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IMPLEMENTASI UKURAN PERUSAHAAN (FIRM SIZE), VOLUME PERDAGANGAN (TRADING VOLUME), KAPITALISASI PASAR (MARKET CAPITALIZATION), DAN MOMENTUM DALAM MENENTUKAN RETURN PORTOFOLIO SAHAM PEMENANG

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IMPLEMENTASI UKURAN PERUSAHAAN (

FIRM SIZE

),

VOLUME PERDAGANGAN (

TRADING VOLUME

), KAPITALISASI

PASAR (

MARKET CAPITALIZATION

), DAN MOMENTUM

DALAM MENENTUKAN

RETURN

PORTOFOLIO

SAHAM PEMENANG

Oleh

Septi Susanti

Skripsi

Sebagai salah satu syarat untuk mencapai gelar

SARJANA ADMINISTRASI BISNIS

pada

Jurusan Ilmu Administrasi Bisnis

Fakultas Ilmu Sosial dan Ilmu Politik

FAKULTAS ILMU SOSIAL DAN ILMU POLITIK

UNIVERSITAS LAMPUNG

(2)

ABSTRAK

IMPLEMENTASI UKURAN PERUSAHAAN (

FIRM SIZE

),

VOLUME PERDAGANGAN (

TRADING VOLUME

),

KAPITALISASI PASAR (

MARKET CAPITALIZATION

), DAN

MOMENTUM DALAM MENENTUKAN

RETURN

PORTOFOLIO

SAHAM PEMENANG

Oleh

SEPTI SUSANTI

Penelitian ini bertujuan untuk menganalisis pengaruh ukuran perusahaan (

firm

size

), volume perdagangan (

trading volume

), kapitalisasi pasar (

market

capitalization

), dan momentum sebagai sarana bagi para investor untuk

memperoleh tingkat pengembalian (

return

) dalam berinvestasi. Populasi yang

digunakan dalam penelitian ini adalah perusahaan yang terdaftar di Indeks LQ 45

pada Bursa Efek Indonesia (BEI). Sampel penelitian terdiri dari 12 perusahaan

yang terdaftar di Indeks LQ 45 pada Bursa Efek Indonesia (BEI) periode

2009-2011 yang ditentukan melalui metode

purposive sampling

. Penelitian ini

menggunakan teknik analisis regresi linear berganda model

panel data

.

Hasil penelitian menunjukkan bahwa ukuran perusahaan (

firm size

) berpengaruh

negatif signifikan terhadap

return

portofolio saham pemenang. Volume

perdagangan (

trading volume

) berpengaruh positif signifikan terhadap

return

portofolio saham pemenang. Kapitalisasi pasar (

market capitalization

)

berpengaruh positif tidak signifikan terhadap

return

portofolio saham pemenang.

Momentum

return

J3 berpengaruh positif signifikan, J6 berpengaruh negatif

signifikan, J9 berpengaruh positif tidak signifikan, dan J12 berpengaruh negatif

tidak signifikan terhadap

return

portofolio saham pemenang. Sehingga

momentum yang tepat bagi para investor dalam melakukan jual-beli saham yaitu

periode 3 bulan (J3) dan 6 bulan (J6).

Kata Kunci:

Return

Portofolio Saham Pemenang, Ukuran Perusahaan (

Firm

Size

), Volume Perdagangan (

Trading Volume

), Kapitalisasi

(3)
(4)
(5)
(6)
(7)

Lampiran 1. Daftar Sampel Perusahaan

NO

KODE EFEK

NAMA PERUSAHAAN

1

ASII

Astra Internasional Tbk.

2

BBNI

Bank Negara Indonesia (Persero) Tbk.

3

BBRI

Bank Rakyat Indonesia (Persero) Tbk.

4

BMRI

Bank Mandiri (Persero) Tbk.

5

BUMI

Vale Indonesia Tbk.

6

ELTY

Bumi Resources Tbk.

7

ENRG

Energi Mega Persada Tbk.

8

INDF

Indofood Sukses Makmur Tbk.

9

ITMG

Indo Tambangraya Megah Tbk.

10

LSIP

London Sumatera Plantation Tbk.

11

SMCB

Holcim Indonesia Tbk.

(8)

Lampiran 2. Statistik Deskriptif

(9)

Lampiran 3.

Pool

(

Common

)

Dependent Variable: RP? Method: Pooled Least Squares Date: 01/14/14 Time: 22:09 Sample: 2009M01 2011M12 Included observations: 36 Cross-sections included: 12

Total pool (balanced) observations: 432

Variable Coefficient Std. Error t-Statistic Prob.

C 0,000641 0,011565 0,055453 0,9558

UP? 1,91E-05 0,000695 0,027406 0,9781

VP? 2,56E-11 5,94E-12 4,318623 0,0000

KP? 4,15E-18 2,17E-17 0,191636 0,8481

J3? 0,714300 0,160950 4,438031 0,0000

J6? -1,593825 0,381800 -4,174497 0,0000

J9? 1,064255 0,623066 1,708094 0,0884

J12? 0,121616 0,604152 0,201300 0,8406

R-squared 0,104672 Mean dependent var 0,004120

Adjusted R-squared 0,089891 S.D. dependent var 0,015870

S.E. of regression 0,015140 Akaike info criterion -5,524581

Sum squared resid 0,097192 Schwarz criterion -5,449239

Log likelihood 1201,309 Hannan-Quinn criter. -5,494836

F-statistic 7,081354 Durbin-Watson stat 1,784114

(10)

Lampiran 4.

Chow-Test atau Likelihood Ratio Test

Redundant Fixed Effects Tests Pool: Untitled

Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 4,740651 (11.413) 0,0000

Cross-section Chi-square 51,367490 11 0,0000

Lampiran 5. Uji Hausman

Correlated Random Effects - Hausman Test Pool: Untitled

Test cross-section random effects

Test Summary

Chi-Sq.

Statistic Chi-Sq. d.f. Prob.

(11)

Lampiran 6. Model

Fixed Effect

Dependent Variable: RP? Method: Pooled Least Squares Date: 12/03/13 Time: 17:58 Sample: 2009M01 2011M12 Included observations: 36 Cross-sections included: 12

Total pool (balanced) observations: 432

Variable Coefficient Std. Error t-Statistic Prob.

C 0,354105 0,084052 4,212928 0,0000

UP? -0,020186 0,004799 -4,206085 0,0000

VP? 5,86E-11 8,25E-12 7,097276 0,0000

KP? 1,84E-17 3,48E-17 0,527470 0,5982

J3? 0,841280 0,155542 5,408694 0,0000

J6? -1,206049 0,370104 -3,258675 0,0012

J9? 0,532910 0,603588 0,882903 0,3778

J12? -0,673054 0,595476 -1,130278 0,2590

Fixed Effects (Cross)

_ASII--C 0,023839

_BBNI--C 0,039688

_BBRI--C 0,045158

_BMRI--C 0,047960

_BUMI--C -0,003255

_ELTY--C -0,034225

_ENRG--C -0,037558

_INDF--C 0,005461

_ITMG--C -0,022341

_LSIP--C -0,037111

_SMCB--C -0,026450

_UNTR--C -0,001165

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0,205046 Mean dependent var 0,004120

Adjusted R-squared 0,170399 S.D. dependent var 0,015870

S.E. of regression 0,014455 Akaike info criterion -5,592561

Sum squared resid 0,086296 Schwarz criterion -5,413626

Log likelihood 1226,993 Hannan-Quinn criter. -5,521918

F-statistic 5,918173 Durbin-Watson stat 1,918415

(12)

Lampiran 7. Hasil Perhitungan Uji F

Variabel yang

Dicari Korelasinya

F hitung

F tabel

Probabilitas

Keterangan

Pengaruh Variabel

X1, X2, X3, X4, X5,

X6, dan X7

terhadap Y

(13)

Lampiran 8. Hasil Perhitungan Uji t

Variable Coefficient Std. Error t-Statistic Prob.

C 0,354105 0,084052 4,212928 0,0000

UP? -0,020186 0,004799 -4,206085 0,0000

VP? 5,86E-11 8,25E-12 7,097276 0,0000

KP? 1,84E-17 3,48E-17 0,527470 0,5982

J3? 0,841280 0,155542 5,408694 0,0000

J6? -1,206049 0,370104 -3,258675 0,0012

J9? 0,532910 0,603588 0,882903 0,3778

(14)

Lampiran 9. Tabel Uji F

Taraf Signifikansi (0.05)

Df 2

Df 1

1

2

3

4

5

6

3

10,13

9,55

9,28

9,12

9,01

8,94

4

7,71

6,94

6,59

6,39

6,26

6,16

5

6,61

5,79

5,41

5,19

5,05

4,95

6

5,99

5,14

4,76

4,53

4,39

4,28

7

5,59

4,74

4,35

4,12

3,97

3,87

8

5,32

4,46

4,07

3,84

3,69

3,58

9

5,12

4,26

3,86

3,63

3,48

3,37

10

4,96

4,10

3,71

3,48

3,33

3,22

11

4,84

3,98

3,59

3,36

3,20

3,09

12

4,75

3,89

3,49

3,26

3,11

3,00

13

4,67

3,81

3,41

3,18

3,02

2,91

14

4,60

3,74

3,34

3,11

2,96

2,85

15

4,54

3,68

3,29

3,06

2,90

2,79

16

4,49

3,63

3,24

3,01

2,85

2,74

17

4,45

3,59

3,20

2,96

2,81

2,70

18

4,41

3,55

3,16

2,93

2,77

2,66

19

4,38

3,52

3,13

2,90

2,74

2,63

20

4,35

3,49

3,10

2,87

2,71

2,60

22

4,30

3,44

3,05

2,82

2,66

2,55

24

4,26

3,40

3,01

2,78

2,62

2,51

26

4,23

3,37

2,98

2,74

2,59

2,47

28

4,20

3,34

2,95

2,71

2,56

2,44

30

4,17

3,32

2,92

2,69

2,53

2,42

35

4,12

3,27

2,87

2,64

2,48

2,37

40

4,08

3,23

2,84

2,61

2,45

2,34

45

4,06

3,20

2,81

2,58

2,42

2,31

50

4,03

3,18

2,79

2,56

2,40

2,29

60

4,00

3,15

2,76

2,53

2,37

2,25

70

3,98

3,13

2,74

2,50

2,35

2,23

80

3,96

3,11

2,72

2,49

2,33

2,21

100

3,94

3,09

2,70

2,46

2,31

2,19

200

3,89

3,04

2,65

2,42

2,26

2,14

500

3,86

3,01

2,62

2,39

2,23

2,12

1000

3,85

3,00

2,61

2,38

2,22

2,11

(15)

Lampiran 10. Tabel Uji t

Df

Signifikansi

0,025

0,05

2

4,30

2,92

3

3,18

2,35

4

2,78

2,13

5

2,57

2,02

6

2,45

1,94

7

2,36

1,89

8

2,31

1,86

9

2,26

1,83

10

2,23

1,81

11

2,20

1,80

12

2,18

1,78

13

2,16

1,77

14

2,14

1,76

15

2,13

1,75

16

2,12

1,75

17

2,11

1,74

18

2,10

1,73

19

2,09

1,73

20

2,09

1,72

21

2,08

1,72

22

2,07

1,72

23

2,07

1,71

24

2,06

1,71

25

2,06

1,71

26

2,06

1,71

27

2,05

1,70

28

2,05

1,70

29

2,05

1,70

30

2,04

1,70

35

2,03

1,69

40

2,02

1,68

45

2,01

1,68

50

2,01

1,68

55

2,00

1,67

60

2,00

1,67

65

2,00

1,67

70

1,99

1,67

75

1,99

1,67

80

1,99

1,66

85

1,99

1,66

90

1,99

1,66

95

1,99

1,66

100

1,98

1,66

200

1,97

1,65

500

1,96

1,65

(16)

Lampiran 11. Data Penelitian

KODE UP VP KP J3 J6 J9 J12 RP

ASII 18.303450 44,595,400 5,262,861,908,200 0.010925 0.012833 0.009237 0.007915 0.019345

ASII 18.303450 43,020,500 4,574,641,504,820 0.018875 0.015051 0.010758 0.008881 -0.010893

ASII 18.303450 47,477,900 5,768,906,322,450 0.015631 0.012900 0.009014 0.008150 0.021746

ASII 18.303450 63,255,900 7,287,039,565,200 0.014741 0.008393 0.006912 0.007193 0.021921

ASII 18.303450 64,454,700 8,420,579,053,120 0.011227 0.006699 0.005549 0.005525 0.012958

ASII 18.303450 51,711,100 9,635,085,647,320 0.010169 0.005705 0.005657 0.005352 0.012014

ASII 18.303450 53,473,600 11,861,681,070,020 0.002046 0.002997 0.004678 0.004093 0.019250

ASII 18.303450 46,642,300 12,205,791,271,710 0.002172 0.002710 0.003624 0.003467 0.002417

ASII 18.303450 31,546,300 13,501,264,972,190 0.001242 0.003401 0.003746 0.004057 0.008841

ASII 18.303450 45,072,900 12,671,352,132,820 0.003949 0.005994 0.004775 0.004521 -0.005120

ASII 18.303450 45,361,600 13,096,429,440,790 0.003249 0.004350 0.003899 0.003667 0.002794

ASII 18.303450 24,140,700 14,047,792,939,580 0.005560 0.004999 0.004996 0.003517 0.006051

ASII 18.541632 37,092,700 14,553,837,353,830 0.008039 0.005188 0.004711 0.002548 0.003001

ASII 18.541632 31,875,200 14,675,288,013,250 0.005451 0.004224 0.003806 0.002937 0.000695

ASII 18.541632 37,060,000 16,962,608,765,660 0.004437 0.004714 0.002836 0.002515 0.012983

ASII 18.541632 33,800,600 19,087,995,305,510 0.002338 0.003048 0.000718 0.001542 0.010437

ASII 18.541632 66,280,000 17,468,653,179,910 0.002996 0.002983 0.002099 0.002452 -0.007067

ASII 18.541632 38,455,600 19,553,556,166,620 0.004990 0.002035 0.001875 0.002191 0.009942

ASII 18.541632 32,308,800 20,525,161,441,980 0.003757 -0.000093 0.001277 0.002605 0.004139

ASII 18.541632 47,762,900 19,270,171,294,640 0.002971 0.001651 0.002271 0.002601 -0.005093

ASII 18.541632 34,730,000 22,954,174,630,380 -0.000920 0.000317 0.001258 0.001012 0.015925

ASII 18.541632 34,010,000 23,075,625,289,800 -0.003943 0.000036 0.002221 0.001559 0.000441

ASII 18.541632 43,347,500 21,010,964,079,660 0.000330 0.001921 0.002478 0.002371 -0.007453

ASII 18.541632 41,849,700 22,083,778,237,870 0.001553 0.002347 0.001656 0.002320 0.004253

ASII 18.849348 82,399,700 19,796,457,485,460 0.004015 0.005303 0.003392 0.003499 -0.008628

ASII 18.849348 60,833,600 21,071,689,409,370 0.003512 0.003552 0.003051 0.002343 0.005366

ASII 18.849348 39,133,600 23,075,625,289,800 0.003140 0.001707 0.002576 0.001987 0.007922

ASII 18.849348 37,111,200 22,731,515,088,110 0.006591 0.003081 0.003326 0.001813 -0.001242

ASII 18.849348 35,749,200 23,784,087,469,750 0.003592 0.002821 0.001954 0.000837 0.003857

ASII 18.849348 33,248,700 25,727,298,020,470 0.000274 0.002293 0.001602 0.000723 0.006806

ASII 18.849348 34,169,500 28,540,904,963,700 -0.000429 0.001694 0.000221 0.000116 0.009110

ASII 18.849348 66,857,300 26,779,870,402,110 0.002049 0.001134 -0.000081 0.000296 -0.005140

ASII 18.849348 57,635,000 25,767,781,573,610 0.004313 0.002267 0.000873 0.001227 -0.003148

ASII 18.849348 41,212,100 27,933,651,666,600 0.003817 0.000546 0.000298 0.001254 0.007002

ASII 18.849348 27,915,200 28,702,839,176,260 0.000220 -0.001147 -0.000288 0.000373 0.002294

ASII 18.849348 19,598,600 29,957,829,323,600 0.000221 -0.000847 0.000199 0.000404 0.003642

(17)

BBNI 19.241462 9,863,700 10,584,840,773,500 0.028341 0.017236 0.012051 0.008637 -0.007573

BBNI 19.241462 18,333,300 10,887,264,795,600 0.030200 0.018164 0.011581 0.009765 0.002380

BBNI 19.241462 62,423,200 18,901,501,381,250 0.012506 0.006147 0.004534 0.005647 0.061318

BBNI 19.241462 61,369,600 23,740,285,734,850 0.006132 0.003906 0.002069 0.003603 0.021325

BBNI 19.241462 37,955,600 26,008,465,900,600 0.006127 0.002272 0.002953 0.002523 0.007959

BBNI 19.241462 34,444,600 28,579,070,088,450 -0.000211 0.000549 0.003361 0.003831 0.008233

BBNI 19.241462 48,991,900 29,335,130,143,700 0.001681 0.000038 0.002760 0.004680 0.002204

BBNI 19.241462 32,726,300 32,132,552,348,125 -0.001584 0.001367 0.001322 0.004418 0.007944

BBNI 19.241462 23,717,800 27,974,222,044,250 0.001308 0.005147 0.005178 0.005741 -0.010780

BBNI 19.241462 32,149,000 30,620,432,237,625 -0.001606 0.003299 0.005680 0.005351 0.007880

BBNI 19.241462 17,879,400 29,939,978,187,900 0.004317 0.002775 0.006418 0.005206 -0.001851

BBNI 19.331277 11,379,400 29,183,918,132,650 0.008985 0.007113 0.007218 0.004216 -0.002104

BBNI 19.331277 14,156,000 28,881,494,110,550 0.008205 0.009323 0.007670 0.004988 -0.000863

BBNI 19.331277 34,229,700 34,400,732,513,875 0.001233 0.007468 0.005502 0.004492 0.015919

BBNI 19.331277 31,570,200 39,315,122,873,000 0.005242 0.006335 0.002627 0.003632 0.011900

BBNI 19.331277 27,236,300 37,803,002,762,500 0.010440 0.007403 0.003916 0.003599 -0.003204

BBNI 19.331277 13,447,600 35,534,822,596,750 0.013704 0.007636 0.005579 0.004015 -0.004998

BBNI 19.331277 23,949,500 45,741,633,342,625 0.007429 0.001320 0.003095 0.003051 0.023927

BBNI 19.331277 26,425,300 52,546,173,839,875 0.004366 0.000653 0.001318 0.001512 0.012392

BBNI 19.331277 30,591,200 55,570,414,060,875 0.001568 0.001516 0.000786 0.000439 0.004794

BBNI 19.331277 14,726,400 58,972,684,309,500 -0.004789 0.000928 0.001592 0.000573 0.005100

BBNI 19.331277 19,590,000 61,240,864,475,250 -0.003059 -0.000205 0.000560 -0.000082 0.003204

BBNI 19.331277 58,532,700 71,540,908,335,375 0.001465 0.000394 0.000063 0.000218 -0.003599

BBNI 19.516149 45,819,700 59,540,497,904,925 0.006646 0.004783 0.002361 0.001063 -0.013973

BBNI 19.516149 24,836,800 65,540,703,120,150 0.002648 0.002370 0.000911 0.000651 0.008395

BBNI 19.516149 29,500,900 73,387,125,324,675 -0.000676 -0.000638 -0.000197 0.000233 0.009973

BBNI 19.516149 22,589,700 74,771,788,066,650 0.002920 0.000218 -0.000798 0.000146 0.001572

BBNI 19.516149 21,448,600 71,540,908,335,375 0.002092 0.000042 -0.000015 -0.000115 -0.003599

BBNI 19.516149 22,546,400 71,540,908,335,375 -0.000600 0.000042 0.000536 0.000120 0.000000

BBNI 19.516149 30,731,600 82,156,656,023,850 -0.002484 -0.002658 -0.000779 -0.000638 0.012361

BBNI 19.516149 37,743,300 76,156,450,808,625 -0.002008 -0.001069 -0.000851 -0.000568 -0.006084

BBNI 19.516149 30,102,300 68,771,582,851,425 0.000684 0.001105 0.000360 0.000478 -0.008078

BBNI 19.516149 33,264,600 74,310,233,819,325 -0.002831 0.000073 -0.000023 -0.000214 0.006709

BBNI 19.516149 23,867,500 70,156,245,593,400 -0.000130 -0.000272 -0.000088 -0.000096 -0.004657

BBNI 19.516149 15,376,300 70,156,245,593,400 0.001525 0.000197 0.000409 -0.000096 0.000000

BBRI 19.574245 21,809,600 32,132,982,586,250 0.009084 0.007934 0.005054 0.004318 -0.000455

BBRI 19.574245 25,883,500 26,306,672,556,875 0.016273 0.011022 0.007123 0.005123 -0.015104

BBRI 19.574245 38,140,000 29,661,214,695,000 0.012954 0.009069 0.006256 0.005306 0.010622

BBRI 19.574245 47,021,500 40,960,725,055,000 0.006784 0.003039 0.002730 0.003251 0.031733

(18)

BBRI 19.574245 33,798,500 44,491,822,042,500 0.005183 0.002907 0.002757 0.002950 0.000666

BBRI 19.574245 38,041,300 51,554,016,017,500 -0.000705 0.000703 0.002073 0.002296 0.013222

BBRI 19.574245 30,867,600 53,672,674,210,000 -0.000673 -0.000775 0.001331 0.001590 0.003423

BBRI 19.574245 28,860,900 52,966,454,812,500 0.000630 0.001544 0.002206 0.002204 -0.001096

BBRI 19.574245 48,423,000 50,141,577,222,500 0.002111 0.003462 0.003297 0.003546 -0.004443

BBRI 19.574245 47,782,900 52,260,235,415,000 -0.000877 0.002333 0.002345 0.002705 0.003520

BBRI 19.574245 21,740,300 54,025,783,908,750 0.002457 0.002994 0.002729 0.002470 0.002814

BBRI 19.817632 29,516,000 54,026,495,358,750 0.004813 0.003889 0.004024 0.001941 0.000000

BBRI 19.817632 30,892,000 50,495,351,871,250 0.005542 0.003955 0.003899 0.002180 -0.005444

BBRI 19.817632 44,038,000 58,263,867,543,750 0.003530 0.002864 0.002475 0.002663 0.012815

BBRI 19.817632 41,008,700 63,207,468,426,250 0.002966 0.003630 0.000984 0.002919 0.007068

BBRI 19.817632 40,561,600 60,735,667,985,000 0.002369 0.003077 0.001060 0.003083 -0.003258

BBRI 19.817632 23,931,400 65,679,268,867,500 0.002199 0.001947 0.002374 0.002682 0.006780

BBRI 19.817632 21,352,200 69,916,641,052,500 0.004294 -0.000007 0.002904 0.002661 0.005374

BBRI 19.817632 29,844,500 65,679,268,867,500 0.003785 0.000405 0.003321 0.002730 -0.005048

BBRI 19.817632 29,458,400 70,622,869,750,000 0.001695 0.002462 0.002843 0.001466 0.006270

BBRI 19.817632 24,652,600 80,515,848,465,000 -0.004308 0.002209 0.002117 0.001562 0.011662

BBRI 19.817632 26,053,100 74,178,837,862,500 -0.002974 0.003089 0.002378 0.001853 -0.006576

BBRI 19.817632 34,763,100 74,178,837,862,500 0.003229 0.003417 0.001389 0.002120 0.000000

BBRI 19.968029 65,251,400 127,751,607,554,000 0.008725 0.005329 0.003518 0.002751 -0.006347

BBRI 19.968029 40,810,100 123,800,526,908,000 0.009153 0.005055 0.003462 0.003017 -0.002576

BBRI 19.968029 39,415,900 151,458,091,430,000 0.003606 0.000469 0.001750 0.001516 0.018610

BBRI 19.968029 36,668,900 169,896,467,778,000 0.001934 0.000915 0.000760 0.000372 0.010141

BBRI 19.968029 38,872,400 167,262,414,014,000 0.000956 0.000616 0.000971 -0.000565 -0.001291

BBRI 19.968029 26,338,200 171,213,494,660,000 -0.002667 0.000822 0.000820 0.000131 0.001968

BBRI 19.968029 33,688,200 181,749,709,716,000 -0.000104 0.000173 -0.000149 0.000415 0.005126

BBRI 19.968029 51,805,100 172,530,521,542,000 0.000276 0.000979 -0.001072 0.000717 -0.004225

BBRI 19.968029 60,809,300 154,092,145,194,000 0.004311 0.002563 0.001064 0.001959 -0.008902

BBRI 19.968029 43,671,700 177,798,629,070,000 0.000451 -0.000172 0.000588 0.000844 0.012815

BBRI 19.968029 29,112,400 171,213,494,660,000 0.001682 -0.001745 0.000864 0.000773 -0.003085

BBRI 19.968029 16,669,800 177,798,629,070,000 0.000815 -0.000559 0.001174 0.000407 0.003204

BMRI 19.793080 29,188,600 51,667,724,726,800 0.013381 0.012997 0.009804 0.007372 -0.008433

BMRI 19.793080 23,298,300 49,396,615,947,600 0.016603 0.013358 0.009765 0.007380 -0.003662

BMRI 19.793080 28,804,100 61,745,769,934,500 0.011528 0.011919 0.007971 0.007002 0.020825

BMRI 19.793080 33,760,700 78,779,085,778,500 0.012613 0.008015 0.005369 0.005671 0.022979

BMRI 19.793080 58,995,400 84,491,051,397,725 0.010113 0.006346 0.004306 0.004632 0.006004

BMRI 19.793080 37,397,700 90,303,559,711,925 0.012310 0.006193 0.005493 0.005009 0.005600

BMRI 19.793080 50,423,500 118,745,625,762,925 0.003417 0.001746 0.003357 0.002822 0.026236

BMRI 19.793080 29,788,500 116,612,470,809,100 0.002579 0.001402 0.002805 0.002831 -0.001496

(19)

BMRI 19.793080 28,133,600 132,966,658,788,425 0.000076 0.003326 0.002624 0.003189 -0.000443

BMRI 19.793080 25,741,000 126,606,442,299,500 0.000224 0.002917 0.002915 0.002928 -0.004009

BMRI 19.793080 18,495,800 133,730,645,157,900 0.004094 0.003824 0.004435 0.002647 0.004680

BMRI 19.924257 23,937,100 133,019,311,938,975 0.006577 0.003898 0.004227 0.002096 -0.000443

BMRI 19.924257 23,650,900 127,328,646,187,575 0.005610 0.004261 0.003829 0.002218 -0.003564

BMRI 19.924257 30,609,000 152,225,308,849,950 0.003555 0.004605 0.002164 0.002058 0.016288

BMRI 19.924257 35,066,400 165,029,306,790,600 0.001219 0.003052 0.000603 0.001831 0.007007

BMRI 19.924257 35,590,900 152,286,619,561,050 0.002911 0.002939 0.001087 0.002418 -0.006463

BMRI 19.924257 22,026,500 170,788,996,968,000 0.005655 0.001469 0.001559 0.001575 0.010121

BMRI 19.924257 18,252,000 170,788,996,968,000 0.004884 0.000294 0.002035 0.002201 0.000000

BMRI 19.924257 16,323,100 167,942,513,685,200 0.002967 0.000176 0.002254 0.001433 -0.001388

BMRI 19.924257 19,851,200 204,946,796,361,600 -0.002717 -0.000490 0.000215 -0.000654 0.018354

BMRI 19.924257 21,296,200 199,253,829,796,000 -0.004296 0.000610 0.001307 0.000475 -0.002314

BMRI 19.924257 16,738,500 182,249,487,552,000 -0.002616 0.001898 0.000922 0.000342 -0.007140

BMRI 19.924257 19,784,000 185,118,093,511,000 0.001738 0.001681 0.000034 0.000613 0.001302

BMRI 20.128862 58,965,100 169,454,254,829,300 0.005517 0.004109 0.002066 0.001149 -0.007048

BMRI 20.128862 58,482,600 165,182,298,825,200 0.006411 0.002690 0.001328 0.001065 -0.002100

BMRI 20.128862 49,675,900 209,393,841,266,800 0.001623 -0.000818 0.000239 0.000299 0.014362

BMRI 20.128862 33,418,500 220,171,465,449,650 0.002701 0.000340 -0.000306 0.000499 0.004288

BMRI 20.128862 34,234,100 221,711,126,047,200 -0.001030 -0.001213 -0.000716 -0.000019 0.000583

BMRI 20.128862 26,599,800 221,711,126,047,200 -0.003260 -0.000454 -0.000142 0.000283 0.000000

BMRI 20.128862 30,923,800 241,726,713,815,350 -0.002020 -0.001810 -0.000235 0.000717 0.007520

BMRI 20.128862 46,561,800 210,933,501,864,350 -0.001396 -0.000559 0.000319 0.001183 -0.010611

BMRI 20.128862 60,139,700 193,997,235,291,300 0.002352 0.001416 0.001464 0.002097 -0.006688

BMRI 20.128862 42,727,100 220,171,465,449,650 -0.001600 0.000658 0.001630 0.001202 0.011239

BMRI 20.128862 39,674,100 197,076,556,486,400 0.000277 0.001176 0.002043 0.001930 -0.008738

BMRI 20.128862 22,993,500 207,854,180,669,250 0.000480 0.001020 0.002011 0.001425 0.004555

BUMI 17.839676 324,737,400 9,896,040,000,000 0.038307 0.029964 0.018905 0.014470 -0.036615

BUMI 17.839676 383,527,400 14,941,080,000,000 0.033157 0.023382 0.014089 0.010300 0.042467

BUMI 17.839676 224,365,500 15,911,280,000,000 0.029938 0.024037 0.013783 0.009849 0.005409

BUMI 17.839676 560,096,700 28,717,920,000,000 0.021621 0.009203 0.006524 0.004648 0.067046

BUMI 17.839676 721,134,500 38,031,840,000,000 0.013608 0.004554 0.002681 0.001373 0.027016

BUMI 17.839676 408,099,700 36,091,440,000,000 0.018136 0.005706 0.003153 0.001231 -0.004250

BUMI 17.839676 486,691,900 54,331,200,000,000 -0.003215 -0.001024 -0.001010 -0.002868 0.042098

BUMI 17.839676 444,025,100 56,271,600,000,000 -0.004499 -0.002782 -0.002705 -0.003358 0.002975

BUMI 17.839676 241,722,900 62,577,900,000,000 -0.006724 -0.004338 -0.004405 -0.002192 0.009335

BUMI 17.839676 431,975,100 46,084,500,000,000 0.001166 0.000092 -0.002753 -0.000036 -0.021955

BUMI 17.839676 411,109,100 45,599,400,000,000 -0.001066 -0.001807 -0.002978 0.001363 -0.000877

BUMI 17.839676 174,888,000 47,054,700,000,000 -0.001952 -0.003245 -0.000681 0.002124 0.002659

(20)

BUMI 17.964401 185,119,800 43,659,000,000,000 -0.002549 -0.003935 0.002173 0.002624 -0.007573

BUMI 17.964401 139,409,100 43,659,000,000,000 -0.004538 -0.000046 0.003483 0.003434 0.000000

BUMI 17.964401 122,237,100 46,084,500,000,000 -0.008443 -0.000164 0.002051 0.003204 0.004628

BUMI 17.964401 263,936,000 39,293,100,000,000 -0.005320 0.004534 0.004349 0.003973 -0.012276

BUMI 17.964401 172,695,700 36,479,520,000,000 0.004446 0.007493 0.006091 0.003734 -0.005965

BUMI 17.964401 124,121,800 33,374,880,000,000 0.008116 0.007298 0.007086 0.004560 -0.007089

BUMI 17.964401 174,348,200 32,210,640,000,000 0.014388 0.009183 0.007071 0.003608 -0.002906

BUMI 17.964401 158,467,400 41,233,500,000,000 0.010540 0.006914 0.003497 0.000082 0.023334

BUMI 17.964401 130,557,600 46,220,815,000,000 0.006479 0.006571 0.003375 0.001180 0.003920

BUMI 17.964401 196,712,600 55,049,510,000,000 0.003978 0.003413 0.000014 -0.001180 0.015911

BUMI 17.964401 79,794,600 62,839,535,000,000 0.003288 -0.000024 -0.003403 -0.001555 0.011788

BUMI 18.017425 148,152,500 56,607,515,000,000 0.006663 0.001823 -0.000587 0.000330 -0.008261

BUMI 18.017425 94,004,300 62,320,200,000,000 0.002848 -0.001968 -0.002899 -0.000643 0.008406

BUMI 18.017425 115,161,300 69,590,890,000,000 -0.003337 -0.006749 -0.003169 -0.001736 0.009718

BUMI 18.017425 124,950,800 71,148,895,000,000 -0.003017 -0.004212 -0.001781 -0.002851 0.001865

BUMI 18.017425 101,389,700 68,552,220,000,000 -0.006783 -0.005773 -0.001806 -0.004672 -0.003040

BUMI 18.017425 116,026,200 61,281,530,000,000 -0.010161 -0.003086 -0.001202 -0.005451 -0.008835

BUMI 18.017425 59,479,000 63,358,870,000,000 -0.005407 -0.001163 -0.002796 -0.006124 0.002824

BUMI 18.017425 130,030,700 52,452,835,000,000 -0.004763 0.000683 -0.003968 -0.007199 -0.014339

BUMI 18.017425 117,052,800 40,508,130,000,000 0.003990 0.003277 -0.003881 -0.005320 -0.018969

BUMI 18.017425 147,700,400 48,817,490,000,000 0.003081 -0.001490 -0.006363 -0.007410 0.017087

BUMI 18.017425 66,513,800 41,546,800,000,000 0.006128 -0.003571 -0.008010 -0.007112 -0.012406

BUMI 18.017425 36,474,400 45,182,145,000,000 0.002565 -0.007816 -0.008424 -0.007720 0.007289

ELTY 16.265880 123,592,800 1,194,964,468,380 0.036629 0.032228 0.019519 0.014876 -0.013883

ELTY 16.265880 312,126,400 1,553,453,808,894 0.050478 0.027672 0.014386 0.011725 0.024990

ELTY 16.265880 191,694,000 1,692,866,330,205 0.047986 0.027432 0.013014 0.011733 0.007476

ELTY 16.265880 554,441,600 3,266,236,213,572 0.027827 0.010964 0.007625 0.005137 0.077420

ELTY 16.265880 853,736,200 5,875,241,969,535 0.004865 -0.003660 -0.001193 -0.003185 0.066538

ELTY 16.265880 395,488,000 5,875,247,132,035 0.006877 -0.004473 -0.000351 -0.003037 0.000000

ELTY 16.265880 249,058,300 7,070,212,650,415 -0.005899 -0.002477 -0.002426 -0.004979 0.016942

ELTY 16.265880 275,119,200 6,871,057,768,185 -0.012185 -0.004222 -0.005868 -0.005880 -0.002346

ELTY 16.265880 126,858,400 7,369,145,505,010 -0.015823 -0.003965 -0.006342 -0.003780 0.006036

ELTY 16.265880 132,163,500 5,477,136,355,075 0.000946 -0.000690 -0.004672 -0.001817 -0.021388

ELTY 16.265880 157,197,700 4,082,956,191,965 0.003742 -0.002709 -0.003778 0.000038 -0.021204

ELTY 16.265880 137,456,500 3,843,953,878,289 0.007892 -0.001601 0.000235 0.000314 -0.004876

ELTY 16.652493 412,612,300 5,178,383,462,980 -0.002326 -0.007481 -0.002738 -0.003289 0.028918

ELTY 16.652493 99,396,300 4,381,709,084,060 -0.009161 -0.007538 -0.001197 -0.001527 -0.012815

ELTY 16.652493 246,643,000 4,780,046,273,520 -0.011094 -0.003594 -0.002212 -0.002304 0.007573

ELTY 16.652493 162,901,900 4,681,012,398,325 -0.012637 -0.002944 -0.003611 -0.001961 -0.001735

(21)

ELTY 16.652493 149,520,400 2,874,223,540,080 0.003907 0.002230 0.000626 0.000927 0.001772

ELTY 16.652493 83,279,800 5,309,329,594,870 0.006750 0.000903 0.001598 0.002442 -0.006363

ELTY 16.652493 213,900,600 4,471,014,395,680 0.011485 0.004483 0.004152 0.002470 -0.013153

ELTY 16.652493 294,073,200 6,147,644,794,060 0.000552 -0.001014 -0.000067 -0.001638 0.031238

ELTY 16.652493 715,293,900 6,307,323,879,620 -0.004944 -0.000978 0.001006 -0.001570 0.002164

ELTY 16.652493 402,275,700 6,387,163,422,400 -0.002519 0.000485 -0.000535 -0.002316 0.001054

ELTY 16.652493 147,478,200 6,267,404,108,230 -0.002581 -0.000376 -0.002368 -0.001261 -0.001562

ELTY 16.689524 132,349,200 5,189,570,280,700 0.002987 0.003982 -0.000445 0.000983 -0.014325

ELTY 16.689524 102,537,600 5,708,527,308,770 0.003489 0.000457 -0.002249 -0.000167 0.008330

ELTY 16.689524 105,183,100 5,588,767,994,600 0.001829 -0.002261 -0.000820 -0.000292 -0.001748

ELTY 16.689524 105,295,900 5,748,447,080,160 0.004976 -0.002162 0.000315 -0.000829 0.002380

ELTY 16.689524 622,137,900 6,427,083,193,790 -0.002574 -0.005117 -0.001386 -0.002836 0.009834

ELTY 16.689524 293,346,400 5,908,126,165,720 -0.006351 -0.002145 -0.001000 -0.004207 -0.006726

ELTY 16.689524 362,425,700 6,746,441,364,910 -0.009299 -0.002015 -0.002764 -0.006085 0.011820

ELTY 16.689524 305,105,100 5,708,527,358,820 -0.007661 -0.000791 -0.002923 -0.006269 -0.012815

ELTY 16.689524 181,750,300 4,471,014,434,880 0.002061 0.001676 -0.003493 -0.004208 -0.018058

ELTY 16.689524 343,651,500 4,630,693,521,840 0.005269 0.000503 -0.005013 -0.003042 0.002975

ELTY 16.689524 93,964,400 4,191,576,087,825 0.006078 -0.000554 -0.005804 -0.003132 -0.007899

ELTY 16.689524 192,194,700 4,750,452,899,535 0.001291 -0.006269 -0.006298 -0.004536 0.011107

ENRG 16.143022 21,770,500 979,255,309,296 0.061241 0.043620 0.026678 0.017059 -0.015867

ENRG 16.143022 102,225,500 1,036,858,562,784 0.090530 0.042986 0.023654 0.016092 0.004900

ENRG 16.143022 25,870,100 993,656,122,668 0.086014 0.043565 0.023498 0.015818 -0.003471

ENRG 16.143022 265,479,300 3,168,178,941,840 0.026000 0.009396 0.002332 0.000674 0.182294

ENRG 16.143022 635,965,100 6,696,378,217,980 -0.004557 -0.009784 -0.008720 -0.007901 0.092766

ENRG 16.143022 199,237,300 5,328,300,947,640 0.001116 -0.007760 -0.007581 -0.006590 -0.017018

ENRG 16.143022 325,638,000 5,472,309,081,360 -0.007207 -0.009502 -0.007768 -0.008187 0.002251

ENRG 16.143022 383,048,800 5,544,313,148,220 -0.015010 -0.010802 -0.009016 -0.009095 0.001096

ENRG 16.143022 106,513,300 5,544,313,148,220 -0.016636 -0.011930 -0.009158 -0.007244 0.000000

ENRG 16.143022 155,436,000 4,032,227,744,160 -0.011796 -0.008049 -0.008514 -0.005107 -0.022718

ENRG 16.143022 364,778,800 2,952,166,741,260 -0.006593 -0.006019 -0.007124 -0.002954 -0.022313

ENRG 16.143022 109,466,400 2,779,356,980,796 -0.007224 -0.005419 -0.004114 -0.002491 -0.004876

ENRG 16.280388 267,157,500 2,505,741,526,728 -0.004301 -0.006873 -0.002878 -0.002759 -0.008201

ENRG 16.280388 275,594,500 6,493,457,665,920 -0.005444 -0.007389 -0.001741 -0.002136 -0.006702

ENRG 16.280388 136,910,200 5,965,864,230,564 -0.003615 -0.002559 -0.000914 -0.000287 -0.006768

ENRG 16.280388 246,315,500 6,006,448,340,976 -0.009444 -0.002166 -0.002246 0.001239 0.000567

ENRG 16.280388 421,724,200 5,275,934,353,560 -0.009334 0.000111 -0.001033 0.003719 -0.010131

ENRG 16.280388 220,656,700 5,194,766,132,736 -0.001502 0.000437 0.000823 0.004220 -0.001282

ENRG 16.280388 130,450,300 4,139,579,262,024 0.005112 0.001354 0.004800 0.007323 -0.016920

ENRG 16.280388 273,873,600 3,652,569,937,080 0.009555 0.003117 0.008070 0.006397 -0.009800

(22)

ENRG 16.280388 379,866,000 4,788,925,028,616 -0.002404 0.004644 0.008059 0.003841 0.002923

ENRG 16.280388 355,514,100 4,991,845,580,676 -0.003321 0.007328 0.005344 0.002912 0.003530

ENRG 16.280388 268,135,300 5,032,429,691,088 0.001595 0.008002 0.002410 0.004207 0.000677

ENRG 16.669382 168,392,300 4,342,499,814,084 0.011692 0.013291 0.005923 0.005899 -0.011420

ENRG 16.669382 93,461,900 4,383,083,924,496 0.017977 0.009677 0.004990 0.005588 0.000779

ENRG 16.669382 226,882,000 5,194,766,132,736 0.014409 0.002818 0.005077 0.004046 0.015426

ENRG 16.669382 275,562,100 6,371,705,334,684 0.014890 0.003038 0.003968 0.002853 0.018873

ENRG 16.669382 601,132,300 7,873,317,419,928 0.001378 -0.001504 0.001458 -0.000473 0.019631

ENRG 16.669382 397,083,500 8,319,742,634,460 -0.008774 0.000411 0.000592 -0.001010 0.004723

ENRG 16.669382 304,364,300 10,348,948,339,935 -0.008815 -0.001493 -0.001160 -0.003819 0.020317

ENRG 16.669382 621,343,200 7,751,565,324,577 -0.004385 0.001498 -0.001090 -0.003697 -0.020907

ENRG 16.669382 349,409,100 5,357,102,737,404 0.009596 0.005275 0.001578 -0.001703 -0.025731

ENRG 16.669382 752,024,400 6,655,794,310,108 0.005828 0.002668 -0.002154 -0.003309 0.020194

ENRG 16.669382 363,409,500 6,047,032,635,403 0.007381 0.000557 -0.003467 -0.003895 -0.007619

ENRG 16.669382 414,062,900 7,223,971,873,166 0.000954 -0.002430 -0.005470 -0.004598 0.016213

INDF 17.513918 56,417,400 8,604,817,970,000 0.009103 0.013661 0.012119 0.010259 0.004478

INDF 17.513918 28,712,200 7,726,775,320,000 0.022783 0.016451 0.013064 0.011353 -0.008500

INDF 17.513918 27,742,900 8,253,600,910,000 0.022606 0.018419 0.013862 0.010834 0.005680

INDF 17.513918 100,162,200 11,238,945,920,000 0.018218 0.013627 0.010645 0.008554 0.030130

INDF 17.513918 48,241,300 15,629,159,170,000 0.010118 0.008204 0.007544 0.005397 0.032539

INDF 17.513918 45,082,800 16,595,006,085,000 0.014233 0.009491 0.006911 0.005919 0.005148

INDF 17.513918 41,193,500 19,975,470,287,500 0.009036 0.006858 0.005332 0.005299 0.016969

INDF 17.513918 47,368,700 21,951,066,250,000 0.006290 0.006256 0.003823 0.004500 0.008238

INDF 17.513918 36,063,100 26,560,790,162,500 0.004748 0.003250 0.003147 0.004416 0.017493

INDF 17.513918 21,425,500 26,999,811,487,500 0.004680 0.003480 0.004054 0.003982 0.001377

INDF 17.513918 11,736,100 26,999,811,487,500 0.006223 0.002590 0.003904 0.003148 0.000000

INDF 17.513918 11,558,200 31,170,514,075,000 0.001751 0.002347 0.004305 0.002531 0.012867

INDF 17.671512 17,768,400 31,609,535,400,000 0.002279 0.003741 0.003750 0.002184 0.001173

INDF 17.671512 14,578,400 33,365,620,700,000 -0.001043 0.002744 0.002123 0.001872 0.004628

INDF 17.671512 15,456,900 33,146,110,037,500 0.002943 0.005582 0.002791 0.002868 -0.000548

INDF 17.671512 21,322,100 34,243,663,350,000 0.005202 0.004485 0.002152 0.002831 0.002758

INDF 17.671512 29,529,900 32,048,556,725,000 0.006531 0.003706 0.002844 0.003088 -0.005340

INDF 17.671512 20,910,800 36,438,769,975,000 0.008220 0.002715 0.002843 0.002587 0.011411

INDF 17.671512 15,479,000 40,609,472,562,500 0.003768 0.000628 0.002040 0.002517 0.009534

INDF 17.671512 36,232,400 39,950,940,575,000 0.000881 0.001000 0.001940 0.002356 -0.001351

INDF 17.671512 28,723,500 47,853,324,425,000 -0.002790 0.000154 0.000710 -0.000212 0.016477

INDF 17.671512 31,269,100 45,658,217,800,000 -0.002513 0.001177 0.002100 0.000382 -0.003821

INDF 17.671512 16,980,200 40,170,451,237,500 0.001119 0.002470 0.002848 0.000489 -0.010012

INDF 17.671512 15,570,600 42,804,579,187,500 0.003098 0.002459 0.000648 -0.000114 0.005462

(23)

INDF 17.796797 9,802,600 41,707,025,875,000 0.003820 0.003712 0.000279 0.000797 0.000886

INDF 17.796797 12,954,800 47,414,303,100,000 0.001821 -0.000577 -0.001185 -0.000493 0.011399

INDF 17.796797 8,929,000 48,731,367,075,000 0.003947 -0.000413 -0.001040 -0.000686 0.002314

INDF 17.796797 11,387,500 47,414,303,100,000 0.003604 -0.001492 -0.000211 -0.000677 -0.002251

INDF 17.796797 12,965,500 50,487,452,375,000 -0.002975 -0.002688 -0.001265 -0.000944 0.005399

INDF 17.796797 12,149,800 55,755,708,275,000 -0.004773 -0.003533 -0.002230 -0.000881 0.008692

INDF 17.796797 19,167,200 53,560,601,650,000 -0.006589 -0.002118 -0.002105 -0.000608 -0.003280

INDF 17.796797 29,647,600 44,341,153,825,000 -0.002400 -0.000409 -0.000267 0.000909 -0.014339

INDF 17.796797 15,280,700 46,097,239,125,000 -0.002292 -0.000959 0.000417 0.000695 0.003299

INDF 17.796797 16,086,400 41,268,004,550,000 0.002352 0.000138 0.001386 0.001605 -0.008727

INDF 17.796797 9,298,400 40,389,961,900,000 0.001582 0.000800 0.002012 0.001753 -0.001772

ITMG 16.237350 1,126,200 11,186,257,500,000 0.014632 0.016240 0.009464 0.009576 -0.004760

ITMG 16.237350 1,244,000 10,734,287,500,000 0.023845 0.015701 0.012258 0.009900 -0.003366

ITMG 16.237350 1,411,700 11,186,257,500,000 0.023316 0.015031 0.012868 0.011025 0.003507

ITMG 16.237350 7,432,800 17,061,867,500,000 0.017848 0.006880 0.007890 0.007561 0.043754

ITMG 16.237350 2,662,300 22,033,537,500,000 0.007557 0.006465 0.005252 0.004996 0.024273

ITMG 16.237350 1,898,600 22,542,003,750,000 0.006745 0.007645 0.006928 0.005058 0.001922

ITMG 16.237350 2,705,300 29,943,012,500,000 -0.004089 0.002912 0.004133 0.002844 0.027349

ITMG 16.237350 3,203,300 27,570,170,000,000 0.005374 0.004100 0.004143 0.003709 -0.006601

ITMG 16.237350 1,588,600 27,400,681,250,000 0.008544 0.007019 0.004496 0.004177 -0.000512

ITMG 16.237350 3,232,500 25,705,793,750,000 0.009912 0.008243 0.005155 0.005207 -0.005153

ITMG 16.237350 4,093,400 32,428,847,500,000 0.002827 0.003528 0.003154 0.003983 0.021786

ITMG 16.237350 1,194,000 35,931,615,000,000 0.005495 0.002472 0.002721 0.003473 0.008998

ITMG 16.097643 2,340,500 35,479,645,000,000 0.006574 0.002777 0.003639 0.002952 -0.001048

ITMG 16.097643 2,769,800 35,705,630,000,000 0.004229 0.003318 0.004368 0.002818 0.000531

ITMG 16.097643 1,616,700 42,993,646,250,000 -0.000552 0.001334 0.002800 0.001477 0.017003

ITMG 16.097643 1,119,700 44,123,571,250,000 -0.001020 0.002171 0.001745 0.001385 0.002189

ITMG 16.097643 2,233,900 40,677,300,000,000 0.002407 0.004438 0.002348 0.001957 -0.006506

ITMG 16.097643 801,300 41,976,713,750,000 0.003220 0.004475 0.002153 0.001402 0.002661

ITMG 16.097643 612,900 42,372,187,500,000 0.005362 0.003127 0.002186 0.002229 0.000785

ITMG 16.097643 725,800 44,293,060,000,000 0.006468 0.002318 0.001806 0.000904 0.003776

ITMG 16.097643 3,270,100 47,004,880,000,000 0.005730 0.001620 0.000797 -0.000148 0.005100

ITMG 16.097643 1,240,600 51,072,610,000,000 0.000893 0.000599 0.001185 0.000206 0.007209

ITMG 16.097643 1,521,300 55,422,821,250,000 -0.001832 -0.000525 -0.000951 -0.001396 0.007095

ITMG 16.097643 1,736,700 57,343,693,750,000 -0.002491 -0.001670 -0.002108 -0.001545 0.002887

ITMG 16.476721 2,550,600 52,315,527,500,000 0.000305 0.001331 -0.000023 -0.001287 -0.007304

ITMG 16.476721 1,989,400 51,637,572,500,000 0.000783 -0.000510 -0.001250 0.000061 -0.001079

ITMG 16.476721 3,749,900 52,202,535,000,000 -0.000850 -0.001917 -0.001230 0.000001 0.000911

ITMG 16.476721 1,940,800 52,880,490,000,000 0.002357 -0.000187 -0.001818 -0.000680 0.001082

(24)

ITMG 16.476721 947,200 50,564,143,750,000 -0.002983 -0.001421 0.000284 -0.000975 -0.003988

ITMG 16.476721 2,490,400 57,061,212,500,000 -0.002731 -0.003905 -0.001693 -0.001945 0.010703

ITMG 16.476721 2,063,300 48,756,263,750,000 -0.002732 0.000631 -0.001731 -0.000417 -0.012124

ITMG 16.476721 1,846,000 44,349,556,250,000 0.000142 0.001918 -0.000306 0.000928 -0.007529

ITMG 16.476721 1,431,600 50,451,151,250,000 -0.005079 -0.001174 -0.001682 -0.000274 0.011460

ITMG 16.476721 1,219,800 43,106,638,750,000 0.003994 -0.001231 0.000355 0.000498 -0.012127

ITMG 16.476721 1,242,700 43,671,601,250,000 0.003694 -0.000530 0.001191 0.000814 0.001092

LSIP 15.393536 20,062,000 621,031,975,800 0.016472 0.013248 0.010043 0.008138 0.002136

LSIP 15.393536 23,352,000 688,310,439,845 0.018115 0.013555 0.009396 0.007794 0.009024

LSIP 15.393536 22,092,700 683,135,173,380 0.019531 0.013392 0.009751 0.008463 -0.000626

LSIP 15.393536 39,750,100 1,019,527,493,605 0.010024 0.006828 0.005360 0.004974 0.041019

LSIP 15.393536 30,491,900 1,190,311,286,950 0.008994 0.005036 0.004354 0.002810 0.013954

LSIP 15.393536 33,967,000 1,242,063,951,600 0.007253 0.004861 0.004774 0.002508 0.003622

LSIP 15.393536 27,860,900 1,428,373,544,340 0.003632 0.003028 0.003291 0.001927 0.012495

LSIP 15.393536 26,464,700 1,614,683,137,080 0.001078 0.002034 0.000748 0.001413 0.010865

LSIP 15.393536 15,966,800 1,583,631,538,290 0.002469 0.003535 0.000926 0.001918 -0.001602

LSIP 15.393536 19,999,000 1,614,683,137,080 0.002424 0.003121 0.001358 0.003086 0.001633

LSIP 15.393536 15,013,200 1,676,786,334,660 0.002989 0.000583 0.001525 0.002611 0.003204

LSIP 15.393536 10,542,200 1,728,538,999,310 0.004600 0.000155 0.001734 0.003314 0.002571

LSIP 15.531366 17,655,500 1,759,590,598,100 0.003818 0.000825 0.003306 0.002622 0.001496

LSIP 15.531366 11,093,000 1,863,095,927,400 -0.001823 0.000793 0.002485 0.001596 0.004900

LSIP 15.531366 14,369,400 2,028,704,454,280 -0.004291 0.000301 0.002886 0.001383 0.007404

LSIP 15.531366 8,692,000 2,008,003,388,420 -0.002168 0.003051 0.002224 0.001988 -0.000850

LSIP 15.531366 12,750,800 1,718,188,466,380 0.003409 0.004639 0.002736 0.002919 -0.012023

LSIP 15.531366 14,695,500 1,718,188,466,380 0.004894 0.006474 0.003274 0.002632 0.000000

LSIP 15.531366 41,957,300 1,832,044,328,610 0.008269 0.004419 0.003373 0.002247 0.005520

LSIP 15.531366 19,534,500 1,935,549,657,910 0.005869 0.002400 0.002755 0.002003 0.004706

LSIP 15.531366 13,266,700 2,039,054,987,210 0.008054 0.002464 0.001879 0.000619 0.004455

LSIP 15.531366 15,636,400 2,422,024,705,620 0.000570 0.000925 0.000240 -0.000177 0.015645

LSIP 15.531366 8,871,000 2,349,570,975,110 -0.001070 0.001198 0.000714 0.000583 -0.002492

LSIP 15.531366 12,255,600 2,660,086,963,010 -0.003125 -0.001209 -0.001859 -0.000700 0.011009

LSIP 15.731235 16,111,500 2,442,725,771,480 0.001279 0.000075 -0.000426 0.000407 -0.006807

LSIP 15.731235 17,568,000 13,960,690,599,750 0.003467 0.001606 0.001134 0.001669 -0.007412

LSIP 15.731235 23,784,200 14,772,358,657,875 0.000708 -0.001226 0.000109 0.001855 0.004843

LSIP 15.731235 19,514,900 15,908,693,939,250 -0.001130 -0.001278 0.000117 0.001442 0.006408

LSIP 15.731235 17,132,800 15,746,360,327,625 -0.000256 -0.000032 0.001070 0.000267 -0.000850

LSIP 15.731235 11,675,000 15,097,025,881,125 -0.003160 -0.000190 0.002238 0.001348 -0.003435

LSIP 15.731235 11,965,200 15,259,359,492,750 -0.001427 0.000740 0.002299 0.001468 0.000896

LSIP 15.731235 11,120,900 15,584,026,716,000 0.000191 0.001733 0.000441 0.000437 0.001772

(25)

LSIP 15.731235 11,050,800 14,285,357,823,000 0.002907 0.004162 0.002433 0.000732 0.006095

LSIP 15.731235 8,012,800 15,421,693,104,375 0.003275 0.000566 0.000519 -0.001179 0.006626

LSIP 15.731235 5,879,600 14,610,025,046,250 0.007093 0.002887 0.001199 0.000783 -0.004384

SMCB 15.798629 6,705,200 4,444,482,000,000 0.006137 0.014824 0.011202 0.008477 -0.006611

SMCB 15.798629 12,206,800 4,214,595,000,000 0.019473 0.013723 0.010995 0.009432 -0.004309

SMCB 15.798629 10,737,500 4,214,595,000,000 0.022249 0.014494 0.011304 0.010629 0.000000

SMCB 15.798629 23,374,500 5,364,030,000,000 0.023512 0.013735 0.009257 0.009655 0.022718

SMCB 15.798629 24,474,800 7,662,900,000,000 0.007973 0.006757 0.006086 0.005942 0.035700

SMCB 15.798629 20,748,400 8,429,190,000,000 0.006739 0.005831 0.006755 0.005496 0.008330

SMCB 15.798629 14,955,900 11,111,205,000,000 0.003959 0.002130 0.005037 0.003925 0.026505

SMCB 15.798629 11,131,200 9,655,254,000,000 0.005540 0.005142 0.005265 0.004616 -0.010915

SMCB 15.798629 17,941,700 10,191,657,000,000 0.004923 0.006763 0.005081 0.004607 0.004628

SMCB 15.798629 29,875,600 12,413,898,000,000 0.000302 0.005576 0.003914 0.002807 0.018163

SMCB 15.798629 13,610,100 11,494,350,000,000 0.004744 0.005127 0.004307 0.003247 -0.006170

SMCB 15.798629 6,801,600 11,877,495,000,000 0.008603 0.005160 0.004502 0.002865 0.002777

SMCB 16.160892 17,950,300 12,490,527,000,000 0.010849 0.005720 0.003643 0.001643 0.004299

SMCB 16.160892 10,721,600 13,563,333,000,000 0.005511 0.004089 0.002748 0.000553 0.007155

SMCB 16.160892 11,456,800 15,900,517,500,000 0.001718 0.002452 0.000952 0.000097 0.014354

SMCB 16.160892 9,076,900 18,007,815,000,000 0.000591 0.000039 -0.001426 -0.000052 0.011040

SMCB 16.160892 13,613,900 16,092,090,000,000 0.002668 0.001367 -0.001100 0.000686 -0.008862

SMCB 16.160892 9,478,000 16,666,807,500,000 0.003185 0.000569 -0.000444 0.000284 0.002975

SMCB 16.160892 10,672,400 18,199,387,500,000 -0.000513 -0.002435 -0.000267 -0.000749 0.007660

SMCB 16.160892 8,112,000 17,624,670,000,000 0.000065 -0.002983 0.000026 -0.000981 -0.002631

SMCB 16.160892 9,919,100 18,582,532,500,000 -0.002047 -0.002259 -0.000683 -0.001931 0.004527

SMCB 16.160892 5,648,000 17,816,242,500,000 -0.004358 -0.000143 -0.000827 -0.001060 -0.003435

SMCB 16.160892 14,164,100 17,624,670,000,000 -0.006032 0.000006 -0.001330 -0.001129 -0.000896

SMCB 16.160892 8,406,200 17,241,525,000,000 -0.002470 -0.000001 -0.001892 0.000069 -0.001811

SMCB 16.208896 11,283,400 15,095,913,000,000 0.004071 0.000938 0.000040 0.001092 -0.010366

SMCB 16.208896 9,110,100 14,023,107,000,000 0.006044 0.001021 0.000506 0.001820 -0.005920

SMCB 16.208896 9,420,600 15,517,372,500,000 0.002468 -0.001603 0.000915 0.001910 0.008876

SMCB 16.208896 10,996,300 17,241,525,000,000 -0.002195 -0.001976 0.000100 0.001139 0.009256

SMCB 16.208896 7,095,600 17,241,525,000,000 -0.004001 -0.002263 0.000411 0.000397 0.000000

SMCB 16.208896 3,781,000 16,858,380,000,000 -0.005674 0.000139 0.001724 0.000929 -0.001851

SMCB 16.208896 5,439,100 15,900,517,500,000 -0.001757 0.001247 0.002250 0.001896 -0.004733

SMCB 16.208896 4,453,200 14,866,026,000,000 -0.000526 0.002618 0.001863 0.002347 -0.005420

SMCB 16.208896 4,950,500 13,639,962,000,000 0.005951 0.005423 0.003130 0.003515 -0.006870

SMCB 16.208896 5,186,700 14,789,397,000,000 0.004250 0.004253 0.003113 0.003904 0.007020

SMCB 16.208896 2,607,700 14,482,881,000,000 0.005761 0.003058 0.003305 0.004742 -0.001726

SMCB 16.208896 6,599,900 16,666,807,500,000 0.004894 0.001719 0.002703 0.002385 0.012561

(26)

UNTR 17.010292 5,785,400 17,796,590,869,050 0.020070 0.014537 0.010744 0.009042 0.004949

UNTR 17.010292 5,070,700 22,453,642,685,250 0.012256 0.013063 0.008663 0.007711 0.021798

UNTR 17.010292 7,353,400 29,938,190,247,000 0.011373 0.007902 0.006384 0.005832 0.027767

UNTR 17.010292 7,207,200 33,763,625,667,450 0.009004 0.006081 0.005366 0.004536 0.010644

UNTR 17.010292 6,603,600 33,098,332,550,850 0.013870 0.006866 0.006196 0.004824 -0.001641

UNTR 17.010292 6,055,600 43,077,729,299,850 0.004431 0.003889 0.003985 0.003249 0.025116

UNTR 17.010292 5,223,400 44,907,285,370,500 0.003159 0.003547 0.003046 0.002351 0.003538

UNTR 17.010292 3,780,700 51,892,863,094,800 -0.000139 0.002358 0.001808 0.002045 0.012958

UNTR 17.010292 4,333,700 49,896,983,745,000 0.003347 0.003762 0.002855 0.002906 -0.003204

UNTR 17.010292 4,333,500 49,730,660,465,850 0.003934 0.002990 0.002082 0.003179 -0.000278

UNTR 17.010292 3,367,100 51,560,216,536,500 0.004856 0.002782 0.002773 0.003165 0.003065

UNTR 17.206688 6,441,100 56,050,945,073,550 0.004177 0.002609 0.002759 0.001846 0.007255

UNTR 17.206688 4,858,400 57,048,884,748,450 0.002045 0.001156 0.002928 0.002324 0.001483

UNTR 17.206688 5,581,000 61,040,643,448,050 0.000708 0.001732 0.002602 0.001390 0.005829

UNTR 17.206688 4,445,300 64,866,078,868,500 0.001041 0.002050 0.001069 0.001450 0.005220

UNTR 17.206688 7,145,200 61,040,643,448,050 0.000267 0.003369 0.002417 0.001785 -0.004913

UNTR 17.206688 3,857,200 62,371,229,681,250 0.002755 0.003549 0.001617 0.002207 0.001816

UNTR 17.206688 2,928,900 67,028,281,497,450 0.003058 0.001083 0.001587 0.002358 0.006220

UNTR 17.206688 4,054,300 61,206,966,727,200 0.006470 0.003492 0.002291 0.002020 -0.007234

UNTR 17.206688 3,705,100 68,026,221,172,350 0.004343 0.001047 0.002024 0.000776 0.009281

UNTR 17.206688 3,381,200 73,847,535,942,600 -0.000892 0.000851 0.002125 0.001002 0.007128

UNTR 17.206688 3,238,800 76,508,708,409,000 0.000513 0.000201 0.000537 0.000399 0.003002

UNTR 17.206688 2,387,100 79,169,880,875,400 -0.002248 0.000865 -0.000413 0.001050 0.002897

UNTR 17.674978 8,311,000 71,020,040,197,050 0.002594 0.003633 0.001634 0.002291 -0.008575

UNTR 17.674978 4,269,000 77,174,001,525,600 -0.000110 0.000548 0.000361 0.001849 0.007218

UNTR 17.674978 7,712,600 72,184,303,151,100 0.003979 0.000505 0.002149 0.003255 -0.005386

UNTR 17.674978 4,373,200 77,340,324,804,750 0.004672 0.001154 0.002190 0.002044 0.005950

UNTR 17.674978 4,807,900 76,508,708,409,000 0.001207 0.000597 0.002502 0.000595 -0.000896

UNTR 17.674978 5,109,700 92,870,113,556,400 -0.002969 0.001234 0.003014 -0.000505 0.006881

UNTR 17.674978 4,044,800 101,821,449,802,800 -0.002364 0.000950 0.001169 -0.001288 0.008029

UNTR 17.674978 5,336,500 88,021,473,089,600 -0.000012 0.003150 0.000390 -0.000661 -0.011290

UNTR 17.674978 6,463,100 82,053,915,592,000 0.005438 0.006006 0.000317 0.000035 -0.005647

UNTR 17.674978 4,463,000 91,751,196,525,600 0.004264 0.002935 -0.000929 -0.000651 0.009845

UNTR 17.674978 4,242,500 87,089,042,230,600 0.006312 0.000592 -0.000877 -0.001631 -0.004233

Referensi

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