HMSP 2020-2021

P awal P akhir Div Ri

A B C D E=(C-B)/B ( Ri - E(Ri) ( Ri - E(Ri)^
NOP 1,415 1,525 7.77% 8.09% 0.65%
DES 1,525 1,505 -1.31% -0.99% 0.01%
JAN 1,505 1,310 -12.96% -12.64% 1.60%
FEB 1,310 1,335 1.91% 2.23% 0.05%
MARET 1,335 1,375 3.00% 3.31% 0.11%
Return saham HMSP 2020-2021 -1.59% 0.00% 2.42%

Expected Return ( ERi )=Jml E / 5 -1.59% = -0.32%

( Rata-2 tertimbang Ri ) 5

Varian Saham 2.42% = 0.48%

2 5
( Ri - E(Ri) /5

Beta Saham
Cov (Ri. Rm) 0.19% = 0.00038
5
Varian pasar ------------------------------------------->>> 0.281%

Beta = Cov (Ri,Rm) / Var pasar 0.00038 = 0.14

0.00281
( Ri - E(Ri)
( Rm - E(Rm)
0.10%
-0.01%
0.13%
 0.01%
-0.05%
0.19%
 Akhir Akhir Akhir Akhir Akhir Akhir
No Kode
Okt Nop Des Jan Feb Maret
1 HMSP 1375
2 ASII 5275
3 INKP
4 BBRI
5 BSDE
6 PTB
7 IHSG 5985.522
RF
8 9SBI-7 3.5 3.5
DAY)