DAFTAR PUSTAKA
84 FREN SMARTFREN
Telecom Tbk 104 INPC Bank Artha Graha Internasional 85 GDST Gunawan Dianjaya
Steel Tbk 105 INTA Intraco Penta Tbk. 86 GGRM Gudang Garam Tbk 106 INTP Indocement Tunggal
Prakasa Tbk
87 GJTL Gajah Tunggal Tbk 107 INVS Inovisi Infracom Tbk. 88 GPRA Perdana Gapuraprima
Tbk 108 ISAT Indosat Tbk
89 GTBO Garda Tujuh Buana
Tbk. 109 ITMG
Indo Tambangraya Megah Tbk
90 GZCO Gozco Plantations Tbk 110 JECC Jembo Cable Company Tbk
91 HADE, HD Capital Tbk 111 JPFA Japfa Comfeed Indonesia Tbk. 92 HEXA, Hexindo Adiperkasa
Tbk 112 JPRS Jaya Pari Steel Tbk
93 HMSP HM Sampoerna Tbk 113 JSMR Jasa Marga (Persero) Tbk
94 IDKM Indosiar Karya Media
Tbk 114 KAEF Kimia Farma Tbk
95 IGAR Champion Pacific
Indonesia Tbk 115 KARK
Dayaindo Resources International
96 INAF Indofarma Tbk 116 KBLI KMI Wire & Cable Tbk
97 INAI Indal Aluminium
Industry Tbk 117 KBRI Kertas Basuki Rachmat Indonesia 98 INCI Intanwijaya Internasional Tbk 118 KIAS Keramika Indonesia Assosiasi Tbk. 99 INCO Vale Indonesia Tbk 119 KIJA Kawasan Industri
Jababeka Tbk 100 INDF Indofood Sukses
No. Kode Nama Emiten No. Kode Nama Emiten 121 KPIG MNC Land Tbk 141 MNCN Media Nusantara Citra
Tbk 122 KREN Kresna Graha
Sekurindo Tbk. 142 MPPA
Matahari Putra Prima Tbk.
123 LMPI Langgeng Makmur
Industri Tbk 143 MRAT Mustika Ratu Tbk 124 LPCK Lippo Cikarang Tbk 144 MTDL Metrodata Electronics
Tbk
125 LPKR Lippo Karawaci Tbk 145 MYOR Mayora Indah Tbk 126 LPLI Star Pacific Tbk 146 MYTX Apac Citra Centertex
Tbk 127 LPPS Lippo Securities
Tbk. 147 NIKL
PELAT TIMAH
NUSANTARA IDR100 128 LSIP PP London Sumatra
Indonesia Tbk. 148 NISP Bank OCBC NISP Tbk 129 LTLS Lautan Luas Tbk 149 OKAS Ancora Indonesia
Resources Tbk 130 MAIN Malindo Feedmill
Tbk 150 PANR
Panorama Sentra Wisata Tbk. 131 MAPI Mitra Adiperkasa
Tbk 151 PANS Panin Sekuritas Tbk
132 MASA Multistrada Arah
Sarana Tbk. 152 PBRX Pan Brothers Tbk. 133 MDLN Modernland Realty
Ltd. Tbk. 153 PGAS
Perusahaan Gas Negara (Persero)
134 MDRN Modern
International Tbk. 154 PJAA
Pembangunan Jaya Ancol Tbk
135 MEDC Medco Energy
International Tbk. 155 PKPK
Perdana Karya Perkasa Tbk
136 META Nusantara
Infrastucture Tbk 156 PLAS Polaris Investama Tbk 137 MFIN Mandala
Multifinance Tbk 157 PNBN
Bank Pan Indonesia Tbk
138 MICE Multi Indocitra Tbk 158 PNIN Panin Insurance Tbk 139 MITI Mitra Investindo
Tbk 159 PNLF Panin Financial Tbk
No. Kode Nama Emiten No. Kode Nama Emiten 161 PTBA Tambang Batubara
Bukit Asam (Pe 181 SMSM
Selamat Sempurna Tbk
162 PTSN Sat Nusapersada Tbk 182 SPMA Suparma Tbk
163 PUDP Pudjiadi Prestige Tbk 183 SRSN Indo Acidatama Tbk 164 PWON Pakuwon Jati Tbk. 184 SSIA Surya Semesta
Internusa Tbk. 165 PYFA Pyridam Farma Tbk 185 SULI PT SLJ GLOBAL
TBK
166 RAJA Rukun Raharja Tbk 186 TBLA Tunas Baru Lampung Tbk
167 RALS Ramayana Lestari
Sentosa Tbk 187 TINS Timah (Persero) Tbk. 168 RBMS Ristia Bintang
Mahkotasejati Tb 188 TIRT
Tirta Mahakam Resources Tbk 169 RMBA Bentoel Internasional
Investama 189 TKIM
Pabrik Kertas Tjiwi Kimia Tbk
170 RUIS Radiant Utama
Interinsco Tbk 190 TLKM
Telekomunikasi Indonesia (Persero) 171 SCMA Surya Citra Media Tbk. 191 TMAS Pelayaran Tempuran
Emas Tbk 172 SDPC Millennium Pharmacon
Internatio 192 TMPI AGIS Tbk
173 SDRA Bank Himpunan
Saudara 1906 Tbk 193 TMPO Tempo Intimedia Tbk 174 SGRO Sampoerna Agro Tbk 194 TOTL Total Bangun Persada
Tbk 175 SHID Hotel Sahid Jaya
International 195 TPIA
Chandra Asri Petrochemical Tbk 176 SIPD Sierad Produce Tbk 196 TRAM Trada Maritime Tbk. 177 SMCB Holcim Indonesia Tbk 197 TRIL Triwira Insanlestari
Tbk 178 SMGR Semen Indonesia
(Persero) Tbk 198 TRIM
Trimegah Securities Tbk
179 SMMA Sinarmas Multiartha
Tbk 199 TRIO Trikomsel Oke Tbk.
180 SMRA, Summarecon Agung
Lampiran 2
Kriteria Pengambilan Sampel Saham Winner
No Kode Nama Emiten Return %
1 ADES. Akasha Wira International
Tbk. 0,1 10 > 7,2
2 ADHI. Adhi Karya (Persero) Tbk. 0,1071 10,71 > 7,2 3 ADMG. Polychem Indonesia Tbk 0,0756 7,56 > 7,2 4 ANTM. Aneka Tambang (Persero)
Tbk. 0,0909 9,09 > 7,2
5 ARNA Arwana Citra Mulia Tbk. 0,0895 8,95 > 7,2 6 ASIA. Asia Natural Resources Tbk 0,0833 8,33 > 7,2
7 BAYU. Bayu Buana Tbk 0,1192 11,92 > 7,2
8 BBKP. Bank Bukopin Tbk. 0,0947 9,47 > 7,2
9 BBLD. Buana Finance Tbk. 0,1522 15,22 > 7,2 10 BBTN Bank Tabungan Negara
(Persero) 0,0982 9,82 > 7,2
11 BISI. BISI International Tbk. 0,0917 9,17 > 7,2
12 BKSL. Sentul City Tbk. 0,28 28 > 7,2
No. Kode Nama Emiten No. Kode Nama Emiten
201 TRUB
Truba Alam Manunggal Engineerin
208 VRNA Verena Multi Finance Tbk.
202 TSPC Tempo Scan Pacific
Tbk 209 WEHA
Panorama Transportasi Tbk
203 TURI Tunas Ridean Tbk. 210 WICO Wicaksana Overseas Internationa
204 ULTJ Ultra Jaya Milk
Industry & Trad 211 WIKA
Wijaya Karya (Persero) Tbk.
205 UNSP Bakrie Sumatra
Plantations Tbk 212 WOMF
Wahana Ottomitra Multiartha Tbk 206 UNTR United Tractors
Tbk 213 YPAS Yana Prima Persada
207 UNVR Unilever Indonesia Tbk
13 BMTR Global Mediacom Tbk. 0,2333 23,33 > 7,2 14 BNBR. Bakrie & Brothers Tbk 0,2308 23,08 > 7,2 15 BRPT. Barito Pacific Tbk. 0,0941 9,41 > 7,2 16 BSDE. Bumi Serpong Damai Tbk. 0,1053 10,53 > 7,2 17 BTEL. Bakrie Telecom Tbk. 0,0992 9,92 > 7,2 18 BTON. Betonjaya Manunggal Tbk. 0,2 20 > 7,2 19 BTPN Bank Tabungan Pensiunan
Nasional 0,1967 19,67 > 7,2
20 BUMI. Bumi Resources Tbk 0,1988 19,88 > 7,2
21 BWPT BW Plantation Tbk. 0,0833 8,33 > 7,2
22 CFIN. Clipan Finance Indonesia
Tbk. 0,1458 14,58 > 7,2
23 CNKO. Exploitasi Energi Indonesia
Tbk 0,2167 21,67 > 7,2
24 CPIN Charoen Pokphan Indonesia
Tbk 0,1263 12,63 > 7,2
25 CSAP. Catur Sentosa Adiprana Tbk. 0,1096 10,96 > 7,2 26 CTRP. Ciputra Property Tbk. 0,0741 7,41 > 7,2
27 CTTH. Citatah Tbk. 0,1017 10,17 > 7,2
28 DART. Duta Anggada Realty Tbk. 0,1157 11,57 > 7,2
29 DEWA. Darma Henwa Tbk 0,3833 38,33 > 7,2
30 DGIK. Nusa Konstruksi Enjiniring
Tbk. 0,1316 13,16 > 7,2
31 ELSA. Elnusa Tbk. 0,1667 16,67 > 7,2
32 ENRG, Energi Mega Persada Tbk 0,52 52 > 7,2
33 FPNI, LOTTE CHEM TITAN 0,0769 7,69 > 7,2
34 GDST Gunawan Dianjaya Steel Tbk 0,092 9,2 > 7,2
35 GGRM, Gudang Garam Tbk 0,1321 13,21 > 7,2
36 HMSP, HM Sampoerna Tbk 0,0797 7,97 > 7,2
37 IDKM Indosiar Karya Media Tbk 0,1412 14,12 > 7,2 38 INAI, Indal Aluminium Industry
Tbk 0,0753 7,53 > 7,2
40 ITMG, Indo Tambangraya Megah
Tbk 0,101 10,1 > 7,2
41 JPRS, Jaya Pari Steel Tbk 0,2222 22,22 > 7,2 42 JSMR, Jasa Marga (Persero) Tbk 0,0791 7,91 > 7,2 43 KARK Dayaindo Resources
International 0,2063 20,63 > 7,2
44 KBLI, KMI Wire & Cable Tbk 0,1077 10,77 > 7,2 45 KBRI Kertas Basuki Rachmat
Indonesia 0,1077 10,77 > 7,2
46 KIJA, Kawasan Industri Jababeka
Tbk 0,1734 17,34 > 7,2
47 MNCN, Media Nusantara Citra Tbk 0,1818 18,18 > 7,2 48 NIKL PELAT TIMAH
NUSANTARA IDR100 0,1277 12,77 > 7,2
49 PLAS, Polaris Investama Tbk 0,1034 10,34 > 7,2 50 PNBN, Bank Pan Indonesia Tbk 0,15 15 > 7,2 51 PNLF, Panin Financial Tbk 0,0732 7,32 > 7,2 52 POLY, Asia Pacific Fibers Tbk 0,1343 13,43 > 7,2
53 PWON Pakuwon Jati Tbk. 0,1071 10,71 > 7,2
54 PYFA, Pyridam Farma Tbk 0,1047 10,47 > 7,2
55 RAJA, Rukun Raharja Tbk 0,125 12,5 > 7,2
56 RBMS, Ristia Bintang Mahkotasejati
Tb 0,1455 14,55 > 7,2
57 SDPC, Millennium Pharmacon
Internatio 0,1273 12,73 > 7,2
58 SGRO, Sampoerna Agro Tbk 0,1082 10,82 > 7,2 59 SMGR, Semen Indonesia (Persero)
Tbk 0,1558 15,58 > 7,2
60 SRSN, Indo Acidatama Tbk 0,0769 7,69 > 7,2 61 SULI, PT SLJ GLOBAL TBK 0,1935 19,35 > 7,2 62 TINS Timah (Persero) Tbk. 0,0773 7,73 > 7,2 63 TIRT, Tirta Mahakam Resources
Tbk 0,1231 12,31 > 7,2
64 TMAS, Pelayaran Tempuran Emas
Tbk 0,0828 8,28 > 7,2
66 TRIL, Triwira Insanlestari Tbk 0,1406 14,06 > 7,2 67 TRUB, Truba Alam Manunggal
Engineerin 0,3857 38,57 > 7,2
68 UNSP, Bakrie Sumatra Plantations
Tbk 0,2963 29,63 > 7,2
69 UNVR, Unilever Indonesia Tbk 0,0897 8,97 > 7,2
Lampiran 3
Kriteria Pengambilan Saham Loser
No Symbol Name Return %
1 ABBA.JK Mahaka Media Tbk. -0.1583 -15.83 < -8.921 2 ADES.JK Akasha Wira
International Tbk. -0.1157 -11.57 < -8.921 3 ADHI.JK Adhi Karya (Persero)
Tbk. -0.1053 -10.53 < -8.921
4 ADMG.JK Polychem Indonesia
Tbk -0.1471 -14.71 < -8.921
5 ADRO JK Adaro Energi Tbk.
-0.1000 -10.00 < -8.921 6 AMAG.JK Asuransi Multi Artha
Guna Tbk. -0.2049 -20.49 < -8.921
7 ANTM.JK Aneka Tambang
(Persero) Tbk. -0.0899 -8.99 < -8.921 8 APLI.JK Asiaplast Industries
Tbk. -0.1161 -11.61 < -8.921
9 ARTI.JK Ratu Prabu Energi Tbk
-0.1304 -13.04 < -8.921 10 ASGR.JK Astra Graphia Tbk. -0.0917 -9.17 < -8.921 11 ASRI.JK Alam Sutera Realty
Tbk. -0.1084 -10.84 < -8.921
12 ASII JK Astra International Tbk.
-0.0945 -9.45 < -8.921 13 AUTO JK Astra Otoparts Tbk. -0.0949 -9.49 < -8.921 14 BAYU.JK Bayu Buana Tbk
-0.1296 -12.96 < -8.921 15 BBKP.JK Bank Bukopin Tbk. -0.1148 -11.48 < -8.921 16 BBLD.JK Buana Finance Tbk.
-0.0909 -9.09 < -8.921 17 BBNI.JK Bank Negara Indonesia -0.1484 -14.84 < -8.921
(Persero)
18 BBRI JK Bank Rakyat Indonesia
(Persero) -0.1311 -13.11 < -8.921
19 BBTN JK Bank Tabungan Negara
(Persero) -0.1783 -17.83 < -8.921
20 BEKS.JK Bank Pundi Indonesia
Tbk. -0.1127 -11.27 < -8.921
21 BFIN JK BFI Finance Indonesia
Tbk -0.0952 -9.52 < -8.921
22 BHIT JK MNC Investama Tbk.
-0.1050 -10.50 < -8.921 23 BISI.JK BISI International Tbk. -0.1416 -14.16 < -8.921 24 BKDP JK Bukit Darmo Property
Tbk. -0.1228 -12.28 < -8.921
25 BKSL.JK Sentul City Tbk.
-0.0893 -8.93 < -8.921 26 BMRI JK Bank Mandiri (Persero)
Tbk. -0.1452 -14.52 < -8.921
27 BNGA.JK Bank CIMB Niaga Tbk. -0.1040 -10.40 < -8.921 28 BRNA JK Berlina Tbk. -0.0909 -9.09 < -8.921 29 BRPT.JK Barito Pacific Tbk. -0.1313 -13.13 < -8.921 30 BTON.JK Betonjaya Manunggal
Tbk. -0.1045 -10.45 < -8.921
31 BTPN JK Bank Tabungan
Pensiunan Nasional -0.1141 -11.41 < -8.921 32 BUMI.JK Bumi Resources Tbk -0.1262 -12.62 < -8.921 33 CNKO.JK Exploitasi Energi
Indonesia Tbk -0.1261 -12.61 < -8.921 34 COWL.JK Cowell Development
Tbk. -0.1304 -13.04 < -8.921
35 CPIN JK Charoen Pokphan
Indonesia Tbk -0.1619 -16.19 < -8.921 36 CSAP.JK Catur Sentosa Adiprana
Tbk. -0.1400 -14.00 < -8.921
37 CTRA JK Ciputra Development
Tbk. -0.1161 -11.61 < -8.921
38 DEWA.JK Darma Henwa Tbk
-0.1573 -15.73 < -8.921 39 DGIK.JK Nusa Konstruksi
Enjiniring Tbk. -0.0990 -9.90 < -8.921 40 DILD JK Intiland Development
Tbk. -0.1154 -11.54 < -8.921
Tbk -0.1139 42 EKAD.JK Ekadharma
International Tbk. -0.2034 -20.34 < -8.921 43 ELSA.JK Elnusa Tbk. -0.1111 -11.11 < -8.921 44 ENRG,JK Energi Mega Persada
Tbk -0.1131 -11.31 < -8.921
45 GDST JK Gunawan Dianjaya
Steel Tbk -0.1184 -11.84 < -8.921
46 GJTL,JK Gajah Tunggal Tbk -0.1101 -11.01 < -8.921 47 GTBO JK Garda Tujuh Buana
Tbk. -0.1726 -17.26 < -8.921
48 HMSP,JK HM Sampoerna Tbk
-0.1009 -10.09 < -8.921 49 IDKM JK Indosiar Karya Media
Tbk -0.1474 -14.74 < -8.921
50 IGAR,JK Champion Pacific
Indonesia Tbk -0.1250 -12.50 < -8.921 51 INAF,JK Indofarma Tbk -0.1000 -10.00 < -8.921 52 INCO,JK Vale Indonesia Tbk -0.1348 -13.48 < -8.921 53 INDF,JK Indofood Sukses
Makmur Tbk -0.1300 -13.00 < -8.921
54 INDR,JK Indo-Rama Synthetics
Tbk -0.1020 -10.20 < -8.921
55 INDY,JK Indika Energy Tbk -0.0965 -9.65 < -8.921 56 INTP,JK Indocement Tunggal
Prakasa Tbk -0.1515 -15.15 < -8.921 57 INVS JK Inovisi Infracom Tbk. -0.2957 -29.57 < -8.921 58 JECC,JK Jembo Cable Company
Tbk -0.1000 -10.00 < -8.921
59 JPFA JK Japfa Comfeed
Indonesia Tbk. -0.1429 -14.29 < -8.921 60 JPRS,JK Jaya Pari Steel Tbk -0.0909 -9.09 < -8.921 61 JSMR,JK Jasa Marga (Persero)
Tbk -0.0949 -9.49 < -8.921
62 KIJA,JK Kawasan Industri
Jababeka Tbk -0.1528 -15.28 < -8.921 63 KBLF JK Kalbe Farma Tbk. -0.1691 -16.91 < -8.921 64 LMPI,JK Langgeng Makmur
Industri Tbk -0.1961 -19.61 < -8.921 65 LPCK,JK Lippo Cikarang Tbk
-0.1344 -13.44 < -8.921 66 LPLI,JK Star Pacific Tbk -0.1340 -13.40 < -8.921
67 LPPS JK Lippo Securities Tbk. -0.1700 -17.00 < -8.921 68 LSIP JK PP London Sumatra
Indonesia Tbk. -0.1070 -10.70 < -8.921 69 LTLS,JK Lautan Luas Tbk
-0.1196 -11.96 < -8.921 70 MAPI,JK Mitra Adiperkasa Tbk
-0.1582 -15.82 < -8.921 71 MEDC JK Medco Energy
International Tbk. -0.1224 -12.24 < -8.921 72 MICE,JK Multi Indocitra Tbk -0.1795 -17.95 < -8.921 73 MLPL JK Multipolar Tbk. -0.0897 -8.97 < -8.921 74 OKAS,JK Ancora Indonesia
Resources Tbk -0.1228 -12.28 < -8.921 75 PANS,JK Panin Sekuritas Tbk -0.0960 -9.60 < -8.921 76 PGAS JK Perusahaan Gas Negara
(Persero) -0.1287 -12.87 < -8.921
77 PJAA,JK Pembangunan Jaya
Ancol Tbk -0.2286 -22.86 < -8.921
78 PNIN,JK Panin Insurance Tbk -0.1373 -13.73 < -8.921 79 PNLF,JK Panin Financial Tbk -0.1094 -10.94 < -8.921 80 POLY,JK Asia Pacific Fibers Tbk -0.1154 -11.54 < -8.921 81 PTSN,JK Sat Nusapersada Tbk -0.1071 -10.71 < -8.921 82 PYFA,JK Pyridam Farma Tbk -0.1243 -12.43 < -8.921 83 RMBA,JK Bentoel Internasional
Investama -0.1071 -10.71 < -8.921
84 RUIS,JK Radiant Utama
Interinsco Tbk -0.1207 -12.07 < -8.921 85 SGRO,JK Sampoerna Agro Tbk -0.1136 -11.36 < -8.921 86 SIPD,JK Sierad Produce Tbk -0.1176 -11.76 < -8.921 87 SMRA,JK Summarecon Agung
Tbk -0.1000 -10.00 < -8.921
88 SPMA,JK Suparma Tbk -0.1321 -13.21 < -8.921 89 SULI,JK PT SLJ GLOBAL TBK -0.0949 -9.49 < -8.921 90 TINS JK Timah (Persero) Tbk. -0.1095 -10.95 < -8.921 91 TIRT,JK Tirta Mahakam
Resources Tbk -0.0984 -9.84 < -8.921 92 TMAS,JK Pelayaran Tempuran
Emas Tbk -0.1489 -14.89 < -8.921
93 TMPI,JK AGIS Tbk -0.2390 -23.90 < -8.921
94 TMPO,JK Tempo Intimedia Tbk -0.1552 -15.52 < -8.921 95 TRIL,JK Triwira Insanlestari Tbk -0.1053 -10.53 < -8.921 96 TRST,JK Trias Sentosa Tbk -0.1154 -11.54 < -8.921
97 ULTJ,JK Ultra Jaya Milk
Industry & Trad -0.1017 -10.17 < -8.921 98 UNTR,JK United Tractors Tbk -0.0948 -9.48 < -8.921 99 VRNA JK Verena Multi Finance
Tbk. -0.1410 -14.10 < -8.921
100 WICO,JK Wicaksana Overseas
Internationa -0.1207 -12.07 < -8.921 101 WIKA JK Wijaya Karya (Persero)
Tbk. -0.1111 -11.11 < -8.921
102 WOMF,JK Wahana Ottomitra