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  • Date Close Return (X1) (X1-Xbar) (X1-Xbar) 2 Date Close Return (Y1)

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    ezar zachary
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    This document contains daily stock price data for two companies, GDYR and LPKR, from September 6, 2021 to October 15, 2021. It calculates the daily returns, means, variances, covariances, and correlation between the two stocks. It then uses this statistical analysis to determine the expected return and risk of a portfolio with a 50% allocation to each stock.

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    This document contains daily stock price data for two companies, GDYR and LPKR, from September 6, 2021 to October 15, 2021. It calculates the daily returns, means, variances, covariances, and correlation between the two stocks. It then uses this statistical analysis to determine the expected return and risk of a portfolio with a 50% allocation to each stock.

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    8 views3 pages

    Date Close Return (X1) (X1-Xbar) (X1-Xbar) 2 Date Close Return (Y1)

    Uploaded by

    ezar zachary
    This document contains daily stock price data for two companies, GDYR and LPKR, from September 6, 2021 to October 15, 2021. It calculates the daily returns, means, variances, covariances, and correlation between the two stocks. It then uses this statistical analysis to determine the expected return and risk of a portfolio with a 50% allocation to each stock.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    GDYR LPKR

    Date Close Return (X1) (X1-Xbar) (X1-Xbar)^2 Date Close Return (Y1)
    2021-09-06 1490 2021-09-06 140
    2021-09-07 1450 -2.68% -0.18% 0.00% 2021-09-07 137 -2.14%
    2021-09-08 1440 -0.69% 1.81% 0.03% 2021-09-08 143 4.38%
    2021-09-09 1440 0.00% 2.50% 0.06% 2021-09-09 140 -2.10%
    2021-09-10 1460 1.39% 3.89% 0.15% 2021-09-10 142 1.43%
    2021-09-13 1440 -1.37% 1.13% 0.01% 2021-09-13 140 -1.41%
    2021-09-14 1440 0.00% 2.50% 0.06% 2021-09-14 161 15.00%
    2021-09-15 1460 1.39% 3.89% 0.15% 2021-09-15 155 -3.73%
    2021-09-16 1460 0.00% 2.50% 0.06% 2021-09-16 163 5.16%
    2021-09-17 1440 -1.37% 1.13% 0.01% 2021-09-17 159 -2.45%
    2021-09-20 1440 0.00% 2.50% 0.06% 2021-09-20 151 -5.03%
    2021-09-21 1440 0.00% 2.50% 0.06% 2021-09-21 149 -1.32%
    2021-09-22 1435 -0.35% 2.15% 0.05% 2021-09-22 151 1.34%
    2021-09-23 1435 0.00% 2.50% 0.06% 2021-09-23 151 0.00%
    2021-09-24 1425 -0.70% 1.80% 0.03% 2021-09-24 152 0.66%
    2021-09-27 1420 -0.35% 2.15% 0.05% 2021-09-27 158 3.95%
    2021-09-28 1415 -0.35% 2.15% 0.05% 2021-09-28 163 3.16%
    2021-09-29 1410 -0.35% 2.15% 0.05% 2021-09-29 159 -2.45%
    2021-09-30 1405 -0.35% 2.15% 0.05% 2021-09-30 153 -3.77%
    2021-10-01 1405 0.00% 2.50% 0.06% 2021-10-01 154 0.65%
    2021-10-04 1400 -0.36% 2.14% 0.05% 2021-10-04 163 5.84%
    2021-10-05 1430 2.14% 4.64% 0.22% 2021-10-05 159 -2.45%
    2021-10-06 1435 0.35% 2.85% 0.08% 2021-10-06 164 3.14%
    2021-10-07 1435 0.00% 2.50% 0.06% 2021-10-07 160 -2.44%
    2021-10-08 1440 0.35% 2.85% 0.08% 2021-10-08 157 -1.88%
    2021-10-11 1455 1.04% 3.54% 0.13% 2021-10-11 159 1.27%
    2021-10-12 1495 2.75% 5.25% 0.28% 2021-10-12 159 0.00%
    2021-10-13 1440 -3.68% -1.18% 0.01% 2021-10-13 160 0.63%
    2021-10-14 1450 0.69% 3.19% 0.10% 2021-10-14 160 0.00%
    2021-10-15 1450 0.00% 2.50% 0.06% 2021-10-15 161 0.63%
    Total -2.50% 2.13% Total 16.07%
    LPKR Perhitungan
    Cov
    (Y1-Ybar) (Y1-Ybar)^2 X bar -0.08%
    Var X1 0.07%
    0.36% 0.00% 0.00% SD X1 2.66%
    6.88% 0.47% 0.12%
    0.40% 0.00% 0.01% Y bar 0.54%
    3.93% 0.15% 0.15% Var Y1 0.23%
    1.09% 0.01% 0.01% SD Y1 4.84%
    17.50% 3.06% 0.44%
    -1.23% 0.02% -0.05% Cov (X1, Y1) 0.07%
    7.66% 0.59% 0.19% r xy 0.545365
    0.05% 0.00% 0.00%
    -2.53% 0.06% -0.06%
    1.18% 0.01% 0.03%
    3.84% 0.15% 0.08%
    2.50% 0.06% 0.06%
    3.16% 0.10% 0.06%
    6.45% 0.42% 0.14%
    5.66% 0.32% 0.12%
    0.05% 0.00% 0.00%
    -1.27% 0.02% -0.03%
    3.15% 0.10% 0.08%
    8.34% 0.70% 0.18%
    0.05% 0.00% 0.00%
    5.64% 0.32% 0.16%
    0.06% 0.00% 0.00%
    0.62% 0.00% 0.02%
    3.77% 0.14% 0.13%
    2.50% 0.06% 0.13%
    3.13% 0.10% -0.04%
    2.50% 0.06% 0.08%
    3.12% 0.10% 0.08%
    7.03% 2.11%
    Return and risk Portofolio
    Bobot Saham GDYR (X) 50%
    Bobot Saham LPKR (Y) 50%
    Expected Return GDYR -0.04%
    Expected Return LPKR 0.27%
    Expected Return Portofolio 0.23%
    SD (X,Y) 2.03%

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