AAPL NKE HMC YAMHF SBUX

Tanggal
Close Close Close Close Close
12/1/2021 177,570,007 166,669,998 28,450,001 23,600,000 116,970,001
1/1/2022 174,779,999 148,070,007 29,549,999 23,100,000 98,320,000
2/1/2022 165,119,995 136,550,003 30,559,999 22,389,999 91,790,001
3/1/2022 174,610,001 134,559,998 28,260,000 22,590,000 90,970,001
4/1/2022 157,649,994 124,699,997 26,250,000 20,590,000 74,639,999
5/1/2022 148,839,996 118,849,998 24,900,000 20,209,999 78,500,000
6/1/2022 136,720,001 102,199,997 24,150,000 18,309,999 76,389,999
7/1/2022 162,509,995 114,919,998 25,719,999 18,959,999 84,779,999
8/1/2022 157,220,001 106,449,997 26,520,000 20,530,001 84,070,000
9/1/2022 138,199,997 83,120,003 21,590,000 18,750,000 84,260,002
10/1/2022 153,339,996 92,680,000 22,820,000 20,330,000 86,589,996
11/1/2022 148,029,999 109,690,002 24,500,000 24,309,999 102,199,997
12/1/2022 129,929,993 117,010,002 22,860,001 22,879,999 99,199,997

RETURN
Tanggal
12/1/2021
1/1/2022 -0.01571216 -0.11159772 0.038664252 -0.0211864407 -0.159442599
2/1/2022 -0.0552695 -0.07780106 0.034179358 -0.030735974 -0.066415775
3/1/2022 0.057473391 -0.01457345 -0.07526175 0.00893260424 -0.008933435
4/1/2022 -0.09713079 -0.07327587 -0.07112527 -0.0885347499 -0.179509748
5/1/2022 -0.05588328 -0.04691258 -0.05142857 -0.0184556095 0.051714912
6/1/2022 -0.08142969 -0.14009256 -0.03012048 -0.0940128696 -0.026878994
7/1/2022 0.188633659 0.124461853 0.065010311 0.03549972886 0.109831131
8/1/2022 -0.03255181 -0.07370346 0.031104239 0.08280601703 -0.008374605
9/1/2022 -0.120977 -0.21916388 -0.18589744 -0.0867024312 0.002260045
10/1/2022 0.10955137 0.115014397 0.05697082 0.08426666667 0.027652432
11/1/2022 -0.03462891 0.183534765 0.073619632 0.19576974914 0.180274878
12/1/2022 -0.12227255 0.066733521 -0.06693873 -0.0588235318 -0.029354208

RISK FREE RATE 0.004583333

EXPECTED RETURN -0.02168311 -0.02228134 -0.01510197 0.00073526327 -0.00893133
BETA 0.343831416 -0.39392454 0.272484003 0.35790811185 -0.838712973
ERB -0.07639337 0.068197504 -0.07224388 -0.0107515587 0.016113574

Excess return = Return - Risk Free
-0.02029549 -0.11618105 0.034080918 -0.025769774 -0.164025933
-0.05985284 -0.0823844 0.029596025 -0.0353193074 -0.070999108
0.052890057 -0.01915679 -0.07984508 0.00434927091 -0.013516768
-0.10171412 -0.0778592 -0.0757086 -0.0931180832 -0.184093082
-0.06046661 -0.05149592 -0.0560119 -0.0230389429 0.047131579
-0.08601303 -0.1446759 -0.03470382 -0.0985962029 -0.031462327
0.184050325 0.11987852 0.060426977 0.03091639553 0.105247798
-0.03713514 -0.07828679 0.026520906 0.07822268369 -0.012957938
 -0.12556033 -0.22374721 -0.19048077 -0.0912857646 -0.002323288
0.104968037 0.110431063 0.052387486 0.07968333333 0.023069099
-0.03921224 0.178951431 0.069036299 0.19118641581 0.175691545
-0.12685589 0.062150187 -0.07152207 -0.0634068652 -0.033937542

Variance Excess Return 0.009052725 0.014570951 0.006099962 0.00754595937 0.010076338

A -0.99762525 0.726284325 -0.87933823 -0.1825156253 1.124905065

B 0.118220043 0.155176544 0.074247532 0.12809821653 0.70343945

Variance Market 0.001766433

C -0.00902157 0.006565629 -0.00795506 -0.0016503499 0.010119018
C* 0.010119018
Xi -2.55884714 -2.08761185 -2.82412704 -0.082054018 -2.092146261
Jumlah Xi -5.38297417
W 48% 52%
 TM AMZN BABA MSFT GOOG JKLQ45
Close Close Close Close Close Close
185,300,003 166,716,995 118,790,001 336,320,007 144,852,005 931.41
198,449,997 149,573,502 125,790,001 310,980,011 135,303,497 939.63
182,949,997 153,563,004 105,190,002 298,790,009 135,057,007 985.54
180,250,000 162,997,498 108,800,003 308,309,998 139,067,505 1022.99
171,000,000 124,281,502 97,089,996 277,519,989 114,109,497 1085.44
166,369,995 120,209,503 96,050,003 271,869,995 113,762,001 1056.78
154,169,998 106,209,999 113,680,000 256,829,987 108,962,997 991.94
162,589,996 134,949,997 89,370,003 280,739,990 116,320,000 978.63
149,369,995 126,769,997 95,410,004 261,470,001 108,220,001 1022.82
130,289,993 113,000,000 79,989,998 232,899,994 95,650,002 1011.48
138,809,998 102,440,002 63,580,002 232,130,005 94,510,002 1014.12
147,690,002 96,540,001 87,559,998 255,139,999 100,989,998 1008.28
136,580,002 84,000,000 88,089,996 239,820,007 88,230,003 937.18

0.070965968 -0.102829906 0.058927519 -0.0753449 -0.06591906 0.008825

-0.078105317 0.0266725185 -0.163765 -0.03919867 -0.001821756 0.04886
-0.014758114 0.0614372847 0.03431886 0.031861805 0.0296948532 0.037999
-0.051317614 -0.237525094 -0.10762874 -0.09986705 -0.179466857 0.061046
-0.027076053 -0.032764321 -0.01071164 -0.02035887 -0.003045286 -0.026404
-0.073330513 -0.116459212 0.183550197 -0.05532059 -0.042184596 -0.061356
0.054615023 0.2705959728 -0.21384586 0.093096617 0.0675183613 -0.013418
-0.081308822 -0.060615044 0.067584209 -0.06863999 -0.06963548 0.045155
-0.127736511 -0.108621893 -0.16161834 -0.10926686 -0.116152272 -0.011087
0.065392628 -0.09345131 -0.2051506 -0.00330609 -0.011918452 0.00261
0.063972366 -0.057594698 0.377162555 0.099125462 0.0685641293 -0.005759
-0.075225133 -0.129894353 0.00605297 -0.06004543 -0.126349096 -0.070516

-0.022826008 -0.048420838 -0.01126032 -0.02560538 -0.037559626 0.00133

0.041877264 0.0564641187 -0.97620116 -0.13422364 -0.077664523 1
-0.654516041 -0.938723077 0.016229907 0.224913539 0.5426281895 -0.003254

0.066382634 -0.10741324 0.054344185 -0.07992823 -0.070502393 0.004242

-0.082688651 0.0220891852 -0.16834833 -0.043782 -0.00640509 0.044276
-0.019341448 0.0568539514 0.029735527 0.027278472 0.0251115199 0.033416
-0.055900948 -0.242108427 -0.11221207 -0.10445038 -0.18405019 0.056463
-0.031659386 -0.037347654 -0.01529497 -0.02494221 -0.007628619 -0.030987
-0.077913846 -0.121042545 0.178966864 -0.05990392 -0.046767929 -0.06594
0.05003169 0.2660126395 -0.21842919 0.088513284 0.062935028 -0.018001
-0.085892155 -0.065198377 0.063000876 -0.07322332 -0.074218813 0.040572
-0.132319844 -0.113205226 -0.16620167 -0.1138502 -0.120735605 -0.01567
0.060809294 -0.098034643 -0.20973393 -0.00788943 -0.016501786 -0.001973
0.059389033 -0.062178032 0.372579222 0.094542129 0.063980796 -0.010342
-0.079808466 -0.134477687 0.001469636 -0.06462877 -0.13093243 -0.075099

0.004889462 0.0159633964 0.03055729 0.004779012 0.0060004772 0.001766

-0.2347555 -0.187481018 0.5061507 0.847882143 0.5454587532 -1.84195

0.001753705 0.0031881967 0.952968709 0.018015985 0.0060317781 1

-0.002125143 -0.001697165 0.004542852 0.007674392 0.0049376184 -0.016525

-5.528530473 -3.288446568 -0.8066986 -6.5703165 -7.140034694 3.265275