PERHITUNGAN MPT DENGAN 2 ASET

Harga Return Return minus average

Date KAEF TKIM KAEF TKIM KAEF TKIM
Jan-12 470 1605
Feb-12 420 1720 -0.1124779834 0.069200534 -0.13694419 0.0837605563
Mar-12 440 1834 0.0465200156 0.064175083 0.0220538091 0.07873510506
Apr-12 620 2408 0.3429447511 0.272297154 0.31847854459 0.28685717567
May-12 490 2178 -0.2353140869 -0.100389503 -0.2597802935 -0.08582948088
Jun-12 520 1873 0.0594234205 -0.150865601 0.03495721394 -0.136305579
Jul-12 540 2064 0.037740328 0.097104424 0.01327412145 0.11166444621
Aug-12 480 2045 -0.1177830357 -0.009248058 -0.1422492422 0.00531196393
Sep-12 510 1720 0.0606246218 -0.173073499 0.03615841528 -0.15851347662
Oct-12 495 1701 -0.0298529631 -0.011107977 -0.0543191697 0.00345204464
Nov-12 710 1586 0.3607072075 -0.07000119 0.33624100093 -0.05544116815
Dec-12 720 1513 0.013986242 -0.047120688 -0.0104799646 -0.03256066635
Jan-13 1030 1498 0.3580628692 -0.00996355 0.33359666268 0.00459647234
Feb-13 1090 1701 0.056618894 0.127085428 0.03215268746 0.14164545037
Mar-13 1080 1529 -0.0092166551 -0.106602386 -0.0336828616 -0.09204236441
Apr-13 990 1490 -0.087011377 -0.025837807 -0.1114775835 -0.01127778494
May-13 960 1720 -0.0307716587 0.143548171 -0.0552378652 0.15810819292
Jun-13 890 1529 -0.0757118217 -0.117710364 -0.1001780283 -0.10315034183
Jul-13 790 1445 -0.1191885173 -0.056504605 -0.1436547238 -0.04194458333
Aug-13 495 1299 -0.4674751829 -0.106514584 -0.4919413894 -0.09195456182
Sep-13 550 1368 0.1053605157 0.051755082 0.08089430912 0.06631510356
Oct-13 630 1483 0.1358015412 0.080717244 0.11133533462 0.09527726601
Nov-13 510 1429 -0.2113090937 -0.037092164 -0.2357753002 -0.02253214216
Dec-13 590 1376 0.1457118112 -0.037794159 0.12124560465 -0.02323413738
Jan-14 690 1376 0.1565690607 0 0.13210285416 0.01456002205
Feb-14 750 1242 0.0833816089 -0.102457756 0.0589154024 -0.08789773395
Mar-14 900 1246 0.1823215568 0.003215437 0.15785535026 0.01777545891
Apr-14 915 1219 0.016529302 -0.02190757 -0.0079369046 -0.00734754781
May-14 1050 1265 0.1376213779 0.037041272 0.11315517134 0.05160129373
Jun-14 990 1200 -0.0588405 -0.052750565 -0.0833067066 -0.03819054333
Jul-14 1230 1080 0.2170645052 -0.105360516 0.1925982987 -0.0908004936
Aug-14 1320 1030 0.0706175672 -0.047402239 0.04615136068 -0.03284221684
Sep-14 1150 965 -0.1378697942 -0.06518598 -0.1623360008 -0.05062595783
Oct-14 1155 915 0.0043384016 -0.053204036 -0.0201278049 -0.03864401401
Nov-14 1390 940 0.1852034032 0.02695581 0.16073719663 0.04151583204
Dec-14 1465 850 0.0525514953 -0.100643526 0.02808528879 -0.08608350373
Jan-15 1340 840 -0.0891856285 -0.011834458 -0.113651835 0.00272556441
Feb-15 1430 830 0.0650048303 -0.011976191 0.04053862377 0.00258383101
 Mar-15 1315 810 -0.0838377786 -0.024391453 -0.1083039852 -0.00983143107
Apr-15 1230 805 -0.0668224962 -0.00619197 -0.0912887028 0.00836805181
May-15 1120 785 -0.0936854841 -0.02515856 -0.1181516906 -0.01059853758
Jun-15 995 695 -0.1183412271 -0.121771872 -0.1428074337 -0.10721185016
Jul-15 990 660 -0.005037794 -0.051672011 -0.0295040006 -0.03711198849
Aug-15 700 640 -0.3466246081 -0.030771659 -0.3710908146 -0.01621163661
Sep-15 640 479 -0.0896121587 -0.289767579 -0.1140783652 -0.27520755689
Oct-15 865 487 0.3012613306 0.016563526 0.27679512404 0.03112354772
Nov-15 970 540 0.1145665646 0.103305016 0.09010035803 0.11786503853
Dec-15 870 640 -0.1088028598 0.169899037 -0.1332690664 0.18445905885
Jan-16 1050 479 0.1880522315 -0.289767579 0.16358602497 -0.27520755689
Feb-16 1075 487 0.0235304974 0.016563526 -0.0009357091 0.03112354772
Mar-16 1270 540 0.1666962389 0.103305016 0.14223003236 0.11786503853
Apr-16 1205 495 -0.0525373335 -0.087011377 -0.0770035401 -0.07245135494
May-16 1190 492 -0.0125262598 -0.006079046 -0.0369924664 0.00848097598
Jun-16 1155 493 -0.0298529631 0.002030458 -0.0543191697 0.0165904796
Jul-16 1245 555 0.0750351859 0.11845894 0.05056897941 0.13301896176
Aug-16 2980 680 0.8727877706 0.203124684 0.84832156407 0.21768470648
Sep-16 2470 615 -0.1877051499 -0.10047053 -0.2121713564 -0.08591050831
Oct-16 2170 620 -0.1294909831 0.00809721 -0.1539571896 0.02265723229
Nov-16 2730 860 0.2295744416 0.327212911 0.20510823511 0.34177293326
Dec-16 2750 750 0.0072993025 -0.136859183 -0.0171669041 -0.12229916066
Jan-17 2040 670 -0.2986511038 -0.112795494 -0.3231173104 -0.09823547209

Average (Expected Return) 0.0244662065 -0.014560022

Variance 0.0382384843 0.012264332 Covariance
Stdev 0.1955466294 0.110744443 Correlation
 Proportion of of KAEF 0.5
Proportion of of TKIM 0.5
Product Return Portfolio
Skenario Proporsi dana
Portfolio portfolio
-0.0114705215 -0.021638724592 stdev mean
0.00173640898 0.0553475493219 50% KAEF 13% 0%
0.09135785581 0.3076209523696 -0.5
0.02229680773 -0.167851794935 -0.4
-0.0047648633 -0.045721090289 -0.3
0.00148224742 0.0674223760701 -0.2 1%
-0.0007556228 -0.06351554689 -0.1
-0.0057315961 -0.056224438426 0 1%
-0.0001875122 -0.020480470281 0.1
-0.0186415939 0.1453530086328 0.2 0%
0.00034123463 -0.016567223216 0.3
0.00153336783 0.1740496597512 0.4 0%
0.0045542819 0.0918521611591 0.5
0.00310025023 -0.057909520786 0.6 0%
0.00125722021 -0.05642459199 0.7
-0.008733559 0.0563882561006 0.8 0%
0.01033339786 -0.096711092807 0.9
0.00602553753 -0.087846561324 1
0%
0.04523625491 -0.286994883384 1.1 12% 14% 16% 1
0.00536451449 0.0785577985849 1.2
0.01060772629 0.1082593925572 1.3
0.00531252258 -0.124200628938 1.4
-0.002817037 0.0539588258724 1.5
0.00192342047 0.0782845303458
-0.0051785304 -0.00953807353
0.00280595129 0.092768496824
5.8316786E-05 -0.002689133957
0.00583895323 0.0873313247782
0.00318152839 -0.055795532704
-0.0174880206 0.05585199479
-0.001515713 0.0116076641597
0.00821841553 -0.101527887054
0.00077781918 -0.024432817232
0.00667313846 0.1060796065787
-0.0024176801 -0.024046015227
-0.0003097654 -0.050510043077
0.00010474495 0.0265143196311
0.00106478317 -0.054114615883
-0.0007639086 -0.036507233247
0.00125223513 -0.059422021857
0.01531064918 -0.120056549674
0.00109495213 -0.028354902287
0.00601598944 -0.188698133376
0.03139522819 -0.189689868816
0.00861484625 0.1589124281249
0.01061968217 0.1089357905206
-0.0245826866 0.0305480884733
-0.0450201103 -0.05085767372
-2.9122588E-05 0.0200470115409
0.01676394824 0.1350006276833
0.00557901081 -0.069774355259
-0.0003137322 -0.009302652948
-0.0009011811 -0.0139112528
0.00672663314 0.0967470628233
0.18466663067 0.5379562275122
0.01822774908 -0.144087840121
-0.0034882438 -0.060696886427
0.07010044315 0.2783936764265
0.00209949796 -0.064779940118
0.03174158152 -0.205723298984

0.00827141294 Average (ER) 0.0049530922413

0.00827141294 Varian 0.0167614104511
0.38195080113 Stdev 0.129465865969
 Column M

% 14% 16% 18% 20% 22% 24% 26%