Date SBI Ri(SBI) AALI Ri(AALI)

Jan 2016 8277 16,269,931,641

Feb 2016 8244 -0.40% 14,149,837,891 -13.03%
Mar 2016 7713 -6.44% 17,341,888,672 22.56%
Apr 2016 7715 0.03% 15,340,901,367 -11.54%
May 2016 7865 1.94% 13,482,841,797 -12.11%
Jun 2016 7462 -5.12% 14,700,000,000 9.03%
Jul 2016 6944 -6.94% 14,500,000,000 -1.36%
Aug 2016 7138 2.79% 16,400,000,000 13.10%
Sep 2016 7069 -0.97% 14,825,000,000 -9.60%
Oct 2016 7259 2.69% 15,250,000,000 2.87%
Nov 2016 8184 12.74% 16,550,000,000 8.52%
Dec 2016 7941 -2.97% 16,775,000,000 1.36%
Rf -0.24% E(R-AALI) 0.89%
Var 0.31% Var (AALI) 1.38%
StDev 5.54% SD (AALI) 11.75%
Cov(i, m) 0.03%
β(AALI) 0.43
σei2 1.37%
ERB(AALI) 2.64%
Ci Pemb 35.48%
Ci Peny 3137.06%
Zi 40.83%
Wi 3.33%

KODE SAHAM NILAI Wi

AALI 3.33%
SGRO 28.29%
MRAT 17.63%
ASII 15.60%
AUTO 10.58%
TLKM 24.57%
TOTAL
 SGRO Ri(SGRO) MRAT Ri(MRAT) ASII
1,810,000,000 211,000,000 6,450,000,000
1,820,000,000 0.55% 204,000,000 -3.32% 6,800,000,000
1,950,000,000 7.14% 205,000,000 0.49% 7,250,000,000
1,990,000,000 2.05% 214,000,000 4.39% 6,725,000,000
1,905,000,000 -4.27% 218,000,000 1.87% 6,600,000,000
1,950,000,000 2.36% 208,000,000 -4.59% 7,400,000,000
1,990,000,000 2.05% 236,000,000 13.46% 7,725,000,000
1,985,000,000 -0.25% 206,000,000 -12.71% 8,150,000,000
1,905,000,000 -4.03% 210,000,000 1.94% 8,250,000,000
1,915,000,000 0.52% 208,000,000 -0.95% 8,225,000,000
1,910,000,000 -0.26% 210,000,000 0.96% 7,550,000,000
1,910,000,000 0.00% 210,000,000 0.00% 8,275,000,000
E(R-SGRO) 0.53% E(R-MRAT) 0.14% E(R-ASII)
Var (SGRO) 0.10% Var (MRAT) 0.40% Var (ASII)
SD (SGRO) 3.12% SD (MRAT) 6.35% SD (ASII)
Cov(i, m) 0.03% Cov(i, m) -0.03% Cov(i, m)
β(SGRO) 0.35 β(MRAT) -0.35 β(ASII)
σei2 0.09% σei2 0.39% σei2
ERB(SGRO) 2.20% ERB(MRAT) -1.09% ERB(ASII)
Ci Pemb 312.14% Ci Pemb -33.94% Ci Pemb
Ci Peny 40309.40% Ci Peny -8904.73% Ci Peny
Zi 346.72% Zi 216.09% Zi
Wi 28.29% Wi 17.63% Wi

PROPORSI DANA
Rp3,331,007.61
Rp28,287,586.27
Rp17,629,486.30
Rp15,601,548.96
Rp10,579,197.44
Rp24,571,173.43
Rp100,000,000.00
 Ri(ASII) AUTO Ri(AUTO) LPCK Ri(LPCK) TLKM
1,620,000,000 5,809,063,477 3,340,000,000
5.43% 1,795,000,000 10.80% 5,881,076,660 1.24% 3,250,000,000
6.62% 1,910,000,000 6.41% 6,793,243,652 15.51% 3,325,000,000
-7.24% 1,990,000,000 4.19% 7,033,287,598 3.53% 3,550,000,000
-1.86% 1,815,000,000 -8.79% 6,937,270,020 -1.37% 3,700,000,000
12.12% 1,870,000,000 3.03% 7,441,362,305 7.27% 3,980,000,000
4.39% 1,945,000,000 4.01% 7,201,318,359 -3.23% 4,230,000,000
5.50% 2,300,000,000 18.25% 6,289,151,367 -12.67% 4,210,000,000
1.23% 2,340,000,000 1.74% 5,641,032,715 -10.31% 4,310,000,000
-0.30% 2,220,000,000 -5.13% 5,809,063,477 2.98% 4,220,000,000
-8.21% 2,060,000,000 -7.21% 5,256,962,402 -9.50% 3,780,000,000
9.60% 2,050,000,000 -0.49% 4,848,887,695 -7.76% 3,980,000,000
2.48% E(R-AUTO) 2.44% E(R-LPCK) -1.30% E(R-TLKM)
0.42% Var (AUTO) 0.63% Var (LPCK) 0.73% Var (TLKM)
6.47% SD (AUTO) 7.92% SD (LPCK) 8.53% SD (TLKM)
0.14% Cov(i, m) 0.12% Cov(i, m) 0.05% Cov(i, m)
1.79 β(AUTO) 1.58 β(LPCK) 0.69 β(TLKM)
0.17% σei2 0.43% σei2 0.69% σei2
1.52% ERB(AUTO) 1.69% ERB(LPCK) -1.53% ERB(TLKM)
2933.59% Ci Pemb 985.70% Ci Pemb -106.17% Ci Pemb
107833.20% Ci Peny 36802.51% Ci Peny 10020.89% Ci Peny
191.23% Zi 129.67% Zi -287.83% Zi
15.60% Wi 10.58% Wi Wi
Ri(TLKM) WIKA Ri(WIKA) IHSG Ri(IHSG)
2,593,005,615 4,615,163,086
-2.69% 2,412,421,143 -6.96% 4,770,956,055 3.38%
2.31% 2,417,051,514 0.19% 4,845,371,094 1.56%
6.77% 2,454,094,482 1.53% 4,838,583,008 -0.14%
4.23% 2,222,576,172 -9.43% 4,796,869,141 -0.86%
7.57% 2,741,177,246 23.33% 5,016,646,973 4.58%
6.28% 2,759,698,730 0.68% 5,215,994,141 3.97%
-0.47% 3,000,477,783 8.72% 5,386,082,031 3.26%
2.38% 2,593,005,615 -13.58% 5,364,804,199 -0.40%
-2.09% 2,380,008,789 -8.21% 5,422,541,992 1.08%
-10.43% 2,430,000,000 2.10% 5,148,910,156 -5.05%
5.29% 2,360,000,000 -2.88% 5,296,710,938 2.87%
1.74% E(R-WIKA) -0.41% E(R-IHSG) 1.30%
0.29% Var (WIKA) 1.02% Var (IHSG) 0.08%
5.35% SD (WIKA) 10.12% SD (IHSG) 2.80%
0.08% Cov(i, m) 0.10%
1.02 β(WIKA) 1.23
0.21% σei2 0.90%
1.95% ERB(WIKA) -0.14%
979.52% Ci Pemb -23.08% Total Ci Pemb 3.99%
49470.95% Ci Peny 13590.04% Total Ci Peny 298.15%
301.17% Zi -200.77% Ci 0.0134
24.57% Wi Total Wi 100.00%