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  • Morenzo Abadi Perkasa Tbk. (ENZO) : Tanggal Return Harga Penutupan R-R (R-R) 2

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    The document appears to contain stock market data for two companies, ENZO and KAEF, including daily closing prices, calculated returns, and variance and standard deviation of returns over a period ranging from September 9th to September 29th. It also includes calculations for a portfolio consisting of a 40% allocation to ENZO and 60% allocation to KAEF, finding the portfolio's expected return and risk.

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    Ezar Zachary_Tugas Minggu Ke-6_PUMP_S1

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    The document appears to contain stock market data for two companies, ENZO and KAEF, including daily closing prices, calculated returns, and variance and standard deviation of returns over a period ranging from September 9th to September 29th. It also includes calculations for a portfolio consisting of a 40% allocation to ENZO and 60% allocation to KAEF, finding the portfolio's expected return and risk.

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    12 views2 pages

    Morenzo Abadi Perkasa Tbk. (ENZO) : Tanggal Return Harga Penutupan R-R (R-R) 2

    Uploaded by

    ezar zachary
    The document appears to contain stock market data for two companies, ENZO and KAEF, including daily closing prices, calculated returns, and variance and standard deviation of returns over a period ranging from September 9th to September 29th. It also includes calculations for a portfolio consisting of a 40% allocation to ENZO and 60% allocation to KAEF, finding the portfolio's expected return and risk.

    Copyright:

    © All Rights Reserved
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    of 2

    EZAR ZACHARY

    12030119130261
    PUMP - KELAS D

    Morenzo Abadi Perkasa Tbk. (ENZO)


    Return
    Harga
    𝑥=(𝑃_(𝑡 )− 𝑃_(𝑡−1))/𝑃_(𝑡−1)
    Tanggal
    Penutupan R-r (R-r)^2

    9-Sep 50
    10-Sep 50 0.000% 0.000 0.0000
    13-Sep 50 0.00% 0.000 0.0000
    14-Sep 50 0.00% 0.000 0.0000
    15-Sep 50 0.00% 0.000 0.0000
    16-Sep 50 0.00% 0.000 0.0000
    17-Sep 50 0.000% 0.000 0.0000
    20-Sep 50 0.000% 0.000 0.0000
    21-Sep 50 0.000% 0.000 0.0000
    22-Sep 50 0.000% 0.000 0.0000
    23-Sep 50 0.000% 0.000 0.0000
    24-Sep 50 0.000% 0.000 0.0000
    27-Sep 50 0.000% 0.000 0.0000
    28-Sep 50 0.000% 0.000 0.0000
    29-Sep 50 0.000% 0.0000 0.0000
    Jumlah 0.000 0.00%
    Rata-Rata Return ( r ) 0.000%
    Varians 0.000%
    deviasi standar 0.000%

    Return ENZO Return KAEF W ENZO 40%


    0.000% 0.429% W KAEF 60%
    0.00% 0.427%
    0.00% -0.426% RETURN PORTOFOLIO
    0.00% -0.427% ENZO 0.000%
    0.00% 0.429% KAEF 0.168%
    0.000% -0.855% 0.168%
    0.000% 3.448%
    KOEFFISEIN
    0.000% 0.000% KORELASI Err:502
    0.000% -1.667% RISIKO PORTOFOLIO 0.832%
    0.000% -0.847%
    0.000% 0.000%
    0.000% 0.427%
    0.000% 0.000%
    0.000% 2.979%
    Kimia Farma Tbk. (KAEF)
    Return
    Harga
    𝑥=(𝑃_(𝑡 )− 𝑃_(𝑡−1))/𝑃_(𝑡−1)
    Tanggal
    Penutupan R-r (R-r)^2

    9-Sep 2330
    10-Sep 2340 0.429% 0.001 0.000
    13-Sep 2350 0.427% 0.001 0.000
    14-Sep 2340 -0.426% -0.043 0.002
    15-Sep 2330 -0.427% -0.043 0.002
    16-Sep 2340 0.429% -0.035 0.001
    17-Sep 2320 -0.855% -0.048 0.002
    20-Sep 2400 3.448% -0.005 0.000
    21-Sep 2400 0.000% -0.039 0.002
    22-Sep 2360 -1.667% -0.056 0.003
    23-Sep 2340 -0.847% -0.048 0.002
    24-Sep 2340 0.000% -0.039 0.002
    27-Sep 2350 0.427% -0.035 0.001
    28-Sep 2350 0.000% -0.039 0.002
    29-Sep 2420 2.979% -0.009 0.000
    0.039 0.019
    Rata-rata return ( r ) 0.280%
    Varians 0.019%
    Deviasi Standar 1.386%

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