,952.00 105.7 0.05988026 0.0231358
Aug-10 6.54588 0.76
9,041.00 104.0 0.21470405 0.0264817
Sep-10 6.45765 0.44
8,924.00 107.6 0.07391353 0.0359952
Oct-10 6.36941 0.06
8,928.00 112.0 0.04975354 0.0279868
Nov-10 6.23118 0.60
9,013.00 108.1 0.08361254 0.0303302
Dec-10 6.27063 0.92
8,991.00 109.3 -0.09624317 0.0254177
Jan-11 6.37647 0.89
9,057.00 113.9 0.02073201 0.0286487
Feb-11 6.4824 0.13
8,823.00 105.6 0.09545512 0.021331
Mar-11 6.852 -0.32
8,709.00 106.4 0.06538645 0.1589194
Apr-11 6.882 -0.31
8,574.00 107.1 0.01959263 0.0187812
May-11 6.902 0.12
8,537.00 105.3 0.00278858 0.0192486
Jun-11 6.8812 0.55
8,597.00 109.0 0.06074828 0.017241
Jul-11 6.818 0.67
8,508.00 111.8 -0.09868455 0.0199643
Aug-11 6.326 0.93
8,578.00 110.6 -0.09450045 0.0322213
Sep-11 5.712 0.27
8,823.00 115.0 0.06615847 0.0405442
Oct-11 5.436 -0.12 8,835.00 116.2 -0.0528171 0.0341406
Nov-11 5.0244 0.34 9,170.00 114.3 0.06228104 0.0206873
Dec-11 4.9468 0.57 9,068.00 116.6 0.04882225 0.0228366
Jan-12 4.354 0.76
9,000.00 119.2 0.05441183 0.0198691
Feb-12 4.0328 0.05
9,085.00 111.7 0.02166256 0.0204616
Mar-12 3.9848 0.07
9,180.00 107.3 -0.00226703 0.0187924
Apr-12 3.9876 0.21
9,190.00 102.5 -0.09874309 0.0210443
May-12 4.2548 0.07
9,565.00 109 0.01775774 0.0241083
Jun-12 4.488 0.62 9,480.00 114.4 0.01436981 0.0310581
Jul-12 4.5412 0.7 9,485.00 113.5 -0.02550154 0.0216413
Aug-12 4.7068 0.95 9,560.00 115.7 0.03681572 0.022925
Sep-12 4.6184 0.01 9,588.00 117.7 0.01357767 0.0233702
Oct-12 4.614 0.16 9,615.00 119.5 -0.00260334 0.0205628
Nov-12 4.5892 0.07 9,605.00 120.1 0.02284219 0.0188876
Dec-12 4.7892 0.54 9,670.00 116.4 0.04996811 0.0249141
Jan-13 4.6216 1.03 9,698.00 116.2 0.06252586 0.0213003
Feb-13 4.59929 0.75 9,667.00 116.8 0.01961438 0.0203622
Mar-13 4.59857 0.63 9,719.00 116.8 0.01614039 0.022934
Apr-13 4.57786 -0.10 9,722.00 113.4 0.01503578 0.0195828
May-13 4.55357 -0.03 9,802.00 112.8 -0.09244102 0.0252925
Jun-13 4.99071 1.03 9,929.00 117.1 -0.05319949 0.0334213
 Jul-13 5.76071 3.29 10,278.00 108.6 -0.04976019 0.026567
Aug-13 6.48571 1.12 10,924.00 107.8 0.0700683 0.0416151
Sep-13 6.94786 -0.35 11,613.00 107.1 0.00594529 0.0353474
Oct-13 6.99714 0.09 11,234.00 109.5 -0.05196903 0.0216089
Nov-13 7.40071 0.12 11,977.00 114.3 0.00764015 0.0239147
Dec-13 7.56786 0.55 12,189.00 116.5 0.0217005 0.0214394
Jan-14 7.8175 1.07 12,226.00 116.7 0.08237917 0.0235011
Feb-14 7.84156 0.26 11,634.00 116.2 0.02250244 0.0189333
Mar-14 0 0.08 11,404.00 118.2 0.04028966 0.0201913
Apr-14 7.94744 -0.02 11,532.00 113.9 0.021117 0.0220863
May-14 7.9 0.16 11,611.00 116.9 -0.03325636 0.0194371
Jun-14 7.8275 0.43 11,969.00 116.3 0.02973217 0.0161822
Jul-14 7.78938 0.93 11,591.00 119.8 0.06070632 0.020505
Aug-14 7.58625 0.47 11,717.00 120.2 -0.00896294 0.0166414
Sep-14 7.22875 0.27 12,212.00 119.8 -0.02677929 0.0209362
Oct-14 6.94875 0.47 12,082.00 120.6 -0.0179065 0.020922
Nov-14 6.68813 1.50 12,196.00 120.1 0.01342738 0.0232375
Dec-14 6.60125 2.46 12,440.00 116.5 -0.02851723 0.0247939
Jan-15 6.50563 -0.24 12,625.00 120.2 -0.00882035 0.0243433
Feb-15 6.26938 -0.36 12,863.00 120.2 -0.03125567 0.0192374
Mar-15 6.57062 0.17 13,084.00 116.9 -0.09964845 0.0199879
Apr-15 6.54867 0.36 12,937.00 107.4 0.05816799 0.0215828
May-15 6.52667 0.50 13,211.00 112.8 -0.0768528 0.0255473
Jun-15 6.683 0.54 13,332.00 111.3 -0.06332861 0.0229142
Jul-15 6.988 0.93 13,481.00 109.9 -0.0957276 0.0230775
Aug-15 7.10333 0.39 14,027.00 112.6 -0.05102588 0.0352391
Sep-15 8.17357 -0.05 14,657.00 97.5 0.08147164 0.0263295
Oct-15 8.225 -0.08 13,639.00 99.3 -0.02889756 0.0295145
Nov-15 8.20714 0.21 13,840.00 103.7 -0.00572235 0.0241191
Dec-15 8.552 0.96 13,795.00 107.5 -0.00783033 0.0213209
Jan-16 7.79538 0.51 13,846.00 112.6 0.0979929 0.0236012
Feb-16 6.65077 -0.09 13,395.00 110 0.13171755 0.0267809
Mar-16 6.06077 0.19 13,276.00 109.8 0.03694317 0.026878
Apr-16 6.03923 -0.45 13,204.00 109 -0.01055021 0.0244186
May-16 6.06538 0.24 13,615.00 112.1 13793.1454 0.0190187
Jun-16 6.74038 0.66 13,180.00 113.7 0.09057183 0.018754
Jul-16 6.18654 0.69 13,094.00 114.2 0.00298604 0.0219152
Aug-16 6.20288 -0.02 13,300.00 113.3 -0.02732847 0.0203763
Sep-16 6.24231 0.22 12,998.00 110 0.13789145 0.0235096
Oct-16 6.04904 0.14 13,051.00 116.8 -0.02395642 0.0250455
Nov-16 6.11462 0.47 13,563.00 115.9 0.0220509 0.03178
Dec-16 7.80096 0.42 13,436.00 115.4 0.09360718 0.0216954
Jan-17 5.8125 0.97 13,343.00 115.3 -0.00144716 0.0240306
Feb-17 5.85 0.23 13,347.00 117.1 0.02208784 0.0273771
Mar-17 5.86012 -0.02 13,321.00 121.5 0.01112887 0.0205452
Apr-17 5.87692 0.09 13,327.00 123.7 -0.05276815 0.0213409
May-17 5.89231 0.39 13,321.00 125.9 -0.00431631 0.0245685
Jun-17 6.5125 0.69 13,319.00 122.4 -0.01454799 0.0151551
Jul-17 5.9975 0.22 13,323.00 123.4 0.00165045 0.0237823
Aug-17 5.23731 -0.07 13,351.00 121.9 0.0469476 0.0230101
Sep-17 4.77769 0.13 13,492.00 123.8 0.07797546 0.0243036
Oct-17 4.78846 0.01 13,572.00 120.7 -0.01680959 0.0214786
Nov-17 4.81154 0.20 13,514.00 122.1 0.01595691 0.0188199
Dec-17 5.46346 0.71 13,548.00 126.4 0.19881783 0.0200721
Jan-18 4.93574 0.62 13,413.00 126.1 0.04473204 0.0279012
Feb-18 4.91458 0.17 13,707.00 122.5 -0.07327369 0.0236421
Mar-18 5.03482 0.20 13,756.00 121.6 -0.04481703 0.0218528
Apr-18 5.4425 0.10 13,877.00 122.2 -0.00367066 0.0234556
May-18 6.74181 0.21 13,951.00 125.1 -0.06026009 0.1377703
Jun-18 6.96056 0.59 14,404.00 128.1 0.4628566 0.0231647
Jul-18 6.44778 0.28 14,413.00 124.8 -0.03596567 0.0285968
Aug-18 6.69944 -0.05 14,711.00 121.6 -0.0312952 0.0282554
Sep-18 6.98681 -0.18 14,929.00 122.4 -0.06812877 0.0230196
Oct-18 7.08056 0.28 15,227.00 119.2 0.01198118 0.0231118
Nov-18 7.30556 0.27 14,339.00 122.7 -0.00431337 0.0250381
Dec-18 7.54333 0.62 14,481.00 127.0 0.49370077 0.220499
Volume Transaksi IHSG Listed Shares BEI Share turnover
58,475,107,300.00 5,177,383,926,982.00 0.011294
81,365,576,000.00 5,177,383,926,982.00 0.015716
105,506,791,200.00 5,177,383,926,982.00 0.020378
87,926,923,500.00 5,177,383,926,982.00 0.016983
91,220,776,800.00 5,177,383,926,982.00 0.017619
82,113,176,600.00 5,177,383,926,982.00 0.015860
81,726,803,200.00 5,177,383,926,982.00 0.015785
63,764,534,200.00 5,177,383,926,982.00 0.012316
105,475,647,600.00 5,177,383,926,982.00 0.020372
101,675,992,600.00 5,177,383,926,982.00 0.019638
59,939,428,200.00 5,177,383,926,982.00 0.011577
57,136,795,000.00 5,177,383,926,982.00 0.011036
33,288,846,400.00 5,177,383,926,982.00 0.006430
52,508,015,000.00 5,177,383,926,982.00 0.010142
51,775,824,400.00 5,177,383,926,982.00 0.010000
92,327,768,800.00 5,177,383,926,982.00 0.017833
61,102,879,000.00 5,177,383,926,982.00 0.011802
77,771,733,400.00 5,177,383,926,982.00 0.015021
72,399,600,800.00 5,177,383,926,982.00 0.013984
54,811,268,800.00 5,177,383,926,982.00 0.010587
75,537,829,600.00 5,177,383,926,982.00 0.014590
50,759,519,800.00 5,177,383,926,982.00 0.009804
40,142,565,600.00 5,177,383,926,982.00 0.007753
55,666,096,600.00 5,177,383,926,982.00 0.010752
52,493,035,200.00 5,177,383,926,982.00 0.010139
33,223,493,000.00 5,177,383,926,982.00 0.006417
70,171,301,800.00 5,177,383,926,982.00 0.013553
52,239,910,000.00 5,177,383,926,982.00 0.010090
33,249,221,200.00 5,177,383,926,982.00 0.006422
36,226,039,600.00 5,177,383,926,982.00 0.006997
27,696,006,800.00 5,177,383,926,982.00 0.005349
42,130,136,200.00 5,177,383,926,982.00 0.008137
58,654,133,000.00 5,177,383,926,982.00 0.011329
34,515,598,800.00 5,177,383,926,982.00 0.006667
37,336,733,000.00 5,177,383,926,982.00 0.007212
46,647,148,200.00 5,177,383,926,982.00 0.009010
44,086,729,600.00 5,177,383,926,982.00 0.008515
41,871,168,800.00 5,177,383,926,982.00 0.008087
57,888,441,200.00 5,177,383,926,982.00 0.011181
49,691,693,200.00 5,177,383,926,982.00 0.009598
45,230,439,200.00 5,177,383,926,982.00 0.008736
44,964,721,900.00 5,177,383,926,982.00 0.008685
 66,942,192,500.00 5,177,383,926,982.00 0.012930
92,523,051,900.00 5,177,383,926,982.00 0.017871
73,035,132,500.00 5,177,383,926,982.00 0.014107
63,113,145,000.00 5,177,383,926,982.00 0.012190
55,700,469,000.00 5,177,383,926,982.00 0.010758
55,427,112,600.00 5,177,383,926,982.00 0.010706
69,935,300,400.00 5,177,383,926,982.00 0.013508
87,284,636,400.00 5,177,383,926,982.00 0.016859
76,673,742,100.00 5,177,383,926,982.00 0.014809
62,426,319,200.00 5,177,383,926,982.00 0.012058
59,399,840,700.00 5,177,383,926,982.00 0.011473
76,992,830,300.00 5,177,383,926,982.00 0.014871
71,651,853,900.00 5,177,383,926,982.00 0.013839
78,633,212,300.00 5,177,383,926,982.00 0.015188
75,967,911,400.00 5,177,383,926,982.00 0.014673
80,043,521,000.00 5,177,383,926,982.00 0.015460
96,613,060,000.00 5,177,383,926,982.00 0.018661
94,219,872,800.00 5,177,383,926,982.00 0.018198
78,908,016,300.00 5,177,383,926,982.00 0.015241
96,820,780,500.00 5,177,383,926,982.00 0.018701
87,512,382,900.00 5,177,383,926,982.00 0.016903
74,841,895,900.00 5,177,383,926,982.00 0.014456
66,490,581,700.00 5,177,383,926,982.00 0.012843
61,536,178,700.00 5,177,383,926,982.00 0.011886
69,686,518,600.00 5,177,383,926,982.00 0.013460
68,705,625,400.00 5,177,383,926,982.00 0.013270
89,096,456,900.00 5,177,383,926,982.00 0.017209
58,142,315,500.00 5,177,383,926,982.00 0.011230
44,268,983,400.00 5,177,383,926,982.00 0.008550
51,540,959,900.00 5,177,383,926,982.00 0.009955
61,740,009,900.00 5,177,383,926,982.00 0.011925
81,119,384,900.00 5,177,383,926,982.00 0.015668
84,316,471,600.00 5,177,383,926,982.00 0.016286
64,177,101,700.00 5,177,383,926,982.00 0.012396
99,470,404,800.00 5,177,383,926,982.00 0.019212
79,617,343,200.00 5,177,383,926,982.00 0.015378
126,376,256,000.00 5,177,383,926,982.00 0.024409
96,836,257,400.00 5,177,383,926,982.00 0.018704
106,498,548,700.00 5,177,383,926,982.00 0.020570
150,673,112,600.00 5,177,383,926,982.00 0.029102
1,235,733,000.00 5,177,383,926,982.00 0.000239
2,453,053,100.00 5,177,383,926,982.00 0.000474
3,216,845,000.00 5,177,383,926,982.00 0.000621
1,766,313,600.00 5,177,383,926,982.00 0.000341
1,229,812,800.00 5,177,383,926,982.00 0.000238
 1,289,370,400.00 5,177,383,926,982.00 0.000249
723,336,100.00 5,177,383,926,982.00 0.000140
959,742,600.00 5,177,383,926,982.00 0.000185
1,267,802,200.00 5,177,383,926,982.00 0.000245
1,078,401,500.00 5,177,383,926,982.00 0.000208
1,322,968,600.00 5,177,383,926,982.00 0.000256
1,299,946,900.00 5,177,383,926,982.00 0.000251
982,689,900.00 5,177,383,926,982.00 0.000190
1,837,380,300.00 5,177,383,926,982.00 0.000355
1,994,153,100.00 5,177,383,926,982.00 0.000385
1,619,006,400.00 5,177,383,926,982.00 0.000313
1,321,533,900.00 5,177,383,926,982.00 0.000255
1,050,112,100.00 5,177,383,926,982.00 0.000203
536,820,200.00 5,177,383,926,982.00 0.000104
1,280,977,900.00 5,177,383,926,982.00 0.000247
1,219,849,900.00 5,177,383,926,982.00 0.000236
1,049,696,700.00 5,177,383,926,982.00 0.000203
1,493,407,000.00 5,177,383,926,982.00 0.000288
1,350,111,600.00 5,177,383,926,982.00 0.000261
1,183,460,200.00 5,177,383,926,982.00 0.000229
1,183,460,200.00 5,177,383,926,982.00 0.000229