Return

Return
SUMMARY OUTPUT index
saham PT
SAHAM PT. 'C' Pasar
'C' (RC)
(RM)

Regression Statistics
Multiple R 0.727389958 Nilai Kolerasi antara Return Saham PT. "C" (RC) dengan Return Index Pasar (RM
R Square 0.529096151
Adjusted R Square 0.434915382
Standard Error 11.72964834
Observations 7

ANOVA
df SS MS F Significance F
Regression 1 772.9338918303 772.9338918 5.617879 0.06393630876
Residual 5 687.9232510268 137.5846502
Total 6 1460.857142857

Coefficients Standard Error t Stat P-value Lower 95%

Intercept 34.56768128 9.747328529352 3.546374904 0.016451 9.51137561881
Return saham PT 'C' (RC) 0.16056436 0.067742772892 2.370206492 0.063936 -0.0135739814
dengan Return Index Pasar (RM) adalah 0.727, Termasuk kedalam Kategori Kuat

Upper 95% Lower 95,0% Upper 95,0%

59.62398695 9.5113756188 59.623986946
0.334702702 -0.013573981 0.3347027016
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.890975
R Square 0.793836
Adjusted R Square 0.752604
Standard Error 7.76113
Observations 7

ANOVA
df SS MS F Significance F
Regression 1 1159.681 1159.681 19.25257 0.007103
Residual 5 301.1757 60.23515
Total 6 1460.857

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95,0%
Intercept 21.50569 8.208183 2.62003 0.047096 0.405883 42.60549 0.405883
Return saham PT ‘D’ (RD) 1.60177 0.365053 4.387775 0.007103 0.663372 2.540168 0.663372
Upper 95,0%
42.60549
2.540168
Periode Return saham PT Return saham Return index
Ke-t 'C' (RC) PT ‘D’ (RD) Pasar (RM)
1 60.00 15.00 50.00
2 77.00 20.00 61.00
3 195.00 17.00 55.00
4 193.00 30.00 65.00
5 47.00 10.00 25.00
6 213.00 35.00 75.00
7 112.00 20.00 55.00