65 LAMPIRAN 1.
Variabel-variabel dalam mencari Kriteria Perusahaan (P/E, P/B, D/E, GPM, ROE, Ri)
EPS Harga
saham
Jumlah saham
yang beredar BVS total equity total liabilities Gross profit sales revenue
BBRI 865.22 7,250 24,669,162,000 3,216 79,327,000,000,000 546,856,000,000,000 9,891,000,000,000 44,106,000,000,000 BBCA 579.00 9,600 24,655,010,000 2,592 63,967,000,000,000 432,338,000,000,000 17,816,000,000,000 26,425,000,000,000 BBNI 486.00 3,950 18,648,656,458 2,576 47,684,000,000,000 338,971,310,000,000 11,278,000,000,000 28,499,000,000,000
BMRI 780.16 7,850 3,747 88,790,596,000,000 644,309,166,000,000 24,061,837,000,000 49,909,000,000,000
ASII 480.00 6,800 40,483,553,140 2,621 106,108,000,000,000 107,806,000,000,000 35,311,000,000,000 193,880,000,000,000 CPIN 154.00 3,375 65,592,000,000 152 9,950,900,000,000 5,771,297,000,000 5,149,808,000,000 25,662,992,000,000 INDF 285.00 6,600 35,120,000,000 1,093 38,373,100,000,000 39,719,700,000,000 14,329,900,000,000 57,732,000,000,000
INTP 1,361.00 20,000 14,724,926,796 1,561 22,978,687,000,000 3,630,000,000 8,654,000,000 18,691,000,000
JPFA 56.00 1,220 10,640,198,170 447 4,752,000,000,000 9,672,000,000,000 3,618,000,000,000 21,412,000,000,000 KLBF 41.00 1,250 50,780,072,110 167 8,499,958,000,000 2,815,103,000,000 7,679,113,000,000 16,002,131,000,000 MYOR 1,150.00 26,000 894,347,989 4,354 3,893,900,000,000 5,816,323,000,000 2,921,666,000,000 12,017,837,000,000 SMGR 905.00 14,150 23,726,080,000 919 21,803,976,000,000 8,988,908,000,000 10,944,094,000,000 24,501,241,000,000
66
68
Industri STANDAR DEVIASI
P/E P/B D/E GPM ROE Ri
Perbankan 3.96 0.92 0.22 18.71 4.76 0.01377
Manufaktur 7.36 14.07 0.76 14.40 49.55 0.01377
Perkebunan 3.44 4.49 0.18 1.33 4.69 0.01377
Pertambangan 24.31 1.12 0.16 7.80 12.51 0.01377
Infrastrukur 6.65 0.35 0.55 5.44 8.63 0.01377
70
Jan 3, 2013 0.021277 0.005495 0 -0.00606 0.046667 -0.01389 0.008621 0.002283 0.002283 0.028846 -0.01266 0.009404 0.011442
Jan 4, 2013 0.020833 0 0.020134 0.006098 0 0 0.017094 0.004556 0.004556 -0.02804 0 0 -0.01584
Jan 7, 2013 0.006803 0.005464 0 -0.00606 -0.01274 -0.04225 -0.01681 -0.00907 -0.00907 -0.00962 0 -0.00932 -0.0023 Jan 9, 2013 0 -0.01087 -0.00658 0.006098 -0.00645 0.058824 0.025641 0.002288 0.002288 0 -0.00257 -0.01567 -0.01152 Jan 10, 2013 0 -0.02198 -0.01987 -0.02424 -0.04545 -0.00694 -0.01667 -0.0274 -0.0274 -0.02913 -0.00771 -0.01592 -0.00932
Jan 11, 2013 0.006757 -0.00562 -0.00676 0 -0.0068 0.006993 0 0.004695 0.004695 0 0 -0.02913 0.002353
Jan 14, 2013 0.026846 0.028249 0.013605 0.043478 0.027397 0.006944 0.025424 0.009346 0.009346 0.02 0.012948 0.05 -0.00704 Jan 15, 2013 0.019608 0.005495 0.020134 0.011905 0.013333 -0.0069 0 0.011574 0.011574 -0.0098 0.017903 -0.00317 0.004728
Jan 16, 2013 0.00641 0 -0.01316 0.011765 0.006579 0 0.016529 0.002288 0.002288 0 -0.00251 -0.01592 0.016471
Jan 17, 2013 0.006369 0 -0.00667 0 -0.01961 0 -0.00813 -0.00457 -0.00457 -0.0099 -0.01259 0.016181 -0.00463
Jan 18, 2013 0.012658 0.038251 0.033557 0.011628 0.033333 0.048611 -0.02459 0.011468 0.011468 0.04 0.020411 0.009554 0.044186 Jan 21, 2013 -0.0125 -0.02105 0 -0.01724 -0.00645 -0.00662 0.008403 -0.02494 -0.02494 0 0.002496 -0.01577 0.024499
71
Jan 23, 2013 0.026316 0 0.013158 0.005952 0.006452 -0.01333 0.008333 0.002326 0.002326 0.019231 -0.00249 0.00641 -0.02391
Jan 25, 2013 0.00641 0.005376 0.006494 0.04142 0 -0.01351 -0.00826 0.00232 0.00232 0 0 -0.01592 -0.00891
Jan 28, 2013 0.006369 -0.00535 0 -0.00568 -0.00641 0.027397 0.008333 -0.01157 -0.01157 0 0 -0.01618 -0.00899
Jan 29, 2013 -0.01266 0.016129 0 -0.01143 -0.00645 0.006667 0.008264 0.016393 0.016393 0.028302 0.014997 0.006579 -0.01814 Jan 30, 2013 0.00641 0 0.006452 0.028902 -0.01299 0.006623 0 -0.0023 -0.0023 0.027523 -0.00247 0.019608 -0.00231 Jan 31, 2013 0.012739 0.021164 0.00641 0.016854 -0.03289 0.019737 -0.0082 0.004619 0.004619 -0.02679 0.014818 0.009615 0.020833 Feb 1, 2013 0.006289 0.020725 0.082803 -0.00552 0.013605 -0.01935 -0.01653 -0.01149 -0.01149 0 -0.01947 0.012698 -0.00454 Feb 4, 2013 0.0125 0.020305 -0.00588 -0.01111 0.020134 0.013158 0.016807 -0.00233 -0.00233 0.009174 0 -0.00627 0
Feb 5, 2013 0 -0.01493 -0.00592 -0.00562 0 0.006494 0 0.002331 0.002331 0.027273 -0.00496 0.025237 0.01139
Feb 6, 2013 0.006173 0 0 -0.00565 -0.00658 -0.00645 0.049587 0.002326 0.002326 -0.00885 0.009974 0.009231 0
Feb 7, 2013 0 0.015152 0.017857 0 0.013245 0 0.031496 0 0 0 0.019756 -0.0061 0.004505
Feb 8, 2013 -0.01227 -0.00995 -0.00585 0.005682 0.013072 0.012987 0.007634 -0.00696 -0.00696 -0.02679 0.002424 -0.0092 -0.01345
Feb 11, 2013 0.012422 0.020101 0 -0.0113 -0.00645 0 0.015152 0.002336 0.002336 0 0.002412 0.01548 -0.00227
72
Feb 28, 2013 0.067797 0.032864 0.051429 0.015152 0.006329 -0.03297 0.028169 0.016204 0.016204 0.015748 0.016262 0.042042 0.00883 Mar 1, 2013 -0.02646 -0.02727 0.054348 -0.01493 0.018868 0.011364 0.013699 0.034169 0.034169 -0.02326 -0.018 0.04611 -0.00438 Mar 5, 2013 -0.07065 -0.01869 -0.02577 -0.03535 0 -0.02247 -0.00676 -0.01322 -0.01322 0.015873 -0.00204 -0.00551 0.002198
Mar 6, 2013 0.017544 0.019048 0.005291 0.010471 0 -0.00575 0.068027 0.015625 0.015625 0 0.020409 0 0.006579
73 Apr 17, 2013 0.024096 0.037736 0.055276 0.044335 0.006579 0.010695 0.013514 0.09322 0.09322 0 0.004984 0.070423 0.008889
Apr 18, 2013 0.017647 0 0 0.014151 0.013072 0.031746 0 -0.01744 -0.01744 0.007937 -0.04133 -0.00789 -0.0022
Apr 19, 2013 0.011561 0 0.009524 -0.01395 -0.00645 -0.03077 -0.01333 -0.00592 -0.00592 0.03937 0.034485 0 0
Apr 22, 2013 -0.00571 -0.00909 0.009434 0.009434 0.012987 0.005291 -0.00676 -0.02778 -0.02778 0.007576 0 0 0
Apr 23, 2013 0 0 0 0 0 0 0 0 0 0 0 0 0
Apr 24, 2013 0.005747 0.013761 -0.02804 -0.01869 0 0.005263 0.027211 0.042857 0.042857 0.030075 -0.00333 -0.03714 0.015453
Apr 25, 2013 0.028571 0.004525 0.009615 0.009524 -0.05769 0.005236 0 -0.02153 -0.02153 -0.0073 0.00167 0 0
Apr 26, 2013 0.016667 -0.03153 0.019048 0.004717 -0.02041 0.020833 -0.00662 0.006 0.006 -0.00735 0.001671 0 -0.01087 Apr 29, 2013 0.005464 0.023256 -0.00935 -0.00469 0.027778 0.015306 -0.00667 0.013917 0.013917 0.022222 0.001664 0.011019 0.010989 Apr 30, 2013 0.021739 -0.02273 0.018868 -0.00943 -0.00676 0.015075 -0.01342 0.035294 0.035294 0.007246 0.021633 0.002725 0.141304
May 1, 2013 0.026596 0 0.027778 0.004762 0 -0.01485 0.006803 0.020833 0.020833 -0.02158 0 0.021739 -0.02095
75
Jun 18, 2013 0.038217 0.01005 0.010471 0.032967 0.007194 0 -0.0292 -0.00837 -0.00837 -0.02985 -0.03354 -0.00557 0.020761 Jun 19, 2013 -0.0184 -0.00995 -0.02591 0 -0.02143 -0.01961 -0.01504 -0.01688 -0.01688 0.015385 -0.04732 -0.0028 -0.01695 Jun 20, 2013 -0.075 -0.05025 -0.07979 -0.06915 -0.0365 -0.06 -0.01527 -0.0279 -0.0279 -0.06818 0.0149 -0.01685 -0.05 Jun 21, 2013 -0.02703 -0.02646 -0.04046 -0.01714 -0.03788 -0.02128 -0.02326 -0.01104 -0.01104 -0.03252 -0.07014 -0.08 -0.01089 Jun 24, 2013 -0.01389 -0.01087 -0.01205 -0.02326 -0.00787 -0.01087 0.007937 -0.04241 -0.04241 0.008403 0.014033 -0.03106 -0.03119
Jun 25, 2013 0 -0.01648 -0.01829 -0.01786 -0.02381 -0.03297 0 0.006993 0.006993 -0.00833 0.00346 0 -0.01515
Jun 26, 2013 0.035211 0.044693 0.043478 0.036364 0.056911 0.068182 0.086614 0.097222 0.097222 0.109244 0 0.048077 0.076923 Jun 27, 2013 0.006803 0.010695 0.017857 0.023392 0.030769 0.037234 0.021739 -0.02954 -0.02954 0.045455 0.039659 0.009174 0.05 Jun 28, 2013 0.047297 0.058201 0.005848 0.028571 0.044776 0.05641 0.042553 0.063043 0.063043 0.043478 0.006632 0.036364 0.045918 Jul 1, 2013 0.025806 -0.01 0 -0.01111 -0.02143 -0.03883 -0.06803 -0.03476 -0.03476 -0.03472 0.013178 -0.0117 -0.03902 Jul 2, 2013 -0.01258 0.005051 -0.03488 -0.03933 -0.0219 -0.05051 0.021898 -0.04661 -0.04661 0.035971 -0.00325 0.008876 0.013536 Jul 3, 2013 -0.04459 -0.05025 -0.01807 -0.05263 -0.02239 -0.06383 0.028571 -0.01333 -0.01333 -0.03472 -0.00163 -0.06158 -0.05509 Jul 12, 2013 0.082759 0.068783 0.070064 0.064516 0.015385 0.056818 0.029197 0.066514 0.066514 0.043165 0.001671 0.023333 0.054422 Jul 15, 2013 -0.00637 0.009901 -0.00595 -0.00606 0.007576 0.010753 0.014184 -0.02796 -0.02796 0.013793 0 -0.0228 0.024194
Jul 16, 2013 0.00641 -0.0098 0 0.030488 0.030075 0 -0.00699 -0.03097 -0.03097 -0.01361 0.005001 0 0
Jul 17, 2013 0.006369 0.009901 0.011976 0.005917 -0.0146 0 0.021127 0.020548 0.020548 0.013793 0.08126 0.003333 0.03622 Jul 18, 2013 0.025316 0 0.023669 0.035294 -0.01481 0.021277 -0.0069 0.011186 0.011186 0.020408 0.012268 -0.01993 0.030395
Jul 19, 2013 0 0 0.011561 -0.01136 0 -0.03646 0.013889 -0.0177 -0.0177 -0.01333 0.015152 -0.01017 0.020649
76
Jul 31, 2013 0.018519 0.009709 -0.02286 0.022989 0.007752 -0.01149 -0.05109 -0.00714 -0.00714 0.021429 -0.01563 0.006623 -0.01242 Aug 1, 2013 -0.01212 0.004808 -0.00585 -0.01124 0.038462 -0.03488 0.038462 0.021583 0.021583 0.013986 0.003174 0.029605 0.004717
77
Sep 6, 2013 0.007463 0.023256 -0.01429 -0.01471 0.027027 0.067961 -0.00833 0.042781 0.042781 -0.03101 0.003389 0.016194 0.029032 Sep 9, 2013 0.066667 0.0625 0.057971 0.037313 0.026316 0.090909 0.067227 0.038462 0.038462 0.048 -0.01013 0.075697 0.003135 Sep 10, 2013 0.118056 0.048128 0.123288 0.136691 0.08547 0.158333 0.047244 0.014815 0.014815 0.068702 0.006825 0.074074 0.03125
Sep 11, 2013 -0.00621 0.010204 0.012195 0.012658 -0.02362 0.021583 0 -0.0292 -0.0292 -0.03571 0 -0.05172 0
Sep 12, 2013 -0.025 0.005051 0.03012 0.04375 -0.00806 0.028169 -0.01504 -0.03509 -0.03509 -0.00741 0.01695 -0.02545 -0.06515 Sep 13, 2013 0.00641 0 0 0.017964 0.00813 0.041096 -0.00763 -0.00779 -0.00779 0.007463 0.016668 0.007463 -0.00486 Sep 16, 2013 0.044586 0.01005 0.02924 0.052941 0.112903 0.026316 0.038462 0.049738 0.049738 0.014815 0.014753 0.074074 0.047231
Sep 17, 2013 -0.0061 0.004975 0 0.005587 -0.02174 0.00641 0.014815 0 0 -0.0219 0.004844 -0.0069 -0.02022
78
Oct 3, 2013 0.006667 0.014563 0.005848 0.005988 0.015748 0 -0.00719 -0.00785 -0.00785 0 0 0.015038 -0.00323
Oct 4, 2013 -0.00662 -0.00478 -0.01163 -0.00595 -0.00775 -0.0137 -0.02899 -0.02375 -0.02375 0 -0.00312 -0.04444 -0.00647 Oct 7, 2013 0.006667 -0.00481 0.023529 -0.00599 -0.00781 -0.00694 0.007463 0.010811 0.010811 0.022901 0 -0.00775 -0.01303 Oct 8, 2013 0.046358 0.009662 0.017241 0.036145 0.023622 0.027972 -0.00741 0.013369 0.013369 0 0.003134 0.027344 0.00495
Oct 9, 2013 0 -0.00478 -0.0113 0.011628 0.007692 0.013605 0 0.021108 0.021108 0 -0.03125 0.034221 -0.00657
Oct 10, 2013 0.018987 0.019231 0.011429 0.005747 0.038168 -0.02685 0 0.007752 0.007752 -0.00746 0.029035 0.018382 0.001653 Oct 11, 2013 0 0.009434 0.022599 -0.02286 0.014706 0.027586 0.044776 0.020513 0.020513 0.007519 0 0.028881 0.014851 Oct 23, 2013 0.012422 -0.00474 0.005464 0.03681 0.007519 0.012579 0.034965 0.020513 0.020513 0.007463 0.005172 0.014337 0.029221 Oct 24, 2013 0.02454 0.019048 0.027174 0.04142 0.037313 0 0 0.030151 0.030151 0.014815 -0.00343 0.010601 0.014196
Oct 25, 2013 0.011976 0.004673 0.015873 0 0 -0.04348 0 0 0 -0.0073 0.003442 0.006993 -0.00311
Oct 28, 2013 -0.01183 0 0.005208 -0.01136 -0.02158 0.012987 0.006757 -0.02683 -0.02683 0 0.025729 -0.00694 -0.00156
Oct 29, 2013 -0.03593 -0.01395 -0.01036 -0.00575 0 0 -0.02013 0.005013 0.005013 -0.02206 -0.00334 0 -0.00625
Oct 30, 2013 -0.00621 0.009434 0.010471 0.011561 0.014706 0.012821 -0.04795 0.047382 0.047382 0 0.001678 0.003497 -0.0173 Oct 31, 2013 -0.0125 -0.02336 -0.00518 -0.01714 -0.03623 -0.01266 -0.04317 -0.00476 -0.00476 -0.02256 -0.01843 0 -0.04 Nov 1, 2013 -0.03165 -0.00478 -0.04688 -0.02907 -0.02256 -0.05769 -0.02256 -0.04306 -0.04306 -0.02308 -0.00171 -0.03136 -0.00667 Nov 4, 2013 0.006536 -0.00481 0.005464 -0.01198 -0.00769 -0.0068 0.007692 0.0125 0.0125 0.023622 -0.01368 0.003597 0.001678 Nov 6, 2013 0.006494 0.009662 0.01087 0 0.015504 0.054795 0.015267 -0.02716 -0.02716 0.007692 0.012132 -0.00358 0.031826 Nov 7, 2013 0.032258 0.014354 -0.00538 0.012121 0.022901 0.006494 0.015038 0.015228 0.015228 0.022901 0.006849 -0.0036 -0.01948
79
Nov 11, 2013 -0.0125 -0.00966 -0.0163 -0.02439 0.007463 -0.03145 -0.02985 -0.00743 -0.00743 -0.02256 -0.01897 -0.00735 -0.01161 Nov 12, 2013 -0.03797 -0.01951 -0.0442 -0.0375 -0.02222 -0.01948 -0.03846 -0.03242 -0.03242 -0.00769 0.001757 -0.0037 0 Nov 13, 2013 -0.03947 -0.00995 -0.0289 -0.03247 -0.03788 -0.03974 0.032 -0.01804 -0.01804 -0.00775 -0.01053 -0.04089 -0.00671 Nov 14, 2013 0.041096 0.01005 0.035714 0.060403 0.015748 0.027586 0.015504 0.005249 0.005249 0.015625 0.042553 0.011628 0.010135 Nov 15, 2013 0.006579 0.014925 -0.01149 -0.01266 -0.02326 -0.02685 0.007634 -0.00783 -0.00783 -0.01538 0.003401 -0.00766 -0.0301 Nov 18, 2013 0.013072 0.009804 0.040698 0.00641 0.055556 0.041379 0.015152 0.023684 0.023684 0.015625 0.013559 0.015444 0.017241 Nov 19, 2013 0.006452 -0.00971 0 -0.01911 0.015038 -0.00662 0.007463 -0.00514 -0.00514 -0.00769 -0.00167 0.007605 -0.01017 Nov 20, 2013 -0.01923 -0.01471 -0.02235 -0.00649 -0.02963 -0.00667 0 -0.01809 -0.01809 -0.00775 -0.01173 -0.02642 -0.01712 Nov 21, 2013 0.006536 -0.0199 -0.00571 -0.01307 0.022901 0.006711 -0.01481 0.010526 0.010526 -0.01563 -0.0322 0 -0.04007 Nov 22, 2013 -0.00649 0.015228 -0.01149 0 -0.01493 -0.00667 -0.00752 -0.03125 -0.03125 0.015873 -0.02802 0.003876 -0.00363 Nov 25, 2013 0.006536 0.015 0.005814 0.033113 -0.00758 0.006711 -0.01515 -0.01882 -0.01882 -0.02344 0.009009 -0.00772 0.01275 Nov 26, 2013 -0.03896 -0.04926 -0.04046 -0.01282 -0.03817 -0.05333 0.023077 0.035616 0.035616 0.008 0.007143 -0.01946 -0.06475
Nov 27, 2013 -0.01351 0.005181 -0.00602 -0.01948 0 0 0.007519 0 0 -0.02381 -0.01418 0.02381 0.026923
Nov 28, 2013 -0.00685 0.005155 0 -0.00662 0 -0.00704 -0.00746 0.002646 0.002646 -0.00813 0 -0.00388 -0.00187
Nov 29, 2013 0.027586 -0.01026 -0.00606 0.02 -0.00794 -0.03546 0 -0.00528 -0.00528 0 0 -0.00389 -0.00188
Dec 2, 2013 0.033557 0.015544 0.036585 0.006536 0.024 0.044118 0.007519 0.018568 0.018568 0.016393 0.007194 0.027344 0.016917 Dec 3, 2013 -0.01299 0 -0.01176 0.019481 -0.00781 -0.02113 -0.00746 -0.00521 -0.00521 -0.01613 -0.00357 -0.0076 -0.02957 Dec 4, 2013 -0.01316 -0.01531 -0.02976 -0.02548 -0.01575 -0.02158 -0.00752 -0.01571 -0.01571 0 0 -0.01916 -0.01714 Dec 5, 2013 -0.02 -0.01036 -0.03681 -0.00654 -0.016 -0.01471 -0.01515 -0.00798 -0.00798 0 -0.01434 -0.00391 -0.01163
Dec 6, 2013 -0.02721 -0.00524 -0.00637 -0.03947 0 -0.01493 0 -0.01072 -0.01072 -0.03279 0 0 0
Dec 9, 2013 0.020979 -0.01053 0 0.047945 0.02439 0 0.030769 0.02981 0.02981 0 -0.01818 0.003922 0.029412
80
Dec 13, 2013 -0.02098 -0.01554 -0.00649 0.006536 -0.03175 -0.03759 0.015385 0 0 -0.00833 -0.01498 -0.00383 -0.02075 Dec 16, 2013 -0.02857 -0.01579 -0.00654 -0.02597 0 -0.02344 -0.01515 -0.0291 -0.0291 0.008403 0 -0.00769 -0.00771 Dec 17, 2013 0.022059 0.016043 0.026316 0.046667 0.016393 0.048 0.015385 0.049046 0.049046 0 -0.0019 0.01938 0.009709 Dec 18, 2013 0.021583 -0.00526 0 -0.01911 0.008065 -0.00763 0 0.028571 0.028571 0.008333 -0.0019 0.026616 -0.00385
Dec 19, 2013 0 0.010582 0.00641 0.032468 0.04 0.015385 -0.00758 0.005051 0.005051 0.033058 -0.01145 0.02963 0
Dec 20, 2013 -0.03521 -0.03141 -0.00637 0.006289 -0.01538 0.030303 -0.01527 -0.00754 -0.00754 -0.04 0 0.003597 0.003861
Dec 23, 2013 0.021898 0.027027 0 -0.01875 0.007813 -0.02206 0 -0.00253 -0.00253 0 -0.01158 0.003584 -0.01731
Dec 24, 2013 0 -0.00526 0 -0.00637 0.023256 0.007519 0.007752 0.002538 0.002538 0.016667 -0.00586 0 0.021526
Dec 27, 2013 0.021429 -0.00529 0 -0.01923 0 0.007463 -0.00769 0.005063 0.005063 0.016393 -0.11591 0.003571 0.019157 Dec 30, 2013 0.013986 0.021277 0.012821 0.026144 0.030303 0 0.023256 0.007557 0.007557 0.008065 0.155556 0.007117 -0.02256
81 Lanjutan Lampiran 4
Date AALI LSIP PTBA ANTM INCO ITMG JSMR TLKM AKRA UNTR IHSG
Jan 2, 2013
Jan 3, 2013 0.032419 0.030928 0.021148 0.022556 0.039604 0.011862 0.009009 0.005587 0.005714 0.011933 0.012143
Jan 4, 2013 -0.00483 -0.04 -0.00592 0 0 -0.00117 0 0.011111 0.017045 0.009434 0.002446
Jan 7, 2013 0.002427 0.03125 -0.00893 -0.01471 -0.02857 -0.02347 -0.00893 0.010989 0 0.011682 -0.004 Jan 9, 2013 -0.02179 -0.0303 -0.05105 0.022388 0.019608 0.002404 -0.01802 -0.02717 0.011173 -0.06467 -0.0067
Jan 10, 2013 -0.03218 -0.04167 0.022152 -0.0146 0.009615 -0.02758 0 0 0.055249 0 -0.01044
Jan 11, 2013 0 -0.02174 -0.02786 0.022222 0.028571 -0.01726 0 0.011173 -0.00524 0.019753 -0.00265 Jan 14, 2013 0.012788 0.011111 0.050955 0.043478 0.055556 0.017566 0.009174 0.01105 0.005263 0.016949 0.017787 Jan 15, 2013 0.007576 0.010989 -0.00303 -0.01389 0 0.033292 0.009091 0.032787 -0.00524 0.021429 0.00418 Jan 16, 2013 -0.03008 0.01087 -0.00304 -0.01408 -0.02632 0.00716 -0.00901 0.005291 -0.00526 -0.00233 0.002304 Jan 17, 2013 -0.01292 -0.02151 -0.01524 -0.02857 -0.02703 0.001185 0 0.005263 0.005291 -0.03738 -0.00285 Jan 18, 2013 0.007853 -0.01099 0.01548 -0.00735 0.009259 -0.00592 0.018182 0.026178 0.015789 0.019417 0.015256 Jan 21, 2013 -0.00519 0.011111 -0.02439 0.007407 0 -0.03333 -0.03571 -0.02041 -0.02591 -0.01667 -0.00571
Jan 22, 2013 0 0 0 -0.03676 0 0 0 0 0.031915 0 -0.00527
Jan 23, 2013 0.005222 -0.04396 -0.025 0.015267 -0.04587 0.009852 -0.03704 0 0.010309 -0.03148 0.000494
Jan 25, 2013 0.005195 0 0.00641 -0.01504 0.019231 -0.01463 -0.00962 0.020833 -0.01531 0 0.00427
Jan 28, 2013 -0.00517 0 -0.00637 0.007634 0 0.014851 0.019417 -0.02551 -0.00518 -0.025 -0.00466
Jan 29, 2013 -0.01299 0.011494 0.012821 0.05303 0.04717 -0.00488 0.028571 0.010471 0.010417 0.030769 0.005001 Jan 30, 2013 -0.00263 0 -0.01582 -0.00719 -0.01802 0.008578 0.018519 0.005181 -0.01031 -0.01493 0.003143
Jan 31, 2013 -0.00528 0 -0.00322 -0.01449 0.009174 0.00729 0 0 -0.02604 -0.00253 0.000162
Feb 1, 2013 0.015915 0.034091 0 0.022059 0.018182 -0.00603 0 -0.00515 0.010695 -0.01013 0.006271
82
Feb 28, 2013 0.008197 0.012195 0.003322 0.007813 0.028571 0.004994 -0.00893 0.059113 -0.01047 0 0.016828
Mar 1, 2013 0.00271 0 -0.01325 0.007752 -0.03704 0 0.027027 0.009302 0.026455 0.010363 0.003299
Mar 5, 2013 0.005405 0 -0.02349 -0.00769 0.028846 -0.00621 0 -0.03226 0.051546 -0.01538 -0.01245
Mar 6, 2013 0.016129 -0.01205 0.024055 0.062016 0.065421 0 0.008772 0.057143 0.039216 0.013021 0.015359
Mar 7, 2013 0.005291 0 -0.01007 0 -0.02632 -0.0025 0 -0.04505 -0.04717 0.041131 0.004896
Mar 8, 2013 -0.00789 0 0.047458 -0.0146 0.009009 0.012531 0.008696 0.014151 -0.0198 0 0.005404
Mar 11, 2013 -0.00796 -0.02439 -0.00647 -0.02222 -0.02679 -0.00743 0 0.009302 -0.0404 -0.02716 -0.00414
83 Mar 25, 2013 0.024931 -0.00549 0.051852 0.022388 -0.02 0.015015 0.026549 0.014218 0.021622 0.00289 0.01159 Mar 26, 2013 0 0.022099 0.014085 0.021898 0.010204 0.002959 0.008621 0.014019 -0.03175 0.008646 0.013525
Mar 27, 2013 0 0.032432 0.017361 0 -0.0202 0.016224 0.008547 0 -0.04372 0.037143 0.017673
Mar 28, 2013 0 0.010471 -0.01706 -0.02143 -0.02062 0.030479 0.008475 0.013825 -0.02857 0.002755 0.002616 Apr 1, 2013 -0.00811 -0.02073 0.055556 0.021898 0.031579 -0.00986 0.008403 -0.02273 -0.00588 0.024725 -0.00069 Apr 2, 2013 -0.00272 0.015873 -0.00329 -0.00714 -0.0102 0.024182 0.066667 0.013953 -0.01775 0 0.003984
Apr 3, 2013 0 0 0 0 0 0 0 0 -0.03614 0 0.004886
Apr 4, 2013 0.005464 -0.02604 0.013201 0.021583 0.010309 0.066667 -0.01563 -0.00459 0.075 0.029491 -0.01182 Apr 5, 2013 0.002717 0.005348 -0.01954 -0.01408 0 0.011719 -0.02381 -0.01382 -0.01163 -0.02604 0.000703
84 Apr 30, 2013 0.014327 -0.08982 0.006601 0.007299 0.017857 0.004098 0 0.026316 0.025641 -0.00281 0.006864 May 1, 2013 -0.0113 0.026316 0 -0.00725 -0.03509 -0.02313 -0.01493 0.008547 -0.00625 0.022535 0.005334
May 2, 2013 0.002857 0 -0.02951 -0.0146 -0.01818 -0.01114 -0.00758 0 0 -0.01653 -0.01321
85 May 31, 2013 0.034483 0.037838 -0.024 0.015873 0.009901 0.011804 0.007519 -0.06751 -0.01676 -0.01511 -0.0119 Jun 3, 2013 -0.05897 -0.03646 -0.02049 -0.02344 -0.02941 -0.03167 -0.02985 0.031674 -0.01705 -0.01534 -0.01919 Jun 4, 2013 0.013624 0.027027 0.058577 0.008 0.020202 0.001721 0.015385 -0.00439 0.075145 0.034268 0.01011
Jun 5, 2013 0.037634 0.021053 0.047431 0 0 0.013746 0.030303 -0.01322 0.021505 0 -0.00406
Jun 7, 2013 -0.03886 -0.00515 0 -0.02381 -0.0198 -0.04915 -0.02206 -0.01786 0.026316 0.054217 -0.02717 Jun 10, 2013 0.032345 0.020725 -0.03774 -0.00813 0.030303 -0.01961 -0.02256 -0.04545 0.005128 -0.05429 -0.01808 Jun 11, 2013 0.015666 -0.01523 -0.07059 -0.05738 -0.02941 -0.03091 -0.07692 -0.04762 -0.03571 -0.06042 -0.03504 Jun 12, 2013 0.077121 0.020619 -0.02532 -0.01739 0 -0.03565 0.033333 0.03 -0.01587 0.051447 0.019074 Jun 13, 2013 -0.01671 -0.06061 0.025974 -0.0177 -0.0101 -0.01556 -0.01613 -0.00971 0 -0.01835 -0.0192 Jun 14, 2013 -0.02913 -0.03226 0.054852 0.009009 -0.0102 0.043478 0.02459 0.034314 0.005376 0.05296 0.033223 Jun 17, 2013 -0.0175 -0.06111 -0.048 0.017857 0.010309 -0.01705 -0.016 -0.01422 0.016043 0.014793 0.00289 Jun 18, 2013 0.02799 0.023669 0 0.008772 0.020408 -0.00771 0.02439 0.043269 -0.02105 -0.00292 0.013813 Jun 19, 2013 -0.02228 -0.01156 0.016807 -0.0087 -0.03 -0.01553 0.02381 0.013825 0.010753 0.040936 -0.00698 Jun 20, 2013 -0.03797 0.070175 0.049587 -0.07018 -0.07216 -0.00789 -0.0155 -0.04545 0.015957 0.008427 -0.03676 Jun 21, 2013 -0.01579 -0.03825 -0.03937 -0.08491 -0.1 0.013917 -0.0315 -0.05238 0.026178 -0.06964 -0.02476 Jun 24, 2013 -0.02406 -0.00568 -0.06967 -0.01031 -0.02222 0.003922 -0.04878 0.005025 -0.05102 0 -0.01903
Jun 25, 2013 0.043836 0.017143 0.030837 0.020833 0.010101 -0.02148 0 -0.025 -0.01075 0 -0.00239
86
87
Aug 22, 2013 0.096886 0.205882 0.176471 0.046154 0.101036 0.091408 -0.01695 -0.0274 -0.00935 0.045139 -0.01115 Aug 23, 2013 0.009464 -0.02439 0.020833 0.014706 0.094118 0.015075 -0.00862 0.00939 -0.01887 0.006645 -0.00038 Aug 26, 2013 0.14375 0.133333 0.016327 0.007246 -0.03226 -0.03465 -0.0087 -0.0093 0 0.0033 -0.01179 Aug 27, 2013 -0.00273 -0.00735 0 -0.05755 -0.04444 0.034188 0 -0.05164 -0.03846 0.006579 -0.03709 Aug 28, 2013 -0.01096 0 -0.00402 0.053435 0.093023 -0.01818 -0.02632 -0.78713 -0.025 0.01634 0.014779 Aug 29, 2013 0.019391 0.066667 -0.03629 0 0.021277 0.026936 -0.03604 0.034884 0.025641 0.028939 0.019151 Aug 30, 2013 0.07337 0.034722 0.012552 -0.03623 -0.04167 0.05082 0.018692 -0.01124 0.02 -0.0125 0.022298 Sep 2, 2013 0.017722 0.033557 0.053719 0.030075 0.032609 -0.02028 0 -0.02273 0.009804 0.009494 -0.02237
Sep 3, 2013 0.027363 0.051948 0.066667 0 0.010526 0.020701 -0.00917 0.023256 0 0.031348 0.015308
Sep 4, 2013 -0.00242 -0.03086 0 -0.0292 -0.03125 -0.0078 -0.03704 -0.04545 -0.00971 -0.04255 -0.02175 Sep 5, 2013 0.009709 -0.05096 0.014706 0.037594 0.032258 -0.00472 0.009615 -0.04762 -0.0098 0.034921 -0.00555
Sep 6, 2013 0.009615 0.006711 0 0.043478 0.0625 0.009479 -0.0381 -0.005 0.039604 0 0.005305
88 Sep 19, 2013 -0.00487 0.021277 0.057252 0.055944 0.081633 0.025237 0.036036 0.067416 0.009901 0.038123 0.046486
Sep 20, 2013 -0.06357 -0.02778 0 0.006623 0.028302 0 0.008696 -0.02105 -0.01961 -0.0226 -0.01861
Sep 23, 2013 0.010444 -0.00714 0.01083 -0.02632 -0.0367 -0.01538 0 -0.02151 0 0.00289 -0.00457
Sep 24, 2013 -0.0155 -0.02878 -0.05714 -0.03378 -0.0381 -0.00625 0 -0.03297 -0.005 -0.01729 -0.02245 Sep 25, 2013 0.028871 -0.02222 -0.01515 0.006993 -0.0099 -0.06918 0.008621 -0.02273 0.005025 0.002933 -0.01203
Sep 26, 2013 0.010204 0.007576 -0.01538 -0.00694 -0.05 -0.03547 -0.02564 0 -0.01 0 -0.0002 Oct 9, 2013 0.02551 0.014388 0.035573 -0.02 0.010101 0.050179 0.00885 0.022472 0.009709 0.05814 0.005624
Oct 10, 2013 0.032338 0.014184 0.007634 0.020408 0.02 0.023891 0 0.021978 0.019231 0 0.00656
Oct 11, 2013 0.016867 0.013986 0.026515 0.006667 -0.0098 0.085 0 0 0.028302 0.027473 0.007406
89
Oct 17, 2013 -0.00475 0.013793 0.037313 0.006711 0.04 0.033639 -0.00885 0.021978 -0.03398 -0.03209 0.005937 Oct 18, 2013 -0.00955 0 0.007194 0.013333 -0.00962 0.004438 0.017857 0.010753 -0.0201 0.005525 0.006116 Oct 21, 2013 0.014458 0.027211 -0.02143 0.046053 0.029126 -0.00736 0.008772 -0.01064 0.010256 -0.00275 0.006952 Oct 22, 2013 -0.00238 0.039735 0.010949 -0.01258 -0.00943 -0.02077 -0.01739 -0.03226 -0.03553 -0.02479 -0.01429
Oct 23, 2013 0.004762 0 -0.01444 0.019108 0.028571 -0.01364 0 0 0.031579 -0.0113 0.007481
Oct 24, 2013 -0.00948 0.012739 -0.01099 -0.00625 -0.01852 -0.03226 0 -0.01111 -0.03061 0.008571 0.010635 Oct 25, 2013 -0.01196 0.012579 -0.01481 0.006289 0.009434 0 -0.00885 -0.02247 -0.00526 0 -0.00305 Oct 28, 2013 -0.00242 -0.01242 -0.01128 -0.01875 -0.04673 0.006349 -0.01786 0.045977 -0.00529 0.01983 0.002115 Oct 29, 2013 -0.01699 -0.03774 -0.01521 -0.01274 -0.01961 -0.02208 -0.02727 0.010989 -0.02128 -0.02222 -0.00605 Oct 30, 2013 -0.0321 0.026144 -0.02317 0.006452 -0.02 -0.0129 0.018692 0 -0.0163 0.039773 0.002654 Oct 31, 2013 -0.05102 0.019108 -0.03953 0.025641 0.010204 -0.02288 -0.0367 0.021739 0 -0.04372 -0.01404
Nov 1, 2013 0.053763 0.00625 -0.04527 -0.03125 -0.0303 -0.00669 0 -0.02128 -0.01105 0 -0.0173
Nov 4, 2013 0.035714 0.024845 -0.00431 -0.0129 0.010417 -0.02525 0.009524 0.01087 -0.01676 0 -0.0021 Nov 6, 2013 0.019704 0.006061 0.004329 -0.01961 0.020619 0.01209 -0.00943 -0.02151 -0.01136 0.045714 0.005984
Nov 7, 2013 0.016908 0.036145 0.043103 0 0.020202 0.010239 0.009524 0 -0.05747 0.04918 0.008169
Nov 8, 2013 -0.0095 0 0.008264 -0.02 0.009901 0.003378 0 0 0 0.007813 -0.00209
Nov 11, 2013 -0.01439 -0.01163 0.028689 -0.02721 0 0.02862 -0.0283 -0.02198 0.006098 0.007752 -0.00782 Nov 12, 2013 0.017032 0.005882 -0.0239 -0.03497 -0.05882 0.047463 0.048544 0 0.006061 -0.01282 -0.01375 Nov 13, 2013 0.014354 0 -0.02449 -0.02174 -0.02083 -0.01563 -0.01852 -0.04494 0.018072 -0.02338 -0.01798 Nov 14, 2013 0.016509 0.064327 0 0.014815 0.021277 0.028571 -0.0283 0.023529 0.011834 0.013298 0.015221
Nov 15, 2013 0.016241 0 -0.02092 -0.0219 0 0 -0.01942 0 -0.02339 -0.01312 -0.00731
91
Dec 27, 2013 0.01232 0 -0.00971 0 -0.00962 -0.02465 0.016484 0 0.05 0 0.002415
Dec 30, 2013 0.018256 0.015789 0 0.009259 0.029126 0.028881 0.021622 0.011765 -0.01786 0.013333 0.014527
92 LAMPIRAN 5.
Perhitungan menggunakan Excel Solver dalam mencari Proporsi Dana Correlation Matrix
UNVR AALI MYOR KLBF INDF BBCA INCO BBNI CPIN BBRI AKRA BMRI
UNVR 1 0.286837394 0.201924 0.488593 0.414741 0.4819736 0.162742 0.386341 0.421192 0.391008 0.125571451 0.39402481 AALI 0.286837394 1 0.014262 0.164913 0.169513 0.1910887 0.18593 0.213042 0.137376 0.144279 -0.00921444 0.06891646 MYOR 0.201924393 0.014261872 1 0.19579 0.214009 0.2066416 0.103552 0.162937 0.138941 0.107233 -0.02647349 0.18613609 KLBF 0.488593146 0.164913302 0.19579 1 0.507778 0.4901582 0.211915 0.497703 0.44349 0.494961 0.084317188 0.46629614 INDF 0.414741278 0.169512775 0.214009 0.507778 1 0.3412281 0.145479 0.417767 0.330442 0.333061 0.047029326 0.37153052 BBCA 0.481973595 0.191088663 0.206642 0.490158 0.341228 1 0.236347 0.579875 0.539713 0.603369 0.070924213 0.58824212 INCO 0.16274207 0.185929557 0.103552 0.211915 0.145479 0.2363469 1 0.197835 0.046332 0.218548 0.030988331 0.14832199 BBNI 0.386341197 0.213042369 0.162937 0.497703 0.417767 0.5798746 0.197835 1 0.580875 0.681365 0.021020094 0.67413236 CPIN 0.421192128 0.137375877 0.138941 0.44349 0.330442 0.5397128 0.046332 0.580875 1 0.495512 -0.01547919 0.55720108 BBRI 0.391007843 0.144278865 0.107233 0.494961 0.333061 0.6033691 0.218548 0.681365 0.495512 1 -0.03144996 0.70479312 AKRA
0.125571451
93 Lanjutan Lampiran 5
Covariance Matrix
UNVR AALI MYOR KLBF INDF BBCA INCO BBNI CPIN BBRI AKRA BMRI
94 Lanjutan Lampiran 5
Border-Multiplied Covariance Matrix for the Equally Weigthed Portfolio and Portfolio Variance
95 Lanjutan Lampiran 5
Proporsi Dana Mean Rf
Standard
Deviation CAL UNVR AALI MYOR KLBF INDF BBCA INCO BBNI CPIN BBRI AKRA BMRI
0.145 0.065 2.314 0.035 0 0.09286 0.90714 0 0 0 0 0 0 0 0 0
0.14 0.065 1.907 0.039 0 0.32719 0.67281 0 0 0 0 0 0 0 0 0
0.13 0.065 1.630 0.040 0.03766 0.35026 0.42797 0.16078 0 0 0.00844 0 0 0 0.01489 0
0.12 0.065 1.511 0.037 0.0385 0.31551 0.36951 0.15081 0 0 0.04053 0 0 0 0.08514 0
0.11 0.065 1.430 0.032 0.02613 0.28778 0.32832 0.11864 0 0.00212 0.0516 0 0 0.05971 0.12569 0
0.10 0.065 1.378 0.026 0.00729 0.26168 0.28998 0.08452 0 0.05582 0.05688 0 0 0.08889 0.15323 0.0017
0.09 0.065 1.346 0.019 0 0.24329 0.26084 0.0489 0.04003 0.07168 0.05916 0 0 0.08637 0.16426 0.02546
96 Jan 10, 2014 -0.00671 -0.01316 0.006061 0.030075 0.069767 0.013453 0.012794 Jan 13, 2014 0.043436 -0.05111 0.01004 0.043796 0.054348 0.050885 0.031916
Jan 15, 2014 0.037003 -0.0082 -0.00795 0 0.086598 0 0.011574
97
Jan 30, 2014 0.001754 0.007001 -0.00917 -0.01056 -0.03354 -0.00227 0.000319 Feb 3, 2014 -0.00525 -0.00463 -0.00185 -0.01423 0.002169 0 -0.00736 Feb 4, 2014 -0.01937 0.008149 0.001855 0.018051 -0.00216 -0.00682 -0.00775
Feb 5, 2014 0.009874 -0.01386 0 0 0 -0.01945 0.007364
Feb 6, 2014 0.002667 0.002342 -0.00648 0.007092 0.008677 -0.01984 0.009215 Feb 7, 2014 0.000887 0.028037 0.006524 -0.00352 0.047312 0.020238 0.009483 Feb 10, 2014 -0.00443 0.006818 -0.00185 -0.0106 -0.01027 0.036173 -0.00356 Feb 11, 2014 -0.01779 0.010158 -0.00742 0 0.043568 0.01464 0.004368 Feb 12, 2014 0.014493 0.03352 0.028037 0.007143 -0.00199 -0.00111 0.005839 Feb 13, 2014 0.004464 0.016216 0.032727 -0.01418 0.015936 -0.00333 -0.00103 Feb 14, 2014 0.008889 -0.01489 0.010563 0.003597 0 0.003344 0.003647 Feb 17, 2014 0 0.00216 0.017422 0.007168 0.011765 0.013333 0.010499 Feb 18, 2014 -0.01057 -0.01293 0.010274 -0.00712 0.015504 0.004386 0.00018 Feb 19, 2014 0.011576 0.0131 0.009322 0.017921 0 -0.02293 0.008002 Feb 20, 2014 -0.00352 0.028017 0.012594 0.014085 -0.00763 0.013408 0.001213 Feb 21, 2014 0.003534 -0.00419 0.008292 0.020833 -0.01154 0.00882 0.010424 Feb 24, 2014 -0.00088 -0.01053 0.006579 -0.0068 -0.04086 0.003279 -0.00486 Feb 25, 2014 0.000881 0.012766 0 -0.01712 -0.02028 -0.0098 -0.01001 Feb 26, 2014 -0.0132 -0.0021 -0.0098 -0.02439 0.018634 0 -0.00974
Feb 27, 2014 0 0.003158 0 0 -0.03049 0.012101 0.007991
Feb 28, 2014 0.019625 0.056663 -0.0066 0.035714 0.002096 -0.0087 0.011224 Mar 3, 2014 -0.0105 0.01291 0 -0.01379 0.012552 0.008772 -0.00779
Mar 4, 2014 -0.00884 -0.00392 0 0 0.053719 0.026087 0.003724
98
Mar 6, 2014 0.006222 0.069034 0.008333 -0.00699 0 -0.00628 0.006158 Mar 7, 2014 -0.00618 0.01845 -0.00496 0.003521 0.007435 -0.00105 -0.00042 Mar 10, 2014 0.004444 -0.00091 0.008306 -0.00702 -0.04244 0.010537 -0.00184 Mar 11, 2014 0.007965 0.011786 -0.00494 0.003534 0.013487 -0.0073 0.005764 Mar 12, 2014 0.018437 -0.00269 0 -0.00352 -0.02662 -0.01786 -0.00422 Mar 13, 2014 0.044828 -0.01348 0.000828 0.021201 0.003906 -0.00535 0.008921 Mar 14, 2014 0.018977 -0.04189 0.003309 0.020761 -0.01167 0.027957 0.032261 Mar 17, 2014 -0.03725 -0.00856 -0.00412 0.010169 0 0.056485 -0.0005 Mar 26, 2014 0.016814 -0.05318 0.008333 0.013841 -0.01241 0.007292 0.005348 Mar 27, 2014 -0.00087 0.019057 -0.00826 0.006826 0 -0.00207 -0.0011
Mar 28, 2014 0.019164 0 0 -0.00678 0.012567 0.002073 0.009574
99
Apr 10, 2014 -0.00421 0 -0.00504 0 0.0128 -0.03776 -0.03163
Apr 11, 2014 0.032995 0.001905 -0.01351 0 0.045814 -0.01166 0.01067 Apr 14, 2014 0.007371 0.053232 0.014555 0.006623 0.05136 0.019313 0.010028 Apr 15, 2014 -0.00244 0.001805 0 -0.00329 0.002874 0.022105 0.001096 Apr 16, 2014 -0.01874 -0.01892 -0.01435 0.013201 -0.02722 -0.01133 0.000575 Apr 17, 2014 0.023256 -0.00459 0.013699 0.006515 0.047128 -0.00521 0.004933 Apr 21, 2014 -0.00325 0.046125 0 -0.01942 -0.02391 -0.00942 -0.00097 Apr 22, 2014 0.004072 -0.01235 0 0.016502 0.044669 0.011628 0.00121 Apr 23, 2014 -0.02758 0.009821 -0.03209 0.006494 0.022069 -0.00522 -0.00103 Apr 24, 2014 -0.02252 0.029178 0.000873 -0.00645 -0.0081 0.006303 -0.00042 Apr 25, 2014 -0.00939 -0.00344 0.011334 0.003247 -0.00408 -0.00104 0.001341 Apr 28, 2014 -0.0155 -0.02414 -0.03017 -0.00971 -0.00683 0.003135 -0.01611 Apr 29, 2014 0.014873 0.007067 -0.00444 -0.00327 -0.00688 -0.00625 0.000191
100
May 19, 2014 -0.00974 0.00695 -0.01014 0.012422 0.027888 -0.01724 -0.00329 May 20, 2014 -0.02951 0.005177 -0.02901 0.01227 0.01292 -0.03947 -0.02374 May 21, 2014 0.013514 -0.05579 0.012302 -0.02424 -0.02806 0.009132 0.002927 May 22, 2014 0.000833 -0.02545 0.017361 0.003106 0.026247 0.005656 0.012136 May 23, 2014 0 0.003731 -0.01365 0.009288 0.014066 -0.00225 0.00064 May 26, 2014 0.003331 0.003717 -0.00519 0 -0.00631 0.001127 -0.00184 May 28, 2014 0.00249 -0.00556 0.002609 -0.0092 0.010152 0.004505 0.004363 May 30, 2014 -0.0356 0.035382 0.000867 -0.04644 -0.01633 -0.07511 -0.01839 Jun 4, 2014 0.039485 -0.03417 -0.00607 0.029221 -0.00383 0.06303 0.007898
Jun 5, 2014 0.00578 -0.00186 0 0 -0.01282 -0.00912 0.000608
Jun 6, 2014 0.000821 0.002799 0 0.012618 0.014286 -0.01151 0.000328 Jun 9, 2014 -0.01641 -0.00093 0.002616 0 -0.0128 -0.00815 -0.01055 Jun 10, 2014 0.007506 -0.02235 0.007826 0.040498 -0.00649 0.03169 0.012489 Jun 11, 2014 0.009106 0.015238 0.009491 0 -0.01305 0.028441 0.005228
Jun 12, 2014 -0.01559 0 0 -0.02395 -0.01455 0.006637 -0.00755
Jun 13, 2014 -0.00667 -0.00938 -0.00085 -0.01227 -0.01477 0.012088 -0.00157 Jun 16, 2014 -0.00503 0.002841 0 -0.00621 -0.00545 -0.00109 -0.00836 Jun 17, 2014 -0.00506 0.004721 0 0.028125 0.021918 -0.01087 0.004925 Jun 18, 2014 -0.00339 0.015977 0.002566 -0.00608 -0.00268 0.006593 -0.00441 Jun 19, 2014 0.005102 0.004625 0 -0.02141 -0.02688 -0.01528 -0.00483 Jun 20, 2014 0.010998 -0.00552 0 0.0125 -0.0221 -0.02217 -0.00341 Jun 23, 2014 -0.00251 0.014815 0 0.015432 0.00565 0.005669 -0.00115
Jun 24, 2014 -0.00336 0 0.000853 0.009119 0 0.014656 0.004153
101
Jun 26, 2014 0.003367 0.021127 0 0.006024 0.009887 -0.02097 0.006911 Jun 27, 2014 -0.01091 0.010345 0.01023 -0.00599 -0.00559 -0.0124 -0.0056
Jun 30, 2014 -0.00679 -0.02048 -0.00759 0 0 -0.01142 0.006904
102 Lanjutan Lampiran 6
Wi Ri Std Rp STD P
UNVR 0.037664 0.10244 0.015602 0.003858 0.000588 AALI 0.350259 0.164502 0.022874 0.057618 0.008012 MYOR 0.427973 0.131428 0.012064 0.056248 0.005163 KLBF 0.160779 0.242976 0.015311 0.039065 0.002462 INCO 0.008439 0.399211 0.028443 0.003369 0.00024 AKRA 0.014885 -0.01017 0.019831 -0.00015 0.000295
103 LAMPIRAN 7.
Uji Beda SPSS 16.0
Group Statistics
perusahaan N Mean Std. Deviation Std. Error Mean
expectedreturn kandidat 6 .00098579 .000440922 .000180006
non kandidat 6 .00048447 .000231573 .000094539
Independent Samples Test
Levene's Test for Equality of Variances t-test for Equality of Means
F Sig. t df Sig. (2-tailed) Mean Difference
Return Equal variances assumed
2.280 .162 2.466 10 .033 2.280
