SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0350123312
R Square 0.0012258633
Adjusted R Square -0.037188527
Standard Error 0.0456290089
Observations 28

ANOVA
df SS MS F Significance F
Regression 1 6.6440086E-05 6.644009E-05 0.031911566 0.8596065865
Residual 26 0.05413216789 0.0020820065
Total 27 0.05419860798

Coefficients Standard Error t Stat P-value Lower 95%

Intercept -0.03295677 0.00867371594 -3.799613669 0.000786703 -0.050785848
-0.00862068965517 -0.08435477 0.47221044566 -0.178638086 0.859606587 -1.054997243
 Upper 95% Lower 95.0% Upper 95.0%
-0.015127691 -0.050785848 -0.015127691
0.8862877019 -1.054997243 0.8862877019
 Morenzo Abadi Perkasa Tbk. (ENZO)
Return
Harga𝑥=(𝑃_(𝑡 )− 𝑃_(𝑡−1))/𝑃_(𝑡−1)
Tanggal
Penutupan R-r (R-r)^2

1 14-Sep 141
2 15-Sep 132 -6.383% -0.003 0.0000
3 16-Sep 123 -6.818% -0.008 0.0001
4 17-Sep 115 -6.504% -0.004 0.0000
5 18-Sep 107 -6.957% -0.009 0.0001
6 21-Sep 100 -6.542% -0.005 0.0000
7 22-Sep 93 -7.000% -0.009 0.0001
8 23-Sep 87 -6.452% -0.004 0.0000
9 24-Sep 83 -4.598% 0.015 0.0002
10 25-Sep 76 -8.434% -0.024 0.0006
11 28-Sep 86 13.158% 0.192 0.0369
12 29-Sep 80 -6.977% -0.009 0.0001
13 30-Sep 75 -6.250% -0.002 0.0000
14 1-Oct 70 -6.667% -0.006 0.0000
15 2-Oct 66 -5.714% 0.003 0.0000
16 5-Oct 62 -6.061% 0.000 0.0000
17 6-Oct 62 0.000% 0.061 0.0037
18 7-Oct 60 -3.226% 0.028 0.0008
19 8-Oct 58 -3.333% 0.027 0.0007
20 9-Oct 54 -6.897% -0.008 0.0001
21 12-Oct 51 -5.556% 0.005 0.0000
22 13-Oct 50 -1.961% 0.041 0.0017
23 14-Oct 50 0.000% 0.061 0.0037
24 15-Oct 50 0.000% 0.061 0.0037
25 16-Oct 50 0.000% 0.061 0.0037
26 19-Oct 50 0.000% 0.061 0.0037
27 20-Oct 50 0.000% 0.061 0.0037
28 21-Oct 50 0.000% 0.061 0.0037
29 22-Oct 51 2.000% 0.081 0.0065
30 23-Oct 50 -1.961% 0.041 0.0017
Jumlah -0.991 7.54%
Rata-Rata Return ( r ) -3.304%
Varians 0.197%
Deviasi Standar (RISK) 4.436%
W ENZO 20% W ENZO 80%
W KAEF 80% W KAEF 20%

RETURN PORTOFOLIO RETURN PORTOFOLIO

ENZO -0.661% ENZO -2.643%
KAEF 0.125% KAEF 0.031%
-0.536% -2.612%

KOEFFISEIN KOEFFISEIN
KORELASI Err:502 KORELASI Err:502

RISIKO RISIKO
PORTOFOLIO 1.469% PORTOFOLIO 0.367%

Return ENZO Return KAEF

-6.383% -0.862%
-6.818% 5.652%
-6.504% -2.469%
-6.957% 1.266%
-6.542% -0.833%
-7.000% -0.840%
-6.452% 3.814%
-4.598% -1.633%
-8.434% -1.660%
13.158% -0.422%
-6.977% 0.424%
-6.250% 0.844%
-6.667% 0.837%
-5.714% -1.660%
-6.061% -1.688%
0.000% 0.429%
-3.226% 0.427%
-3.333% -0.426%
-6.897% -0.427%
-5.556% 0.429%
-1.961% -0.855%
0.000% 3.448%
0.000% 0.000%
0.000% -1.667%
0.000% -0.847%
0.000% 0.000%
0.000% 0.427%
 2.000% 0.000%
-1.961% 2.979%

metode slope
Kimia Farma Tbk. (KAEF)
Return
Harga
𝑥=(𝑃_(𝑡 )− 𝑃_(𝑡−1))/𝑃_(𝑡−1)
Tanggal
Penutupan R-r (R-r)^2

19-Aug 2320
20-Aug 2300 -0.862% -0.013 0.0002
23-Aug 2430 5.652% 0.052 0.0027
24-Aug 2370 -2.469% -0.020 0.0004
25-Aug 2400 1.266% 0.017 0.0003
26-Aug 2380 -0.833% -0.013 0.0002
27-Aug 2360 -0.840% 0.000 0.0000
30-Aug 2450 3.814% 0.004 0.0000
31-Aug 2410 -1.633% -0.016 0.0003
1-Sep 2370 -1.660% 0.000 0.0000
2-Sep 2360 -0.422% 0.004 0.0000
3-Sep 2370 0.424% 0.004 0.0000
6-Sep 2390 0.844% 0.004 0.0000
7-Sep 2410 0.837% 0.008 0.0001
8-Sep 2370 -1.660% -0.046 0.0022
9-Sep 2330 -1.688% -0.064 0.0041
10-Sep 2340 0.429% 0.003 0.0000
13-Sep 2350 0.427% 0.004 0.0000
14-Sep 2340 -0.426% -0.023 0.0005
15-Sep 2330 -0.427% -0.004 0.0000
16-Sep 2340 0.429% 0.004 0.0000
17-Sep 2320 -0.855% -0.009 0.0001
20-Sep 2400 3.448% 0.034 0.0012
21-Sep 2400 0.000% 0.000 0.0000
22-Sep 2360 -1.667% -0.017 0.0003
23-Sep 2340 -0.847% -0.008 0.0001
24-Sep 2340 0.000% 0.000 0.0000
27-Sep 2350 0.427% 0.004 0.0000
28-Sep 2350 0.000% 0.000 0.0000
29-Sep 2420 2.979% 0.030 0.0009
0.047 0.013
Rata-Rata Return ( r ) 0.156%
Varians 0.034%
Deviasi Standar (RISK) 1.837%
W ENZO 50%
W KAEF 50%

RETURN PORTOFOLIO
ENZO -1.652%
KAEF 0.078%
-1.574%

KOEFFISEIN
KORELASI Err:502

RISIKO
PORTOFOLIO 0.918%