Regression
Variables Entered/Removedb
Unexpecte d
Earnings, Perataan Labaa
. Enter Model
1
Variables Entered
Variables
Removed Method
All requested variables entered. a.
Dependent Variable: CAR b.
Model Summaryb
.085a .007 -.013 9.765E-02 1.961
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-W atson
Predictors: (Constant), Unexpected Earnings, Perataan Laba a.
Dependent Variable: CAR b.
ANOVAb
6.710E-03 2 3.355E-03 .352 .704a
.925 97 9.536E-03
.932 99
Regression Residual Total Model
1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), Unexpected Earnings, Perataan Laba a.
Dependent Variable: CAR b.
Coefficientsa
-2.43E-02 .014 -1.678 .097
-1.53E-02 .020 -.079 -.776 .439 .993 1.007
-1.26E-05 .000 -.039 -.383 .703 .993 1.007
(Constant) Perataan Laba Unexpected Earnings Model
1
B Std. Error
Unstandardized Coefficients
Beta Standardi
zed Coefficien
ts
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: CAR a.
Casewise Diagnosticsa
-4.286 -.46
-3.056 -.34
Case Number 67
92
Std. Residual CAR
Charts
Regression Standardized Residual
1.75 1.25 .75 .25 -.25 -.75 -1.25 -1.75 -2.25 -2.75 -3.25 -3.75 -4.25
Histogram
Dependent Variable: CAR
Frequency
30
Normal P-P Plot of Regression Standardized Residual Dependent Variable: CAR
Observed Cum Prob
1.00 .75 .50 .25 0.00
Expected Cum Prob
1.00
.75
.50
.25
0.00
Scatterplot
Dependent Variable: CAR
Regression Standardized Predicted Value
4
Regression Studentized Residual
Regression
Variables Entered/Removedb
Unexpected Earnings, Perataan Labaa
. Enter Model
1
Variables Entered
Variables
Removed Method
All requested variables entered. a.
Dependent Variable: CAR b.
Model Summaryb
.052a .003 -.018 8.818E-02 2.137
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-W atson
Predictors: (Constant), Unexpected Earnings, Perataan Laba a.
Dependent Variable: CAR b.
ANOVAb
2.029E-03 2 1.015E-03 .130 .878a
.746 96 7.776E-03
.749 98
Regression Residual Total Model
1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), Unexpected Earnings, Perataan Laba a.
Dependent Variable: CAR b.
Coefficientsa
-.02418 .013 -1.851 .067
-.00725 .018 -.042 -.406 .685 .993 1.007
-.00001 .000 -.035 -.344 .732 .993 1.007
(Constant) Perataan Laba Unexpected Earnings Model
1
B Std. Error
Unstandardized Coefficients
Beta Standardi
zed Coefficien
ts
t Sig. Tolerance VIF
Collinearity Statistics
Charts
Regression Standardized Residual
2.00 1.50 1.00 .50 0.00 -.50 -1.00 -1.50 -2.00 -2.50 -3.00 -3.50
Histogram
Dependent Variable: CAR
Frequency
20
Normal P-P Plot of Regression Standardized Residual Dependent Variable: CAR
Observed Cum Prob
1.00 .75 .50 .25 0.00
Expected Cum Prob
1.00
.75
.50
.25
0.00
Scatterplot
Dependent Variable: CAR
Regression Standardized Predicted Value
4
Regression Studentized Residual
Regression
Variables Entered/Removedb
Unexpecte d
Earnings, Perataan Labaa
. Enter Model
1
Variables Entered
Variables
Removed Method
All requested variables entered. a.
Dependent Variable: | e | b.
Model Summary
.061a .004 -.017 5.778E-02
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Predictors: (Constant), Unexpected Earnings, Perataan Laba
a.
ANOVAb
1.216E-03 2 6.080E-04 .182 .834a
.320 96 3.338E-03
.322 98
Regression Residual Total Model
1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), Unexpected Earnings, Perataan Laba a.
Dependent Variable: | e | b.
Coefficientsa
.06781 .009 7.921 .000
-.00294 .012 -.026 -.252 .802
.00001 .000 .054 .525 .601
(Constant) Perataan Laba Unexpected Earnings Model
1
B Std. Error Unstandardized
Coefficients
Beta Standardi
zed Coefficien
ts
t Sig.
NPar Tests
One-Sample Kolmogorov-Smirnov Test
100 2.971E-02 2.349E-02 .147 .147 -.103 1.466 .027 N
Mean
Std. Deviation Normal Parametersa,b
Absolute Positive Negative Most Extreme
Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)
RISK
Test distribution is Normal. a.
NPar Tests
Mann-Whitney Test
Ranks
46 48.26 2220.00
54 52.41 2830.00
100 Perataan Laba
Non Peratalaba Peratalaba Total RISK
N Mean Rank Sum of Ranks
Test Statisticsa
1139.000 2220.000 -.712 .476 Mann-Whitney U
Wilcoxon W Z
Asymp. Sig. (2-tailed)
RISK
Descriptives
CAR
46 -.0237 .0843 -.2069 .1423
54 -.0384 .1070 -.4575 .1604
100 -.0316 .0970 -.4575 .1604
Non Peratalaba Peratalaba Total
N Mean Std. Deviation Minimum Maximum
Descriptives
Unexpected Earnings
46 -43.3696 319.6425 -1366.00 587.00 54 -93.9074 279.1184 -1162.00 245.00 100 -70.6600 297.9768 -1366.00 587.00 Non Peratalaba
Peratalaba Total
N Mean Std. Deviation Minimum Maximum
Descriptives
RISK
46 .0304 .0280 .0000 .1410
54 .0291 .0191 .0007 .0925
100 .0297 .0235 .0000 .1410
Non Peratalaba Peratalaba Total
N Mean Std. Deviation Minimum Maximum
ABNORMAL RETURN DAN CAR 2002
AQUA 2/6/2003 Hari Return E (R) RTN CAR
-3 Senin 0 - (-0.000119) = 0.000119 0.000833
-2 Selasa 0 - (-0.000119) = 0.000119
-1 Rabu 0 - (-0.000119) = 0.000119
0 Kamis 0 - (-0.000119) = 0.000119
1 Jumat 0 - (-0.000119) = 0.000119
2 Sabtu 0 - (-0.000119) = 0.000119
3 Minggu 0 - (-0.000119) = 0.000119
DLTA 2/25/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0 - 0.001213 = -0.001213 -0.008491
-2 Minggu 0 - 0.001213 = -0.001213
-1 Senin 0 - 0.001213 = -0.001213
0 Selasa 0 - 0.001213 = -0.001213
1 Rabu 0 - 0.001213 = -0.001213
2 Kamis 0 - 0.001213 = -0.001213
3 Jumat 0 - 0.001213 = -0.001213
FAST 3/21/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0 = 0 0
-2 Rabu 0 – 0 = 0
-1 Kamis 0 – 0 = 0
0 Jumat 0 – 0 = 0
1 Sabtu 0 – 0 = 0
2 Minggu 0 – 0 = 0
3 Senin 0 – 0 = 0
INDF 3/7/2003 Hari Return E (R) RTN CAR
-3 Selasa 0.04545 – 0.0027552 = 0.0426984 0.0261636
-2 Rabu 0 – 0.0027552 = -0.0027552
-1 Kamis 0 – 0.0027552 = -0.0027552
0 Jumat 0 – 0.0027552 = -0.0027552
1 Sabtu 0 – 0.0027552 = -0.0027552
2 Minggu 0 – 0.0027552 = -0.0027552
3 Senin 0 – 0.0027552 = -0.0027552
MLBI 2/11/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0 – 0.000185= -0.000185 0.089615
-2 Minggu 0.09091 - 0.000185= 0.090725
-1 Senin 0 – 0.000185= -0.000185
0 Selasa 0 – 0.000185= -0.000185
1 Rabu 0 – 0.000185= -0.000185
2 Kamis 0 – 0.000185= -0.000185
SHDA 4/30/2003 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0 = 0 0
-2 Senin 0 – 0 = 0
-1 Selasa 0 – 0 = 0
0 Rabu 0 – 0 = 0
1 Kamis 0 – 0 = 0
2 Jumat 0 – 0 = 0
3 Sabtu 0 – 0 = 0
STTP 4/30/2003 Hari Return E (R) RTN CAR
-3 Minggu 0.04651 – (-0.000663) = 0.047173 -0.107419
-2 Senin 0 - (-0.000663) = 0.000663
-1 Selasa -0.02222 - (-0.000663) = -0.021557
0 Rabu -0.04545 - (-0.000663) = -0.044787
1 Kamis -0.04545 - (-0.000663) = -0.044787
2 Jumat -0.04545 - (-0.000663) = -0.044787
3 Sabtu 0 - (-0.000663) = 0.000663
ULTJ 3/18/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0 – (-0.000614) = 0.000614 -0.006232
-2 Minggu 0 - (-0.000614) = 0.000614
-1 Senin 0 - (-0.000614) = 0.000614
0 Selasa 0 - (-0.000614) = 0.000614
1 Rabu 0 - (-0.000614) = 0.000614
2 Kamis 0 - (-0.000614) = 0.000614
3 Jumat -0.01053 - (-0.000614) = -0.009916
BATI 1/31/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – (0.000664)= 0.000664 0.010168
-2 Rabu 0 – (0.000664)= 0.000664
-1 Kamis 0 – (0.000664)= 0.000664
0 Jumat 0 – (0.000664)= 0.000664
1 Sabtu 0 – (0.000664)= 0.000664
2 Minggu 0.00552 – (0.000664)= 0.006184
3 Senin 0 – (0.000664)= 0.000664
GGRM 3/1/2003 Hari Return E (R) RTN CAR
-3 Jumat -0.00662 – 0.001443 = -0.008063 -0.010051
-2 Sabtu 0 – 0.001443 = -0.001443
-1 Minggu 0.00667 – 0.001443 = 0.005227
0 Senin 0 – 0.001443 = -0.001443
1 Selasa 0 – 0.001443 = -0.001443
2 Rabu 0 – 0.001443 = -0.001443
HMSP 3/10/2003 Hari Return E (R) RTN CAR
-3 Jumat -0.00855 – 0.005061= -0.013611 -0.013611
-2 Sabtu -0.00855 – 0.005061 = -0.013611
-1 Minggu -0.00855 – 0.005061 = -0.013611
0 Senin -0.00862 - 0.005061 = -0.013681
1 Selasa -0.01739 - 0.005061 = -0.022451
2 Rabu 0.0354 - 0.005061 = 0.030339
3 Kamis -0.00855 - 0.005061 = -0.013611
PBRX 2/10/2003 Hari Return E (R) RTN CAR
-3 Jumat 0 – (-0.0204465) = 0.024465 0.049225
-2 Sabtu 0 - (-0.0204465) = 0.024465
-1 Minggu -0.01316 - (-0.0204465) = 0.011305
0 Senin -0.02667 - (-0.0204465) = -0.002205
1 Selasa -0.0274 - (-0.0204465) = -0.002935
2 Rabu -0.0274 - (-0.0204465) = -0.002935
3 Kamis -0.0274- (-0.0204465) = -0.002935
BATA 2/7/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 - (-0.001149) = 0.001149 -0.097217
-2 Rabu 0 (-0.001149) = 0.001149
-1 Kamis 0 (-0.001149) = 0.001149
0 Jumat 0 (-0.001149) = 0.001149
1 Sabtu -0.10526 (-0.001149) = -0.104111
2 Minggu 0 (-0.001149) = 0.001149
3 Senin 0 (-0.001149) = 0.001149
TIRT 3/27/2003 Hari Return E (R) RTN CAR
-3 Senin 0 – 0.009926 = -0.009926 -0.06482
-2 Selasa 0 – 0.009926 = -0.009926
-1 Rabu 0 – 0.009926 = -0.009926
0 Kamis 0 – 0.009926 = -0.009926
1 Jumat 0 – 0.009926 = -0.009926
2 Sabtu 0 – 0.009926 = -0.009926
3 Minggu 0 – 0.009926 = -0.009926
CLPI 2/28/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – (0.001717) = -0.001717 -0.012019
-2 Rabu 0 – (0.001717) = -0.001717
-1 Kamis 0 – (0.001717) = -0.001717
0 Jumat 0 – (0.001717) = -0.001717
1 Sabtu 0 – (0.001717) = -0.001717
2 Minggu 0 – (0.001717) = -0.001717
LTLS 3/14/2003 Hari Return E (R) RTN CAR
-3 Selasa 0.03448 – (-0.002466) = 0.035866 -0.016068
-2 Rabu 0 – (-0.002466) = 0.002466
-1 Kamis 0 – (-0.002466) = 0.002466
0 Jumat 0 – (-0.002466) = 0.002466
1 Sabtu -0.03333 – (-0.002466) = -0.030864
2 Minggu 0 – (-0.002466) = 0.002466
3 Senin 0 – (-0.002466) = 0.002466
UNIC 2/14/2003 Hari Return E (R) RTN CAR
-3 Senin 0 – (-0.0033857) = 0.0033857 0.1423119
-2 Selasa 0.07317 - (-0.0033857) = 0.0765557
-1 Kamis 0 – (-0.0033857) = 0.0033857
0 Jumat 0 – (-0.0033857) = 0.0033857
1 Sabtu 0 – (-0.0033857) = 0.0033857
2 Minggu 0 – (-0.0033857) = 0.0033857
3 Senin 0 – (-0.0033857) = 0.0033857
EKAD 3/7/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.00224 = -0.00224 -0.01465
-2 Rabu -0.03158 – 0.00224 = -0.03382
-1 Kamis 0 – 0.00224 = -0.00224
0 Jumat 0 – 0.00224 = -0.00224
1 Sabtu 0 – 0.00224 = -0.00224
2 Minggu 0 – 0.00224 = -0.00224
3 Senin 0.03261 – 0.00224 = 0.03037
INCI 3/5/2003 Hari Return E (R) RTN CAR
-3 Minggu -0.0625 – (-0.001944) = -0.060556 0.019798
-2 Senin 0 – (-0.001944) = 0.001944
-1 Selasa -0.02222 – (-0.001944) = -0.020276
0 Rabu 0 – (-0.001944) = 0.001944
1 Kamis 0 – (-0.001944) = 0.001944
2 Jumat 0 – (-0.001944) = 0.001944
3 Sabtu 0.09091 - (-0.001944) = 0.092854
BRNA 4/3/2003 Hari Return E (R) RTN CAR
-3 Minggu 0 - 0.001308 = -0.001308 -0.097216
-2 Senin 0 - 0.001308 = -0.001308
-1 Selasa -0.03448 - 0.001308 = -0.035788
0 Rabu 0 - 0.001308 = -0.001308
1 Kamis -0.01786 - 0.001308 = -0.019168
2 Jumat -0.01786 - 0.001308 = -0.019168
DYNA 3/26/2003 Hari Return E (R) RTN CAR
-3 Minggu 0.02632 – 0.006649 = 0.019671 0.133617
-2 Senin 0 – 0.006649 = -0.006649
-1 Selasa 0 – 0.006649 = -0.006649
0 Rabu 0 – 0.006649 = -0.006649
1 Kamis 0.05128 – 0.006649 = 0.044631
2 Jumat 0.05128 – 0.006649 = 0.044631
3 Sabtu 0.05128 – 0.006649 = 0.044631
IGAR 2/28/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.005643 = -0.005643 0.026679
-2 Rabu 0.0625 – 0.005643 = 0.0056857
-1 Kamis 0 – 0.005643 = -0.005643
0 Jumat 0 – 0.005643 = -0.005643
1 Sabtu 0 – 0.005643 = -0.005643
2 Minggu -0.05882 - 0.005643 = -0.064463
3 Senin 0.0625 - 0.005643 = 0.056857
LAPD 2/24/2003 Hari Return E (R) RTN CAR
-3 Jumat 0 – 0.000619 = -0.000619 0.086577
-2 Sabtu 0 – 0.000619 = -0.000619
-1 Minggu 0 – 0.000619 = -0.000619
0 Senin 0.09091 – 0.000619 = 0.090291
1 Selasa 0 – 0.000619 = -0.000619
2 Rabu 0 – 0.000619 = -0.000619
3 Kamis 0 – 0.000619 = -0.000619
SMGR 5/12/2003 Hari Return E (R) RTN CAR
-3 Jumat 0 – 0.001053 = -0.001053 -0.007371
-2 Sabtu 0 – 0.001053 = -0.001053
-1 Minggu 0 – 0.001053 = -0.001053
0 Senin 0 – 0.001053 = -0.001053
1 Selasa 0 – 0.001053 = -0.001053
2 Rabu 0 – 0.001053 = -0.001053
3 Kamis 0 – 0.001053 = -0.001053
BTON 1/5/2003 Hari Return E (R) RTN CAR
-3 Jumat -0.2 – 0.006912 = -0.206912 -0.248384
-2 Sabtu 0 – 0.006912 = -0.006912
-1 Minggu 0 – 0.006912 = -0.006912
0 Senin 0 – 0.006912 = -0.006912
1 Selasa 0 – 0.006912 = -0.006912
2 Rabu 0 – 0.006912 = -0.006912
CTBN 3/12/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0 – (-0.000595) = 0.000595 0.004165
-2 Minggu 0 – (-0.000595) = 0.000595
-1 Senin 0 – (-0.000595) = 0.000595
0 Selasa 0 – (-0.000595) = 0.000595
1 Rabu 0 – (-0.000595) = 0.000595
2 Kamis 0 – (-0.000595) = 0.000595
3 Jumat 0 – (-0.000595) = 0.000595
LION 3/5/2003 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.004145 = -0.004145 -0.029015
-2 Senin 0 – 0.004145 = -0.004145
-1 Selasa 0 – 0.004145 = -0.004145
0 Rabu 0 – 0.004145 = -0.004145
1 Kamis 0 – 0.004145 = -0.004145
2 Jumat 0 – 0.004145 = -0.004145
3 Sabtu 0 – 0.004145 = -0.004145
TBMS 2/28/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.004234 = -0.004234 -0.029638
-2 Rabu 0 – 0.004234 = -0.004234
-1 Kamis 0 – 0.004234 = -0.004234
0 Jumat 0 – 0.004234 = -0.004234
1 Sabtu 0 – 0.004234 = -0.004234
2 Minggu 0 – 0.004234 = -0.004234
3 Senin 0 – 0.004234 = -0.004234
SCCO 3/28/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – (0.000464) = 0.000464 0.003248
-2 Rabu 0 – (0.000464) = 0.000464
-1 Kamis 0 – (0.000464) = 0.000464
0 Jumat 0 – (0.000464) = 0.000464
1 Sabtu 0 – (0.000464) = 0.000464
2 Minggu 0 – (0.000464) = 0.000464
3 Senin 0 – (0.000464) = 0.000464
ASGR 1/24/2003 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.0001531 = -0.0001531 -0.0928917
-2 Rabu -0.01852 – 0.0001531 = -0.0186731
-1 Kamis -0.01852 – 0.0001531 = -0.0186731
0 Jumat -0.01852 – 0.0001531 = -0.0186731
1 Sabtu -0.03774 – 0.0001531 = -0.0378931
2 Minggu 0.03922 – 0.0001531 = 0.0390669
MLPL 3/27/2003 Hari Return E (R) RTN CAR
-3 Senin 0.04 – (-0.002793) = 0.042793 0.021091
-2 Selasa -0.03846 – (-0.002793) = -0.035667
-1 Rabu 0 – (-0.002793) = 0.002793
0 Kamis 0 – (-0.002793) = 0.002793
1 Jumat 0 – (-0.002793) = 0.002793
2 Sabtu 0 – (-0.002793) = 0.002793
3 Minggu 0 – (-0.002793) = 0.002793
ACAP 2/26/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0 – (-0.001542) = 0.001542 0.010794
-2 Senin 0 – (-0.001542) = 0.001542
-1 Selasa 0 – (-0.001542) = 0.001542
0 Rabu 0 – (-0.001542) = 0.001542
1 Kamis 0 – (-0.001542) = 0.001542
2 Jumat 0 – (-0.001542) = 0.001542
3 Sabtu 0 – (-0.001542) = 0.001542
AUTO 3/6/2003 Hari Return E (R) RTN CAR
-3 Senin 0.02041 – 0.001167 = 0.019243 -0.063139
-2 Selasa 0 – 0.001167 = -0.001167
-1 Rabu 0.04 – 0.001167 = 0.038833
0 Kamis -0.03846 – 0.001167 = -0.039627
1 Jumat -0.03846 – 0.001167 = -0.039627
2 Sabtu -0.03846 – 0.001167 = -0.039627
3 Minggu 0 – 0.001167 = -0.001167
BRAM 2/27/2003 Hari Return E (R) RTN CAR
-3 Senin 0 – (-0.003033) = 0.003033 0.021231
-2 Selasa 0 – (-0.003033) = 0.003033
-1 Rabu 0 – (-0.003033) = 0.003033
0 Kamis 0 – (-0.003033) = 0.003033
1 Jumat 0 – (-0.003033) = 0.003033
2 Sabtu 0 – (-0.003033) = 0.003033
3 Minggu 0 – (-0.003033) = 0.003033
GDYR 1/16/2003 Hari Return E (R) RTN CAR
-3 Senin 0 – 0.004925 = -0.004925 -0.034475
-2 Selasa 0 – 0.004925 = -0.004925
-1 Rabu 0 – 0.004925 = -0.004925
0 Kamis 0 – 0.004925 = -0.004925
1 Jumat 0 – 0.004925 = -0.004925
2 Sabtu 0 – 0.004925 = -0.004925
HEXA 3/11/2003 Hari Return E (R) RTN CAR
-3 Sabtu -0.11111 – 0.006428 = -0.117538 -0.190296
-2 Minggu 0.025 – 0.006428 = 0.018572
-1 Senin -0.02439 – 0.006428 = -0.030818
0 Selasa 0.0375 – 0.006428 = 0.031072
1 Rabu -0.0241 – 0.006428 = -0.030528
2 Kamis -0.0241 – 0.006428 = -0.030528
3 Jumat -0.0241 – 0.006428 = -0.030528
INTA 3/26/2003 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.007383 = -0.007383 -0.051681
-2 Senin 0 – 0.007383 = -0.007383
-1 Selasa 0 – 0.007383 = -0.007383
0 Rabu 0 – 0.007383 = -0.007383
1 Kamis 0 – 0.007383 = -0.007383
2 Jumat 0 – 0.007383 = -0.007383
3 Sabtu 0 – 0.007383 = -0.007383
PRAS 3/18/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0 – (-0.000426) = 0.000426 -0.087498
-2 Minggu 0 – (-0.000426) = 0.000426
-1 Senin 0 – (-0.000426) = 0.000426
0 Selasa 0 – (-0.000426) = 0.000426
1 Rabu 0 – (-0.000426) = 0.000426
2 Kamis -0.06667 – (-0.000426) = -0.066244
3 Jumat -0.02381 – (-0.000426) = -0.023384
SMSM 2/27/2003 Hari Return E (R) RTN CAR
-3 Senin 0 – 0.0000123 = -0.0000123 -0.0000861
-2 Selasa 0 – 0.0000123 = -0.0000123
-1 Rabu 0 – 0.0000123 = -0.0000123
0 Kamis 0 – 0.0000123 = -0.0000123
1 Jumat 0 – 0.0000123 = -0.0000123
2 Sabtu 0 – 0.0000123 = -0.0000123
3 Minggu 0 – 0.0000123 = -0.0000123
SUGI 2/18/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0 – (-0.006785) = 0.006785 -0.174725
-2 Minggu 0 – (-0.006785) = 0.006785
-1 Senin 0 – (-0.006785) = 0.006785
0 Selasa 0 – (-0.006785) = 0.006785
1 Rabu 0 – (-0.006785) = 0.006785
2 Kamis 0 – (-0.006785) = 0.006785
TURI 3/29/2003 Hari Return E (R) RTN CAR
-3 Selasa 0.01923 – 0.000867 = 0.018363 -0.066478
-2 Rabu -0.01887 – 0.000867 = -0.02754
-1 Kamis -0.01887 – 0.000867 = -0.02754
0 Jumat -0.01887 – 0.000867 = -0.02754
1 Sabtu 0 – 0.000867 = -0.000867
2 Minggu -0.01923 – 0.000867 = -0.020097
3 Senin 0.01961 – 0.000867 = 0.018743
UNTR 3/19/2003 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.001519 = -0.001519 0.026067
-2 Senin -0.01818 – 0.001519 = -0.019699
-1 Selasa 0.01852 – 0.001519 = 0.017001
0 Rabu 0 – 0.001519 = -0.001519
1 Kamis 0.03636 – 0.001519 = 0.034841
2 Jumat 0 – 0.001519 = -0.001519
3 Sabtu 0 – 0.001519 = -0.001519
DNKS 3/5/2003 Hari Return E (R) RTN CAR
-3 Minggu 0.01075 – 0.0020971 = 0.0086529 -0.1326297
-2 Senin 0 - 0.0020971 = -0.0020971
-1 Selasa 0 - 0.0020971 = -0.0020971
0 Rabu -0.03191 - 0.0020971 = -0.0340071
1 Kamis -0.03191 - 0.0020971 = -0.0340071
2 Jumat -0.03191 - 0.0020971 = -0.0340071
3 Sabtu -0.03297 - 0.0020971 = -0.0350671
KAEF 3/27/2003 Hari Return E (R) RTN CAR
-3 Senin 0 – (-0.001777) = 0.001777 -0.075791
-2 Selasa -0.02941 - (-0.001777) = -0.027633
-1 Rabu 0.0303 - (-0.001777) = 0.032077
0 Kamis 0 – (-0.001777) = 0.001777
1 Jumat 0 – (-0.001777) = 0.001777
2 Sabtu 0 – (-0.001777) = 0.001777
3 Minggu -0.02941 - (-0.001777) = -0.027633
MERK 1/16/2003 Hari Return E (R) RTN CAR
-3 Senin 0 – (-0.001639) = 0.001639 0.011473
-2 Selasa 0 – (-0.001639) = 0.001639
-1 Rabu 0 – (-0.001639) = 0.001639
0 Kamis 0 – (-0.001639) = 0.001639
1 Jumat 0 – (-0.001639) = 0.001639
2 Sabtu 0 – (-0.001639) = 0.001639
PYFA 3/27/2003 Hari Return E (R) RTN CAR
-3 Minggu 0 – (-0.00264) = 0.00264 0.01848
-2 Senin 0 – (-0.00264) = 0.00264
-1 Selasa 0 – (-0.00264) = 0.00264
0 Rabu 0 – (-0.00264) = 0.00264
1 Kamis 0 – (-0.00264) = 0.00264
2 Jumat 0 – (-0.00264) = 0.00264
3 sabtu 0 – (-0.00264) = 0.00264
TSPC 3/5/2003 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.003801 = -0.003801 -0.152937
-2 Senin 0 – 0.003801 = -0.003801
-1 Selasa 0 – 0.003801 = -0.003801
0 Rabu -0.02273 – 0.003801 = -0.026531
1 Kamis -0.02273 – 0.003801 = -0.026531
2 Jumat -0.02273 – 0.003801 = -0.026531
3 Sabtu -0.05814 – 0.003801 = -0.061941
TCID 2/11/2003 Hari Return E (R) RTN CAR
-3 Sabtu 0.01667 – (-0.000774) = 0.017444 0.102488
-2 Minggu 0 - (-0.000774) = 0.000774
-1 Senin 0.03279 - (-0.000774) = 0.033564
0 Selasa 0 - (-0.000774) = 0.000774
1 Rabu 0.01587 - (-0.000774) = 0.016644
2 Kamis 0.01587 - (-0.000774) = 0.016644
3 Jumat 0.01587 - (-0.000774) = 0.016644
MRAT 4/14/2003 Hari Return E (R) RTN CAR
-3 Senin 0.04762 – 0.005643 = 0.041977 -0.080611
-2 Selasa -0.04545 – 0.005643 = -0.051093
-1 Kamis -0.04545 – 0.005643 = -0.051093
0 Jumat -0.04545 – 0.005643 = -0.051093
1 Sabtu 0.04762 – 0.005643 = 0.041977
2 Minggu 0 – 0.005643 = -0.005643
3 Senin 0 – 0.005643 = -0.005643
UNVR 3/31/2003 Hari Return E (R) RTN CAR
-3 Jumat 0.01111 – (-0.000477) = 0.011587 0.025679
-2 Sabtu 0.01111 – (-0.000477) = 0.011587
-1 Minggu 0.01111 – (-0.000477) = 0.011587
0 Senin -0.01099 – (-0.000477) = -0.010513
1 Selasa 0 – (-0.000477) = 0.000477
2 Rabu 0 – (-0.000477) = 0.000477
ABNORMAL RETURN DAN CAR 2003
AQUA 3/31/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – (-0.000359) = 0.000359 0.052183
-2 Senin 0 – (-0.000359) = 0.000359
-1 Selasa 0 – (-0.000359) = 0.000359
0 Rabu 0 – (-0.000359) = 0.000359
1 Kamis 0.04967 – (-0.000359) = 0.050029
2 Jumat 0 – (-0.000359) = 0.000359
3 Sabtu 0 – (-0.000359) = 0.000359
DLTA 2/20/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.000227 = -0.000227 0.028095
-2 Rabu 0 – 0.000227 = -0.000227
-1 Kamis 0.01961 – 0.000227 = -0.019383
0 Jumat 0.01961 – 0.000227 = -0.019383
1 Sabtu 0.01961 – 0.000227 = -0.019383
2 Minggu 0 – 0.000227 = -0.000227
3 Senin 0.00962 – 0.000227 = 0.009393
FAST 3/26/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.000818 = -0.000818 -0.005726
-2 Rabu 0 – 0.000818 = -0.000818
-1 Kamis 0 – 0.000818 = -0.000818
0 Jumat 0 – 0.000818 = -0.000818
1 Sabtu 0 – 0.000818 = -0.000818
2 Minggu 0 – 0.000818 = -0.000818
3 Senin 0 – 0.000818 = -0.000818
INDF 2/20/2004 Hari Return E (R) RTN CAR
-3 Selasa -0.02941 – 0.0058365 = -0.0352465 0.024691
-2 Rabu 0.0303 – 0.0058365 = 0.0244635
-1 Kamis 0 – 0.0058365 = -0.0058365
0 Jumat 0 – 0.0058365 = -0.0058365
1 Sabtu 0 – 0.0058365 = -0.0058365
2 Minggu 0 – 0.0058365 = -0.0058365
3 Senin 0.02941 – 0.0058365 = 0.0235735
MLBI 1/19/2004 Hari Return E (R) RTN CAR
-3 Jumat 0 – (-0.001735) = 0.001735 0.012145
-2 Sabtu 0 – (-0.001735) = 0.001735
-1 Minggu 0 – (-0.001735) = 0.001735
0 Senin 0 – (-0.001735) = 0.001735
1 Selasa 0 – (-0.001735) = 0.001735
2 Rabu 0 – (-0.001735) = 0.001735
SHDA 1/19/2004 Hari Return E (R) RTN CAR
-3 Jumat 0 – 0.005584 = -0.005584 0.102482
-2 Sabtu 0 – 0.005584 = -0.005584
-1 Minggu 0 – 0.005584 = -0.005584
0 Senin 0.03279 – 0.005584 = 0.027206
1 Selasa 0.07937 – 0.005584 = 0.073786
2 Rabu 0 – 0.005584 = -0.005584
3 Kamis 0.02941 – 0.005584 = 0.023826
STTP 3/31/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.001709 = -0.001709 0.127817
-2 Senin 0 – 0.001709 = -0.001709
-1 Selasa 0.05263 – 0.001709 = 0.050921
0 Rabu -0.075 – 0.001709 = -0.076709
1 Kamis 0.05405 – 0.001709 = 0.052341
2 Jumat 0.05405 – 0.001709 = 0.052341
3 Sabtu 0.05405 – 0.001709 = 0.052341
ULTJ 3/31/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – (0.0009) = 0.0009 -0.1082
-2 Senin -0.08571 – (0.0009) = -0.08481
-1 Selasa -0.03125 – (0.0009) = -0.03035
0 Rabu -0.04839 – (0.0009) = -0.04749
1 Kamis 0.01695 – (0.0009) = 0.01785
2 Jumat 0.01695 – (0.0009) = 0.01785
3 Sabtu 0.01695 – (0.0009) = 0.01785
BATI 1/23/2004 Hari Return E (R) RTN CAR
-3 Senin 0 – (-0.000458) = 0.000458 0.003206
-2 Selasa 0 – (-0.000458) = 0.000458
-1 Rabu 0 – (-0.000458) = 0.000458
0 Kamis 0 – (-0.000458) = 0.000458
1 Jumat 0 – (-0.000458) = 0.000458
2 Sabtu 0 – (-0.000458) = 0.000458
3 Minggu 0 – (-0.000458) = 0.000458
GGRM 3/29/2004 Hari Return E (R) RTN CAR
-3 Jumat -0.01556 – 0.001433 = -0.016993 -0.029131
-2 Sabtu -0.01556 – 0.001433 = -0.016993
-1 Minggu -0.01556 – 0.001433 = -0.016993
0 Senin 0.00791 – 0.001433 = 0.006477
1 Selasa 0.01961 – 0.001433 = 0.018177
2 Rabu -0.00769 – 0.001433 = -0.009123
HMSP 3/10/2004 Hari Return E (R) RTN CAR
-3 Minggu -0.0202 – 0.003371 = -0.023571 -0.206916
-2 Senin -0.1031 – 0.003371 = -0.106471
-1 Selasa -0.02083 – 0.003371 = -0.024201
0 Rabu 0 – 0.003371 = -0.003371
1 Kamis -0.02128 – 0.003371 = -0.024651
2 Jumat -0.02128 – 0.003371 = -0.024651
3 Sabtu -0.02128 – 0.003371 = -0.024651
PBRX 3/3/2004 Hari Return E (R) RTN CAR
-3 Minggu -0.01389 – (-0.000713) = -0.013177 0.005181
-2 Senin 0 – (-0.000713) = 0.000713
-1 Selasa 0.01408 – (-0.000713) = 0.014793
0 Rabu 0 – (-0.000713) = 0.000713
1 Kamis 0 – (-0.000713) = 0.000713
2 Jumat 0 – (-0.000713) = 0.000713
3 Sabtu 0 – (-0.000713) = 0.000713
BATA 3/26/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – (-0.000764) = 0.000764 0.005348
-2 Rabu 0 – (-0.000764) = 0.000764
-1 Kamis 0 – (-0.000764) = 0.000764
0 Jumat 0 – (-0.000764) = 0.000764
1 Sabtu 0 – (-0.000764) = 0.000764
2 Minggu 0 – (-0.000764) = 0.000764
3 Senin 0 – (-0.000764) = 0.000764
TIRT 6/20/2004 Hari Return E (R) RTN CAR
-3 Jumat 0 – 0.004534 = -0.004534 -0.122648
-2 Sabtu 0 – 0.004534 = -0.004534
-1 Minggu 0 – 0.004534 = -0.004534
0 Senin 0 – 0.004534 = -0.004534
1 Selasa 0 – 0.004534 = -0.004534
2 Rabu 0 – 0.004534 = -0.004534
3 Kamis -0.09091 - 0.004534 = -0.095444
CLPI 3/30/2004 Hari Return E (R) RTN CAR
-3 Sabtu 0 – 0.000864 = -0.000864 0.015232
-2 Minggu 0 – 0.000864 = -0.000864
-1 Senin 0 – 0.000864 = -0.000864
0 Selasa 0 – 0.000864 = -0.000864
1 Rabu 0.02128 – 0.000864 = 0.020416
2 Kamis 0 – 0.000864 = -0.000864
LTLS 3/24/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.00151 = -0.00151 -0.08169
-2 Senin -0.01754 – 0.00151 = -0.01905
-1 Selasa 0 – 0.00151 = -0.00151
0 Rabu 0 – 0.00151 = -0.00151
1 Kamis -0.01786 – 0.00151 = -0.01937
2 Jumat -0.01786 – 0.00151 = -0.01937
3 Sabtu -0.01786 – 0.00151 = -0.01937
UNIC 2/18/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.005053 = -0.005053 -0.457481
-2 Senin 0 – 0.005053 = -0.005053
-1 Selasa 0 – 0.005053 = -0.005053
0 Rabu 0.01754 – 0.005053 = 0.012487
1 Kamis -0.14655 – 0.005053 = -0.151603
2 Jumat -0.14655 – 0.005053 = -0.151603
3 Sabtu -0.14655 – 0.005053 = -0.151603
EKAD 2/27/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – (0.005019) = 0.005019 -0.165577
-2 Rabu -0.02439 – (-0.005019) = -0.019371
-1 Kamis -0.05 – (0.005019) = -0.044981
0 Jumat -0.05 – (0.005019) = -0.044981
1 Sabtu -0.05 – (0.005019) = -0.044981
2 Minggu -0.02632 – (0.005019) = -0.021301
3 Senin 0 – (0.005019) = 0.005019
INCI 3/5/2004 Hari Return E (R) RTN CAR
-3 Selasa 0.01562 – (-0.000431) = -0.165577 0.079707
-2 Rabu 0.01538 – (-0.000431) = 0.016051
-1 Kamis 0.01515 – (-0.000431) = 0.015581
0 Jumat 0.01515 – (-0.000431) = 0.015581
1 Sabtu 0.01515 – (-0.000431) = 0.015581
2 Minggu 0 – (-0.000431) = 0.000431
3 Senin 0 – (-0.000431) = 0.000431
BRNA 3/24/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – (0.001564) = 0.001564 0.050128
-2 Senin -0.01887 – (0.001564) = -0.017306
-1 Selasa 0.01923 – (0.001564) = 0.020794
0 Rabu 0.01923 – (0.001564) = 0.020794
1 Kamis 0.01923 – (0.001564) = 0.020794
2 Jumat -0.01887 – (0.001564) = -0.017306
DYNA 3/18/2004 Hari Return E (R) RTN CAR
-3 Senin -0.01429 -0.006463 = -0.020753 -0.065164
-2 Selasa 0.01449 -0.006463 = 0.008027
-1 Rabu 0.01429 -0.006463 = 0.007827
0 Kamis -0.01408 -0.006463 = -0.020543
1 Jumat -0.01408 -0.006463 = -0.020543
2 Sabtu -0.01408 -0.006463 = -0.020543
3 Minggu 0 -0.006463 = -0.006463
IGAR 3/5/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.001854 = -0.001854 0.098142
-2 Rabu 0 – 0.001854 = -0.001854
-1 Kamis 0.03704 – 0.001854 = 0.035186
0 Jumat 0.03704 – 0.001854 = 0.035186
1 Sabtu 0.03704 – 0.001854 = 0.035186
2 Minggu 0 – 0.001854 = -0.001854
3 Senin 0 – 0.001854 = -0.001854
LAPD 3/12/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.004155 = -0.004155 -0.118015
-2 Rabu -0.04348 – 0.004155 = -0.047635
-1 Kamis 0 – 0.004155 = -0.004155
0 Jumat 0 – 0.004155 = -0.004155
1 Sabtu 0 – 0.004155 = -0.004155
2 Minggu 0 – 0.004155 = -0.004155
3 Senin -0.04545 – 0.004155 = -0.049605
SMGR 6/22/2004 Hari Return E (R) RTN CAR
-3 Sabtu -0.01242 – (-0.003522) = -0.008898 0.006624
-2 Minggu -0.01242 – (-0.003522) = -0.008898
-1 Senin -0.01887 – (-0.003522) = -0.015348
0 Selasa 0.02564 – (-0.003522) = 0.029162
1 Rabu -0.00625 – (-0.003522) = -0.002728
2 Kamis 0 – (-0.003522) = 0.003522
3 Jumat 0.00629 – (-0.003522) = 0.009812
BTON 2/27/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.000586 = -0.000586 -0.004102
-2 Rabu 0 – 0.000586 = -0.000586
-1 Kamis 0 – 0.000586 = -0.000586
0 Jumat 0 – 0.000586 = -0.000586
1 Sabtu 0 – 0.000586 = -0.000586
2 Minggu 0 – 0.000586 = -0.000586
CTBN 2/26/2004 Hari Return E (R) RTN CAR
-3 Senin 0 – 0 = 0 0
-2 Selasa 0 – 0 = 0
-1 Rabu 0 – 0 = 0
0 Kamis 0 – 0 = 0
1 Jumat 0 – 0 = 0
2 Sabtu 0 – 0 = 0
3 Minggu 0 – 0 = 0
LION 3/10/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.000135 = -0.000135 -0.111315
-2 Senin 0 – 0.000135 = -0.000135
-1 Selasa 0 – 0.000135 = -0.000135
0 Rabu -0.02703 – 0.000135 = -0.027165
1 Kamis -0.02778 – 0.000135 = -0.027915
2 Jumat -0.02778 – 0.000135 = -0.027915
3 Sabtu -0.02778 – 0.000135 = -0.027915
TBMS 3/2/2004 Hari Return E (R) RTN CAR
-3 Sabtu 0 – 0.010865 = -0.010865 -0.029638
-2 Minggu 0 – 0.010865 = -0.010865
-1 Senin 0 – 0.010865 = -0.010865
0 Selasa 0 – 0.010865 = -0.010865
1 Rabu 0 – 0.010865 = -0.010865
2 Kamis 0 – 0.010865 = -0.010865
3 Jumat 0 – 0.010865 = -0.010865
SCCO 4/24/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.005833 = -0.005833 -0.040831
-2 Rabu 0 – 0.005833 = -0.005833
-1 Kamis 0 – 0.005833 = -0.005833
0 Jumat 0 – 0.005833 = -0.005833
1 Sabtu 0 – 0.005833 = -0.005833
2 Minggu 0 – 0.005833 = -0.005833
3 Senin 0 – 0.005833 = -0.005833
ASGR 2/5/2004 Hari Return E (R) RTN CAR
-3 Senin -0.01515 – (-0.001241) = -0.013909 0.039677
-2 Selasa 0 – (-0.001241) = 0.001241
-1 Rabu 0 – (-0.001241) = 0.001241
0 Kamis 0.01538 – (-0.001241) = 0.016621
1 Jumat 0.01538 – (-0.001241) = 0.016621
2 Sabtu 0.01538 – (-0.001241) = 0.016621
MLPL 3/27/2004 Hari Return E (R) RTN CAR
-3 Selasa -0.04918 – 0.006061 = -0.055241 -0.278727
-2 Rabu -0.06897 – 0.006061 = -0.075031
-1 Kamis -0.06897 – 0.006061 = -0.075031
0 Jumat -0.06897 – 0.006061 = -0.075031
1 Sabtu 0.01852 – 0.006061 = 0.012459
2 Minggu 0.03636 – 0.006061 = 0.030299
3 Senin -0.03509 – 0.006061 = -0.041151
ACAP 3/10/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.0000022 = -0.0000022 -0.0000154
-2 Senin 0 – 0.0000022 = -0.0000022
-1 Selasa 0 – 0.0000022 = -0.0000022
0 Rabu 0 – 0.0000022 = -0.0000022
1 Kamis 0 – 0.0000022 = -0.0000022
2 Jumat 0 – 0.0000022 = -0.0000022
3 Sabtu 0 – 0.0000022 = -0.0000022
AUTO 3/17/2004 Hari Return E (R) RTN CAR
-3 Minggu -0.01786 – (-0.003234) = -0.014626 0.024288
-2 Senin 0.01818 – (-0.003234) = 0.021414
-1 Selasa -0.03571 – (-0.003234) = -0.032476
0 Rabu 0.03704 – (-0.003234) = 0.040274
1 Kamis 0 – (-0.003234) = 0.003234
2 Jumat 0 – (-0.003234) = 0.003234
3 Sabtu 0 – (-0.003234) = 0.003234
BRAM 1/21/2004 Hari Return E (R) RTN CAR
-3 Minggu 0.1875 – 0.003877 = 0.183623 0.160361
-2 Senin 0 – 0.003877 = -0.003877
-1 Selasa 0 – 0.003877 = -0.003877
0 Rabu 0 – 0.003877 = -0.003877
1 Kamis 0 – 0.003877 = -0.003877
2 Jumat 0 – 0.003877 = -0.003877
3 Sabtu 0 – 0.003877 = -0.003877
GDYR 6/2/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – (-0.000453) = 0.000453 0.031741
-2 Senin 0 – (-0.000453) = 0.000453
-1 Selasa 0 – (-0.000453) = 0.000453
0 Rabu 0.02857 – (-0.000453) = 0.029023
1 Kamis 0 – (-0.000453) = 0.000453
2 Jumat 0 – (-0.000453) = 0.000453
HEXA 3/5/2004 Hari Return E (R) RTN CAR
-3 Selasa 0.01595 – 0.009917 = 0.007033 -0.018849
-2 Rabu -0.01667 – 0.009917 = -0.026587
-1 Kamis 0.0339 – 0.009917 = 0.023983
0 Jumat 0 – 0.009917 = -0.009917
1 Sabtu 0 – 0.009917 = -0.009917
2 Minggu 0.01639 – 0.009917 = 0.006473
3 Senin 0 – 0.009917 = -0.009917
INTA 3/5/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – 0.002857 = -0.002857 -0.084519
-2 Rabu -0.06452 – 0.002857 = -0.067377
-1 Kamis 0 – 0.002857 = -0.002857
0 Jumat 0 – 0.002857 = -0.002857
1 Sabtu 0 – 0.002857 = -0.002857
2 Minggu 0 – 0.002857 = -0.002857
3 Senin 0 – 0.002857 = -0.002857
PRAS 3/11/2004 Hari Return E (R) RTN CAR
-3 Senin 0 – 0.003587 = -0.003587 -0.152359
-2 Selasa 0 – 0.003587 = -0.003587
-1 Rabu -0.05479 – 0.003587 = -0.058377
0 Kamis -0.07246 – 0.003587 = -0.076047
1 Jumat 0 – 0.003587 = -0.003587
2 Sabtu 0 – 0.003587 = -0.003587
3 Minggu 0 – 0.003587 = -0.003587
SMSM 3/11/2004 Hari Return E (R) RTN CAR
-3 Senin 0 – (-0.000171) = 0.000171 0.002993
-2 Selasa 0.03846 – (-0.000171) = 0.038631
-1 Rabu 0 – (-0.000171) = 0.000171
0 Kamis 0 – (-0.000171) = 0.000171
1 Jumat 0 – (-0.000171) = 0.000171
2 Sabtu 0 – (-0.000171) = 0.000171
3 Minggu 0 – (-0.000171) = 0.000171
SUGI 2/10/2004 Hari Return E (R) RTN CAR
-3 Sabtu 0.01111 – (-0.001) = 0.01211 0.01835
-2 Minggu 0.01111 – (-0.001) = 0.01211
-1 Senin -0.01099 – (-0.001) = -0.00999
0 Selasa 0.01111 – (-0.001) = 0.01211
1 Rabu -0.01099 – (-0.001) = -0.00999
2 Kamis 0 – (-0.001) = 0.001
TURI 3/31/2004 Hari Return E (R) RTN CAR
-3 Minggu -0.02985 – 0.001648 = -0.031498 -0.009266
-2 Senin 0.04615 – 0.001648 = 0.044502
-1 Selasa -0.01471 – 0.001648 = -0.016358
0 Rabu -0.02985 – 0.001648 = -0.031498
1 Kamis 0 – 0.001648 = -0.001648
2 Jumat 0.01538 – 0.001648 = 0.013732
3 Sabtu 0.01515 – 0.001648 = 0.013502
UNTR 5/7/2004 Hari Return E (R) RTN CAR
-3 Selasa -0.01587 – 0.001987 = -0.017857 -0.338252
-2 Rabu -0.06452 – 0.001987 = -0.066507
-1 Kamis -0.05172 – 0.001987 = -0.053707
0 Jumat -0.05172 – 0.001987 = -0.053707
1 Sabtu -0.05172 – 0.001987 = -0.053707
2 Minggu -0.09091 – 0.001987 = -0.092897
3 Senin 0.02 – 0.001987 = 0.00013
DNKS 5/8/2004 Hari Return E (R) RTN CAR
-3 Selasa 0 – (-0.0161686) = 0.0161686 0.0545102
-2 Rabu 0 – (-0.0161686) = 0.0161686
-1 Kamis 0 – (-0.0161686) = 0.0161686
0 Jumat 0 – (-0.0161686) = 0.0161686
1 Sabtu -0.09677 – (-0.0161686) = -0.0806014
2 Minggu 0.07143 – (-0.0161686) = 0.0875986
3 Senin -0.03333 – (-0.0161686) = -0.0171614
KAEF 3/10/2004 Hari Return E (R) RTN CAR
-3 Minggu 0 – 0.001791 = -0.001791 -0.036927
-2 Senin 0 – 0.001791 = -0.001791
-1 Selasa -0.02439 – 0.001791 = -0.026181
0 Rabu 0 – 0.001791 = -0.001791
1 Kamis 0 – 0.001791 = -0.001791
2 Jumat 0 – 0.001791 = -0.001791
3 Sabtu 0 – 0.001791 = -0.001791
MERK 1/16/2004 Hari Return E (R) RTN CAR
-3 Selasa 0.03824 – 0.006103 = 0.032137 -0.030012
-2 Rabu 0.03116 – 0.006103 = 0.025057
-1 Kamis 0.0989 – 0.006103 = 0.092797
0 Jumat 0.0989 – 0.006103 = 0.092797
1 Sabtu 0.0989 – 0.006103 = 0.092797
2 Minggu 0 – 0.006103 = -0.006103
PYFA 3/13/2004 Hari Return E (R) RTN CAR
-3 Selasa -0.07143 – (-0.001754) = -0.069676 -0.059152
-2 Rabu 0 – (-0.001754) = 0.001754
-1 Kamis 0 – (-0.001754) = 0.001754
0 Jumat 0 – (-0.001754) = 0.001754
1 Sabtu 0 – (-0.001754) = 0.001754
2 Minggu 0 – (-0.001754) = 0.001754
3 Senin 0 – (-0.001754) = 0.001754
TSPC 3/9/2004 Hari Return E (R) RTN CAR
-3 Sabtu 0.00833 – 0.001254 = 0.007076 -0.077408
-2 Minggu 0.00833 – 0.001254 = 0.007076
-1 Senin -0.01653 – 0.001254 = -0.017784
0 Selasa -0.0084 – 0.001254 = -0.009654
1 Rabu -0.01695 – 0.001254 = -0.018204
2 Kamis -0.03448 – 0.001254 = -0.035734
3 Jumat -0.00893 – 0.001254 = -0.010184
TCID 3/11/2004 Hari Return E (R) RTN CAR
-3 Senin 0 – 0.004621 = –0.004621 -0.194887
-2 Selasa -0.06612 – 0.004621 = –0.021648
-1 Rabu 0.00885 – 0.004621 = –0.015288
0 Kamis -0.03509 – 0.004621 = –0.039711
1 Jumat -0.03509 – 0.004621 = –0.039711
2 Sabtu -0.03509 – 0.004621 = –0.039711
3 Minggu 0 – 0.004621 = –0.004621
MRAT 3/31/2004 Hari Return E (R) RTN CAR
-3 Minggu 0.06818 – 0.001962 = -0.070142 -0.091134
-2 Senin -0.04255 – 0.001962 = -0.044512
-1 Selasa 0 – 0.001962 = -0.001962
0 Rabu 0.03333 – 0.001962 = 0.031368
1 Kamis 0 – 0.001962 = -0.001962
2 Jumat 0 – 0.001962 = -0.001962
3 Sabtu 0 – 0.001962 = -0.001962
UNVR 4/24/2004 Hari Return E (R) RTN CAR
-3 Selasa 0.00667 – 0.001778 = 0.004892 -0.052476
-2 Rabu -0.01987 – 0.001778 = -0.021648
-1 Kamis -0.01351 – 0.001778 = -0.015288
0 Jumat -0.01351 – 0.001778 = -0.015288
1 Sabtu -0.01351 – 0.001778 = -0.015288
2 Minggu 0 – 0.001778 = -0.001778
