σ = LAMPIRAN 1 : Bagan Prosedur Penelitian Data Analisis Kinerja Tingkat Laba Harian (MDS dan LQ45) Rata-rata Tingkat Laba Harian (GMR)

(1)

LAMPIRAN 1 : Bagan Prosedur Penelitian

Sumber : Penelitian

Analisis Kinerja

Tingkat Laba Harian (MDS dan LQ45) % 100 1 x P P Ln R t t i ⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ = − Hitung Korelasi CAPM Rata-rata Tingkat Laba Harian (GMR)

(

)(

) (

)

[

1+ 1 1+ 2...1+

]

1/ −1 n i R R R

( )

1 1 2 − − =

∑

= n R R n i i i σ Klasifikasi Korelasi Uji Korelasi Kesimpulan Statistik

(

m f

)

f i R R R R = +β − i i i R CV =σ Analisis Perbandingan Data

(2)

LAMPIRAN 2 : Laporan Portofolio Reksa Dana Periode 1 September 2006- 28 Desember 2006

LAPORAN PORTOFOLIO REKSADANA 10 Terbesar

Per 29 Sebtember 2006

Manajer investasi PT Manulife Aset Manajemen Indonesia Bank kustodian Deutsche Bank AG

Nama reksadana Manulife Dana Saham Jenis reksadana

(Terbuka/tertutup)-(Perseroan/KIK) Terbuka – KIK Tipe reksadana Saham

No. Nama Efek Tipe Efek

1 TELEKOMUNIKASI INDONESIA Tbk Saham 2 BANK CENTRAL ASIA Tbk Saham 3

PERUSAHAAN GAS NEGARA

(PERSERO) Tbk Saham

4

BANK RAKYAT INDONESIA

(PERSERO) Tbk Saham

5 UNITED TRACTORS Tbk Saham 6 ASTRA INTERNATIONAL Tbk Saham

7 BANK NIAGA Tbk Saham

8 BANK DANAMON INDONESIA Tbk Saham 9

TAMBANG BATUBARA BUKIT ASAM

(PERSERO) Tbk Saham

10 ASTRA AGRO LESTARI Tbk Saham

(3)

Per 31 Oktober 2006

1 TELEKOMUNIKASI INDONESIA Tbk Saham 2 BANK CENTRAL ASIA Tbk Saham 3 UNITED TRACTORS Tbk Saham 4 DEUTSCHE BANK 31OCT06-OPEN 4.12% Pasar Uang 5 BANK RAKYAT INDONESIA (PERSERO) Tbk Saham 6 ASTRA INTERNATIONAL Tbk Saham 7

PERUSAHAAN GAS NEGARA (PERSERO)

Tbk Saham

8 BANK DANAMON INDONESIA Tbk Saham

10 BANK MANDIRI ( PERSERO ) Tbk Saham

(4)

Per 30 November 2006

1 TELEKOMUNIKASI INDONESIA Tbk Saham 2 BANK CENTRAL ASIA Tbk Saham 3 ASTRA INTERNATIONAL Tbk Saham 4 BANK RAKYAT INDONESIA (PERSERO) Tbk Saham

5 UNITED TRACTORS Tbk Saham

6 PERUSAHAAN GAS NEGARA (PERSERO) Tbk Saham

8 BANK DANAMON INDONESIA Tbk Saham 9 BANK MANDIRI ( PERSERO ) Tbk Saham 10 DEUTSCHE BANK 29NOV'06-OPEN 3.68% Pasar Uang

(5)

Per 1 Desember 2006

1 TELEKOMUNIKASI INDONESIA Tbk Saham

2 BANK CENTRAL ASIA Tbk Saham

3 ASTRA INTERNATIONAL Tbk Saham

4 UNITED TRACTORS Tbk Saham

5 BANK RAKYAT INDONESIA (PERSERO) Tbk Saham 6 PERUSAHAAN GAS NEGARA (PERSERO) Tbk Saham

8 BANK DANAMON INDONESIA Tbk Saham 9 BANK MANDIRI ( PERSERO ) Tbk Saham

10 ASTRA AGRO LESTARI Tbk Saham

(6)

LAMPIRAN 3 : Daftar Nama Saham Dalam Jajaran Indeks LQ45

DAFTAR SAHAM PERUSAHAAN TERCATAT YANG MASUK DALAM PENGHITUNGAN INDEKS LQ45

Periode Agustus 2006 s.d.Januari 2007

(Lampiran pengumuman BEJ No Peng-317/BEJ-DAG/U/07-2006 tanggal 27 Juli 2006)

No Kode Efek Nama Emiten Keterangan

1 AALI Astra Agro Lestari Tbk

2 ADHI Adhi Karya (Persero) Tbk

3 ADMG Polychem Indonesia Tbk

4 ANTM Aneka Tambang (Persero) Tbk

5 APOL Arpen Pratama Ocean Line Tbk Baru

6 ASII Astra International Tbk

7 BBCA Bank Central Asia Tbk

8 BBRI Bank Rakyat Indonesia (Persero) Tbk 9 BDMN Bank Danamon Indonesia Tbk 10 BLTA Berlian Laju Tanker Tbk 11 BMRI Bank Mandiri (Persero) Tbk 12 BNBR Bakrie & Brothers Tbk

13 BNGA Bank Niaga Tbk

14 BNII Bank International Indonesia Tbk

15 BRPT Barito Pasific Timber Tbk Baru

16 BTEL Bakrie Telecom Tbk Baru

17 BUMI Bumi Resources Tbk

18 CMNP Citra Marga Nusaphala Persada Tbk

19 CTRS Ciputra Surya Tbk

20 ENRG Energi Mega Persada Tbk

21 GGRM Gudang Garam Tbk

22 GJTL Gajah Tunggal Tbk

23 INCO International Nickel Indonesia Tbk 24 INDF Indofood Sukses Makmur Tbk 25 INKP Indah Kiat Pulp & Paper Tbk 26 INTP Indocement Tunggal Prakasa Tbk

27 ISAT Indosat Tbk

28 KIJA Kawasan Industri Jababeka Tbk

29 KLBF Kalbe Farma Tbk

(7)

31 LSIP PP London Sumatera Tbk 32 MEDC Medco Energi International Tbk

33 MPPA Matahari Putra Prima Tbk Baru

34 PGAS Perusahaan Gas Negara (Persero) Tbk

35 PNBN Bank Pan Indonesia Tbk

36 PNLF Panin Life Tbk

37 PTBA Tambang Batubara Bukit Asam Tbk

38 RALS Ramayana Lestari Sentosa Tbk Baru

39 SMCB Holcim Indonesia Tbk

40 SMRA Summarecon Agung Tbk

41 TKIM Pabrik Kertas Tjiwi Kimia Tbk 42 TLKM Telekomunikasi Indonesia Tbk 43 UNSP Bakrie Sumatra Plantations Tbk

44 UNTR United Tractors Tbk

45 UNVR Unilever Indonesia Tbk

(8)

LAMPIRAN 4 : Hasil Perhitungan NAB/unit

No. _Tanggal

Dalam mata uang Rupiah (Rp)

Redemption Subscription Total NAB

Jumlah Unit NAB/unit 1 09/01/06 1,369,991,915 1,630,979,651 532,010,572,806 150,146,643 3,543 2 09/04/06 86,064,554 3,927,124,720 546,095,396,164 151,231,066 3,611 3 09/05/06 1,178,911,188 1,419,374,161 545,538,208,380 151,297,658 3,606 4 09/06/06 3,914,408,437 1,572,886,000 542,463,653,535 150,648,269 3,601 5 09/07/06 1,195,670,485 4,300,015,337 543,493,183,968 151,510,381 3,587 6 09/08/06 889,103,816 443,032,034 542,006,512,237 151,386,029 3,580 7 09/11/06 842,103,426 1,600,914,619 534,763,145,663 151,597,970 3,528 8 09/12/06 1,393,934,881 1,074,963,859 527,862,267,148 151,507,546 3,484 9 09/13/06 1,039,450,411 4,969,686,071 536,276,543,060 152,635,605 3,513 10 09/14/06 284,437,079 4,745,643,970 544,735,397,468 153,905,360 3,539 11 09/15/06 188,661,758 5,514,765,461 551,535,423,497 155,410,155 3,549 12 09/18/06 484,417,334 3,101,707,605 556,607,524,856 156,147,649 3,565 13 09/19/06 1,966,917,761 1,667,203,500 561,022,146,826 156,063,568 3,595 14 09/20/06 1,637,102,701 1,021,700,896 558,873,037,939 155,892,378 3,585 15 09/21/06 10,249,174,977 3,608,177,000 561,522,650,268 154,039,932 3,645 16 09/22/06 960,596,895 822,850,000 563,588,303,157 154,002,145 3,660 17 09/25/06 5,678,380,133 6,059,425,382 562,910,783,354 154,106,267 3,653 18 09/26/06 2,084,337,555 2,774,209,233 559,177,445,825 154,295,131 3,624 19 09/27/06 1,344,588,896 2,197,949,951 567,363,108,678 154,530,601 3,672 20 09/28/06 943,500,038 2,120,685,000 570,414,155,789 154,851,226 3,684 21 09/29/06 3,210,456,083 1,465,450,000 568,491,719,532 154,377,507 3,682 22 10/02/06 2,191,334,249 5,968,984,427 568,727,111,661 155,403,351 3,660 23 10/03/06 680,119,917 1,047,986,834 576,029,332,922 155,503,869 3,704 24 10/04/06 231,664,106 3,843,487,502 578,120,473,530 156,478,910 3,695 25 10/05/06 2,600,748,887 3,968,467,500 582,108,691,591 156,849,108 3,711 26 10/06/06 312,042,654 3,282,739,558 587,191,776,628 157,649,561 3,725 27 10/09/06 5,918,936,972 1,427,830,887 580,090,130,574 156,443,785 3,708 28 10/10/06 629,506,210 2,939,116,619 586,853,109,871 157,066,660 3,736 29 10/11/06 2,731,032,133 5,551,528,889 590,504,188,414 157,821,545 3,742 30 10/12/06 2,105,030,516 3,175,672,880 589,445,976,390 158,107,691 3,728 31 10/13/06 2,481,254,122 1,836,400,815 597,891,532,514 157,934,721 3,786 32 10/16/06 3,645,480,688 2,684,788,383 592,849,127,900 157,680,952 3,760 33 10/17/06 4,226,396,224 1,731,150,000 591,498,329,694 157,017,287 3,767 34 10/18/06 2,847,856,920 4,003,263,926 590,690,200,108 157,323,998 3,755

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35 10/19/06 530,029,458 2,489,448,195 594,984,198,964 157,845,868 3,769 36 10/20/06 45,232,800 6,990,636,475 605,061,804,249 159,688,444 3,789 37 10/30/06 814,599,869 9,943,201,672 619,233,841,923 162,097,675 3,820 38 10/31/06 255,705,415 4,734,309,627 623,702,455,735 163,270,045 3,820 39 11/01/06 620,602,652 4,916,527,762 630,259,894,916 164,394,618 3,834 40 11/02/06 175,344,837 5,577,429,397 643,692,832,485 165,803,678 3,882 41 11/03/06 316,652,857 5,517,296,623 652,527,168,368 167,143,270 3,904 42 11/06/06 804,708,994 3,079,628,508 664,233,189,511 167,725,985 3,960 43 11/07/06 1,522,737,247 3,753,310,586 670,576,105,609 168,289,766 3,985 44 11/08/06 1,955,400,461 8,881,377,092 673,450,347,193 170,027,930 3,961 45 11/09/06 3,021,836,849 4,470,681,528 678,014,899,043 170,393,724 3,979 46 11/10/06 3,374,358,843 5,180,802,420 681,144,406,775 170,847,706 3,987 47 11/13/06 1,028,270,314 5,470,350,000 672,678,226,050 171,961,889 3,912 48 11/14/06 2,678,159,090 4,840,721,252 688,694,645,203 172,514,721 3,992 49 11/15/06 971,830,555 5,792,907,688 695,277,148,198 173,722,378 4,002 50 11/16/06 609,514,102 11,885,421,443 706,701,988,979 176,539,784 4,003 51 11/17/06 1,683,919,857 5,344,840,909 711,664,562,009 177,454,313 4,010 52 11/20/06 2,028,687,384 6,132,597,356 718,089,143,611 178,477,627 4,023 53 11/21/06 1,656,047,667 2,921,212,397 719,430,360,266 178,792,078 4,024 54 11/22/06 481,174,938 13,426,448,177 741,544,798,840 182,009,222 4,074 55 11/23/06 1,129,362,241 11,175,811,610 751,657,015,027 184,475,080 4,075 56 11/24/06 1,532,476,469 6,254,652,317 762,088,090,643 185,634,019 4,105 57 11/27/06 1,339,512,094 7,794,585,145 775,527,977,989 187,206,383 4,143 58 11/28/06 3,463,379,607 7,009,296,886 758,729,963,548 188,062,339 4,034 59 11/29/06 1,424,835,099 5,681,888,130 771,095,863,936 189,117,512 4,077 60 11/30/06 1,053,780,903 6,278,042,402 781,094,230,273 190,398,803 4,102 61 12/01/06 979,610,419 7,624,123,176 796,531,401,382 192,018,464 4,148 62 12/04/06 707,040,183 4,977,728,621 794,547,816,349 193,047,992 4,116 63 12/05/06 279,929,521 5,380,577,648 820,369,259,731 194,287,277 4,222 64 12/06/06 2,183,147,359 19,840,300,309 843,406,762,732 198,469,009 4,250 65 12/07/06 2,806,448,483 16,096,403,556 854,892,420,319 201,596,395 4,241 66 12/08/06 1,824,854,308 9,594,053,029 858,674,471,829 203,428,490 4,221 67 12/11/06 1,916,928,556 6,525,513,708 857,675,910,936 204,520,310 4,194 68 12/12/06 2,603,217,017 9,261,173,552 862,356,245,696 206,107,957 4,184 69 12/13/06 5,065,001,805 17,769,475,889 873,467,512,792 209,144,399 4,176 70 12/14/06 2,980,842,299 5,791,060,403 879,807,186,254 209,817,283 4,193 71 12/15/06 1,389,617,971 7,597,348,966 894,778,877,848 211,297,708 4,235 72 12/18/06 2,271,206,553 9,330,772,464 902,987,813,169 212,964,791 4,240 73 12/19/06 5,477,710,300 7,969,636,162 880,494,915,181 213,552,498 4,123

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74 12/20/06 3,857,701,729 9,399,404,672 899,880,879,576 214,896,567 4,188 75 12/21/06 2,758,615,146 6,789,708,245 916,252,364,041 215,859,214 4,245 76 12/22/06 1,978,764,559 3,985,031,163 917,898,372,206 216,331,949 4,243 77 12/26/06 1,499,901,398 8,632,079,853 924,121,959,026 218,012,873 4,239 78 12/27/06 615,234,977 12,853,274,000 945,214,083,410 220,899,993 4,279 79 12/28/06 600,514,918 4,411,415,368 949,061,741,514 221,790,615 4,279

Max (total NAB) Rp949,061,741,514 Min(total NAB) Rp527,862,267,148 Average Rp681,675,016,649 Max(Redemption) Rp10,249,174,977 Min(Redemption) Rp45,232,800 Average Rp1,871,621,038 Max(Subsciption) Rp19,840,300,309 Min(Subscription) Rp443,032,034 Average Rp5,530,033,785

Max(jumlah unit) 221,790,615 unit Min (jumlah unit) 150,146,643 unit

Average 173,959,534 unit

Max(NAB/unit) Rp 4,279 Min(NAB/unit) Rp 3,484

Average Rp 3,889

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LAMPIRAN 5 : Perhitungan GMR (tingkat laba rata-rata) MDS

No Tanggal NAB/ unit

Tingkat Laba

Harian (MDS) (1+Ri) Multi Estimasi

1 09/01/06 3,543.27 3543.27 2 09/04/06 3,611.00 1.89% 101.89% 3551.69 3 09/05/06 3,605.73 -0.15% 99.85% 101.74% 3560.14 4 09/06/06 3,600.86 -0.14% 99.86% 101.61% 3568.60 5 09/07/06 3,587.17 -0.38% 99.62% 101.22% 3577.08 6 09/08/06 3,580.29 -0.19% 99.81% 101.03% 3585.58 7 09/11/06 3,527.51 -1.49% 98.51% 99.53% 3594.10 8 09/12/06 3,484.07 -1.24% 98.76% 98.29% 3602.64 9 09/13/06 3,513.44 0.84% 100.84% 99.12% 3611.21 10 09/14/06 3,539.42 0.74% 100.74% 99.85% 3619.79 11 09/15/06 3,548.90 0.27% 100.27% 100.11% 3628.39 12 09/18/06 3,564.62 0.44% 100.44% 100.56% 3637.02 13 09/19/06 3,594.83 0.84% 100.84% 101.41% 3645.66 14 09/20/06 3,584.99 -0.27% 99.73% 101.13% 3654.32 15 09/21/06 3,645.31 1.67% 101.67% 102.81% 3663.01 16 09/22/06 3,659.61 0.39% 100.39% 103.22% 3671.72 17 09/25/06 3,652.74 -0.19% 99.81% 103.02% 3680.44 18 09/26/06 3,624.08 -0.79% 99.21% 102.21% 3689.19 19 09/27/06 3,671.53 1.30% 101.30% 103.54% 3697.96 20 09/28/06 3,683.63 0.33% 100.33% 103.88% 3706.75 21 09/29/06 3,682.48 -0.03% 99.97% 103.85% 3715.56 22 10/02/06 3,659.68 -0.62% 99.38% 103.21% 3724.39 23 10/03/06 3,704.28 1.21% 101.21% 104.45% 3733.24 24 10/04/06 3,694.56 -0.26% 99.74% 104.18% 3742.11 25 10/05/06 3,711.27 0.45% 100.45% 104.65% 3751.01 26 10/06/06 3,724.66 0.36% 100.36% 105.03% 3759.92 27 10/09/06 3,707.98 -0.45% 99.55% 104.56% 3768.86 28 10/10/06 3,736.33 0.76% 100.76% 105.35% 3777.81 29 10/11/06 3,741.59 0.14% 100.14% 105.50% 3786.79 30 10/12/06 3,728.13 -0.36% 99.64% 105.12% 3795.79 31 10/13/06 3,785.69 1.53% 101.53% 106.73% 3804.81 32 10/16/06 3,759.80 -0.69% 99.31% 106.00% 3813.86 33 10/17/06 3,767.09 0.19% 100.19% 106.20% 3822.92 34 10/18/06 3,754.61 -0.33% 99.67% 105.85% 3832.01

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35 10/19/06 3,769.40 0.39% 100.39% 106.27% 3841.12 36 10/20/06 3,789.01 0.52% 100.52% 106.82% 3850.24 37 10/30/06 3,820.13 0.82% 100.82% 107.69% 3859.40 38 10/31/06 3,820.07 0.00% 100.00% 107.69% 3868.57 39 11/01/06 3,833.82 0.36% 100.36% 108.08% 3877.76 40 11/02/06 3,882.26 1.26% 101.26% 109.44% 3886.98 41 11/03/06 3,904.00 0.56% 100.56% 110.05% 3896.22 42 11/06/06 3,960.23 1.43% 101.43% 111.62% 3905.48 43 11/07/06 3,984.65 0.61% 100.61% 112.31% 3914.76 44 11/08/06 3,960.82 -0.60% 99.40% 111.63% 3924.06 45 11/09/06 3,979.11 0.46% 100.46% 112.15% 3933.39 46 11/10/06 3,986.85 0.19% 100.19% 112.36% 3942.74 47 11/13/06 3,911.79 -1.90% 98.10% 110.23% 3952.11 48 11/14/06 3,992.09 2.03% 102.03% 112.47% 3961.50 49 11/15/06 4,002.23 0.25% 100.25% 112.75% 3970.92 50 11/16/06 4,003.07 0.02% 100.02% 112.78% 3980.36 51 11/17/06 4,010.41 0.18% 100.18% 112.98% 3989.82 52 11/20/06 4,023.41 0.32% 100.32% 113.35% 3999.30 53 11/21/06 4,023.84 0.01% 100.01% 113.36% 4008.80 54 11/22/06 4,074.22 1.24% 101.24% 114.77% 4018.33 55 11/23/06 4,074.57 0.01% 100.01% 114.78% 4027.88 56 11/24/06 4,105.33 0.75% 100.75% 115.65% 4037.45 57 11/27/06 4,142.64 0.90% 100.90% 116.69% 4047.05 58 11/28/06 4,034.46 -2.65% 97.35% 113.60% 4056.67 59 11/29/06 4,077.34 1.06% 101.06% 114.81% 4066.31 60 11/30/06 4,102.41 0.61% 100.61% 115.51% 4075.97 61 12/01/06 4,148.20 1.11% 101.11% 116.79% 4085.66 62 12/04/06 4,115.80 -0.78% 99.22% 115.88% 4095.37 63 12/05/06 4,222.45 2.56% 102.56% 118.84% 4105.11 64 12/06/06 4,249.56 0.64% 100.64% 119.60% 4114.86 65 12/07/06 4,240.61 -0.21% 99.79% 119.35% 4124.64 66 12/08/06 4,221.01 -0.46% 99.54% 118.80% 4134.45 67 12/11/06 4,193.60 -0.65% 99.35% 118.02% 4144.27 68 12/12/06 4,184.00 -0.23% 99.77% 117.75% 4154.12 69 12/13/06 4,176.38 -0.18% 99.82% 117.54% 4163.99 70 12/14/06 4,193.21 0.40% 100.40% 118.01% 4173.89 71 12/15/06 4,234.68 0.98% 100.98% 119.17% 4183.81 72 12/18/06 4,240.08 0.13% 100.13% 119.32% 4193.75 73 12/19/06 4,123.08 -2.80% 97.20% 115.98% 4203.72 74 12/20/06 4,187.51 1.55% 101.55% 117.78% 4213.71

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75 12/21/06 4,244.68 1.36% 101.36% 119.38% 4223.73 76 12/22/06 4,243.01 -0.04% 99.96% 119.33% 4233.77 77 12/26/06 4,238.84 -0.10% 99.90% 119.21% 4243.83 78 12/27/06 4,278.92 0.94% 100.94% 120.34% 4253.92 79 12/28/06 4,279.09 0.00% 100.00% 120.34% 4264.03 GMR = 0.24% Deviasi Standar (σ) = 0.93% Koefisien Variasi (CV) = 3.90 Beta ( )β = 0.89 Max (Return MDS) = 2.56% Min (Return MDS) = -2.80% Sumber : Penelitian

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LAMPIRAN 6 : Perhitungan GMR (tingkat laba rata-rata) Indeks LQ45

No Tanggal LQ45

Tingkat Laba

Harian (LQ45) (1+Ri) Multi Estimasi

1 09/01/06 320.608 320.608 2 09/04/06 326.821 1.92% 101.92% 321.430 3 09/05/06 326.584 -0.07% 99.93% 101.85% 322.254 4 09/06/06 327.205 0.19% 100.19% 102.04% 323.080 5 09/07/06 326.070 -0.35% 99.65% 101.68% 323.908 6 09/08/06 325.107 -0.30% 99.70% 101.38% 324.739 7 09/11/06 320.205 -1.52% 98.48% 99.84% 325.571 8 09/12/06 315.961 -1.33% 98.67% 98.51% 326.406 9 09/13/06 319.896 1.24% 101.24% 99.73% 327.243 10 09/14/06 322.802 0.90% 100.90% 100.63% 328.082 11 09/15/06 324.362 0.48% 100.48% 101.12% 328.923 12 09/18/06 326.438 0.64% 100.64% 101.76% 329.766 13 09/19/06 329.514 0.94% 100.94% 102.72% 330.612 14 09/20/06 327.562 -0.59% 99.41% 102.11% 331.459 15 09/21/06 334.110 1.98% 101.98% 104.13% 332.309 16 09/22/06 334.537 0.13% 100.13% 104.26% 333.161 17 09/25/06 333.420 -0.33% 99.67% 103.91% 334.015 18 09/26/06 330.905 -0.76% 99.24% 103.13% 334.871 19 09/27/06 335.189 1.29% 101.29% 104.45% 335.730 20 09/28/06 336.456 0.38% 100.38% 104.85% 336.591 21 09/29/06 336.465 0.00% 100.00% 104.85% 337.454 22 10/02/06 334.663 -0.54% 99.46% 104.29% 338.319 23 10/03/06 336.592 0.57% 100.57% 104.88% 339.186 24 10/04/06 336.133 -0.14% 99.86% 104.74% 340.056 25 10/05/06 337.562 0.42% 100.42% 105.19% 340.927 26 10/06/06 338.719 0.34% 100.34% 105.55% 341.801 27 10/09/06 337.388 -0.39% 99.61% 105.13% 342.678 28 10/10/06 340.003 0.77% 100.77% 105.94% 343.556 29 10/11/06 339.222 -0.23% 99.77% 105.70% 344.437 30 10/12/06 338.834 -0.11% 99.89% 105.58% 345.320 31 10/13/06 344.622 1.69% 101.69% 107.37% 346.205 32 10/16/06 341.261 -0.98% 99.02% 106.31% 347.093 33 10/17/06 341.943 0.20% 100.20% 106.53% 347.983 34 10/18/06 341.323 -0.18% 99.82% 106.33% 348.875

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35 10/19/06 342.193 0.25% 100.25% 106.60% 349.769 36 10/20/06 343.072 0.26% 100.26% 106.88% 350.666 37 10/30/06 344.812 0.51% 100.51% 107.42% 351.565 38 10/31/06 345.845 0.30% 100.30% 107.74% 352.466 39 11/01/06 347.379 0.44% 100.44% 108.22% 353.370 40 11/02/06 351.777 1.26% 101.26% 109.58% 354.276 41 11/03/06 352.938 0.33% 100.33% 109.94% 355.184 42 11/06/06 360.213 2.04% 102.04% 112.18% 356.095 43 11/07/06 363.501 0.91% 100.91% 113.20% 357.008 44 11/08/06 361.615 -0.52% 99.48% 112.61% 357.923 45 11/09/06 364.921 0.91% 100.91% 113.64% 358.841 46 11/10/06 365.978 0.29% 100.29% 113.97% 359.760 47 11/13/06 359.248 -1.86% 98.14% 111.85% 360.683 48 11/14/06 367.373 2.24% 102.24% 114.35% 361.608 49 11/15/06 367.037 -0.09% 99.91% 114.25% 362.535 50 11/16/06 366.136 -0.25% 99.75% 113.97% 363.464 51 11/17/06 366.459 0.09% 100.09% 114.07% 364.396 52 11/20/06 369.582 0.85% 100.85% 115.03% 365.330 53 11/21/06 368.417 -0.32% 99.68% 114.67% 366.267 54 11/22/06 373.470 1.36% 101.36% 116.23% 367.206 55 11/23/06 372.707 -0.20% 99.80% 116.00% 368.147 56 11/24/06 376.173 0.93% 100.93% 117.07% 369.091 57 11/27/06 379.408 0.86% 100.86% 118.07% 370.037 58 11/28/06 369.906 -2.54% 97.46% 115.08% 370.986 59 11/29/06 374.878 1.34% 101.34% 116.61% 371.937 60 11/30/06 376.925 0.54% 100.54% 117.25% 372.890 61 12/01/06 380.332 0.90% 100.90% 118.30% 373.846 62 12/04/06 379.047 -0.34% 99.66% 117.90% 374.805 63 12/05/06 390.352 2.94% 102.94% 121.37% 375.766 64 12/06/06 392.230 0.48% 100.48% 121.95% 376.729 65 12/07/06 390.753 -0.38% 99.62% 121.49% 377.695 66 12/08/06 388.359 -0.61% 99.39% 120.74% 378.663 67 12/11/06 384.526 -0.99% 99.01% 119.55% 379.634 68 12/12/06 383.399 -0.29% 99.71% 119.20% 380.607 69 12/13/06 382.580 -0.21% 99.79% 118.94% 381.583 70 12/14/06 384.834 0.59% 100.59% 119.64% 382.561 71 12/15/06 390.477 1.46% 101.46% 121.38% 383.542 72 12/18/06 389.133 -0.34% 99.66% 120.96% 384.525 73 12/19/06 377.618 -3.00% 97.00% 117.33% 385.511 74 12/20/06 384.202 1.73% 101.73% 119.36% 386.499

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75 12/21/06 389.695 1.42% 101.42% 121.05% 387.490 76 12/22/06 388.655 -0.27% 99.73% 120.73% 388.484 77 12/26/06 388.285 -0.10% 99.90% 120.61% 389.480 78 12/27/06 392.428 1.06% 101.06% 121.89% 390.478 79 12/28/06 393.112 0.17% 100.17% 122.11% 391.479 GMR = 0.26% Deviasi Standar ( )σ = 1% Koefisien Variasi (CV) = 3.93 Beta ( )β = 0.89 Max (Return LQ45) = 2.94% Min (Return LQ45) = -3.00% Sumber :Penelitian

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LAMPIRAN 7 : Perhitungan Deposito Bulan Suku Bunga Deposito September 10.28 Oktober 9.9 November 9.41 Desember 8.71 Sumber : http://www.BI.go.id GMR per 4 bulan = 1.55%

GMR per hari = 1.55% / 25 hari (asumsi 1 bulan = 25 hari) = 0.062%/hari

Deviasi Standar( )σ = 0.134%/hari Koefisien Variasi (CV) = 2.16

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LAMPIRAN 8 : Perhitungan Korelasi Correlations 1 .972** . .000 78 78 .972** 1 .000 . 78 78 Pearson Correlation Sig. (1-tailed) N Pearson Correlation Sig. (1-tailed) N MDS LQ45 MDS LQ45

Correlation is significant at the 0.01 level

(1 il d)

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LAMPIRAN 9 : Tabel Distribusi Normal

Z

Luas antara rata-rata

dengan Z Luas di luar Z

1.51 0.4345 0.0655 1.52 0.4357 0.0643 1.53 0.437 0.063 1.54 0.4382 0.0618 1.55 0.4394 0.0606 1.56 0.4406 0.0594 1.57 0.4418 0.0582 1.58 0.4429 0.0571 1.59 0.4441 0.0559 1.6 0.4452 0.0548 1.61 0.4463 0.0537 1.62 0.4474 0.0526 1.63 0.4484 0.0516 1.64 0.4495 0.0505 1.65 0.4505 0.0495 1.66 0.4515 0.0485 1.67 0.4525 0.0475 1.68 0.4535 0.0465 1.69 0.4545 0.0455 1.7 0.4554 0.0446 1.71 0.4564 0.0436 1.72 0.4573 0.0427 1.73 0.4582 0.0418 1.74 0.4591 0.0409 1.75 0.4599 0.0401 1.76 0.4608 0.0392 1.77 0.4616 0.0384 1.78 0.4625 0.0375 1.79 0.4633 0.0367 1.8 0.4641 0.0359 1.81 0.4649 0.0351 1.82 0.4656 0.0344 1.83 0.4664 0.0336 Sumber : Buku Statistik:Konsep dasar dan aplikasinya (2004)