Nadia Putri Asha

Jawaban No : 2

Emiten Saham Yang Dipilih GIAA & POWR

Database Close Bid Per - Perhitungan Return Saham Kurun Waktu 30 Hari Terak
Emiten ,Kurun Waktu 30 Hari Dalam Bentuk Desimal
CLOSINGTerakhir
PRICE (DAILY)
Return Dalam Desimal
EMITEN
GIAA
Tanggal GIAA POWR Tanggal
Return Return + 1
Apr 12, 2022 332 640 Apr 12, 2022 0.023529 0.976471
Apr 11, 2022 340 650 Apr 11, 2022 0.017341 0.982659
Apr 08, 2022 346 640 Apr 08, 2022 0.011696 1.011696
Apr 07, 2022 342 640 Apr 07, 2022 0.023952 1.023952
Apr 06, 2022 334 645 Apr 06, 2022 0.030864 1.030864
Apr 05, 2022 324 645 Apr 05, 2022 0.024096 0.975904
Apr 04, 2022 332 650 Apr 04, 2022 0.000000 1.000000
Apr 01, 2022 332 650 Apr 01, 2022 0.017751 0.982249
Mar 31, 2022 338 645 Mar 31, 2022 0.017442 0.982558
Mar 30, 2022 344 645 Mar 30, 2022 0.000000 1.000000
Mar 29, 2022 344 635 Mar 29, 2022 0.011494 0.988506
Mar 28, 2022 348 635 Mar 28, 2022 0.000000 1.000000
Mar 25, 2022 348 635 Mar 25, 2022 0.043956 0.956044
Mar 24, 2022 364 630 Mar 24, 2022 0.016216 0.983784
Mar 23, 2022 370 635 Mar 23, 2022 0.005435 1.005435
Mar 22, 2022 368 630 Mar 22, 2022 0.010753 0.989247
Mar 21, 2022 372 630 Mar 21, 2022 0.015873 0.984127
Mar 18, 2022 378 635 Mar 18, 2022 0.027174 1.027174
Mar 17, 2022 368 630 Mar 17, 2022 0.005405 0.994595
Mar 16, 2022 370 630 Mar 16, 2022 0.069364 1.069364
Mar 15, 2022 346 630 Mar 15, 2022

1 Perhitungan Rata-Rata Aritmatik

a Metode Perhitungan Manual
GIAA
Total Retur -0.035373
Total Data 20
Rata Rata R -0.1769%

b Metode Perhitungan Langsung

GIAA
Rata Rata R -0.001769

2 Perhitungan Rata Rata Geometrik

GIAA
 Rata Rata R -0.21%

Database Close Bid Per -

Emiten ,Kurun Waktu 30 Hari Perhitungan
Terakhir
CLOSING PRICE (DAILY)
Dalam bentuk Desimal
EMITEN
GIAA
Tanggal GIAA POWR Tanggal
Return Risk (Std.Dev)
Apr 12, 2022 332 640 Apr 12, 2022 1.0000
Apr 11, 2022 340 650 Apr 11, 2022 0.0235
Apr 08, 2022 346 640 Apr 08, 2022 0.0173
Apr 07, 2022 342 640 Apr 07, 2022 0.0117
Apr 06, 2022 334 645 Apr 06, 2022 0.0240
Apr 05, 2022 324 645 Apr 05, 2022 0.0309
Apr 04, 2022 332 650 Apr 04, 2022 0.0241
Apr 01, 2022 332 650 Apr 01, 2022 0.0000
Mar 31, 2022 338 645 Mar 31, 2022 0.0178
Mar 30, 2022 344 645 Mar 30, 2022 0.0174
Mar 29, 2022 344 635 Mar 29, 2022 0.0000 0.2192
Mar 28, 2022 348 635 Mar 28, 2022 0.0115
Mar 25, 2022 348 635 Mar 25, 2022 0.0000
Mar 24, 2022 364 630 Mar 24, 2022 0.0440
Mar 23, 2022 370 635 Mar 23, 2022 0.0162
Mar 22, 2022 368 630 Mar 22, 2022 0.0054
Mar 21, 2022 372 630 Mar 21, 2022 0.0108
Mar 18, 2022 378 635 Mar 18, 2022 0.0159
Mar 17, 2022 368 630 Mar 17, 2022 0.0272
Mar 16, 2022 370 630 Mar 16, 2022 0.0054
Mar 15, 2022 346 630 Mar 15, 2022 0.0694
E (Ri) -0.049303 0.2192
m Kurun Waktu 30 Hari Terakhir Perhitungan Return Saham Kurun
entuk Desimal Waktu 30 Hari Terakhir Dalam Bentuk
Persentase
Dalam Desimal Return Dalam Persentase
POWR
Tanggal GIAA POWR
Return Return + 1
0.015385 0.984615 Apr 12, 2022 -2% -2%
0.015625 1.015625 Apr 11, 2022 -2% 2%
0.000000 1.000000 Apr 08, 2022 1% 0%
0.007752 0.992248 Apr 07, 2022 2% -1%
0.000000 1.000000 Apr 06, 2022 3% 0%
0.007692 0.992308 Apr 05, 2022 -2% -1%
0.000000 1.000000 Apr 04, 2022 0% 0%
0.007752 1.007752 Apr 01, 2022 -2% 1%
0.000000 1.000000 Mar 31, 2022 -2% 0%
0.015748 1.015748 Mar 30, 2022 0% 2%
0.000000 1.000000 Mar 29, 2022 -1% 0%
0.000000 1.000000 Mar 28, 2022 0% 0%
0.007937 1.007937 Mar 25, 2022 -4% 1%
0.007874 0.992126 Mar 24, 2022 -2% -1%
0.007937 1.007937 Mar 23, 2022 1% 1%
0.000000 1.000000 Mar 22, 2022 -1% 0%
0.007874 0.992126 Mar 21, 2022 -2% -1%
0.007937 1.007937 Mar 18, 2022 3% 1%
0.000000 1.000000 Mar 17, 2022 -1% 0%
0.000000 1.000000 Mar 16, 2022 7% 0%
Mar 15, 2022

ungan Rata-Rata Aritmatik

de Perhitungan Manual Penjelasan
POWR
Total Return 0.016358 =SUM(Total Return) - Jumlah Keseluruhan Return
Total Data 20 =COUNT(Total Data) - Jumlah Data yang akan dipakai atau
Rata Rata R 0.0818% =Total Data/Total Return - Jumlah Return Dibagi Dengan

e Perhitungan Langsung
Penjelasan
POWR
Rata Rata R 0.000818 =AVERAGE(Total Return) - Rata Rata dari Jumlah Return

ngan Rata Rata Geometrik

Penjelasan
POWR
 Rata Rata R 0.08% =GEOMEAN(Total Return+1) - 1 - Rata Rata Return
dengan menghitung total Variable (n+1)-1

Perhitungan Resiko

entuk Desimal Dalam Bentuk Pecahan

POWR GIAA POWR
Return Risk (Std.Dev) Return Risk (Std.Dev) Return Risk (Std.Dev)
1.0000 9% 0%
0.0154 2% 0%
0.0156 2% -1%
0.0000 -1% 0%
0.0078 5% -3%
0.0000 2% 0%
0.0077 0% 4%
0.0000 0% -1%
0.0078 1% 1%
0.0000 0% 0%
0.0157 0.218534577 0% 2.33% -1% 1.66%
0.0000 0% 1%
0.0000 1% -1%
0.0079 1% 0%
0.0079 -1% 0%
0.0079 1% 0%
0.0000 1% -3%
0.0079 1% 2%
0.0079 -1% 0%
0.0000 0% -2%
0.0000 -1% -3%
-0.046840 0.218534577 1.06% 2.33% -0.46% 1.66%
 Tanggal GIAA Return Risiko Tanggal POWR Return Risiko
Apr 12, 202 332 Apr 12, 2022 640
Apr 11, 202 340 0.0241 Apr 11, 2022 650 0.0156
Apr 08, 202 346 0.0176 Apr 08, 2022 640 0.0154
Apr 07, 202 342 0.0116 Apr 07, 2022 640 0.0000
Apr 06, 202 334 0.0234 Apr 06, 2022 645 0.0078
Apr 05, 202 324 0.0299 Apr 05, 2022 645 0.0000
Apr 04, 202 332 0.0247 Apr 04, 2022 650 0.0078
Apr 01, 202 332 0.0000 Apr 01, 2022 650 0.0000
Mar 31, 202 338 0.0181 Mar 31, 2022 645 0.0077
Mar 30, 202 344 0.0178 Mar 30, 2022 645 0.0000
Mar 29, 202 344 0.0000 2.4575% Mar 29, 2022 635 0.0155 0.7954%
Mar 28, 202 348 0.0116 Mar 28, 2022 635 0.0000
Mar 25, 202 348 0.0000 Mar 25, 2022 635 0.0000
Mar 24, 202 364 0.0460 Mar 24, 2022 630 0.0079
Mar 23, 202 370 0.0165 Mar 23, 2022 635 0.0079
Mar 22, 202 368 0.0054 Mar 22, 2022 630 0.0079
Mar 21, 202 372 0.0109 Mar 21, 2022 630 0.0000
Mar 18, 202 378 0.0161 Mar 18, 2022 635 0.0079
Mar 17, 202 368 0.0265 Mar 17, 2022 630 0.0079
Mar 16, 202 370 0.0054 Mar 16, 2022 630 0.0000
Mar 15, 202 346 0.0649 Mar 15, 2022 630 0.0000
E (Ri) 0.0024 2.4575% E (Ri) 0.0008 0.8472%
Jawaban No 3:
RETURN PORTOFOLIO RIS
a)Komposisi 20%-80% a)Komposisi 20%-80
No Portofolio Investasi W E(Ri) E(Rp)
1 GIAA 20% 0.24% 0.05%
2 POWR 80% -0.08% -0.06%
Expected Return Portofolio -0.0134% =
=
b)Komposisi 80%-20% =
No Portofolio Investasi W E(Ri) E(Rp)
1 GIAA 80% 0.2358% 0.1886% b)Komposisi 80%-20
2 POWR 20% -0.0757% -0.0151%
Expected Return Portofolio 0.1735%

c)Komposisi 50%-50% =
No Portofolio Investasi W E(Ri) E(Rp) =
1 GIAA 50% 0.2358% 0.1179% =
2 POWR 50% -0.0757% -0.0379%
Expected Return Portofolio 0.0801% c)Komposisi 50%-50

=
=
=
 RISIKO PORTOFOLIO
a)Komposisi 20%-80%
No Portofolio Investasi W Risiko
1 GIAA 20% 2.4575% Jawaban No 4 : Komposisi mana yang dipilih
2 POWR 80% 0.8472% Jawab:
0.000137
0.011693
1.1693%

b)Komposisi 80%-20%
No Portofolio Investasi W Risiko
1 GIAA 80% 2.4575%
2 POWR 20% 0.8472%
0.000456
0.021354
2.1354%

c)Komposisi 50%-50%
No Portofolio Investasi W Risiko
1 GIAA 50% 2.4575%
2 POWR 50% 0.8472%
0.000273
0.016523
1.6523%
sisi mana yang dipilih:
Jawaban No 5:

DATE GIAA IHSG RETURN GIAA(y) RETURN IHSG(x) XY X^2

Apr 12, 2022 332 6,658.35
Apr 11, 2022 340 6,693.40 0.0241 0.0053 0.0001 0.0000
Apr 08, 2022 346 6,645.04 0.0176 -0.0072 -0.0001 0.0001
Apr 07, 2022 342 6,614.05 -0.0116 -0.0047 0.0001 0.0000
Apr 06, 2022 334 6,591.98 -0.0234 -0.0033 0.0001 0.0000
Apr 05, 2022 324 6,626.87 -0.0299 0.0053 -0.0002 0.0000
Apr 04, 2022 332 6,726.37 0.0247 0.0150 0.0004 0.0002
Apr 01, 2022 332 6,655.16 0.0000 -0.0106 0.0000 0.0001
Mar 31, 2022 338 6,568.17 0.0181 -0.0131 -0.0002 0.0002
Mar 30, 2022 344 6,600.81 0.0178 0.0050 0.0001 0.0000
Mar 29, 2022 344 6,611.16 0.0000 0.0016 0.0000 0.0000
Mar 28, 2022 348 6,645.51 0.0116 0.0052 0.0001 0.0000
Mar 25, 2022 348 6,631.15 0.0000 -0.0022 0.0000 0.0000
Mar 24, 2022 364 6,707.65 0.0460 0.0115 0.0005 0.0001
Mar 23, 2022 370 6,683.85 0.0165 -0.0035 -0.0001 0.0000
Mar 22, 2022 368 6,731.39 -0.0054 0.0071 0.0000 0.0001
Mar 21, 2022 372 6,804.93 0.0109 0.0109 0.0001 0.0001
Mar 18, 2022 378 6,789.52 0.0161 -0.0023 0.0000 0.0000
Mar 17, 2022 368 6,834.60 -0.0265 0.0066 -0.0002 0.0000
Mar 16, 2022 370 6,823.64 0.0054 -0.0016 0.0000 0.0000
Mar 15, 2022 346 6,815.60 -0.0649 -0.0012 0.0001 0.0000
JUMLAH 0.0472 0.0239 0.0011 0.0006
RATA-RATA MDKL 0.0024
RATA-RATA IHSG 0.0012
RESIKO 0.0246
BETA 1.9750
 DATE POWR IHSG return POWR RETURN IHSG XY
Apr 12, 2022 640 6,658.35
Apr 11, 2022 650 6,693.40 0.0156 0.0053 0.0001
Apr 08, 2022 640 6,645.04 -0.0154 -0.0072 0.0001
Apr 07, 2022 640 6,614.05 0.0000 -0.0047 0.0000
Apr 06, 2022 645 6,591.98 0.0078 -0.0033 0.0000
Apr 05, 2022 645 6,626.87 0.0000 0.0053 0.0000
Apr 04, 2022 650 6,726.37 0.0078 0.0150 0.0001
Apr 01, 2022 650 6,655.16 0.0000 -0.0106 0.0000
Mar 31, 2022 645 6,568.17 -0.0077 -0.0131 0.0001
Mar 30, 2022 645 6,600.81 0.0000 0.0050 0.0000
Mar 29, 2022 635 6,611.16 -0.0155 0.0016 0.0000
Mar 28, 2022 635 6,645.51 0.0000 0.0052 0.0000
Mar 25, 2022 635 6,631.15 0.0000 -0.0022 0.0000
Mar 24, 2022 630 6,707.65 -0.0079 0.0115 -0.0001
Mar 23, 2022 635 6,683.85 0.0079 -0.0035 0.0000
Mar 22, 2022 630 6,731.39 -0.0079 0.0071 -0.0001
Mar 21, 2022 630 6,804.93 0.0000 0.0109 0.0000
Mar 18, 2022 635 6,789.52 0.0079 -0.0023 0.0000
Mar 17, 2022 630 6,834.60 -0.0079 0.0066 -0.0001
Mar 16, 2022 630 6,823.64 0.0000 -0.0016 0.0000
Mar 15, 2022 630 6,815.60 0.0000 -0.0012 0.0000
JUMLAH -0.0151 0.0239 -0.0004
RATA-RATA HEAL -0.0008
RATA-RATA IHSG 0.0012
RESIKO 0.0080 0.80%
BETA -1.6657
X^2

0.0002
0.0002
0.0000
0.0001
0.0000
0.0001
0.0000
0.0001
0.0000
0.0002
0.0000
0.0000
0.0001
0.0001
0.0001
0.0000
0.0001
0.0001
0.0000
0.0000
0.0002
0.0000
 Rekapan Return dan Risiko Portofolio
No Komposisi Return Risiko
1 20%;80% -0.0134% 1.1693%
2 80%;20% 0.1735% 2.1354%
3 50%;50% 0.0801% 1.6523%

Return dan Risiko Portofolio

2.5000%

3
2.0000%
5
1.5000%
Risiko

Risiko
1
1.0000% Linear (Risiko)

0.5000%

0.0000%
-0.0500% 0.0000% 0.0500% 0.1000% 0.1500% 0.2000%
Return