Fatimah (19023000116)

23 PT-A PT-B PT-C IHSG

Minggu RiA
1 Rp10,000 Rp8,000 Rp11,000 Rp9,600
2 Rp10,400 Rp8,200 Rp11,025 Rp9,800 0.040
3 Rp10,100 Rp8,225 Rp11,050 Rp9,700 (0.029)
4 Rp10,250 Rp8,250 Rp11,025 Rp9,800 0.015
5 Rp10,050 Rp8,000 Rp11,050 Rp9,700 (0.020)
6 Rp10,250 Rp8,000 Rp11,075 Rp9,750 0.020
7 Rp10,300 Rp8,150 Rp11,100 Rp9,800 0.005
8 Rp10,050 Rp8,200 Rp11,050 Rp9,800 (0.024)
9 Rp10,300 Rp8,225 Rp11,150 Rp10,000 0.025
10 Rp10,450 Rp8,250 Rp11,175 Rp9,925 0.015
11 Rp10,300 Rp8,200 Rp11,200 Rp9,900 (0.014)
12 Rp10,450 Rp8,250 Rp11,225 Rp9,950 0.015
13 Rp10,400 Rp8,300 Rp11,250 Rp10,000 (0.005)
14 Rp10,475 Rp8,325 Rp11,225 Rp10,000 0.007
15 Rp10,450 Rp8,400 Rp11,275 Rp10,000 (0.002)
16 Rp10,500 Rp8,425 Rp11,275 Rp10,050 0.005
17 Rp10,525 Rp8,450 Rp11,250 Rp10,075 0.002
18 Rp10,650 Rp8,475 Rp11,225 Rp11,100 0.012
19 Rp10,575 Rp8,500 Rp11,200 Rp11,150 (0.007)
20 Rp10,600 Rp8,550 Rp11,225 Rp10,125 0.002
21 Rp10,700 Rp8,750 Rp11,300 Rp10,250 0.009
22 Rp10,750 Rp8,800 Rp11,350 Rp10,300 0.005
23 Rp10,900 Rp8,900 Rp11,400 Rp10,400 0.014
24 Rp11,000 Rp9,000 Rp11,450 Rp10,500 0.009
SUM 0.098
E-Ri 0.0043
RiB RiC Rm (RiA-E(RiA)) (Rm-E(Rm))

0.025 0.002 0.021 0.036 0.016492862

0.003 0.002 (0.010) (0.033) (0.014544553)
0.003 (0.002) 0.010 0.011 0.005968807
(0.030) 0.002 (0.010) (0.024) (0.014544553)
- 0.002 0.005 0.016 0.000814168
0.019 0.002 0.005 0.001 0.000787734
0.006 (0.005) - (0.029) (0.004340471)
0.003 0.009 0.020 0.021 0.016067692
0.003 0.002 (0.008) 0.010 (0.011840471)
(0.006) 0.002 (0.003) (0.019) (0.006859363)
0.006 0.002 0.005 0.010 0.000710034
0.006 0.002 0.005 (0.009) 0.000684655
0.003 (0.002) - 0.003 (0.004340471)
0.009 0.004 - (0.007) (0.004340471)
0.003 - 0.005 0.001 0.000659529
0.003 (0.002) 0.002 (0.002) (0.001852909)
0.003 (0.002) 0.102 0.008 0.097396502
0.003 (0.002) 0.005 (0.011) 0.000164033
0.006 0.002 (0.092) (0.002) (0.096268722)
0.023 0.007 0.012 0.005 0.008005208
0.006 0.004 0.005 0.000 0.000537578
0.011 0.004 0.010 0.010 0.005368267
0.011 0.004 0.010 0.005 0.005274914
0.119 0.040 0.100 Sum(RiA-E(RiA)) (Rm-E(Rm))
0.0052 0.0017 0.0043 Sum(Rm-E(Rm))^2
Beta (B)
(RiA-E(RiA)) (Rm-E(Rm)) (Rm-E(Rm))^2 (RiB-E(RiB)) (Rm-E(Rm))

0.000589 0.000272015 0.020 0.016492862

0.000482 0.000211544 (0.002) (0.014544553)
0.000063 0.000035627 (0.002) 0.005968807
0.000346 0.000211544 (0.035) (0.014544553)
0.000013 0.000000663 (0.005) 0.000814168
0.000000 0.000000621 0.014 0.000787734
0.000124 0.000018840 0.001 (0.004340471)
0.000331 0.000258171 (0.002) 0.016067692
(0.000122) 0.000140197 (0.002) (0.011840471)
0.000128 0.000047051 (0.011) (0.006859363)
0.000007 0.000000504 0.001 0.000710034
(0.000006) 0.000000469 0.001 0.000684655
(0.000013) 0.000018840 (0.002) (0.004340471)
0.000029 0.000018840 0.004 (0.004340471)
0.000000 0.000000435 (0.002) 0.000659529
0.000004 0.000003433 (0.002) (0.001852909)
0.000741 0.009486079 (0.002) 0.097396502
(0.000002) 0.000000027 (0.002) 0.000164033
0.000184 0.009267667 0.001 (0.096268722)
0.000041 0.000064083 0.018 0.008005208
0.000000 0.000000289 0.001 0.000537578
0.000052 0.000028818 0.006 0.005368267
0.000026 0.000027825 0.006 0.005274914
0.003017012 Sum(RiB-E(RiB)) (Rm-E(Rm))
0.02011357880477 Sum(Rm-E(Rm))^2
0.149998784 Beta (B)
 (RiB-E(RiB)) (Rm-E(Rm)) (Rm-E(Rm))^2 (RiC-E(RiC))

0.000327 0.000272015 0.001

0.000031 0.000211544 0.001
(0.000013) 0.000035627 (0.004)
0.000516 0.000211544 0.001
(0.000004) 0.000000663 0.001
0.000011 0.000000621 0.001
(0.000004) 0.000018840 (0.006)
(0.000034) 0.000258171 0.007
0.000025 0.000140197 0.000
0.000077 0.000047051 0.000
0.000001 0.000000504 0.000
0.000001 0.000000469 0.000
0.000009 0.000018840 (0.004)
(0.000017) 0.000018840 0.003
(0.000001) 0.000000435 (0.002)
0.000004 0.000003433 (0.004)
(0.000217) 0.009486079 (0.004)
(0.000000) 0.000000027 (0.004)
(0.000067) 0.009267667 0.000
0.000146 0.000064083 0.005
0.000000 0.000000289 0.003
0.000033 0.000028818 0.003
0.000032 0.000027825 0.003
0.000855295 Sum(RiC-E(RiC)) (Rm-E(Rm))
m-E(Rm))^2 0.0201135788048
0.042523241
 (Rm-E(Rm)) (RiC-E(RiC)) (Rm-E(Rm)) (Rm-E(Rm))^2

0.016492862 0.000009 0.000272015

(0.014544553) (0.000008) 0.000211544
0.005968807 (0.000024) 0.000035627
(0.014544553) (0.000008) 0.000211544
0.000814168 0.000000 0.000000663
0.000787734 0.000000 0.000000621
(0.004340471) 0.000027 0.000018840
0.016067692 0.000117 0.000258171
(0.011840471) (0.000006) 0.000140197
(0.006859363) (0.000003) 0.000047051
0.000710034 0.000000 0.000000504
0.000684655 0.000000 0.000000469
(0.004340471) 0.000017 0.000018840
(0.004340471) (0.000012) 0.000018840
0.000659529 (0.000001) 0.000000435
(0.001852909) 0.000007 0.000003433
0.097396502 (0.000387) 0.009486079
0.000164033 (0.000001) 0.000000027
(0.096268722) (0.000046) 0.009267667
0.008005208 0.000039 0.000064083
0.000537578 0.000001 0.000000289
0.005368267 0.000014 0.000028818
0.005274914 0.000014 0.000027825
Sum(RiC-E(RiC)) (Rm-E(Rm)) (0.000246803)
Sum(Rm-E(Rm))^2 0.02011357880477
Beta (B) (0.012270443)
RM RF RM-RF

0.021 - 0.021 E-Ri

(0.010) - (0.010) PT.A 0.0043
0.010 - 0.010 PT.B 0.0052
(0.010) - (0.010) PT.C 0.0017
0.005 - 0.005 RF 0.062195146914
0.005 - 0.005
- - -
0.020 - 0.020 Rm
(0.008) - (0.008) 1 0.021
(0.003) - (0.003) 2 -0.010
0.005 - 0.005 3 0.010
0.005 - 0.005 4 -0.010
- - - 5 0.005
- - - 6 0.005
0.005 - 0.005 7 0.000
0.002 - 0.002 8 0.020
0.102 - 0.102 9 -0.008
0.005 - 0.005 10 -0.003
(0.092) - (0.092) 11 0.005
0.012 - 0.012 12 0.005
0.005 - 0.005 13 0.000
0.010 - 0.010 14 0.000
0.010 - 0.010 15 0.005
0.100 16 0.002
17 0.102
18 0.005
19 -0.092
20 0.012
21 0.005
22 0.010
23 0.010

a 0.004
b -1.56612665E-06

a b
0.004 -1.56612665E-06

E(Rit+1) Rf
 0.0535163 0.062195146914

E(Rit+1) Rf
0.0597348 0.062195146914

E(Rit+1) Rf
0.0629051 0.062195146914
Beta(B) CAPM E(Ri) = Rf + B (Rmt+1 - Rf)
0.149998784 Rmt+1 Y = a + bX
0.042523241
(0.012270443)

X (Rm * X) X^2
-11 (0.2291667) 121
-10 0.1020408 100
-9 (0.0927835) 81
-8 0.0816327 64
-7 (0.0360825) 49
-6 (0.0307692) 36
-5 - 25
-4 (0.0816327) 16
-3 0.0225000 9
-2 0.0050378 4
-1 (0.0050505) 1
0 - 0
1 - 1
2 - 4
3 0.0150000 9
4 0.0099502 16
5 0.5086849 25
6 0.0270270 36
7 (0.6434978) 49
8 0.0987654 64
9 0.0439024 81
10 0.0970874 100
11 0.1057692 121

(0.0015849) 1012

x Rmt+1
Y= a+bX
3 0.004335772643

B (Rmt+1 - Rf)
PT A
 PT A
0.149999 -0.057859374271

B (Rmt+1 - Rf)
PT B
0.042523 -0.057859374271

B (Rmt+1 - Rf)
PT C
(0.012270) -0.057859374271