HARGA PENUTUPAN

TANGGAL
ARTO DNSG
9/20/2022 7,375 490
9/21/2022 7,550 490
9/22/2022 7,425 498
9/23/2022 7,225 498
9/26/2022 7,175 492
9/27/2022 7,000 482
9/28/2022 7,000 482
9/29/2022 6,700 488
9/30/2022 6,600 484
10/3/2022 6,500 496
10/4/2022 6,675 498
10/5/2022 6,825 500
10/6/2022 6,950 505
10/7/2022 6,775 505
10/10/2022 6,500 510
10/11/2022 6,075 494
10/12/2022 5,800 488
10/13/2022 5,400 484
10/14/2022 5,025 484
10/17/2022 4,680 484
10/18/2022 4,900 476
10/19/2022 5,525 498
10/20/2022 5,400 540
 ARTO
TANGGAL Harga Penutupan Return (%) R - R Mean
9/20/2022 7,375
9/21/2022 7,550 0.02373 0.03624
9/22/2022 7,425 -0.01656 -0.00404
9/23/2022 7,225 -0.02694 -0.01442
9/26/2022 7,175 -0.00692 0.00559
9/27/2022 7,000 -0.02439 -0.01187
9/28/2022 7,000 0.00000 0.01252
9/29/2022 6,700 -0.04286 -0.03034
9/30/2022 6,600 -0.01493 -0.00241
10/3/2022 6,500 -0.01515 -0.00264
10/4/2022 6,675 0.02692 0.03944
10/5/2022 6,825 0.02247 0.03499
10/6/2022 6,950 0.01832 0.03083
10/7/2022 6,775 -0.02518 -0.01266
10/10/2022 6,500 -0.04059 -0.02808
10/11/2022 6,075 -0.06538 -0.05287
10/12/2022 5,800 -0.04527 -0.03275
10/13/2022 5,400 -0.06897 -0.05693
10/14/2022 5,025 -0.06944 -0.05693
10/17/2022 4,680 -0.06866 -0.05614
10/18/2022 4,900 0.04701 0.05952
10/19/2022 5,525 0.12755 0.14007
10/20/2022 5,400 -0.02262 -0.01011
JUMLAH -0.28785
Rata-rata return -0.01252
Variance 0.00201
Standard Deviation 0.04587

DNSG
TANGGAL Harga Penutupan Return (%) R - R Mean
9/20/2022 490
9/21/2022 490 0 -0.00449
9/22/2022 498 0.01633 0.01184
9/23/2022 498 0 -0.00449
9/26/2022 492 -0.01205 -0.01654
9/27/2022 482 -0.02033 -0.02481
9/28/2022 482 0 -0.00449
9/29/2022 488 0.01245 0.00796
9/30/2022 484 -0.00820 -0.01269
10/3/2022 496 0.02479 0.02030
10/4/2022 498 0.00403 -0.00046
 10/5/2022 500 0.00402 -0.00047
10/6/2022 505 0.01000 0.00551
10/7/2022 505 0 -0.00449
10/10/2022 510 0.00990 0.00541
10/11/2022 494 -0.03137 -0.03586
10/12/2022 488 -0.01215 -0.01664
10/13/2022 484 -0.00820 -0.00449
10/14/2022 484 0 -0.00449
10/17/2022 484 0 -0.00449
10/18/2022 476 -0.01653 -0.02102
10/19/2022 498 0.04622 0.04173
10/20/2022 540 0.08434 0.07985
JUMLAH 0.10326
Rata-rata return 0.00449
Variance 0.00055
Standard Deviation 0.02403

ARTO DNSG
Return (%) -0.01252 0.00449
Standard Deviation 0.04587 0.02403
Correlation Coeffition 0.31231

Portofolio Return 20 % : 80 % 80 % : 20 %
ARTO -0.00250 -0.01001
DNSG 0.00359 0.00090
Return 0.00109 -0.00911

Portofolio Risk
20% 80% 0.02375
80% 20% 0.03847
50% 50% 0.02903
( R - R Mean)^2
IHSG
Harga
0.00016 Tanggal Penutupan
0.00016 Average 20-Sep-22 IHSG
7,196.95
0.00016 Variance 21-Sep-22 7,188.31
0.00016 Standar Deviation 22-Sep-22 7,218.91
0.00016 23-Sep-22 7,178.58
0.00016 26-Sep-22 7,127.50
0.00016 27-Sep-22 7,112.45
0.00016 28-Sep-22 7,077.03
0.00016 29-Sep-22 7,036.20
0.00016 30-Sep-22 7,040.80
0.00016 3-Oct-22 7,009.72
0.00016 4-Oct-22 7,072.26
0.00016 5-Oct-22 7,075.38
0.00016 6-Oct-22 7,076.62
0.00016 7-Oct-22 7,026.78
0.00016 10-Oct-22 6,994.40
0.00014 11-Oct-22 6,939.15
0.00016 12-Oct-22 6,909.21
0.00016 13-Oct-22 6,880.63
0.00016 14-Oct-22 6,814.53
0.00016 17-Oct-22 6,831.12
0.00016 18-Oct-22 6,834.49
19-Oct-22 6,860.42
20-Oct-22 6,980.65
Variance

Covariances
ARTO 0.000103
DNSG 0.000097
( R - R Mean)^2
Beta saham ARTO 2.597367419707
0.00002 Beta saham DNSG 2.45376211999
0.00002
0.00002
0.00002
0.00002
0.00002
0.00002
0.00002
0.00002
0.00002
 0.00002
0.00002
0.00002
0.00002
0.00002
0.00002
0.00001
0.00002
0.00002
0.00002
0.00002
0.00002

50 % : 50 %
-0.00626
0.00224
-0.00401
HSG
Return IHSG

-0.00120
0.00426
-0.00559
-0.00712
-0.00211
-0.00708
-0.00577
0.00065
-0.00441
0.00892
0.00044
0.00018
-0.00704
-0.00461
-0.00790
-0.00431
-0.00414
-0.00961
0.00243
0.00049
0.00379
0.01753
0.000040

Nama Saham IHSG ARTO DNSG Nama Saham

Deviasi Standar 0.00629 0.045869 0.024032 IHSG
Deviasi Standar Bulanan 0.034452 0.251234 0.13163 Risk Free
Return Bulanan -0.030054 -0.267797 0.102041 ARTO
DNSG

Nama Saham IHSG ARTO DNSG Nama Saham

Beta 1 2.597367 2.453762 IHSG
Return Bulanan -0.030054 -0.267797 0.102041 Risk Free
ARTO
DNSG
 Grafik CAPM
15.00%

10.00%
1; DNSG; 10.20%
5.00%

Deviasi Standar Bulanan Return Bulanan 0.00%

0.00% 5.00% 10.00% 15.00% 20.00% 25.00% 30.00%
3.45% -3.01% -5.00%
0% 3.5% -10.00%
25.12% -26.78%
-15.00%
13.16% 10.20%
-20.00% 1; ARTO; -2
-25.00%
Beta Return Bulanan
-30.00%
100% -3.01%
0.00% 3.50%
2.60% -0.27%
2.45% 0.10% Grafik SCM
4.00%

3.00%

2.00%

1.00% 1; DNSG; 0.10%

0.00%
0% 20% 40% 60% 80% 100% 120
-1.00%

-2.00% 1; ARTO; -0.27%

-3.00%

-4.00%
.20%

0.00% 25.00% 30.00%

1; ARTO; -26.78%
80% 100% 120%