Tanggal Saham SM Return ER Ri-ER (Ri-ER)^2

1/8/2023 134,700
2/8/2023 136,100 1.04% 0.10% 0.94% 0.01%
3/8/2023 132,600 -2.57% 0.10% -2.67% 0.07%
4/8/2023 137,700 3.85% 0.10% 3.75% 0.14%
6/8/2023 137,000 -0.51% 0.10% -0.61% 0.00%
7/8/2023 139,000 1.46% 0.10% 1.36% 0.02%
8/8/2023 138,000 -0.72% 0.10% -0.82% 0.01%
9/8/2023 135,400 -1.88% 0.10% -1.98% 0.04%
10/8/2023 136,300 0.66% 0.10% 0.56% 0.00%
11/8/2023 136,500 0.15% 0.10% 0.05% 0.00%
13/08/2023 136,500 0.00% 0.10% -0.10% 0.00%
14/08/2023 136,700 0.15% 0.10% 0.05% 0.00%
15/08/2023 136,700 0.00% 0.10% -0.10% 0.00%
16/08/2023 131,300 -3.95% 0.10% -4.05% 0.16%
17/08/2023 131,700 0.30% 0.10% 0.20% 0.00%
18/08/2023 127,300 -3.34% 0.10% -3.44% 0.12%
20/08/2023 127,300 0.00% 0.10% -0.10% 0.00%
21/08/2023 131,000 2.91% 0.10% 2.81% 0.08%
22/08/2023 130,600 -0.31% 0.10% -0.41% 0.00%
23/08/2023 132,700 1.61% 0.10% 1.51% 0.02%
24/08/2023 133,200 0.38% 0.10% 0.28% 0.00%
25/08/2023 134,200 0.75% 0.10% 0.65% 0.00%
27/08/2023 134,200 0.00% 0.10% -0.10% 0.00%
28/08/2023 141,300 5.29% 0.10% 5.19% 0.27%
29/08/2023 141,400 0.07% 0.10% -0.03% 0.00%
30/08/2023 138,000 -2.40% 0.10% -2.50% 0.06%
31/08/2023 137,500 -0.36% 0.10% -0.46% 0.00%
Total 2.56% -0.04% 1.02%

ER= 0.10%
Risk SMENT= 2.02%

Koefisien Korelasi SMENT dan HYBECORP

Kovarian SMENT dan HYBECORP
Koefisien dan Korelasi SMENT dan HYBECORP
 26
Standar Deviasi Kovarian CV SM

1.98% 0.04% 1.88%

1.98% -0.10% 1.88%
1.98% 0.14% 1.88%
1.98% -0.02% 1.88%
1.98% 0.05% 1.88%
1.98% -0.03% 1.88%
1.98% -0.08% 1.88%
1.98% 0.02% 1.88%
1.98% 0.00% 1.88%
1.98% 0.00% 1.88%
3.20% 0.00% 3.10%
3.30% 0.00% 3.20%
3.41% -0.16% 3.31%
3.36% 0.01% 3.26%
3.48% -0.13% 3.38%
3.49% 0.00% 3.39%
3.64% 0.11% 3.54%
3.72% -0.02% 3.62%
3.92% 0.06% 3.82%
4.12% 0.01% 4.02%
4.40% 0.03% 4.30%
4.75% 0.00% 4.65%
5.20% 0.20% 5.10%
5.20% 0.00% 5.10%
6.01% -0.10% 5.91%
7.14% -0.02% 7.04%
88.12% 0.00% 85.52%

0.00%
0.00%
 26
Tanggal Saham Hybe Return ER Ri-ER (Ri-ER)^2
1/8/2023 254,000
2/8/2023 252,000 -1% 0.01% -0.80% 0.01%
3/8/2023 248,000 -2% 0.01% -1.60% 0.03%
4/8/2023 272,000 10% 0.01% 9.67% 0.93%
6/8/2023 272,000 0% 0.01% -0.01% 0.00%
7/8/2023 274,500 1% 0.01% 0.91% 0.01%
8/8/2023 272,000 -1% 0.01% -0.92% 0.01%
9/8/2023 259,500 -5% 0.01% -4.61% 0.21%
10/8/2023 256,500 -1% 0.01% -1.17% 0.01%
11/8/2023 255,000 -1% 0.01% -0.59% 0.00%
13/08/2023 255,000 0% 0.01% -0.01% 0.00%
14/08/2023 252,000 -1% 0.01% -1.19% 0.01%
15/08/2023 252,000 0% 0.01% -0.01% 0.00%
16/08/2023 241,000 -4% 0.01% -4.38% 0.19%
17/08/2023 239,500 -1% 0.01% -0.63% 0.00%
18/08/2023 236,500 -1% 0.01% -1.26% 0.02%
20/08/2023 236,500 0% 0.01% -0.01% 0.00%
21/08/2023 238,500 1% 0.01% 0.84% 0.01%
22/08/2023 236,000 -1% 0.01% -1.06% 0.01%
23/08/2023 234,000 -1% 0.01% -0.86% 0.01%
24/08/2023 232,500 -1% 0.01% -0.65% 0.00%
25/08/2023 237,000 2% 0.01% 1.93% 0.04%
27/08/2023 237,000 0% 0.01% -0.01% 0.00%
28/08/2023 244,500 3% 0.01% 3.15% 0.10%
29/08/2023 251,000 3% 0.01% 2.65% 0.07%
30/08/2023 245,500 -2% 0.01% -2.20% 0.05%
31/08/2023 252,500 3% 0.01% 2.84% 0.08%
Total 0% 0.03% 1.80%

ER= 0.01%
Risk HYBECORP= 2.69%
Standar Deviasi Kovarian

0.01% -0.03%
0.06% -0.06%
0.93% 0.37%
0.00% 0.00%
0.01% 0.03%
0.02% -0.04%
0.21% -0.18%
0.01% -0.04%
0.00% -0.02%
0.00% 0.00%
0.01% -0.05%
0.01% 0.00%
0.19% -0.17%
0.00% -0.02%
0.02% -0.05%
0.00% 0.00%
0.01% 0.03%
0.01% -0.04%
0.01% -0.03%
0.01% -0.03%
0.04% 0.07%
0.00% 0.00%
0.10% 0.12%
0.07% 0.10%
0.05% -0.08%
0.08% 0.11%
1.87% 0.00%