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  • Analisi Saham JII (BRIS, TLKM, UNVR)

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    Alfia safraoc
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    The document contains daily stock price and index data for 12 months. Regression analysis was performed to analyze the relationship between the return of three stocks (BRIS, BMRI, TLKM) and the JKSE index. BRIS was found to have a beta value above 1, indicating it is highly responsive to market movements and carries high risk. BMRI showed a moderate but not statistically significant relationship. TLKM had the lowest risk profile of the three as it was the least responsive to the JKSE.

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    Analisi saham JII (BRIS, TLKM, UNVR)

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    The document contains daily stock price and index data for 12 months. Regression analysis was performed to analyze the relationship between the return of three stocks (BRIS, BMRI, TLKM) and the JKSE index. BRIS was found to have a beta value above 1, indicating it is highly responsive to market movements and carries high risk. BMRI showed a moderate but not statistically significant relationship. TLKM had the lowest risk profile of the three as it was the least responsive to the JKSE.

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    © All Rights Reserved
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    7 views9 pages

    Analisi Saham JII (BRIS, TLKM, UNVR)

    Uploaded by

    Alfia safraoc
    The document contains daily stock price and index data for 12 months. Regression analysis was performed to analyze the relationship between the return of three stocks (BRIS, BMRI, TLKM) and the JKSE index. BRIS was found to have a beta value above 1, indicating it is highly responsive to market movements and carries high risk. BMRI showed a moderate but not statistically significant relationship. TLKM had the lowest risk profile of the three as it was the least responsive to the JKSE.

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    of 9

    Date Harga close (adj close) JKSE retrun SAHAM Return JKSE

    Jan 29, 2021 2440.00 5862.35


    Feb 26, 2021 2940.00 6241.80 0.1701 0.06472660281
    Mar 31, 2021 2290.00 5985.52 -0.2838 -0.041058669
    Apr 30, 2021 2280.00 5995.62 -0.0044 0.00168740561
    May 31, 2021 1905.00 5947.46 -0.1969 -0.0080325304
    Jun 30, 2021 2300.00 5985.49 0.1717 0.00639432632
    Jul 30, 2021 2630.00 6070.04 0.1255 0.01412582763
    Aug 31, 2021 2220.00 6150.3 -0.1847 0.01322231814
    Sep 30, 2021 2040.00 6286.94 -0.0882 0.02221680243
    Oct 29, 2021 2110.00 6591.35 0.0332 0.04841942185
    Nov 29, 2021 1965.00 6533.93 -0.0738 -0.0087114172
    Dec 30, 2021 1790.00 6581.48 -0.0978 0.00727739661
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.667233
    R Square 0.4452
    Adjusted R 0.383555
    Standard E 0.120297
    Observatio 11

    ANOVA
    df SS MS F Significance F
    Regression 1 0.104514 0.104514 7.222053 0.024903
    Residual 9 0.130243 0.014471
    Total 10 0.234757

    Coefficients
    Standard Error t Stat P-value Lower 95%Upper 95%Lower 95,0%
    Upper 95,0%
    Intercept -0.078503 0.039135 -2.005938 0.075823 -0.167032 0.010027 -0.167032 0.010027
    3.612205 1.344133 2.687388 0.024903 0.571566 6.652844 0.571566 6.652844
    Beta saham BRIS 12 bulan
    dihitung dengan mengguakan
    teknik regresi didapatkan 3,612
    maka saham BRI memiliki
    kecenderungan sangat
    responsif terhadap JKSE (saham
    pasar) karena nilai beta lebih
    dari 1, sehingga bisa dikatakan
    resikonya sangat tinggi,
    Date Harga close (adj close) JKSE RETURN saham return JKE
    Jan 29, 2021 6704.93 5862.35
    Feb 26, 2021 6777.54 6241.80 0.0108 0.064726602813
    Mar 31, 2021 6366.05 5985.52 -0.0607 -0.04105866897
    Apr 30, 2021 5809.32 5995.62 -0.0875 0.001687405606
    May 31, 2021 5664.00 5947.46 -0.0250 -0.00803253041
    Jun 30, 2021 4879.44 5985.49 -0.1385 0.006394326317
    Jul 30, 2021 4159.84 6070.04 -0.1475 0.014125827626
    Aug 31, 2021 3992.27 6150.3 -0.0403 0.01322231814
    Sep 30, 2021 3893.69 6286.94 -0.0247 0.022216802432
    Oct 29, 2021 4356.99 6591.35 0.1190 0.048419421849
    Nov 29, 2021 4480.00 6533.93 0.0282 -0.00871141724
    Dec 30, 2021 4110.00 6581.48 -0.0826 0.007277396605
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.415773
    R Square 0.172867
    Adjusted R 0.080963
    Standard E 0.073461
    Observatio 11

    ANOVA
    df SS MS F Significance F
    Regression 1 0.010151 0.010151 1.880957 0.203445
    Residual 9 0.048569 0.005397
    Total 10 0.05872

    Coefficients
    Standard Error t Stat P-value Lower 95%Upper 95%Lower 95,0%
    Upper 95,0%
    Intercept -0.053098 0.023898 -2.221823 0.053405 -0.10716 0.000964 -0.10716 0.000964
    1.12573 0.820814 1.37148 0.203445 -0.73108 2.982539 -0.73108 2.982539
    Date Harga close (adj close) JKSE RETURN saham return JKE
    Jan 29, 2021 2960.71 5862.35
    Feb 26, 2021 3322.47 6241.80 0.1222 0.0647266028128651
    Mar 31, 2021 3255.83 5985.52 -0.0201 -0.0410586689736934
    Apr 30, 2021 3046.39 5995.62 -0.0643 0.00168740560552792
    May 31, 2021 3274.87 5947.46 0.0750 -0.00803253041386877
    Jun 30, 2021 3150.00 5985.49 -0.0381 0.00639432631745312
    Jul 30, 2021 3240.00 6070.04 0.0286 0.0141258276264767
    Aug 31, 2021 3400.00 6150.3 0.0494 0.013222318139584
    Sep 30, 2021 3690.00 6286.94 0.0853 0.0222168024324016
    Oct 29, 2021 3800.00 6591.35 0.0298 0.0484194218491032
    Nov 29, 2021 3990.00 6533.93 0.0500 -0.00871141723622628
    Dec 30, 2021 4040.00 6581.48 0.0125 0.00727739660510585
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.52393
    R Square 0.274502
    Adjusted R 0.193891
    Standard E 0.049754
    Observatio 11

    ANOVA
    df SS MS F Significance F
    Regression 1 0.00843 0.00843 3.405276 0.098075
    Residual 9 0.022279 0.002475
    Total 10 0.030709

    Coefficients
    Standard Error t Stat P-value Lower 95%Upper 95%Lower 95,0%
    Upper 95,0%
    Intercept 0.018808 0.016186 1.161968 0.275135 -0.017808 0.055423 -0.017808 0.055423
    1.025867 0.555924 1.845339 0.098075 -0.231719 2.283454 -0.231719 2.283454
    PERBANDIGAN

    Paling high risk high return saham BRIS (kemungkinan karena pengaruh peleburan/ penyatuan bank2 syariah (aku lupa dinama
    Paling aman saham TLKM
    ank2 syariah (aku lupa dinamain apa)

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