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Tugas 2 Teori Portofolio
Tugas 2 Teori Portofolio
Nim : 202030144
Closing Deviden
Price Saham
Tanggal
Saham
AALI
AALI
Rp
2/1/2013 -
19.104,7,-
3/1/2013 Rp 19.724,- -
Rp
4/1/2013 -
19.628,7,-
Rp
7/1/2013 -
19.676,4,-
Rp
9/1/2013 -
19.247,6,-
Rp
10/1/2013 -
18.628,2,-
Rp
11/1/2013 -
18.628,2,-
Tanggal
Rp
2/1/2013 - - -
19.104,7,-
3/1/2013 Rp 19.724,- - 0.03242 0.00085
Rp
4/1/2013 - -0.00483 0.00007
19.628,7,-
Rp
7/1/2013 - 0.00243 0
19.676,4,-
Rp
9/1/2013 - 0.02179 0.00034
19.247,6,-
Rp
10/1/2013 - -0.03218 0.00126
18.628,2,-
Rp
11/1/2013 - 0 0.00001
18.628,2,-
Total 0.01963 0.00253
Expected
Return
0.00327
Saham
AALI**
Varian
Saham 0.00051
AALI***
Standar
Deviasi
0.02248
Saham
AALI****
Tanggal
IHSG IHSG*
Rp
2/1/2013 4.346,48, -
-
Rp
3/1/2013 4.399,26, 0.01214
-
Rp
4/1/2013 4.410,02, 0.00245
-
Rp
7/1/2013 4.392,38, -0.004
-
Rp
9/1/2013 4.362,93, -0.0067
-
Rp
10/1/2013 4.317,37, -0.01044
-
Rp
11/1/2013 4.305,91, -0.00265
-
Total -0.0092
Expected Return
-0.00153
IHSG**
Varian IHSG***
Standar Deviasi
IHSG****
(Return –
Expected
Return) 2
0.00019
0.00002
0.00001
0.00003
0.00008
0.00032
0.00006
0.00795