Date KAEF.JK KLBF.JK RKAEF.JK RKLBF.

JK
3/9/2020 2350 1250 0 0
3/10/2020 2290 1225 -2.553% -2.000% GRAFIK RETU
3/11/2020 2200 1250 -3.930% 2.041% 15.000%
3/12/2020 2160 1250 -1.818% 0.000%
3/13/2020 2220 1250 2.778% 0.000% 10.000%

3/16/2020 2230 1270 0.450% 1.600%

5.000%
3/17/2020 2300 1310 3.139% 3.150%
3/18/2020 2380 1315 3.478% 0.382% 0.000%
1 9 17 25 33 41 49 57 65 73 81 89 97 1051
3/19/2020 2350 1305 -1.261% -0.760%
3/20/2020 2320 1310 -1.277% 0.383% -5.000%

3/23/2020 2320 1320 0.000% 0.763%

-10.000%
3/24/2020 2290 1275 -1.293% -3.409%
3/26/2020 2300 1270 0.437% -0.392% -15.000%
3/27/2020 2310 1280 0.435% 0.787%
3/30/2020 2280 1290 -1.299% 0.781% -20.000%

3/31/2020 2290 1285 0.439% -0.388%

4/1/2020 2320 1315 1.310% 2.335% KAEF.JK
4/2/2020 2320 1305 0.000% -0.760% Ekspektasi 0.09%
4/3/2020 2330 1310 0.431% 0.383% Risiko 2.44%
4/6/2020 2380 1290 2.146% -1.527% Kovarians 0.01%
4/7/2020 2380 1320 0.000% 2.326% Korelasi 21.75%
4/8/2020 2330 1295 -2.101% -1.894%
4/9/2020 2340 1360 0.429% 5.019%
4/13/2020 2330 1315 -0.427% -3.309%
4/14/2020 2310 1300 -0.858% -1.141%
4/15/2020 2320 1300 0.433% 0.000%
4/16/2020 2390 1300 3.017% 0.000%
4/17/2020 2330 1290 -2.510% -0.769%
4/20/2020 2400 1275 3.004% -1.163%
4/21/2020 2410 1290 0.417% 1.176%
4/22/2020 2340 1260 -2.905% -2.326%
4/23/2020 2330 1220 -0.427% -3.175%
4/24/2020 2340 1215 0.429% -0.410%
4/27/2020 2310 1210 -1.282% -0.412%
4/28/2020 2310 1210 0.000% 0.000%
4/29/2020 2340 1215 1.299% 0.413%
4/30/2020 2410 1320 2.991% 8.642%
5/4/2020 2410 1320 0.000% 0.000%
5/5/2020 2420 1325 0.415% 0.379%
5/6/2020 2410 1300 -0.413% -1.887%
5/8/2020 2420 1300 0.415% 0.000%
5/11/2020 2410 1295 -0.413% -0.385%
5/12/2020 2420 1310 0.415% 1.158%
5/13/2020 2380 1345 -1.653% 2.672%
5/14/2020 2360 1345 -0.840% 0.000%
5/15/2020 2330 1320 -1.271% -1.859%
5/18/2020 2300 1270 -1.288% -3.788%
5/19/2020 2140 1210 -6.957% -4.724%
5/20/2020 2250 1215 5.140% 0.413%
5/26/2020 2250 1235 0.000% 1.646%
5/27/2020 2210 1225 -1.778% -0.810%
5/28/2020 2210 1225 0.000% 0.000%
5/29/2020 2210 1200 0.000% -2.041%
6/2/2020 2280 1190 3.167% -0.833%
6/3/2020 2360 1235 3.509% 3.782%
6/4/2020 2340 1220 -0.847% -1.215%
6/5/2020 2320 1210 -0.855% -0.820%
6/8/2020 2360 1255 1.724% 3.719%
6/9/2020 2360 1260 0.000% 0.398%
6/10/2020 2390 1290 1.271% 2.381%
6/11/2020 2440 1290 2.092% 0.000%
6/12/2020 2600 1320 6.557% 2.326%
6/15/2020 2500 1320 -3.846% 0.000%
6/16/2020 2460 1355 -1.600% 2.652%
6/17/2020 2550 1380 3.659% 1.845%
6/18/2020 2460 1385 -3.529% 0.362%
6/19/2020 2380 1375 -3.252% -0.722%
6/22/2020 2400 1380 0.840% 0.364%
6/23/2020 2350 1300 -2.083% -5.797%
6/24/2020 2350 1265 0.000% -2.692%
6/25/2020 2330 1290 -0.851% 1.976%
6/26/2020 2340 1250 0.429% -3.101%
6/29/2020 2420 1285 3.419% 2.800%
6/30/2020 2490 1255 2.893% -2.335%
7/1/2020 2500 1270 0.402% 1.195%
7/2/2020 2480 1285 -0.800% 1.181%
7/3/2020 2500 1350 0.806% 5.058%
7/6/2020 2510 1360 0.400% 0.741%
7/7/2020 2510 1365 0.000% 0.368%
7/8/2020 2470 1380 -1.594% 1.099%
7/9/2020 2450 1340 -0.810% -2.899%
7/10/2020 2450 1320 0.000% -1.493%
7/13/2020 2460 1280 0.408% -3.030%
7/14/2020 2480 1315 0.813% 2.734%
7/15/2020 2480 1335 0.000% 1.521%
7/16/2020 2530 1340 2.016% 0.375%
7/17/2020 2500 1350 -1.186% 0.746%
7/20/2020 2450 1370 -2.000% 1.481%
7/21/2020 2470 1340 0.816% -2.190%
7/22/2020 2560 1360 3.644% 1.493%
7/23/2020 2550 1340 -0.391% -1.471%
7/24/2020 2550 1335 0.000% -0.373%
7/27/2020 2580 1390 1.176% 4.120%
7/28/2020 2620 1405 1.550% 1.079%
7/29/2020 2580 1420 -1.527% 1.068%
7/30/2020 2550 1335 -1.163% -5.986%
8/3/2020 2530 1450 -0.784% 8.614%
8/4/2020 2560 1485 1.186% 2.414%
8/5/2020 2560 1515 0.000% 2.020%
8/6/2020 2530 1535 -1.172% 1.320%
8/7/2020 2570 1540 1.581% 0.326%
8/10/2020 2570 1540 0.000% 0.000%
8/11/2020 2600 1560 1.167% 1.299%
8/12/2020 2580 1590 -0.769% 1.923%
8/13/2020 2610 1565 1.163% -1.572%
8/14/2020 2590 1610 -0.766% 2.875%
8/18/2020 2560 1570 -1.158% -2.484%
8/19/2020 2540 1575 -0.781% 0.318%
8/24/2020 2550 1535 0.394% -2.540%
8/25/2020 2500 1525 -1.961% -0.651%
8/26/2020 2500 1555 0.000% 1.967%
8/27/2020 2500 1600 0.000% 2.894%
8/28/2020 2480 1610 -0.800% 0.625%
8/31/2020 2480 1630 0.000% 1.242%
9/1/2020 2490 1635 0.403% 0.307%
9/2/2020 2480 1580 -0.402% -3.364%
9/3/2020 2480 1505 0.000% -4.747%
9/4/2020 2550 1475 2.823% -1.993%
9/7/2020 2850 1500 11.765% 1.695%
9/8/2020 2730 1490 -4.211% -0.667%
9/9/2020 2740 1475 0.366% -1.007%
9/10/2020 2670 1460 -2.555% -1.017%
9/11/2020 2680 1490 0.375% 2.055%
9/14/2020 2670 1530 -0.373% 2.685%
9/15/2020 2670 1545 0.000% 0.980%
9/16/2020 2670 1545 0.000% 0.000%
9/17/2020 2670 1545 0.000% 0.000%
9/18/2020 2700 1510 1.124% -2.265%
 9/21/2020 2680 1525 -0.741% 0.993%
9/22/2020 2600 1520 -2.985% -0.328%
9/23/2020 2440 1290 -6.154% -15.132%
9/24/2020 2600 1320 6.557% 2.326%
9/25/2020 2500 1320 -3.846% 0.000%
9/28/2020 2460 1355 -1.600% 2.652%
9/29/2020 2550 1380 3.659% 1.845%
9/30/2020 2460 1385 -3.529% 0.362%
10/1/2020 2380 1375 -3.252% -0.722%
10/2/2020 2400 1380 0.840% 0.364%
10/5/2020 2350 1300 -2.083% -5.797%
10/6/2020 2350 1265 0.000% -2.692%
10/7/2020 2330 1290 -0.851% 1.976%
10/8/2020 2340 1250 0.429% -3.101%
10/9/2020 2420 1285 3.419% 2.800%
10/12/2020 2490 1255 2.893% -2.335%
10/13/2020 2500 1270 0.402% 1.195%
10/14/2020 2480 1285 -0.800% 1.181%
10/15/2020 2500 1350 0.806% 5.058%
10/16/2020 2510 1360 0.400% 0.741%
10/19/2020 2510 1365 0.000% 0.368%
10/20/2020 2470 1380 -1.594% 1.099%
10/21/2020 2450 1340 -0.810% -2.899%
10/22/2020 2450 1320 0.000% -1.493%
10/23/2020 2460 1280 0.408% -3.030%
10/26/2020 2480 1315 0.813% 2.734%
10/27/2020 2480 1335 0.000% 1.521%
11/2/2020 2530 1340 2.016% 0.375%
11/3/2020 2500 1350 -1.186% 0.746%
11/4/2020 2450 1370 -2.000% 1.481%
11/5/2020 2470 1340 0.816% -2.190%
11/6/2020 2560 1360 3.644% 1.493%
11/9/2020 2550 1340 -0.391% -1.471%
11/10/2020 2550 1335 0.000% -0.373%
11/11/2020 2580 1390 1.176% 4.120%
11/12/2020 2620 1405 1.550% 1.079%
11/13/2020 2580 1420 -1.527% 1.068%
11/16/2020 2550 1335 -1.163% -5.986%
11/17/2020 2530 1450 -0.784% 8.614%
11/18/2020 2560 1485 1.186% 2.414%
11/19/2020 2560 1515 0.000% 2.020%
11/20/2020 2530 1535 -1.172% 1.320%
11/23/2020 2570 1540 1.581% 0.326%
11/24/2020 2570 1540 0.000% 0.000%
11/25/2020 2600 1560 1.167% 1.299%
11/26/2020 2580 1590 -0.769% 1.923%
11/27/2020 2610 1565 1.163% -1.572%
11/30/2020 2590 1610 -0.766% 2.875%
12/1/2020 2560 1570 -1.158% -2.484%
12/2/2020 2540 1575 -0.781% 0.318%
12/3/2020 2550 1535 0.394% -2.540%
12/4/2020 2500 1525 -1.961% -0.651%
12/7/2020 2500 1555 0.000% 1.967%
12/8/2020 2500 1600 0.000% 2.894%
12/10/2020 2480 1610 -0.800% 0.625%
12/11/2020 2480 1630 0.000% 1.242%
12/14/2020 2490 1635 0.403% 0.307%
12/15/2020 2480 1580 -0.402% -3.364%
12/16/2020 2480 1505 0.000% -4.747%
12/17/2020 2550 1475 2.823% -1.993%
12/18/2020 2850 1500 11.765% 1.695%
12/21/2020 2730 1490 -4.211% -0.667%
12/22/2020 2740 1475 0.366% -1.007%
12/23/2020 2670 1460 -2.555% -1.017%
12/28/2020 2680 1490 0.375% 2.055%
12/29/2020 2670 1530 -0.373% 2.685%
12/30/2020 2670 1545 0.000% 0.980%
1/4/2021 2670 1545 0.000% 0.000%
1/5/2021 2670 1545 0.000% 0.000%
1/6/2021 2700 1510 1.124% -2.265%
1/7/2021 2680 1525 -0.741% 0.993%
1/8/2021 2600 1520 -2.985% -0.328%
1/11/2021 2500 1600 -3.846% 5.263%
1/12/2021 2480 1610 -0.800% 0.625%
1/13/2021 2480 1630 0.000% 1.242%
1/14/2021 2490 1635 0.403% 0.307%
1/15/2021 2480 1580 -0.402% -3.364%
1/18/2021 2480 1505 0.000% -4.747%
1/19/2021 2550 1475 2.823% -1.993%
1/20/2021 2850 1500 11.765% 1.695%
1/21/2021 2730 1490 -4.211% -0.667%
1/22/2021 2740 1475 0.366% -1.007%
1/25/2021 2670 1460 -2.555% -1.017%
1/26/2021 2680 1490 0.375% 2.055%
1/27/2021 2670 1530 -0.373% 2.685%
1/28/2021 2670 1545 0.000% 0.980%
1/29/2021 2670 1545 0.000% 0.000%
2/1/2021 2670 1545 0.000% 0.000%
2/2/2021 2700 1510 1.124% -2.265%
2/3/2021 2680 1525 -0.741% 0.993%
2/4/2021 2600 1520 -2.985% -0.328%
2/5/2021 2730 1490 5.000% -1.974%
2/8/2021 2740 1475 0.366% -1.007%
2/9/2021 2670 1460 -2.555% -1.017%
2/10/2021 2680 1490 0.375% 2.055%
2/11/2021 2670 1530 -0.373% 2.685%
2/15/2021 2670 1545 0.000% 0.980%
2/16/2021 2670 1545 0.000% 0.000%
2/17/2021 2670 1545 0.000% 0.000%
2/18/2021 2700 1510 1.124% -2.265%
2/19/2021 2680 1525 -0.741% 0.993%
2/22/2021 2600 1520 -2.985% -0.328%
2/23/2021 2500 1600 -3.846% 5.263%
2/24/2021 2480 1610 -0.800% 0.625%
2/25/2021 2480 1630 0.000% 1.242%
2/26/2021 2490 1635 0.403% 0.307%
3/1/2021 2480 1580 -0.402% -3.364%
3/2/2021 2480 1505 0.000% -4.747%
3/3/2021 2550 1475 2.823% -1.993%
3/4/2021 2850 1500 11.765% 1.695%
3/5/2021 2730 1490 -4.211% -0.667%
 GRAFIK RETURN SAHAM
15.000

10.000

5.000

f(x) = 0.224310256923639
R² -5.000% 0.000
= 0.04730150452343
57 65 73 81 89 97 105113121129137145153161169177185193201209217225233 -10.000% 0

-5.000

-10.000

-15.000

-20.000

KLBF.JK W KAEF.JK WKLBF.JK Rp Risiko Portofolio

0.11% 10% 90% 0.104% 0.054%
2.52% 20% 80% 0.103% 0.047%
30% 70% 0.102% 0.042%
40% 60% 0.100% 0.039%
50% 50% 0.099% 0.037%
60% 40% 0.097% 0.038%
70% 30% 0.096% 0.040%
80% 20% 0.095% 0.045%
90% 10% 0.093% 0.051%
 Chart Title
15.000%

10.000%

5.000%

f(x) = 0.224310256923639 x + 0.000851586635402

R² -5.000% 0.000%
= 0.04730150452343 0.000% 5.000% 10.000% 15.000%

-5.000%

-10.000%

-15.000%

-20.000%

Return saham BBRI dan UNVR memiliki tingkat fluktuasi yang cukup sama
dengan tingkat korelasi sebesar 21,75% Risiko dari portofolio saham
KAEF.JK dan KLBF.JK dengan pembagian dana masing-masing 10%-100%
yang tertera pada tabel risiko porfolio sekitar 0,037%-0,054%
 Date KAEF.JK UNSP.JK RKAEF.JK RUNSP.JK
3/9/2020 2350 6575
3/10/2020 2290 6875 -2.55% 4.56% GRAFIK RETURN
3/11/2020 2200 6825 -3.93% -0.73%
20.00%
3/12/2020 2160 6425 -1.82% -5.86%
3/13/2020 2220 6350 2.78% -1.17% 15.00%
3/16/2020 2230 6350 0.45% 0.00%
3/17/2020 2300 5525 3.14% -12.99% 10.00%

3/18/2020 2380 5150 3.48% -6.79%

5.00%
3/19/2020 2350 4790 -1.26% -6.99%
3/20/2020 2320 4460 -1.28% -6.89% 0.00%
1 10 19 28 37 46 55 64 73 82 91 100 109 118
3/23/2020 2320 4150 0.00% -6.95%
3/24/2020 2290 3860 -1.29% -6.99% -5.00%

3/26/2020 2300 4470 0.44% 15.80%

-10.00%
3/27/2020 2310 4940 0.43% 10.51%
3/30/2020 2280 4600 -1.30% -6.88% -15.00%
3/31/2020 2290 4680 0.44% 1.74%
4/1/2020 2320 4610 1.31% -1.50%
4/2/2020 2320 4750 0.00% 3.04% KAEF.JK
4/3/2020 2330 5025 0.43% 5.79% Ekspektasi 0.09%
4/6/2020 2380 5200 2.15% 3.48% Risiko 2.44%
4/7/2020 2380 5125 0.00% -1.44% Kovarians 0.00%
4/8/2020 2330 4770 -2.10% -6.93% Korelasi 3.63%
4/9/2020 2340 4670 0.43% -2.10%
4/13/2020 2330 4470 -0.43% -4.28%
4/14/2020 2310 4570 -0.86% 2.24%
4/15/2020 2320 4400 0.43% -3.72%
4/16/2020 2390 4210 3.02% -4.32%
4/17/2020 2330 4380 -2.51% 4.04%
4/20/2020 2400 4370 3.00% -0.23%
4/21/2020 2410 4350 0.42% -0.46%
4/22/2020 2340 4490 -2.90% 3.22%
4/23/2020 2330 4500 -0.43% 0.22%
4/24/2020 2340 4280 0.43% -4.89%
4/27/2020 2310 4150 -1.28% -3.04%
4/28/2020 2310 4150 0.00% 0.00%
4/29/2020 2340 4000 1.30% -3.61%
4/30/2020 2410 4460 2.99% 11.50%
5/4/2020 2410 4290 0.00% -3.81%
5/5/2020 2420 4220 0.41% -1.63%
5/6/2020 2410 4160 -0.41% -1.42%
5/8/2020 2420 4200 0.41% 0.96%
5/11/2020 2410 4230 -0.41% 0.71%
5/12/2020 2420 4010 0.41% -5.20%
5/13/2020 2380 4010 -1.65% 0.00%
5/14/2020 2360 3950 -0.84% -1.50%
5/15/2020 2330 3760 -1.27% -4.81%
5/18/2020 2300 3720 -1.29% -1.06%
5/19/2020 2140 3860 -6.96% 3.76%
5/20/2020 2250 4070 5.14% 5.44%
5/26/2020 2250 4100 0.00% 0.74%
5/27/2020 2210 4110 -1.78% 0.24%
5/28/2020 2210 4290 0.00% 4.38%
5/29/2020 2210 4470 0.00% 4.20%
6/2/2020 2280 4620 3.17% 3.36%
6/3/2020 2360 4860 3.51% 5.19%
6/4/2020 2340 4730 -0.85% -2.67%
6/5/2020 2320 4850 -0.85% 2.54%
6/8/2020 2360 5250 1.72% 8.25%
6/9/2020 2360 5275 0.00% 0.48%
6/10/2020 2390 4910 1.27% -6.92%
6/11/2020 2440 4690 2.09% -4.48%
6/12/2020 2600 4890 6.56% 4.26%
6/15/2020 2500 4720 -3.85% -3.48%
6/16/2020 2460 5025 -1.60% 6.46%
6/17/2020 2550 4900 3.66% -2.49%
6/18/2020 2460 4820 -3.53% -1.63%
6/19/2020 2380 4880 -3.25% 1.24%
6/22/2020 2400 4810 0.84% -1.43%
6/23/2020 2350 4790 -2.08% -0.42%
6/24/2020 2350 5150 0.00% 7.52%
6/25/2020 2330 5025 -0.85% -2.43%
6/26/2020 2340 5000 0.43% -0.50%
6/29/2020 2420 4940 3.42% -1.20%
6/30/2020 2490 4950 2.89% 0.20%
7/1/2020 2500 4990 0.40% 0.81%
7/2/2020 2480 5000 -0.80% 0.20%
7/3/2020 2500 5000 0.81% 0.00%
7/6/2020 2510 5075 0.40% 1.50%
7/7/2020 2510 5050 0.00% -0.49%
7/8/2020 2470 5275 -1.59% 4.46%
7/9/2020 2450 5250 -0.81% -0.47%
7/10/2020 2450 5175 0.00% -1.43%
7/13/2020 2460 5250 0.41% 1.45%
7/14/2020 2480 5300 0.81% 0.95%
7/15/2020 2480 5275 0.00% -0.47%
7/16/2020 2530 5275 2.02% 0.00%
7/17/2020 2500 5175 -1.19% -1.90%
7/20/2020 2450 5100 -2.00% -1.45%
7/21/2020 2470 5300 0.82% 3.92%
7/22/2020 2560 5425 3.64% 2.36%
7/23/2020 2550 5700 -0.39% 5.07%
7/24/2020 2550 5600 0.00% -1.75%
7/27/2020 2580 5875 1.18% 4.91%
7/28/2020 2620 5850 1.55% -0.43%
7/29/2020 2580 5700 -1.53% -2.56%
7/30/2020 2550 5800 -1.16% 1.75%
8/3/2020 2530 5500 -0.78% -5.17%
8/4/2020 2560 5575 1.19% 1.36%
8/5/2020 2560 5700 0.00% 2.24%
8/6/2020 2530 5775 -1.17% 1.32%
8/7/2020 2570 5800 1.58% 0.43%
8/10/2020 2570 5800 0.00% 0.00%
8/11/2020 2600 5975 1.17% 3.02%
8/12/2020 2580 6150 -0.77% 2.93%
8/13/2020 2610 6050 1.16% -1.63%
8/14/2020 2590 6025 -0.77% -0.41%
8/18/2020 2560 6150 -1.16% 2.07%
8/19/2020 2540 6100 -0.78% -0.81%
8/24/2020 2550 6000 0.39% -1.64%
8/25/2020 2500 6250 -1.96% 4.17%
8/26/2020 2500 6350 0.00% 1.60%
8/27/2020 2500 6300 0.00% -0.79%
8/28/2020 2480 6225 -0.80% -1.19%
8/31/2020 2480 5950 0.00% -4.42%
9/1/2020 2490 6125 0.40% 2.94%
9/2/2020 2480 6075 -0.40% -0.82%
9/3/2020 2480 5975 0.00% -1.65%
9/4/2020 2550 5925 2.82% -0.84%
9/7/2020 2850 5850 11.76% -1.27%
9/8/2020 2730 5975 -4.21% 2.14%
9/9/2020 2740 5775 0.37% -3.35%
9/10/2020 2670 5375 -2.55% -6.93%
9/11/2020 2680 5475 0.37% 1.86%
9/14/2020 2670 5750 -0.37% 5.02%
9/15/2020 2670 5675 0.00% -1.30%
9/16/2020 2670 5650 0.00% -0.44%
9/17/2020 2670 5575 0.00% -1.33%
9/18/2020 2700 5575 1.12% 0.00%
 9/21/2020 2680 5475 -0.74% -1.79%
9/22/2020 2600 5300 -2.99% -3.20%
9/23/2020 2440 5200 -6.15% -1.89%
9/24/2020 2600 5075 6.56% -2.40%
9/25/2020 2500 5350 -3.85% 5.42%
9/28/2020 2460 5150 -1.60% -3.74%
9/29/2020 2550 5075 3.66% -1.46%
9/30/2020 2460 4960 -3.53% -2.27%
10/1/2020 2380 5200 -3.25% 4.84%
10/2/2020 2400 5200 0.84% 0.00%
10/5/2020 2350 5350 -2.08% 2.88%
10/6/2020 2350 5500 0.00% 2.80%
10/7/2020 2330 5550 -0.85% 0.91%
10/8/2020 2340 5450 0.43% -1.80%
10/9/2020 2420 5550 3.42% 1.83%
10/12/2020 2490 5625 2.89% 1.35%
10/13/2020 2500 5675 0.40% 0.89%
10/14/2020 2480 5775 -0.80% 1.76%
10/15/2020 2500 5600 0.81% -3.03%
10/16/2020 2510 5575 0.40% -0.45%
10/19/2020 2510 5700 0.00% 2.24%
10/20/2020 2470 5650 -1.59% -0.88%
10/21/2020 2450 5525 -0.81% -2.21%
10/22/2020 2450 5450 0.00% -1.36%
10/23/2020 2460 5550 0.41% 1.83%
10/26/2020 2480 5775 0.81% 4.05%
10/27/2020 2480 5775 0.00% 0.00%
11/2/2020 2530 5975 2.02% 3.46%
11/3/2020 2500 6000 -1.19% 0.42%
11/4/2020 2450 5700 -2.00% -5.00%
11/5/2020 2470 5975 0.82% 4.82%
11/6/2020 2560 6050 3.64% 1.26%
11/9/2020 2550 6150 -0.39% 1.65%
11/10/2020 2550 6375 0.00% 3.66%
11/11/2020 2580 6375 1.18% 0.00%
11/12/2020 2620 6175 1.55% -3.14%
11/13/2020 2580 6250 -1.53% 1.21%
11/16/2020 2550 6200 -1.16% -0.80%
11/17/2020 2530 6250 -0.78% 0.81%
11/18/2020 2560 6350 1.19% 1.60%
11/19/2020 2560 6325 0.00% -0.39%
11/20/2020 2530 6300 -1.17% -0.40%
11/23/2020 2570 6400 1.58% 1.59%
11/24/2020 2570 6425 0.00% 0.39%
11/25/2020 2600 6525 1.17% 1.56%
11/26/2020 2580 6725 -0.77% 3.07%
11/27/2020 2610 6650 1.16% -1.12%
11/30/2020 2590 6325 -0.77% -4.89%
12/1/2020 2560 6525 -1.16% 3.16%
12/2/2020 2540 6650 -0.78% 1.92%
12/3/2020 2550 6575 0.39% -1.13%
12/4/2020 2500 6600 -1.96% 0.38%
12/7/2020 2500 6700 0.00% 1.52%
12/8/2020 2500 6675 0.00% -0.37%
12/10/2020 2480 6800 -0.80% 1.87%
12/11/2020 2480 6775 0.00% -0.37%
12/14/2020 2490 6725 0.40% -0.74%
12/15/2020 2480 6700 -0.40% -0.37%
12/16/2020 2480 6775 0.00% 1.12%
12/17/2020 2550 6875 2.82% 1.48%
12/18/2020 2850 6700 11.76% -2.55%
12/21/2020 2730 6700 -4.21% 0.00%
12/22/2020 2740 6400 0.37% -4.48%
12/23/2020 2670 6350 -2.55% -0.78%
12/28/2020 2680 6525 0.37% 2.76%
12/29/2020 2670 6425 -0.37% -1.53%
12/30/2020 2670 6325 0.00% -1.56%
1/4/2021 2670 6500 0.00% 2.77%
1/5/2021 2670 6425 0.00% -1.15%
1/6/2021 2700 6425 1.12% 0.00%
1/7/2021 2680 6475 -0.74% 0.78%
1/8/2021 2600 6550 -2.99% 1.16%
1/11/2021 2500 6850 -3.85% 4.58%
1/12/2021 2480 6950 -0.80% 1.46%
1/13/2021 2480 6925 0.00% -0.36%
1/14/2021 2490 6850 0.40% -1.08%
1/15/2021 2480 6725 -0.40% -1.82%
1/18/2021 2480 6925 0.00% 2.97%
1/19/2021 2550 6975 2.82% 0.72%
1/20/2021 2850 7375 11.76% 5.73%
1/21/2021 2730 7250 -4.21% -1.69%
1/22/2021 2740 7200 0.37% -0.69%
1/25/2021 2670 7300 -2.55% 1.39%
1/26/2021 2680 7375 0.37% 1.03%
1/27/2021 2670 7300 -0.37% -1.02%
1/28/2021 2670 7050 0.00% -3.42%
1/29/2021 2670 6575 0.00% -6.74%
2/1/2021 2670 6700 0.00% 1.90%
2/2/2021 2700 6475 1.12% -3.36%
2/3/2021 2680 6500 -0.74% 0.39%
2/4/2021 2600 6575 -2.99% 1.15%
2/5/2021 2730 6550 5.00% -0.38%
2/8/2021 2740 6575 0.37% 0.38%
2/9/2021 2670 6500 -2.55% -1.14%
2/10/2021 2680 6500 0.37% 0.00%
2/11/2021 2670 6500 -0.37% 0.00%
2/15/2021 2670 6500 0.00% 0.00%
2/16/2021 2670 6475 0.00% -0.38%
2/17/2021 2670 6350 0.00% -1.93%
2/18/2021 2700 6250 1.12% -1.57%
2/19/2021 2680 6375 -0.74% 2.00%
2/22/2021 2600 6375 -2.99% 0.00%
2/23/2021 2500 6325 -3.85% -0.78%
2/24/2021 2480 6375 -0.80% 0.79%
2/25/2021 2480 6275 0.00% -1.57%
2/26/2021 2490 6150 0.40% -1.99%
3/1/2021 2480 6575 -0.40% 6.91%
3/2/2021 2480 6600 0.00% 0.38%
3/3/2021 2550 6600 2.82% 0.00%
3/4/2021 2850 6550 11.76% -0.76%
3/5/2021 2730 6475 -4.21% -1.15%
 Chart T
GRAFIK RETURN SAHAM
20.00%

15.00%

10.00%

5.00%

0.00%
-10.00% f(x)-5.00%
= 0.049902023757949 x + 0.0004478
0.00%
37 46 55 64 73 82 91 100 109 118 127 136 145 154 163 172 181 190 199 208 217 226 235 R² = 0.001314782980913
-5.00%

-10.00%

-15.00%

UNSP.JK W KAEF.JK W UNSP.JK Rp Risiko Portofolio

0.05% 10% 90% 3.265% 0.092% Return saham KAEF.JK
3.36% 20% 80% 3.174% 0.075% dengan tingkat korelasi s
30% 70% 3.082% 0.062% pembagian dana masin
40% 60% 2.990% 0.052%
50% 50% 2.898% 0.045%
60% 40% 2.806% 0.041%
70% 30% 2.715% 0.041%
80% 20% 2.623% 0.044%
90% 10% 2.531% 0.050%
 Chart Title
20.00%

15.00%

10.00%

5.00%

0.00%
049902023757949
% x + 0.000447836063922
0.00% 5.00% 10.00% 15.00%
01314782980913
-5.00%

-10.00%

-15.00%

Return saham KAEF.JK dan UNSP.JK memiliki tingkat fluktuasi yang kemiripannya rendah
dengan tingkat korelasi sebesar 3.63 %. Risiko dari portofolio saham BBRI dan BMRI dengan
pembagian dana masing-masing 10%-100% yang tertera pada tabel risiko porfolio sekitar
0,41%-0,92%
 Date KAEF.JK KLBF.JK IHSG RKAEF.JK RKLBF.JK RIHSG
3/9/2020 2350 1250 5136.809
3/10/2020 2290 1225 5220.826 -2.55% -2.00% 1.64%
3/11/2020 2200 1250 5154.105 -3.93% 2.04% -1.28%
3/12/2020 2160 1250 4895.748 -1.82% 0.00% -5.01%
3/13/2020 2220 1250 4907.571 2.78% 0.00% 0.24%
3/16/2020 2230 1270 4690.657 0.45% 1.60% -4.42%
3/17/2020 2300 1310 4456.749 3.14% 3.15% -4.99%
3/18/2020 2380 1315 4330.674 3.48% 0.38% -2.83%
3/19/2020 2350 1305 4105.422 -1.26% -0.76% -5.20%
3/20/2020 2320 1310 4194.944 -1.28% 0.38% 2.18%
3/23/2020 2320 1320 3989.517 0.00% 0.76% -4.90%
3/24/2020 2290 1275 3937.632 -1.29% -3.41% -1.30%
3/26/2020 2300 1270 4338.904 0.44% -0.39% 10.19%
3/27/2020 2310 1280 4545.571 0.43% 0.79% 4.76%
3/30/2020 2280 1290 4414.5 -1.30% 0.78% -2.88%
3/31/2020 2290 1285 4538.93 0.44% -0.39% 2.82%
4/1/2020 2320 1315 4466.037 1.31% 2.33% -1.61%
4/2/2020 2320 1305 4531.685 0.00% -0.76% 1.47%
4/3/2020 2330 1310 4623.429 0.43% 0.38% 2.02%
4/6/2020 2380 1290 4811.827 2.15% -1.53% 4.07%
4/7/2020 2380 1320 4778.639 0.00% 2.33% -0.69%
4/8/2020 2330 1295 4626.695 -2.10% -1.89% -3.18%
4/9/2020 2340 1360 4649.079 0.43% 5.02% 0.48%
4/13/2020 2330 1315 4623.894 -0.43% -3.31% -0.54%
4/14/2020 2310 1300 4706.491 -0.86% -1.14% 1.79%
4/15/2020 2320 1300 4625.905 0.43% 0.00% -1.71%
4/16/2020 2390 1300 4480.607 3.02% 0.00% -3.14%
4/17/2020 2330 1290 4634.821 -2.51% -0.77% 3.44%
4/20/2020 2400 1275 4575.905 3.00% -1.16% -1.27%
4/21/2020 2410 1290 4501.919 0.42% 1.18% -1.62%
4/22/2020 2340 1260 4567.562 -2.90% -2.33% 1.46%
4/23/2020 2330 1220 4593.554 -0.43% -3.17% 0.57%
4/24/2020 2340 1215 4496.064 0.43% -0.41% -2.12%
4/27/2020 2310 1210 4513.141 -1.28% -0.41% 0.38%
4/28/2020 2310 1210 4529.554 0.00% 0.00% 0.36%
4/29/2020 2340 1215 4567.323 1.30% 0.41% 0.83%
4/30/2020 2410 1320 4716.403 2.99% 8.64% 3.26%
5/4/2020 2410 1320 4605.487 0.00% 0.00% -2.35%
5/5/2020 2420 1325 4630.133 0.41% 0.38% 0.54%
5/6/2020 2410 1300 4608.79 -0.41% -1.89% -0.46%
5/8/2020 2420 1300 4597.43 0.41% 0.00% -0.25%
5/11/2020 2410 1295 4639.105 -0.41% -0.38% 0.91%
5/12/2020 2420 1310 4588.734 0.41% 1.16% -1.09%
5/13/2020 2380 1345 4554.359 -1.65% 2.67% -0.75%
5/14/2020 2360 1345 4513.834 -0.84% 0.00% -0.89%
5/15/2020 2330 1320 4507.607 -1.27% -1.86% -0.14%
5/18/2020 2300 1270 4511.058 -1.29% -3.79% 0.08%
5/19/2020 2140 1210 4548.656 -6.96% -4.72% 0.83%
5/20/2020 2250 1215 4545.952 5.14% 0.41% -0.06%
5/26/2020 2250 1235 4626.799 0.00% 1.65% 1.78%
5/27/2020 2210 1225 4641.555 -1.78% -0.81% 0.32%
5/28/2020 2210 1225 4716.185 0.00% 0.00% 1.61%
5/29/2020 2210 1200 4753.612 0.00% -2.04% 0.79%
6/2/2020 2280 1190 4847.507 3.17% -0.83% 1.98%
6/3/2020 2360 1235 4941.006 3.51% 3.78% 1.93%
6/4/2020 2340 1220 4916.704 -0.85% -1.21% -0.49%
6/5/2020 2320 1210 4947.782 -0.85% -0.82% 0.63%
6/8/2020 2360 1255 5070.561 1.72% 3.72% 2.48%
6/9/2020 2360 1260 5035.055 0.00% 0.40% -0.70%
6/10/2020 2390 1290 4920.682 1.27% 2.38% -2.27%
6/11/2020 2440 1290 4854.754 2.09% 0.00% -1.34%
6/12/2020 2600 1320 4880.359 6.56% 2.33% 0.53%
6/15/2020 2500 1320 4816.336 -3.85% 0.00% -1.31%
6/16/2020 2460 1355 4986.458 -1.60% 2.65% 3.53%
6/17/2020 2550 1380 4987.776 3.66% 1.85% 0.03%
6/18/2020 2460 1385 4925.248 -3.53% 0.36% -1.25%
6/19/2020 2380 1375 4942.275 -3.25% -0.72% 0.35%
6/22/2020 2400 1380 4918.831 0.84% 0.36% -0.47%
6/23/2020 2350 1300 4879.133 -2.08% -5.80% -0.81%
6/24/2020 2350 1265 4964.735 0.00% -2.69% 1.75%
6/25/2020 2330 1290 4896.73 -0.85% 1.98% -1.37%
6/26/2020 2340 1250 4904.088 0.43% -3.10% 0.15%
6/29/2020 2420 1285 4901.818 3.42% 2.80% -0.05%
6/30/2020 2490 1255 4905.392 2.89% -2.33% 0.07%
7/1/2020 2500 1270 4914.388 0.40% 1.20% 0.18%
7/2/2020 2480 1285 4966.78 -0.80% 1.18% 1.07%
7/3/2020 2500 1350 4973.794 0.81% 5.06% 0.14%
7/6/2020 2510 1360 4988.866 0.40% 0.74% 0.30%
7/7/2020 2510 1365 4987.082 0.00% 0.37% -0.04%
7/8/2020 2470 1380 5076.174 -1.59% 1.10% 1.79%
7/9/2020 2450 1340 5052.794 -0.81% -2.90% -0.46%
7/10/2020 2450 1320 5031.256 0.00% -1.49% -0.43%
7/13/2020 2460 1280 5064.447 0.41% -3.03% 0.66%
7/14/2020 2480 1315 5079.122 0.81% 2.73% 0.29%
7/15/2020 2480 1335 5075.798 0.00% 1.52% -0.07%
7/16/2020 2530 1340 5098.374 2.02% 0.37% 0.44%
7/17/2020 2500 1350 5079.585 -1.19% 0.75% -0.37%
7/20/2020 2450 1370 5051.106 -2.00% 1.48% -0.56%
7/21/2020 2470 1340 5114.709 0.82% -2.19% 1.26%
7/22/2020 2560 1360 5110.187 3.64% 1.49% -0.09%
7/23/2020 2550 1340 5145.01 -0.39% -1.47% 0.68%
7/24/2020 2550 1335 5082.991 0.00% -0.37% -1.21%
7/27/2020 2580 1390 5116.666 1.18% 4.12% 0.66%
7/28/2020 2620 1405 5112.989 1.55% 1.08% -0.07%
7/29/2020 2580 1420 5149.63 -1.53% 1.07% 0.72%
7/30/2020 2550 1335 5149.627 -1.16% -5.99% 0.00%
8/3/2020 2530 1450 5006.223 -0.78% 8.61% -2.78%
8/4/2020 2560 1485 5075.002 1.19% 2.41% 1.37%
8/5/2020 2560 1515 5127.051 0.00% 2.02% 1.03%
8/6/2020 2530 1535 5178.272 -1.17% 1.32% 1.00%
8/7/2020 2570 1540 5143.893 1.58% 0.33% -0.66%
8/10/2020 2570 1540 5157.834 0.00% 0.00% 0.27%
8/11/2020 2600 1560 5190.17 1.17% 1.30% 0.63%
8/12/2020 2580 1590 5233.452 -0.77% 1.92% 0.83%
8/13/2020 2610 1565 5239.25 1.16% -1.57% 0.11%
8/14/2020 2590 1610 5247.69 -0.77% 2.88% 0.16%
8/18/2020 2560 1570 5295.174 -1.16% -2.48% 0.90%
8/19/2020 2540 1575 5272.81 -0.78% 0.32% -0.42%
8/24/2020 2550 1535 5277.041 0.39% -2.54% 0.08%
8/25/2020 2500 1525 5338.888 -1.96% -0.65% 1.17%
8/26/2020 2500 1555 5340.328 0.00% 1.97% 0.03%
8/27/2020 2500 1600 5371.472 0.00% 2.89% 0.58%
8/28/2020 2480 1610 5346.659 -0.80% 0.63% -0.46%
8/31/2020 2480 1630 5238.487 0.00% 1.24% -2.02%
9/1/2020 2490 1635 5310.679 0.40% 0.31% 1.38%
9/2/2020 2480 1580 5311.97 -0.40% -3.36% 0.02%
9/3/2020 2480 1505 5280.813 0.00% -4.75% -0.59%
9/4/2020 2550 1475 5239.851 2.82% -1.99% -0.78%
9/7/2020 2850 1500 5230.196 11.76% 1.69% -0.18%
9/8/2020 2730 1490 5244.072 -4.21% -0.67% 0.27%
9/9/2020 2740 1475 5149.376 0.37% -1.01% -1.81%
9/10/2020 2670 1460 4891.461 -2.55% -1.02% -5.01%
9/11/2020 2680 1490 5016.712 0.37% 2.05% 2.56%
9/14/2020 2670 1530 5161.828 -0.37% 2.68% 2.89%
9/15/2020 2670 1545 5100.865 0.00% 0.98% -1.18%
9/16/2020 2670 1545 5058.482 0.00% 0.00% -0.83%
9/17/2020 2670 1545 5038.401 0.00% 0.00% -0.40%
9/18/2020 2700 1510 5059.223 1.12% -2.27% 0.41%
9/21/2020 2680 1525 4999.36 -0.74% 0.99% -1.18%
9/22/2020 2600 1520 4934.093 -2.99% -0.33% -1.31%
9/23/2020 2440 1290 4917.955 -6.15% -15.13% -0.33%
9/24/2020 2600 1320 4842.756 6.56% 2.33% -1.53%
9/25/2020 2500 1320 4945.791 -3.85% 0.00% 2.13%
9/28/2020 2460 1355 4906.548 -1.60% 2.65% -0.79%
9/29/2020 2550 1380 4879.098 3.66% 1.85% -0.56%
9/30/2020 2460 1385 4870.039 -3.53% 0.36% -0.19%
10/1/2020 2380 1375 4970.094 -3.25% -0.72% 2.05%
 10/2/2020 2400 1380 4926.734 0.84% 0.36% -0.87%
10/5/2020 2350 1300 4958.769 -2.08% -5.80% 0.65%
10/6/2020 2350 1265 4999.221 0.00% -2.69% 0.82%
10/7/2020 2330 1290 5004.327 -0.85% 1.98% 0.10%
10/8/2020 2340 1250 5039.142 0.43% -3.10% 0.70%
10/9/2020 2420 1285 5053.663 3.42% 2.80% 0.29%
10/12/2020 2490 1255 5093.099 2.89% -2.33% 0.78%
10/13/2020 2500 1270 5132.572 0.40% 1.20% 0.78%
10/14/2020 2480 1285 5176.099 -0.80% 1.18% 0.85%
10/15/2020 2500 1350 5105.15 0.81% 5.06% -1.37%
10/16/2020 2510 1360 5103.414 0.40% 0.74% -0.03%
10/19/2020 2510 1365 5126.33 0.00% 0.37% 0.45%
10/20/2020 2470 1380 5099.84 -1.59% 1.10% -0.52%
10/21/2020 2450 1340 5096.446 -0.81% -2.90% -0.07%
10/22/2020 2450 1320 5091.816 0.00% -1.49% -0.09%
10/23/2020 2460 1280 5112.188 0.41% -3.03% 0.40%
10/26/2020 2480 1315 5144.049 0.81% 2.73% 0.62%
10/27/2020 2480 1335 5128.225 0.00% 1.52% -0.31%
11/2/2020 2530 1340 5115.128 2.02% 0.37% -0.26%
11/3/2020 2500 1350 5159.452 -1.19% 0.75% 0.87%
11/4/2020 2450 1370 5105.199 -2.00% 1.48% -1.05%
11/5/2020 2470 1340 5260.326 0.82% -2.19% 3.04%
11/6/2020 2560 1360 5335.529 3.64% 1.49% 1.43%
11/9/2020 2550 1340 5356.005 -0.39% -1.47% 0.38%
11/10/2020 2550 1335 5462.739 0.00% -0.37% 1.99%
11/11/2020 2580 1390 5509.513 1.18% 4.12% 0.86%
11/12/2020 2620 1405 5458.602 1.55% 1.08% -0.92%
11/13/2020 2580 1420 5461.058 -1.53% 1.07% 0.04%
11/16/2020 2550 1335 5494.872 -1.16% -5.99% 0.62%
11/17/2020 2530 1450 5529.94 -0.78% 8.61% 0.64%
11/18/2020 2560 1485 5557.518 1.19% 2.41% 0.50%
11/19/2020 2560 1515 5594.059 0.00% 2.02% 0.66%
11/20/2020 2530 1535 5571.656 -1.17% 1.32% -0.40%
11/23/2020 2570 1540 5652.764 1.58% 0.33% 1.46%
11/24/2020 2570 1540 5701.029 0.00% 0.00% 0.85%
11/25/2020 2600 1560 5679.247 1.17% 1.30% -0.38%
11/26/2020 2580 1590 5759.916 -0.77% 1.92% 1.42%
11/27/2020 2610 1565 5783.335 1.16% -1.57% 0.41%
11/30/2020 2590 1610 5612.415 -0.77% 2.88% -2.96%
12/1/2020 2560 1570 5724.742 -1.16% -2.48% 2.00%
12/2/2020 2540 1575 5813.987 -0.78% 0.32% 1.56%
12/3/2020 2550 1535 5822.942 0.39% -2.54% 0.15%
12/4/2020 2500 1525 5810.483 -1.96% -0.65% -0.21%
12/7/2020 2500 1555 5930.759 0.00% 1.97% 2.07%
12/8/2020 2500 1600 5944.409 0.00% 2.89% 0.23%
12/10/2020 2480 1610 5933.698 -0.80% 0.63% -0.18%
12/11/2020 2480 1630 5938.329 0.00% 1.24% 0.08%
12/14/2020 2490 1635 6012.516 0.40% 0.31% 1.25%
12/15/2020 2480 1580 6010.128 -0.40% -3.36% -0.04%
12/16/2020 2480 1505 6118.402 0.00% -4.75% 1.80%
12/17/2020 2550 1475 6113.382 2.82% -1.99% -0.08%
12/18/2020 2850 1500 6104.324 11.76% 1.69% -0.15%
12/21/2020 2730 1490 6165.624 -4.21% -0.67% 1.00%
12/22/2020 2740 1475 6023.289 0.37% -1.01% -2.31%
12/23/2020 2670 1460 6008.709 -2.55% -1.02% -0.24%
12/28/2020 2680 1490 6093.554 0.37% 2.05% 1.41%
12/29/2020 2670 1530 6036.174 -0.37% 2.68% -0.94%
12/30/2020 2670 1545 5979.073 0.00% 0.98% -0.95%
1/4/2021 2670 1545 6104.898 0.00% 0.00% 2.10%
1/5/2021 2670 1545 6137.343 0.00% 0.00% 0.53%
1/6/2021 2700 1510 6065.682 1.12% -2.27% -1.17%
1/7/2021 2680 1525 6153.633 -0.74% 0.99% 1.45%
1/8/2021 2600 1520 6257.835 -2.99% -0.33% 1.69%
1/11/2021 2500 1600 6382.937 -3.85% 5.26% 2.00%
1/12/2021 2480 1610 6395.669 -0.80% 0.63% 0.20%
1/13/2021 2480 1630 6435.205 0.00% 1.24% 0.62%
1/14/2021 2490 1635 6428.315 0.40% 0.31% -0.11%
1/15/2021 2480 1580 6373.412 -0.40% -3.36% -0.85%
1/18/2021 2480 1505 6389.834 0.00% -4.75% 0.26%
1/19/2021 2550 1475 6321.856 2.82% -1.99% -1.06%
1/20/2021 2850 1500 6429.758 11.76% 1.69% 1.71%
1/21/2021 2730 1490 6413.892 -4.21% -0.67% -0.25%
1/22/2021 2740 1475 6307.127 0.37% -1.01% -1.66%
1/25/2021 2670 1460 6258.572 -2.55% -1.02% -0.77%
1/26/2021 2680 1490 6140.171 0.37% 2.05% -1.89%
1/27/2021 2670 1530 6109.168 -0.37% 2.68% -0.50%
1/28/2021 2670 1545 5979.387 0.00% 0.98% -2.12%
1/29/2021 2670 1545 5862.352 0.00% 0.00% -1.96%
2/1/2021 2670 1545 6067.545 0.00% 0.00% 3.50%
2/2/2021 2700 1510 6043.841 1.12% -2.27% -0.39%
2/3/2021 2680 1525 6077.745 -0.74% 0.99% 0.56%
2/4/2021 2600 1520 6107.216 -2.99% -0.33% 0.48%
2/5/2021 2730 1490 6151.729 5.00% -1.97% 0.73%
2/8/2021 2740 1475 6208.866 0.37% -1.01% 0.93%
2/9/2021 2670 1460 6181.672 -2.55% -1.02% -0.44%
2/10/2021 2680 1490 6201.828 0.37% 2.05% 0.33%
2/11/2021 2670 1530 6222.521 -0.37% 2.68% 0.33%
2/15/2021 2670 1545 6270.324 0.00% 0.98% 0.77%
2/16/2021 2670 1545 6292.396 0.00% 0.00% 0.35%
2/17/2021 2670 1545 6227.728 0.00% 0.00% -1.03%
2/18/2021 2700 1510 6200.308 1.12% -2.27% -0.44%
2/19/2021 2680 1525 6231.932 -0.74% 0.99% 0.51%
2/22/2021 2600 1520 6255.312 -2.99% -0.33% 0.38%
2/23/2021 2500 1600 6272.807 -3.85% 5.26% 0.28%
2/24/2021 2480 1610 6251.054 -0.80% 0.63% -0.35%
2/25/2021 2480 1630 6289.646 0.00% 1.24% 0.62%
2/26/2021 2490 1635 6241.796 0.40% 0.31% -0.76%
3/1/2021 2480 1580 6338.513 -0.40% -3.36% 1.55%
3/2/2021 2480 1505 6359.205 0.00% -4.75% 0.33%
3/3/2021 2550 1475 6376.757 2.82% -1.99% 0.28%
3/4/2021 2850 1500 6290.799 11.76% 1.69% -1.35%
3/5/2021 2730 1490 6258.749 -4.21% -0.67% -0.51%
 GRAFIK RETURN SAHAM
0.15

0.1

0.05

0
1 9 17 25 33 41 49 57 65 73 81 89 97 105 113 121 129 137 145 153 161 169 177 185 193 201 209
-0.05

-0.1

-0.15

-0.2

RKAEF.JK RKLBF.JK RIHSG

KAEF.JK KLBF.JK
Ekspektasi 0.09% 0.11%
Risiko 2.44% 2.52%
Kovarians 0.013%
Korelasi 0.22

W KAEF.JK W KLBF.JK Rp Risiko Portofolio

10% 90% 2.508% 0.092%
20% 80% 2.501% 0.075%
30% 70% 2.493% 0.062%
40% 60% 2.485% 0.052%
50% 50% 2.478% 0.045%
60% 40% 2.470% 0.041%
70% 30% 2.462% 0.041%
80% 20% 2.455% 0.044%
90% 10% 2.447% 0.050%
URN SAHAM SCATTER RETURN KAEF.JK
DAN IHSG
15.00%

10.00%

121 129 137 145 153 161 169 177 185 193 201 209 217 225 233 5.00%

0.00%
-10.00% f(x) = − 0.014198197486724
-5.00% 0.00% x + 0.00093210192092
5.00%
R² = 9.27763584126495E-05
-5.00%

-10.00%

RKLBF.JK RIHSG
ANALISIS KAEF DAN IHSG
Y = 0,0142x - 7E-05
RBBRI = 7E-05 + 0,0142 x IHSG
Jika RIHSG naik 1% maka RBBRI naik sebesar 1,01
ER RETURN KAEF.JK SCATTER RETURN KLBF
HSG DAN IHSG
% 15.00%

10.00%
%
5.00%
%
0.00%
-10.00% f(x) = − 0.024108481972396
-5.00% 0.00% x + 0.001080880601594
5.00% 10.00%
R² = 0.000251470656824
% -5.00%
197486724 x + 0.00093210192092
0.00% 5.00% 10.00% 15.00%
26495E-05 -10.00%
%
-15.00%

% -20.00%

ANALISIS KAEF DAN IHSG ANALISIS KLBF DAN IHSG

Y = 0,0142x - 7E-05 Y = 0,0241x - 0,00011
0142 x IHSG RBMRI = 0,0003 + 0,0241 x IHSG
maka RBBRI naik sebesar 1,0142% Jika RIHSG naik 1% maka RBBRI naik sebesar 1,0241%
ETURN KLBF

396 x + 0.001080880601594
5.00% 10.00% 15.00%

BF DAN IHSG
x - 0,00011
HSG
BRI naik sebesar 1,0241%
 Date KAEF.JK IHSG UNSP.JK RKAEF.JK RUNSP.JK RIHSG
3/9/2020 2350 5136.809 6575
3/10/2020 2290 5220.826 6875 -2.55% 4.56% 1.64%
3/11/2020 2200 5154.105 6825 -3.93% -0.73% -1.28%
3/12/2020 2160 4895.748 6425 -1.82% -5.86% -5.01%
3/13/2020 2220 4907.571 6350 2.78% -1.17% 0.24%
3/16/2020 2230 4690.657 6350 0.45% 0.00% -4.42%
3/17/2020 2300 4456.749 5525 3.14% -12.99% -4.99%
3/18/2020 2380 4330.674 5150 3.48% -6.79% -2.83%
3/19/2020 2350 4105.422 4790 -1.26% -6.99% -5.20%
3/20/2020 2320 4194.944 4460 -1.28% -6.89% 2.18%
3/23/2020 2320 3989.517 4150 0.00% -6.95% -4.90%
3/24/2020 2290 3937.632 3860 -1.29% -6.99% -1.30%
3/26/2020 2300 4338.904 4470 0.44% 15.80% 10.19%
3/27/2020 2310 4545.571 4940 0.43% 10.51% 4.76%
3/30/2020 2280 4414.5 4600 -1.30% -6.88% -2.88%
3/31/2020 2290 4538.93 4680 0.44% 1.74% 2.82%
4/1/2020 2320 4466.037 4610 1.31% -1.50% -1.61%
4/2/2020 2320 4531.685 4750 0.00% 3.04% 1.47%
4/3/2020 2330 4623.429 5025 0.43% 5.79% 2.02%
4/6/2020 2380 4811.827 5200 2.15% 3.48% 4.07%
4/7/2020 2380 4778.639 5125 0.00% -1.44% -0.69%
4/8/2020 2330 4626.695 4770 -2.10% -6.93% -3.18%
4/9/2020 2340 4649.079 4670 0.43% -2.10% 0.48%
4/13/2020 2330 4623.894 4470 -0.43% -4.28% -0.54%
4/14/2020 2310 4706.491 4570 -0.86% 2.24% 1.79%
4/15/2020 2320 4625.905 4400 0.43% -3.72% -1.71%
4/16/2020 2390 4480.607 4210 3.02% -4.32% -3.14%
4/17/2020 2330 4634.821 4380 -2.51% 4.04% 3.44%
4/20/2020 2400 4575.905 4370 3.00% -0.23% -1.27%
4/21/2020 2410 4501.919 4350 0.42% -0.46% -1.62%
4/22/2020 2340 4567.562 4490 -2.90% 3.22% 1.46%
4/23/2020 2330 4593.554 4500 -0.43% 0.22% 0.57%
4/24/2020 2340 4496.064 4280 0.43% -4.89% -2.12%
4/27/2020 2310 4513.141 4150 -1.28% -3.04% 0.38%
4/28/2020 2310 4529.554 4150 0.00% 0.00% 0.36%
4/29/2020 2340 4567.323 4000 1.30% -3.61% 0.83%
4/30/2020 2410 4716.403 4460 2.99% 11.50% 3.26%
5/4/2020 2410 4605.487 4290 0.00% -3.81% -2.35%
5/5/2020 2420 4630.133 4220 0.41% -1.63% 0.54%
5/6/2020 2410 4608.79 4160 -0.41% -1.42% -0.46%
5/8/2020 2420 4597.43 4200 0.41% 0.96% -0.25%
5/11/2020 2410 4639.105 4230 -0.41% 0.71% 0.91%
5/12/2020 2420 4588.734 4010 0.41% -5.20% -1.09%
5/13/2020 2380 4554.359 4010 -1.65% 0.00% -0.75%
5/14/2020 2360 4513.834 3950 -0.84% -1.50% -0.89%
5/15/2020 2330 4507.607 3760 -1.27% -4.81% -0.14%
5/18/2020 2300 4511.058 3720 -1.29% -1.06% 0.08%
5/19/2020 2140 4548.656 3860 -6.96% 3.76% 0.83%
5/20/2020 2250 4545.952 4070 5.14% 5.44% -0.06%
5/26/2020 2250 4626.799 4100 0.00% 0.74% 1.78%
5/27/2020 2210 4641.555 4110 -1.78% 0.24% 0.32%
5/28/2020 2210 4716.185 4290 0.00% 4.38% 1.61%
5/29/2020 2210 4753.612 4470 0.00% 4.20% 0.79%
6/2/2020 2280 4847.507 4620 3.17% 3.36% 1.98%
6/3/2020 2360 4941.006 4860 3.51% 5.19% 1.93%
6/4/2020 2340 4916.704 4730 -0.85% -2.67% -0.49%
6/5/2020 2320 4947.782 4850 -0.85% 2.54% 0.63%
6/8/2020 2360 5070.561 5250 1.72% 8.25% 2.48%
6/9/2020 2360 5035.055 5275 0.00% 0.48% -0.70%
6/10/2020 2390 4920.682 4910 1.27% -6.92% -2.27%
6/11/2020 2440 4854.754 4690 2.09% -4.48% -1.34%
6/12/2020 2600 4880.359 4890 6.56% 4.26% 0.53%
6/15/2020 2500 4816.336 4720 -3.85% -3.48% -1.31%
6/16/2020 2460 4986.458 5025 -1.60% 6.46% 3.53%
6/17/2020 2550 4987.776 4900 3.66% -2.49% 0.03%
6/18/2020 2460 4925.248 4820 -3.53% -1.63% -1.25%
6/19/2020 2380 4942.275 4880 -3.25% 1.24% 0.35%
6/22/2020 2400 4918.831 4810 0.84% -1.43% -0.47%
6/23/2020 2350 4879.133 4790 -2.08% -0.42% -0.81%
6/24/2020 2350 4964.735 5150 0.00% 7.52% 1.75%
6/25/2020 2330 4896.73 5025 -0.85% -2.43% -1.37%
6/26/2020 2340 4904.088 5000 0.43% -0.50% 0.15%
6/29/2020 2420 4901.818 4940 3.42% -1.20% -0.05%
6/30/2020 2490 4905.392 4950 2.89% 0.20% 0.07%
7/1/2020 2500 4914.388 4990 0.40% 0.81% 0.18%
7/2/2020 2480 4966.78 5000 -0.80% 0.20% 1.07%
7/3/2020 2500 4973.794 5000 0.81% 0.00% 0.14%
7/6/2020 2510 4988.866 5075 0.40% 1.50% 0.30%
7/7/2020 2510 4987.082 5050 0.00% -0.49% -0.04%
7/8/2020 2470 5076.174 5275 -1.59% 4.46% 1.79%
7/9/2020 2450 5052.794 5250 -0.81% -0.47% -0.46%
7/10/2020 2450 5031.256 5175 0.00% -1.43% -0.43%
7/13/2020 2460 5064.447 5250 0.41% 1.45% 0.66%
7/14/2020 2480 5079.122 5300 0.81% 0.95% 0.29%
7/15/2020 2480 5075.798 5275 0.00% -0.47% -0.07%
7/16/2020 2530 5098.374 5275 2.02% 0.00% 0.44%
7/17/2020 2500 5079.585 5175 -1.19% -1.90% -0.37%
7/20/2020 2450 5051.106 5100 -2.00% -1.45% -0.56%
7/21/2020 2470 5114.709 5300 0.82% 3.92% 1.26%
7/22/2020 2560 5110.187 5425 3.64% 2.36% -0.09%
7/23/2020 2550 5145.01 5700 -0.39% 5.07% 0.68%
7/24/2020 2550 5082.991 5600 0.00% -1.75% -1.21%
7/27/2020 2580 5116.666 5875 1.18% 4.91% 0.66%
7/28/2020 2620 5112.989 5850 1.55% -0.43% -0.07%
7/29/2020 2580 5149.63 5700 -1.53% -2.56% 0.72%
7/30/2020 2550 5149.627 5800 -1.16% 1.75% 0.00%
8/3/2020 2530 5006.223 5500 -0.78% -5.17% -2.78%
8/4/2020 2560 5075.002 5575 1.19% 1.36% 1.37%
8/5/2020 2560 5127.051 5700 0.00% 2.24% 1.03%
8/6/2020 2530 5178.272 5775 -1.17% 1.32% 1.00%
8/7/2020 2570 5143.893 5800 1.58% 0.43% -0.66%
8/10/2020 2570 5157.834 5800 0.00% 0.00% 0.27%
8/11/2020 2600 5190.17 5975 1.17% 3.02% 0.63%
8/12/2020 2580 5233.452 6150 -0.77% 2.93% 0.83%
8/13/2020 2610 5239.25 6050 1.16% -1.63% 0.11%
8/14/2020 2590 5247.69 6025 -0.77% -0.41% 0.16%
8/18/2020 2560 5295.174 6150 -1.16% 2.07% 0.90%
8/19/2020 2540 5272.81 6100 -0.78% -0.81% -0.42%
8/24/2020 2550 5277.041 6000 0.39% -1.64% 0.08%
8/25/2020 2500 5338.888 6250 -1.96% 4.17% 1.17%
8/26/2020 2500 5340.328 6350 0.00% 1.60% 0.03%
8/27/2020 2500 5371.472 6300 0.00% -0.79% 0.58%
8/28/2020 2480 5346.659 6225 -0.80% -1.19% -0.46%
8/31/2020 2480 5238.487 5950 0.00% -4.42% -2.02%
9/1/2020 2490 5310.679 6125 0.40% 2.94% 1.38%
9/2/2020 2480 5311.97 6075 -0.40% -0.82% 0.02%
9/3/2020 2480 5280.813 5975 0.00% -1.65% -0.59%
9/4/2020 2550 5239.851 5925 2.82% -0.84% -0.78%
9/7/2020 2850 5230.196 5850 11.76% -1.27% -0.18%
9/8/2020 2730 5244.072 5975 -4.21% 2.14% 0.27%
9/9/2020 2740 5149.376 5775 0.37% -3.35% -1.81%
9/10/2020 2670 4891.461 5375 -2.55% -6.93% -5.01%
9/11/2020 2680 5016.712 5475 0.37% 1.86% 2.56%
9/14/2020 2670 5161.828 5750 -0.37% 5.02% 2.89%
9/15/2020 2670 5100.865 5675 0.00% -1.30% -1.18%
9/16/2020 2670 5058.482 5650 0.00% -0.44% -0.83%
9/17/2020 2670 5038.401 5575 0.00% -1.33% -0.40%
9/18/2020 2700 5059.223 5575 1.12% 0.00% 0.41%
 9/21/2020 2680 4999.36 5475 -0.74% -1.79% -1.18%
9/22/2020 2600 4934.093 5300 -2.99% -3.20% -1.31%
9/23/2020 2440 4917.955 5200 -6.15% -1.89% -0.33%
9/24/2020 2600 4842.756 5075 6.56% -2.40% -1.53%
9/25/2020 2500 4945.791 5350 -3.85% 5.42% 2.13%
9/28/2020 2460 4906.548 5150 -1.60% -3.74% -0.79%
9/29/2020 2550 4879.098 5075 3.66% -1.46% -0.56%
9/30/2020 2460 4870.039 4960 -3.53% -2.27% -0.19%
10/1/2020 2380 4970.094 5200 -3.25% 4.84% 2.05%
10/2/2020 2400 4926.734 5200 0.84% 0.00% -0.87%
10/5/2020 2350 4958.769 5350 -2.08% 2.88% 0.65%
10/6/2020 2350 4999.221 5500 0.00% 2.80% 0.82%
10/7/2020 2330 5004.327 5550 -0.85% 0.91% 0.10%
10/8/2020 2340 5039.142 5450 0.43% -1.80% 0.70%
10/9/2020 2420 5053.663 5550 3.42% 1.83% 0.29%
10/12/2020 2490 5093.099 5625 2.89% 1.35% 0.78%
10/13/2020 2500 5132.572 5675 0.40% 0.89% 0.78%
10/14/2020 2480 5176.099 5775 -0.80% 1.76% 0.85%
10/15/2020 2500 5105.15 5600 0.81% -3.03% -1.37%
10/16/2020 2510 5103.414 5575 0.40% -0.45% -0.03%
10/19/2020 2510 5126.33 5700 0.00% 2.24% 0.45%
10/20/2020 2470 5099.84 5650 -1.59% -0.88% -0.52%
10/21/2020 2450 5096.446 5525 -0.81% -2.21% -0.07%
10/22/2020 2450 5091.816 5450 0.00% -1.36% -0.09%
10/23/2020 2460 5112.188 5550 0.41% 1.83% 0.40%
10/26/2020 2480 5144.049 5775 0.81% 4.05% 0.62%
10/27/2020 2480 5128.225 5775 0.00% 0.00% -0.31%
11/2/2020 2530 5115.128 5975 2.02% 3.46% -0.26%
11/3/2020 2500 5159.452 6000 -1.19% 0.42% 0.87%
11/4/2020 2450 5105.199 5700 -2.00% -5.00% -1.05%
11/5/2020 2470 5260.326 5975 0.82% 4.82% 3.04%
11/6/2020 2560 5335.529 6050 3.64% 1.26% 1.43%
11/9/2020 2550 5356.005 6150 -0.39% 1.65% 0.38%
11/10/2020 2550 5462.739 6375 0.00% 3.66% 1.99%
11/11/2020 2580 5509.513 6375 1.18% 0.00% 0.86%
11/12/2020 2620 5458.602 6175 1.55% -3.14% -0.92%
11/13/2020 2580 5461.058 6250 -1.53% 1.21% 0.04%
11/16/2020 2550 5494.872 6200 -1.16% -0.80% 0.62%
11/17/2020 2530 5529.94 6250 -0.78% 0.81% 0.64%
11/18/2020 2560 5557.518 6350 1.19% 1.60% 0.50%
11/19/2020 2560 5594.059 6325 0.00% -0.39% 0.66%
11/20/2020 2530 5571.656 6300 -1.17% -0.40% -0.40%
11/23/2020 2570 5652.764 6400 1.58% 1.59% 1.46%
11/24/2020 2570 5701.029 6425 0.00% 0.39% 0.85%
11/25/2020 2600 5679.247 6525 1.17% 1.56% -0.38%
11/26/2020 2580 5759.916 6725 -0.77% 3.07% 1.42%
11/27/2020 2610 5783.335 6650 1.16% -1.12% 0.41%
11/30/2020 2590 5612.415 6325 -0.77% -4.89% -2.96%
12/1/2020 2560 5724.742 6525 -1.16% 3.16% 2.00%
12/2/2020 2540 5813.987 6650 -0.78% 1.92% 1.56%
12/3/2020 2550 5822.942 6575 0.39% -1.13% 0.15%
12/4/2020 2500 5810.483 6600 -1.96% 0.38% -0.21%
12/7/2020 2500 5930.759 6700 0.00% 1.52% 2.07%
12/8/2020 2500 5944.409 6675 0.00% -0.37% 0.23%
12/10/2020 2480 5933.698 6800 -0.80% 1.87% -0.18%
12/11/2020 2480 5938.329 6775 0.00% -0.37% 0.08%
12/14/2020 2490 6012.516 6725 0.40% -0.74% 1.25%
12/15/2020 2480 6010.128 6700 -0.40% -0.37% -0.04%
12/16/2020 2480 6118.402 6775 0.00% 1.12% 1.80%
12/17/2020 2550 6113.382 6875 2.82% 1.48% -0.08%
12/18/2020 2850 6104.324 6700 11.76% -2.55% -0.15%
12/21/2020 2730 6165.624 6700 -4.21% 0.00% 1.00%
12/22/2020 2740 6023.289 6400 0.37% -4.48% -2.31%
12/23/2020 2670 6008.709 6350 -2.55% -0.78% -0.24%
12/28/2020 2680 6093.554 6525 0.37% 2.76% 1.41%
12/29/2020 2670 6036.174 6425 -0.37% -1.53% -0.94%
12/30/2020 2670 5979.073 6325 0.00% -1.56% -0.95%
1/4/2021 2670 6104.898 6500 0.00% 2.77% 2.10%
1/5/2021 2670 6137.343 6425 0.00% -1.15% 0.53%
1/6/2021 2700 6065.682 6425 1.12% 0.00% -1.17%
1/7/2021 2680 6153.633 6475 -0.74% 0.78% 1.45%
1/8/2021 2600 6257.835 6550 -2.99% 1.16% 1.69%
1/11/2021 2500 6382.937 6850 -3.85% 4.58% 2.00%
1/12/2021 2480 6395.669 6950 -0.80% 1.46% 0.20%
1/13/2021 2480 6435.205 6925 0.00% -0.36% 0.62%
1/14/2021 2490 6428.315 6850 0.40% -1.08% -0.11%
1/15/2021 2480 6373.412 6725 -0.40% -1.82% -0.85%
1/18/2021 2480 6389.834 6925 0.00% 2.97% 0.26%
1/19/2021 2550 6321.856 6975 2.82% 0.72% -1.06%
1/20/2021 2850 6429.758 7375 11.76% 5.73% 1.71%
1/21/2021 2730 6413.892 7250 -4.21% -1.69% -0.25%
1/22/2021 2740 6307.127 7200 0.37% -0.69% -1.66%
1/25/2021 2670 6258.572 7300 -2.55% 1.39% -0.77%
1/26/2021 2680 6140.171 7375 0.37% 1.03% -1.89%
1/27/2021 2670 6109.168 7300 -0.37% -1.02% -0.50%
1/28/2021 2670 5979.387 7050 0.00% -3.42% -2.12%
1/29/2021 2670 5862.352 6575 0.00% -6.74% -1.96%
2/1/2021 2670 6067.545 6700 0.00% 1.90% 3.50%
2/2/2021 2700 6043.841 6475 1.12% -3.36% -0.39%
2/3/2021 2680 6077.745 6500 -0.74% 0.39% 0.56%
2/4/2021 2600 6107.216 6575 -2.99% 1.15% 0.48%
2/5/2021 2730 6151.729 6550 5.00% -0.38% 0.73%
2/8/2021 2740 6208.866 6575 0.37% 0.38% 0.93%
2/9/2021 2670 6181.672 6500 -2.55% -1.14% -0.44%
2/10/2021 2680 6201.828 6500 0.37% 0.00% 0.33%
2/11/2021 2670 6222.521 6500 -0.37% 0.00% 0.33%
2/15/2021 2670 6270.324 6500 0.00% 0.00% 0.77%
2/16/2021 2670 6292.396 6475 0.00% -0.38% 0.35%
2/17/2021 2670 6227.728 6350 0.00% -1.93% -1.03%
2/18/2021 2700 6200.308 6250 1.12% -1.57% -0.44%
2/19/2021 2680 6231.932 6375 -0.74% 2.00% 0.51%
2/22/2021 2600 6255.312 6375 -2.99% 0.00% 0.38%
2/23/2021 2500 6272.807 6325 -3.85% -0.78% 0.28%
2/24/2021 2480 6251.054 6375 -0.80% 0.79% -0.35%
2/25/2021 2480 6289.646 6275 0.00% -1.57% 0.62%
2/26/2021 2490 6241.796 6150 0.40% -1.99% -0.76%
3/1/2021 2480 6338.513 6575 -0.40% 6.91% 1.55%
3/2/2021 2480 6359.205 6600 0.00% 0.38% 0.33%
3/3/2021 2550 6376.757 6600 2.82% 0.00% 0.28%
3/4/2021 2850 6290.799 6550 11.76% -0.76% -1.35%
3/5/2021 2730 6258.749 6475 -4.21% -1.15% -0.51%
 GRAFIK RETURN SAHAM
0.2

0.15

0.1

0.05

0
1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 106113120127134141148155162169176183190197204211218225232239
-0.05

-0.1

-0.15

RKAEF.JK RUNSP.JK RIHSG

RKAEF.JK RUNSP.JK
Ekspektasi 0.09% 0.05%
Risiko 2.44% 3.36%
Kovarians 0.00%
Korelasi 3.63%

W KAEF.JK W UNSP.JK Rp Risiko Portofolio

10% 90% 0.054% 0.054%
20% 80% 0.058% 0.047%
30% 70% 0.062% 0.042%
40% 60% 0.066% 0.039%
50% 50% 0.071% 0.037%
60% 40% 0.075% 0.038%
70% 30% 0.079% 0.040%
80% 20% 0.083% 0.045%
90% 10% 0.088% 0.051%
 SCATTER RETURN KAEF.JK
20.00%
dan IHSG
15.00%
f(x) = 1.61774374882376 x − 0.001069204177272
R² = 0.635928243669534
10.00%

5.00%

0.00%
183190197204211218225232239 -6.00% -4.00% -2.00% 0.00% 2.00% 4.00% 6.00% 8.00% 10.00% 12.00%

-5.00%

-10.00%

-15.00%

ANALISIS KAEF.JK DAN IHSG

RUNSP.JK Y = 1,6177x - 0,0011
RUNVR = -0,0011 + 1,6177x IHSG
Jika RIHSG naik 1% maka RUNVR naik sebesar 1,6188%

Return saham BBRI dan UNVR memiliki tingkat fluktuasi yang cukup sama dengan tingkat korelasi
sebesar 38,50%. Risiko dari portofolio saham BBRI dan UNVR dengan pembagian dana masing-masing
10%-100% yang tertera pada tabel risiko porfolio sekitar 0,055%-0,100%
 SCATTER RETURN UNSP.JK DAN IHSG
12.00%

10.00%

8.00%

6.00%

4.00%

10.00% 12.00% 2.00%

0.00%
-10.00% f(x)-5.00%
= − 0.006534375824772 x + 0.0009720808566
0.00% 5.00% 10.00% 15.00%
R² = 9.27763584126495E-05
-2.00%

-4.00%

-6.00%

ANALISIS UNSP.JK DAN IHSG

Y = 0,0065x + 0,0003
RBMRI = 0,0003 + 0,0065x IHSG
Jika RIHSG naik 1% maka RBBRI naik sebesar 0,0068%
15.00%
 SEKTOR BERBEDA
= Wa^2 x riskA^2 + 2 Wa Wb Rhoab RiskA RiskB + Wb^2
1.00% 0.06% 0.0024% 81.00%
4.00% 0.06% 0.0043% 64.00%
9.00% 0.06% 0.0056% 49.00%
16.00% 0.06% 0.0064% 36.00%
25.00% 0.06% 0.0067% 25.00%
36.00% 0.06% 0.0064% 16.00%
49.00% 0.06% 0.0056% 9.00%
64.00% 0.06% 0.0043% 4.00%
81.00% 0.06% 0.0024% 1.00%

SEKTOR YANG SAMA

= Wa^2 x riskA^2 + 2 Wa Wb Rhoab RiskA RiskB + Wb^2
1.00% 0.06% 0.001% 81.00%
4.00% 0.06% 0.001% 64.00%
9.00% 0.06% 0.001% 49.00%
16.00% 0.06% 0.001% 36.00%
25.00% 0.06% 0.001% 25.00%
36.00% 0.06% 0.001% 16.00%
49.00% 0.06% 0.001% 9.00%
64.00% 0.06% 0.001% 4.00%
81.00% 0.06% 0.001% 1.00%
x RiskB^2
0.06%
0.06%
0.06%
0.06%
0.06%
0.06%
0.06%
0.06%
0.06%

x RiskB^2
0.11%
0.11%
0.11%
0.11%
0.11%
0.11%
0.11%
0.11%
0.11%