DATA IHSG DAN RETURN PASAR BULANAN SEBELUM KRISIS MONETER Tahun Bulan IHSG Rm Rm -1 Rm + 1 1993 Nov

DATA IHSG DAN RETURN PASAR BULANAN SEBELUM KRISIS MONETER

Tahun Bulan IHSG Rm Rm -1 Rm + 1

1993 Nov 518.78

Des 588.77

1994 Jan 592.02 _{0.00552 0.13491 -0.07735}

Feb 546.23 _{-0.07735 0.00552 -0.09860}

Mar 492.373 _{-0.09860 -0.07735 -0.06087}

Apr 462.4 _{-0.06087 -0.09860 0.08519}

Mei 501.79 _{0.08519 -0.06087 -0.08866}

Jun 457.3 -0.08866 0.08519 -0.01360

Jul 451.08 _{-0.01360 -0.08866 0.13120}

Aug 510.26 _{0.13120 -0.01360 -0.02409}

Sept 497.97 _{-0.02409 0.13120 0.05125}

Okt 523.49 _{0.05125 -0.02409 -0.07805}

Nov 482.63 _{-0.07805 0.05125 -0.02692}

Des 469.64 _{-0.02692 -0.07805 -0.07625}

1995 Jan 433.83 _{-0.07625 -0.02692 0.04552}

Feb 453.58 0.04552 -0.07625 -0.05498

Mar 428.64 _{-0.05498 0.04552 -0.02832}

Apr 416.5 _{-0.02832 -0.05498 0.14113}

Mei 475.28 _{0.14113 -0.02832 0.03577}

Jun 492.28 _{0.03577 0.14113 0.04018}

Jul 512.06 _{0.04018 0.03577 -0.02209}

Aug 500.75 _{-0.02209 0.04018 -0.01500}

Sept 493.24 _{-0.01500 -0.02209 -0.00971}

Okt 488.45 -0.00971 -0.01500 -0.01376

Nov 481.73 _{-0.01376 -0.00971 0.06668}

Des 513.85 _{0.06668 -0.01376 0.12592}

1996 Jan 578.555 _{0.12592 0.06668 0.01150}

Feb 585.209 _{0.01150 0.12592 0.00085}

Mar 585.705 _{0.00085 0.01150 0.06522}

Apr 623.904 _{0.06522 0.00085 -0.01032}

Mei 617.466 _{-0.01032 0.06522 -0.03758}

Jun 594.259 -0.03758 -0.01032 -0.09799

Jul 536.029 _{-0.09799 -0.03758 0.02161}

Aug 547.61 _{0.02161 -0.09799 0.04808}

Sept 573.939 _{0.04808 0.02161 -0.01030}

Okt 568.029 _{-0.01030 0.04808 0.07919}

Nov 613.013 _{0.07919 -0.01030 0.03983}

DATA IHSG DAN RETURN PASAR BULANAN SELAMA KRISIS MONETER

Tahun Bulan IHSG Rm Rm -1 Rm + 1

1997 Nov 401708

Des 401712

1998 Jan 485.938 _{-0.99879 0.00001 -0.00733}

Feb 482.378 _{-0.00733 -0.99879 0.12241} Mar 541.425 _{0.12241 -0.00733 -0.15014} Apr 460.135 _{-0.15014 0.12241 -0.08621} Mei 420.465 _{-0.08621 -0.15014 0.06054}

Jun 445.92 _{0.06054 -0.08621 0.08028}

Jul 481.717 _{0.08028 0.06054 -0.28913} Aug 342.436 _{-0.28913 0.08028 -0.19357}

Sept 276.15 _{-0.19357 -0.28913 0.08915}

Okt 300.77 _{0.08915 -0.19357 0.28427}

Nov 386.271 _{0.28427 0.08915 0.03045}

Des 398.033 _{0.03045 0.28427 0.03492}

1999 Jan 411.932 _{0.03492 0.03045 -0.03846}

Feb 396.089 _{-0.03846 0.03492 -0.00798} Mar 392.93 _{-0.00798 -0.03846 0.24956}

Apr 490.99 _{0.24956 -0.00798 0.18872}

Mei 583.649 _{0.18872 0.24956 0.16605}

Jun 680.561 _{0.16605 0.18872 -0.09424} Jul 616.428 _{-0.09424 0.16605 -0.08072} Aug 566.67 _{-0.08072 -0.09424 -0.07094}

Sept 526.469 _{-0.07094 -0.08072 0.09775}

Okt 577.932 _{0.09775 -0.07094 0.00839}

Nov 582.78 _{0.00839 0.09775 0.16153}

Des 676.919 _{0.16153 0.00839 -0.05990}

2000 Jan 636.372 _{-0.05990 0.16153 -0.09402}

Feb 576.542 _{-0.09402 -0.05990 0.01168} Mar 583.276 _{0.01168 -0.09402 -0.09693} Apr 526.737 _{-0.09693 0.01168 -0.13747} Mei 454.327 _{-0.13747 -0.09693 0.13379} Jun 515.11 _{0.13379 -0.13747 -0.04449} Jul 492.193 _{-0.04449 0.13379 -0.05244} Aug 466.38 _{-0.05244 -0.04449 -0.09658}

Sept 421.336 _{-0.09658 -0.05244 -0.03795}

TABEL BETA DAN BETA KOREKSI SEBELUM KRISIS MONETER

NO KODE BETA B-1 B-0 B+1 p wi Bi 1994

1 CPIN -0.277 1.3240 -0.1406 -0.0243 -0.0782 1.0926 1.2795

2 CPDW -0.592 2.4851 -0.1519 1.1815 -0.0782 1.0926 3.8544

3 TPFC -0.198 1.1054 -0.0956 -0.0955 -0.0782 1.0926 1.0080

4 DMAD 1.048 -0.3446 1.0032 -0.0580 -0.0782 1.0926 0.5633

5 INCO 0.931 -0.4481 0.9515 0.4517 -0.0782 1.0926 0.9554

6 DLTA -0.355 -0.0176 -0.4020 -0.2980 -0.0782 1.0926 -0.7468

7 MLBI 0.930 0.1335 0.9953 0.3417 -0.0782 1.0926 1.5145

8 SHDS 0.072 -0.0784 0.0900 0.1777 -0.0782 1.0926 0.1985

9 SUBA -0.319 1.2227 -0.1937 -0.0221 -0.0782 1.0926 1.1182

10 BATI 0.490 0.1960 0.5787 0.4506 -0.0782 1.0926 1.2852

11 CNTX 0.287 0.3748 0.4949 1.1173 -0.0782 1.0926 2.1252

12 TFCO 0.202 0.1604 0.2234 0.0302 -0.0782 1.0926 0.4316

13 UNTX -0.567 2.4738 -0.1210 1.2265 -0.0782 1.0926 3.9222

14 CNBE 1.176 0.6958 1.3217 0.4776 -0.0782 1.0926 2.6038

15 IMAS 0.570 0.1205 0.6882 0.6991 -0.0782 1.0926 1.5838

16 BATA 0.263 -0.4339 0.3164 0.6556 -0.0782 1.0926 0.5586

17 SUMI -0.206 0.0619 -0.1176 0.5414 -0.0782 1.0926 0.5416

18 INRU -1.420 -0.5061 -1.7802 -2.0381 -0.0782 1.0926 -4.5601

19 KKGI 0.649 1.3588 0.6431 -0.9906 -0.0782 1.0926 1.0454

20 AKPI -0.255 -0.1767 -0.2739 -0.0010 -0.0782 1.0926 -0.4681

21 ASTR -0.296 1.3393 -0.1479 0.0439 -0.0782 1.0926 1.3636

22 BRNA 0.214 0.1736 0.2633 0.2026 -0.0782 1.0926 0.6743

23 IGAR -0.577 -2.0642 -0.9910 -1.3032 -0.0782 1.0926 -4.6703

24 SMCB 0.073 -0.2627 -0.1106 -0.0687 -0.0782 1.0926 -0.4726

25 SMGR 0.126 -0.1449 0.1625 0.3440 -0.0782 1.0926 0.3801

26 ALMI -0.522 0.2963 -0.2015 1.9193 -0.0782 1.0926 2.2193

27 CTBN 0.263 -0.4339 0.3164 0.6556 -0.0782 1.0926 0.5586

28 JPRS 2.227 -1.2014 1.9923 -0.7190 -0.0782 1.0926 -0.1060

29 TBMS 0.923 -0.3164 0.8841 -0.0387 -0.0782 1.0926 0.4961

30 IKBI -0.522 0.2963 -0.2015 1.9193 -0.0782 1.0926 2.2193

31 SCCO 0.050 0.3666 0.1456 0.3768 -0.0782 1.0926 0.9579

32 MTDL 0.110 0.1299 0.0975 -0.1741 -0.0782 1.0926 0.0491

33 MLPL -0.556 -1.0110 -0.5739 0.5870 -0.0782 1.0926 -1.0372

34 TRPK -0.649 1.0854 -0.2999 1.5570 -0.0782 1.0926 2.5874

35 GDYR 0.612 0.7382 0.7072 0.1160 -0.0782 1.0926 1.6406

36 INDS 0.862 -0.2546 0.9083 0.4865 -0.0782 1.0926 1.1616

37 NIPS -0.567 0.3081 -0.2988 1.5635 -0.0782 1.0926 1.7462

38 INTD -0.347 0.1969 -0.1147 1.4056 -0.0782 1.0926 1.6362

39 BYSP 0.689 1.2668 0.6412 -1.2028 -0.0782 1.0926 0.7112

40 MERK 0.124 0.1850 0.1820 0.2585 -0.0782 1.0926 0.6665

41 SCPI -0.038 -0.0677 -0.0413 0.0239 -0.0782 1.0926 -0.0892

42 SQIB -0.006 0.0959 -0.0008 -0.0297 -0.0782 1.0926 0.0715

44 ITMA 0.622 -0.0643 0.7151 0.6612 -0.0782 1.0926 1.3674

45 BLTA 0.995 0.2197 1.0722 0.3563 -0.0782 1.0926 1.7015

46 RIGS 2.733 0.6318 2.6798 -0.7951 -0.0782 1.0926 2.5014

47 ZBRA 0.685 1.2845 0.6471 -1.1503 -0.0782 1.0926 0.7936

48 TKGA -0.043 0.5626 0.1152 0.6565 -0.0782 1.0926 1.4472

49 BNLI 0.630 0.6862 0.7154 0.0870 -0.0782 1.0926 1.5603

50 BDTA -0.683 -0.5939 -0.6063 0.9258 -0.0782 1.0926 -0.2436

51 PDFC 0.856 -0.2806 0.9012 0.4949 -0.0782 1.0926 1.1354

52 BNSY -0.535 -1.2155 -0.6401 0.1524 -0.0782 1.0926 -1.8017

53 BNUM 0.223 0.8545 0.3406 0.1802 -0.0782 1.0926 1.4711

54 IDVS -1.006 0.8161 -0.7755 0.9592 -0.0782 1.0926 1.1644

55 INPC -0.529 2.6471 -0.0666 1.2159 -0.0782 1.0926 4.1542

56 PNBN 0.331 0.4828 0.4669 0.5651 -0.0782 1.0926 1.6119

57 ASBI 0.243 0.1124 0.5244 1.7928 -0.0782 1.0926 2.6061

58 ASDM -0.103 1.3244 0.0957 0.3939 -0.0782 1.0926 1.9731

59 AHAP 0.170 0.4914 0.2277 0.0418 -0.0782 1.0926 0.8103

60 ASRM 0.409 0.6618 0.4899 0.0748 -0.0782 1.0926 1.2947

61 POOL 0.035 0.0241 -0.0302 0.0159 -0.0782 1.0926 0.0135

62 DILD 0.013 -0.6906 -0.0139 0.3080 -0.0782 1.0926 -0.4319

63 MTSM 0.372 0.6516 0.4684 0.1827 -0.0782 1.0926 1.3801

64 MDLN -0.558 2.5125 -0.1104 1.2139 -0.0782 1.0926 3.9612

65 SHID -0.060 0.0391 -0.0014 0.3611 -0.0782 1.0926 0.4359

9.303 60.5136

Rt2 0.143116 0.9310

TABEL BETA DAN BETA KOREKSI SEBELUM KRISIS MONETER

NO KODE BETA B-1 B-0 B+1 p wi Bi 1995

1 CPIN 0.300 -0.0231 0.4064 -1.7025 -0.0334 1.0358 -1.3811

2 CPDW -0.822 -0.0081 -0.8400 0.2755 -0.0334 1.0358 -0.5631

3 TPFC 0.293 0.1113 0.4025 -1.6862 -0.0334 1.0358 -1.2288

4 DMAD 0.980 1.3380 0.9478 1.1851 -0.0334 1.0358 3.5613

5 INCO 0.042 -0.0322 0.0596 -0.2895 -0.0334 1.0358 -0.2736

6 DLTA 0.613 0.3081 0.6461 -0.3688 -0.0334 1.0358 0.5832

7 MLBI -0.058 -0.1426 -0.0709 0.1390 -0.0334 1.0358 -0.0747

8 SHDS 0.677 0.6689 0.6561 0.6660 -0.0334 1.0358 2.0389

9 SUBA 0.300 -0.0231 0.4064 -1.7025 -0.0334 1.0358 -1.3811

10 BATI 0.103 -0.0702 0.0644 0.5835 -0.0334 1.0358 0.5962

11 CNTX -1.968 -0.6079 -2.0332 0.7401 -0.0334 1.0358 -1.8964

12 TFCO -0.836 -1.0199 -0.7985 1.1002 -0.0334 1.0358 -0.7153

13 UNTX -0.822 -0.0081 -0.8400 0.2755 -0.0334 1.0358 -0.5631

14 CNBE -1.109 0.0039 -1.0834 -0.4123 -0.0334 1.0358 -1.5066

15 IMAS -1.190 0.6318 -1.2908 1.9254 -0.0334 1.0358 1.3581

16 BATA 2.635 0.1357 2.5515 1.4055 -0.0334 1.0358 4.1479

18 INRU 1.170 -0.7365 1.1330 0.2288 -0.0334 1.0358 0.6071

19 KKGI 0.805 0.1895 0.8255 -0.2272 -0.0334 1.0358 0.7865

20 AKPI 0.892 0.0312 0.9137 -0.3271 -0.0334 1.0358 0.6072

21 ASTR 0.312 -0.0533 0.4188 -1.7309 -0.0334 1.0358 -1.4293

22 BRNA -0.082 0.3703 -0.1080 0.6031 -0.0334 1.0358 0.9003

23 IGAR 13.300 -2.6676 13.2228 -0.0933 -0.0334 1.0358 10.3629

24 SMCB 0.734 0.1844 0.7426 -0.0538 -0.0334 1.0358 0.8779

25 SMGR 1.205 1.0098 1.1763 0.9549 -0.0334 1.0358 3.2113

26 ALMI 0.544 1.1807 0.4710 1.7480 -0.0334 1.0358 3.5047

27 CTBN 2.603 -0.0165 2.5173 1.3622 -0.0334 1.0358 3.9113

28 JPRS 1.765 0.5077 1.6515 2.0564 -0.0334 1.0358 4.3075

29 TBMS 0.660 -0.4402 0.5852 0.9745 -0.0334 1.0358 1.1386

30 IKBI 0.544 1.1807 0.4710 1.7480 -0.0334 1.0358 3.5047

31 SCCO 0.705 -0.8003 0.6342 0.7402 -0.0334 1.0358 0.5719

32 MTDL 0.547 0.1144 0.5518 -0.0143 -0.0334 1.0358 0.6555

33 MLPL 0.789 1.3226 0.8439 -0.2135 -0.0334 1.0358 1.9928

34 TRPK 0.757 1.3783 0.8076 -0.1203 -0.0334 1.0358 2.1107

35 GDYR 1.050 -0.2281 1.0817 -0.6060 -0.0334 1.0358 0.2177

36 INDS 0.938 1.6286 1.0000 -0.1778 -0.0334 1.0358 2.5029

37 NIPS -0.021 1.1565 -0.0636 1.2478 -0.0334 1.0358 2.4269

38 INTD 0.575 0.5939 0.4943 1.5893 -0.0334 1.0358 2.7557

39 BYSP 0.805 0.1895 0.8255 -0.2272 -0.0334 1.0358 0.7865

40 MERK -0.053 0.1455 -0.0555 0.1186 -0.0334 1.0358 0.2180

41 SCPI -0.107 -0.3737 -0.1106 -0.1345 -0.0334 1.0358 -0.6371

42 SQIB -0.052 0.0015 -0.0468 -0.0808 -0.0334 1.0358 -0.1289

43 UNVR 0.613 0.4007 0.6483 -0.3689 -0.0334 1.0358 0.6812

44 ITMA 0.792 0.0802 0.7521 0.6761 -0.0334 1.0358 1.5356

45 BLTA 0.938 1.6286 1.0000 -0.1778 -0.0334 1.0358 2.5029

46 RIGS 0.321 -0.4019 0.4148 -1.6969 -0.0334 1.0358 -1.7593

47 ZBRA 0.758 0.3478 0.7848 -0.2526 -0.0334 1.0358 0.8834

48 TKGA 1.304 0.9114 1.3418 -0.1579 -0.0334 1.0358 2.1223

49 BNLI 1.051 -0.2281 1.0817 -0.6060 -0.0334 1.0358 0.2177

50 BDTA 0.921 1.4338 0.9712 -0.0984 -0.0334 1.0358 2.3545

51 PDFC 0.938 1.6286 1.0000 -0.1778 -0.0334 1.0358 2.5029

52 BNSY 0.737 -0.9297 0.6502 0.9299 -0.0334 1.0358 0.6504

53 BNUM -3.174 -0.7084 3.2263 0.4833 -0.0334 1.0358 2.9931

54 IDVS -2.012 0.0962 -2.0825 1.1723 -0.0334 1.0358 -0.7686

55 INPC 0.502 0.2072 0.5515 -0.6829 -0.0334 1.0358 0.0588

56 PNBN 0.286 -0.5362 0.2980 -0.4607 -0.0334 1.0358 -0.7347

57 ASBI -0.986 -0.5645 -1.0595 0.8899 -0.0334 1.0358 -0.7224

58 ASDM -0.513 -0.5240 -0.5092 -0.3136 -0.0334 1.0358 -1.3768

59 AHAP -0.395 -0.4185 -0.4070 -0.0186 -0.0334 1.0358 -0.8597

60 ASRM -0.673 -0.1268 -0.6673 -0.1570 -0.0334 1.0358 -0.9612

61 POOL -0.203 -0.1819 -0.2072 -0.0297 -0.0334 1.0358 -0.4264

63 MTSM -3.159 -0.7719 3.2148 0.5047 -0.0334 1.0358 2.9381

64 MDLN -0.822 -0.0081 -0.8400 0.2755 -0.0334 1.0358 -0.5631

65 SHID -0.240 -0.6181 -0.1832 -1.2116 -0.0334 1.0358 -2.0785

29.325 0.9086

Rt2 0.451156

TABEL BETA DAN BETA KOREKSI SEBELUM KRISIS MONETER

NO KODE BETA B-1 B-0 B+1 p wi Bi 1996

1 CPIN 1.616 -0.3178 1.7235 0.9289 0.2270 0.8439 2.2393

2 CPDW 1.120 -0.1261 1.1350 -0.4297 0.2270 0.8439 0.6660

3 TPFC 1.630 -0.5216 1.7820 0.8298 0.2270 0.8439 2.0420

4 DMAD -0.489 -0.0530 -0.4668 0.2785 0.2270 0.8439 -0.2766

5 INCO 0.336 0.4210 0.2446 0.2614 0.2270 0.8439 0.8206

6 DLTA -0.556 1.9316 -0.9747 1.1762 0.2270 0.8439 1.6478

7 MLBI 1.421 -0.1840 1.4732 0.2411 0.2270 0.8439 1.5214

8 SHDS 1.194 -0.1712 1.2389 0.1161 0.2270 0.8439 1.1924

9 SUBA 1.616 -0.3178 1.7235 0.9289 0.2270 0.8439 2.2393

10 BATI 1.160 -0.5924 1.2917 -0.2586 0.2270 0.8439 0.5735

11 CNTX -1.808 1.1161 -2.0406 0.9408 0.2270 0.8439 -0.3049

12 TFCO 1.421 -0.1840 1.4732 0.2411 0.2270 0.8439 1.5214

13 UNTX 1.120 -0.1261 1.1350 -0.4297 0.2270 0.8439 0.6660

14 CNBE 0.692 -0.3161 0.7724 0.1617 0.2270 0.8439 0.6422

15 IMAS 0.248 -0.4051 0.3378 -0.1858 0.2270 0.8439 -0.1609

16 BATA 5.080 -1.6262 5.5023 1.0361 0.2270 0.8439 5.0043

17 SUMI 0.008 1.6700 -0.3969 -0.2268 0.2270 0.8439 0.8210

18 INRU 7.772 -5.1330 8.9351 -1.6444 0.2270 0.8439 3.2159

19 KKGI -0.790 1.1884 -1.0369 1.0339 0.2270 0.8439 0.8384

20 AKPI -0.143 1.4691 -0.4620 0.8876 0.2270 0.8439 1.5268

21 ASTR 1.487 -0.1755 1.5618 0.9555 0.2270 0.8439 2.2200

22 BRNA 1.081 -0.9171 1.3001 0.0295 0.2270 0.8439 0.5511

23 IGAR -1.119 0.6303 -1.2810 -0.3688 0.2270 0.8439 -1.0603

24 SMCB 0.787 0.2965 0.7242 0.2198 0.2270 0.8439 1.1599

25 SMGR 2.087 -0.3541 2.1779 0.2019 0.2270 0.8439 2.0495

26 ALMI 0.139 -0.8069 0.3293 -0.0547 0.2270 0.8439 -0.3978

27 CTBN 5.251 -1.8881 5.7168 0.5110 0.2270 0.8439 4.5547

28 JPRS -0.977 0.1330 -1.0038 0.1315 0.2270 0.8439 -0.7806

29 TBMS 0.272 -0.6280 0.4234 0.0767 0.2270 0.8439 -0.0418

30 IKBI 0.151 0.3043 0.0863 0.2135 0.2270 0.8439 0.5233

31 SCCO 0.219 -0.2704 0.2794 -0.1012 0.2270 0.8439 -0.0342

32 MTDL 0.209 0.0987 0.1632 -0.6622 0.2270 0.8439 -0.3123

33 MLPL 3.647 1.1364 3.3766 -0.0156 0.2270 0.8439 4.3225

34 TRPK 0.168 0.6291 0.0423 0.7023 0.2270 0.8439 1.1657

35 GDYR 2.518 -0.9417 2.7482 0.1966 0.2270 0.8439 2.1195

37 NIPS -0.258 0.6275 -0.4022 0.1478 0.2270 0.8439 0.2520

38 INTD 0.126 0.1292 0.0907 -0.1201 0.2270 0.8439 0.0984

39 BYSP -0.790 1.1884 -1.0369 1.0339 0.2270 0.8439 0.8384

40 MERK 0.252 0.5653 0.1068 -0.3115 0.2270 0.8439 0.3209

41 SCPI 0.352 0.0479 0.1943 0.0605 0.2270 0.8439 0.2858

42 SQIB 3.833 -9.6588 16.3345 6.0425 0.2270 0.8439 13.2829

43 UNVR 0.608 0.7908 0.4371 0.4956 0.2270 0.8439 1.5227

44 ITMA 0.323 0.7908 0.4371 0.4956 0.2270 0.8439 1.5227

45 BLTA 0.152 0.6421 0.0257 0.7598 0.2270 0.8439 1.2086

46 RIGS -0.919 0.1112 -0.9186 0.7873 0.2270 0.8439 -0.1604

47 ZBRA -0.753 1.1611 -0.9922 1.0608 0.2270 0.8439 0.8828

48 TKGA 0.555 0.5561 0.4254 0.0881 0.2270 0.8439 0.9690

49 BNLI 3.940 -1.7985 4.3742 0.1922 0.2270 0.8439 3.0188

50 BDTA 0.574 0.1389 0.5552 0.4147 0.2270 0.8439 1.0224

51 PDFC 0.152 0.6421 0.0257 0.7598 0.2270 0.8439 1.2086

52 BNSY 0.881 -0.2416 0.9531 0.4252 0.2270 0.8439 1.1080

53 BNUM 1.149 1.0673 0.9292 0.9962 0.2270 0.8439 2.6705

54 IDVS 0.486 0.7308 0.3190 0.2001 0.2270 0.8439 1.1045

55 INPC 1.156 -0.1692 1.1866 -0.2949 0.2270 0.8439 0.7950

56 PNBN -0.197 0.1857 -0.2248 0.4678 0.2270 0.8439 0.3266

57 ASBI 0.167 -0.2685 0.1772 -1.5696 0.2270 0.8439 -1.3739

58 ASDM -0.500 -1.5989 -0.1163 0.1161 0.2270 0.8439 -1.3676

59 AHAP -0.058 -0.2365 -0.0047 -0.0935 0.2270 0.8439 -0.2831

60 ASRM 0.049 -0.0001 0.0567 0.2143 0.2270 0.8439 0.2375

61 POOL 0.042 0.0102 0.0393 -0.0024 0.2270 0.8439 0.0458

62 DILD -0.201 -0.3788 -0.1115 -0.0066 0.2270 0.8439 -0.4367

63 MTSM 1.286 0.9769 1.0848 0.8890 0.2270 0.8439 2.6594

64 MDLN 1.120 -0.1261 1.1350 -0.4297 0.2270 0.8439 0.6660

65 SHID 0.558 0.2007 0.5507 1.1847 0.2270 0.8439 1.7197

Rt2 52.799 77.8505

0.812294 1.1977

TABEL BETA DAN BETA KOREKSI SELAMA KRISIS MONETER

NO KODE BETA B-1 B-0 B+1 p wi Bi 1998

1 CPIN -0.0446 0.0918 -0.0338 -0.1719 -0.03941 1.0428 -0.1173

2 CPDW 0.0935 0.5886 0.0519 0.4431 -0.03941 1.0428 1.1277

3 SHSA 0.2940 0.2053 0.2775 0.5829 -0.03941 1.0428 1.0994

4 ALDI 0.8120 1.8374 0.7671 -0.6431 -0.03941 1.0428 2.0124

5 ANTM 0.3020 0.0495 0.3217 -0.4129 -0.03941 1.0428 -0.0572

6 TINS 0.2380 0.0816 0.2467 -0.1332 -0.03941 1.0428 0.1929

7 AQUA 0.2160 0.8548 0.1996 -0.4033 -0.03941 1.0428 0.6705

8 DLTA 0.5010 -0.4613 0.4789 0.1030 -0.03941 1.0428 0.1053

9 MLBI -0.0919 -0.0859 -0.0857 0.2259 -0.03941 1.0428 0.0603

10 SMAR 0.4240 -0.1829 0.4088 0.1840 -0.03941 1.0428 0.4100

12 BATI -0.0015 -0.0209 0.0086 -0.2610 -0.03941 1.0428 -0.2854

13 GGRM 0.1610 0.3482 0.1571 0.4226 -0.03941 1.0428 0.9609

14 HMSP 0.4650 -0.0425 0.4844 -0.4943 -0.03941 1.0428 -0.0755

15 ERTX -0.2130 0.2051 -0.1695 0.8463 -0.03941 1.0428 0.9268

16 RDTX 0.1340 -0.2567 0.1169 0.1622 -0.03941 1.0428 0.0184

17 SSTM 0.1390 0.2161 0.1203 0.6435 -0.03941 1.0428 1.0166

18 MYTX -0.1410 -0.1850 -0.1125 0.8562 -0.03941 1.0428 0.5873

19 INDR 0.4650 0.0916 0.4655 0.0818 -0.03941 1.0428 0.6463

20 KARW 0.4720 -0.0710 0.4928 0.5515 -0.03941 1.0428 0.9939

21 PBRX 0.3140 0.3067 0.3192 0.4121 -0.03941 1.0428 1.0687

22 BATA 0.0824 0.3881 0.0851 0.4280 -0.03941 1.0428 0.9362

23 TKIM -0.8980 0.3657 0.9045 0.5032 -0.03941 1.0428 1.8105

24 DYNA 0.0851 0.2621 0.0933 0.4410 -0.03941 1.0428 0.8264

25 SMGR 0.4410 -0.2869 0.3305 2.3614 -0.03941 1.0428 2.4938

26 INAI 0.4450 -0.1233 0.4334 0.1703 -0.03941 1.0428 0.4825

27 LION 0.2540 0.2766 0.2538 0.2646 -0.03941 1.0428 0.8182

28 PICO 0.3010 -0.0194 0.2992 0.0203 -0.03941 1.0428 0.3001

29 TBMS 0.1620 -0.2466 0.1621 -0.2369 -0.03941 1.0428 -0.3420

30 KOMI -0.0259 0.4616 -0.0228 0.3569 -0.03941 1.0428 0.8308

31 SCCO 0.3520 0.9048 0.3433 -0.6444 -0.03941 1.0428 0.6149

32 GDYR 0.1030 0.4790 0.1061 0.3803 -0.03941 1.0428 1.0021

33 HEXA 0.0517 -0.1018 0.0491 -0.0326 -0.03941 1.0428 -0.0911

34 INDS 0.0708 0.4682 0.0957 -0.1554 -0.03941 1.0428 0.4219

35 NIPS -0.3620 -0.5996 -0.4401 1.2966 -0.03941 1.0428 0.2868

36 PRAS -0.0075 0.2547 0.0022 0.0083 -0.03941 1.0428 0.2765

37 TURI 1.0130 1.2208 0.8479 5.0822 -0.03941 1.0428 7.4206

38 MDRN 0.0864 0.5130 0.0607 0.1336 -0.03941 1.0428 0.7349

39 MERK 0.0356 -0.3493 0.0206 0.0307 -0.03941 1.0428 -0.3116

40 SQIB 0.0020 -0.0018 0.0026 -0.0171 -0.03941 1.0428 -0.0170

41 TSPC 0.4950 -0.5453 0.4712 0.0493 -0.03941 1.0428 -0.0461

42 TCID 0.2500 0.1578 0.2645 0.4979 -0.03941 1.0428 0.9482

43 MRAT 0.1720 -0.3731 -0.1570 0.0004 -0.03941 1.0428 -0.2317

44 BLTA 0.0908 0.2103 0.1037 0.5046 -0.03941 1.0428 0.8492

45 CMPP 0.3610 -0.0595 0.3331 0.6104 -0.03941 1.0428 0.9076

46 HITS 0.1560 0.4278 0.1792 -0.1499 -0.03941 1.0428 0.4690

47 RIGS 1.5400 -1.5481 2.0399 13.3676 -0.03941 1.0428 14.3650

48 ISAT 0.2420 0.4226 0.2064 1.2500 -0.03941 1.0428 1.9506

49 MPPA 0.0510 -0.3068 -0.0104 0.0820 -0.03941 1.0428 -0.2449

50 TGKA 0.0159 -0.0489 0.0180 -0.0489 -0.03941 1.0428 -0.1321

51 LPGI 0.4240 0.2473 0.4342 0.4696 -0.03941 1.0428 1.1817

52 POOL -0.0743 0.0159 -0.0719 -0.0441 -0.03941 1.0428 -0.1013

53 JRPT 0.5440 -0.2527 0.5742 0.9522 -0.03941 1.0428 1.3037

54 MTSM 0.1180 -0.0021 0.1049 0.3080 -0.03941 1.0428 0.4239

55 RBMS 0.5670 0.3044 0.5733 0.1328 -0.03941 1.0428 1.0292

57 PLIN 0.0108 0.0318 0.0049 0.1710 -0.03941 1.0428 0.2163

11.9697 52.3506

Rt2 0.2100 0.9184

TABEL BETA DAN BETA KOREKSI SELAMA KRISIS MONETER

NO KODE BETA B-1 B-0 B+1 p wi Bi 1999

1 CPIN 0.7020 -0.9011 1.0244 -0.2836 0.31942 0.8051 0.0706

2 CPDW 1.3370 9.5046 -2.3241 4.2318 0.31942 0.8051 8.7350

3 SHSA -0.5840 1.0252 -0.6967 -0.8886 0.31942 0.8051 -0.5867

4 ALDI 0.5150 1.5250 -0.0438 0.5441 0.31942 0.8051 1.6220

5 ANTM 0.1740 0.1269 0.1367 0.0021 0.31942 0.8051 0.2406

6 TINS 0.2300 -0.6555 0.2608 0.7660 0.31942 0.8051 0.3498

7 AQUA 0.3450 1.0631 0.1082 -0.3523 0.31942 0.8051 0.6805

8 DLTA -0.2440 1.3500 -0.4234 -1.0257 0.31942 0.8051 -0.1622

9 MLBI 0.1740 -0.8836 0.6378 -0.9826 0.31942 0.8051 -0.8646

10 SMAR 3.2640 5.9938 -0.8646 -3.0990 0.31942 0.8051 1.4659

11 ULTJ 0.4310 0.4744 0.3799 -0.4164 0.31942 0.8051 0.4266

12 BATI 0.0661 -0.3772 0.1279 0.2306 0.31942 0.8051 0.0099

13 GGRM 0.2780 0.8448 0.0253 0.0291 0.31942 0.8051 0.7289

14 HMSP 0.6730 0.1971 0.5161 0.4734 0.31942 0.8051 1.0559

15 ERTX 0.6630 2.0768 -0.1006 0.7495 0.31942 0.8051 2.1748

16 RDTX 0.7150 1.0463 0.2151 0.9302 0.31942 0.8051 1.8063

17 SSTM -0.9600 3.7132 -1.7851 -1.2356 0.31942 0.8051 0.2096

18 MYTX 0.0317 2.9889 -0.7786 -0.2965 0.31942 0.8051 1.3890

19 INDR 0.3190 -0.7320 0.6281 -0.4535 0.31942 0.8051 -0.3264

20 KARW 0.1930 1.0839 -0.2241 0.4821 0.31942 0.8051 1.0367

21 PBRX -0.0267 1.1162 -0.4219 0.3309 0.31942 0.8051 0.7432

22 BATA 0.3200 0.5227 0.1745 -0.0319 0.31942 0.8051 0.5696

23 TKIM 0.7590 0.3791 0.5600 0.4194 0.31942 0.8051 1.2028

24 DYNA 0.9560 2.2253 0.1471 0.7607 0.31942 0.8051 2.5512

25 SMGR 0.3540 0.7226 0.1187 0.1167 0.31942 0.8051 0.7945

26 INAI 0.5890 2.0333 -0.0816 0.3702 0.31942 0.8051 1.8534

27 LION 0.2710 -0.9487 1.0302 -2.3006 0.31942 0.8051 -1.5858

28 PICO 1.8550 4.6223 0.2555 1.1966 0.31942 0.8051 4.9403

29 TBMS 3.0080 2.3017 3.4873 -5.4921 0.31942 0.8051 0.9187

30 KOMI 0.3630 0.9592 0.0551 0.1334 0.31942 0.8051 0.9348

31 SCCO 0.3220 2.0037 -0.4487 0.8880 0.31942 0.8051 1.8794

32 GDYR 1.2480 0.3439 1.2265 -0.3788 0.31942 0.8051 1.1985

33 HEXA -1.7840 1.1334 -2.3688 1.2115 0.31942 0.8051 -0.4809

34 INDS 1.0580 0.3092 1.0938 -0.6015 0.31942 0.8051 0.8584

35 NIPS 0.0800 -1.6728 1.6700 -0.4867 0.31942 0.8051 -0.0686

36 PRAS 0.8240 2.1854 0.0130 0.8258 0.31942 0.8051 2.4373

37 TURI -1.0290 0.5666 1.1036 -0.4328 0.31942 0.8051 1.2113

39 MERK -0.9010 -0.1771 0.8682 0.0906 0.31942 0.8051 0.7985

40 SQIB -0.7790 -0.1066 0.6778 0.3331 0.31942 0.8051 0.8602

41 TSPC 1.8890 5.2066 -0.0725 2.1079 0.31942 0.8051 5.8163

42 TCID 0.5120 -0.2135 0.8331 -1.2374 0.31942 0.8051 -0.3350

43 MRAT -0.4570 1.3307 0.8459 0.0007 0.31942 0.8051 0.2261

44 BLTA 0.0241 -0.0015 -0.0505 0.3580 0.31942 0.8051 0.2366

45 CMPP 0.9110 0.8394 0.6452 0.0981 0.31942 0.8051 1.4000

46 HITS 1.5340 1.8421 0.7337 1.2553 0.31942 0.8051 3.2274

47 RIGS 0.5410 -0.5856 0.5517 0.7661 0.31942 0.8051 0.6970

48 ISAT 0.7150 0.0065 0.7362 -0.1116 0.31942 0.8051 0.6516

49 MPPA -2.1370 3.4265 -1.3215 0.8811 0.31942 0.8051 2.1465

50 TGKA 0.1520 1.6019 -0.0606 1.6019 0.31942 0.8051 0.2486

51 LPGI 0.4720 0.6659 0.4721 -0.9280 0.31942 0.8051 0.2612

52 POOL 0.4510 -1.2659 0.7378 0.3940 0.31942 0.8051 0.0358

53 JRPT 2.4750 1.8316 1.5428 -1.8995 0.31942 0.8051 1.4881

54 MTSM -1.3630 0.8320 1.0679 -0.2508 0.31942 0.8051 1.5359

55 RBMS 0.6040 -0.0861 0.5387 0.4298 0.31942 0.8051 0.8154

56 SMRA 1.3650 2.6656 0.3486 1.1380 0.31942 0.8051 3.4109

57 PLIN -0.0118 -0.0199 -0.0052 -0.0040 0.31942 0.8051 -0.0244

25.0305 67.3857

Rt2 0.4391 1.1822

TABEL BETA DAN BETA KOREKSI SELAMA KRISIS MONETER

NO KODE BETA B-1 B-0 B+1 p wi Bi 2000

1 CPIN 0.4060 0.6234 0.6152 0.0336 -0.19971 1.3325 1.4906

2 CPDW -0.7520 0.3756 0.8908 -0.0569 -0.19971 1.3325 1.3155

3 SHSA 0.7460 1.6214 1.3943 0.3818 -0.19971 1.3325 4.0637

4 ALDI 2.8250 0.8916 3.2666 0.4503 -0.19971 1.3325 5.0547

5 ANTM 0.5050 -0.2658 0.4549 0.0962 -0.19971 1.3325 0.2290

6 TINS 0.8130 0.0421 0.8251 -0.0033 -0.19971 1.3325 0.8768

7 AQUA 1.8050 -0.6075 1.6045 -0.0232 -0.19971 1.3325 0.7640

8 DLTA 0.0191 1.6535 -0.5323 -0.0787 -0.19971 1.3325 1.5662

9 MLBI 0.3120 -0.0460 0.2253 0.0768 -0.19971 1.3325 0.2662

10 SMAR 0.3380 -0.7572 0.0271 -0.2012 -0.19971 1.3325 -1.2500

11 ULTJ 0.7050 0.7297 0.9595 0.0665 -0.19971 1.3325 2.0205

12 BATI -0.5620 -0.2739 -0.6705 -0.0618 -0.19971 1.3325 -1.1178

13 GGRM 1.8830 0.0212 1.8981 0.0235 -0.19971 1.3325 1.9577

14 HMSP 1.5670 0.0728 1.5792 -0.0298 -0.19971 1.3325 1.6365

15 ERTX -0.2750 -0.1243 -0.2897 0.0688 -0.19971 1.3325 -0.3637

16 RDTX -0.0434 0.3817 0.0832 0.0162 -0.19971 1.3325 0.6133

17 SSTM 0.3830 -0.2637 0.3149 0.0444 -0.19971 1.3325 0.0226

18 MYTX 1.7450 0.0493 1.7605 0.0009 -0.19971 1.3325 1.8273

20 KARW 1.5980 -0.1496 1.5444 -0.0182 -0.19971 1.3325 1.3208

21 PBRX -0.1460 -0.3510 -0.2885 -0.0893 -0.19971 1.3325 -0.8752

22 BATA -0.0402 0.1206 0.0149 0.0479 -0.19971 1.3325 0.2395

23 TKIM 1.2820 0.1898 1.3456 0.0106 -0.19971 1.3325 1.6127

24 DYNA 0.8070 -0.5989 0.6508 0.0933 -0.19971 1.3325 -0.0229

25 SMGR 0.2680 -0.0800 0.2271 -0.0441 -0.19971 1.3325 0.0617

26 INAI 0.8580 0.0221 0.8439 -0.0600 -0.19971 1.3325 0.7934

27 LION -0.6820 0.3791 0.5671 -0.0148 -0.19971 1.3325 1.0525

28 PICO 1.6260 -0.2360 1.6883 0.3868 -0.19971 1.3325 1.8893

29 TBMS 1.5010 4.2345 0.2997 0.3949 -0.19971 1.3325 6.4685

30 KOMI 0.0136 0.0108 0.0179 0.0027 -0.19971 1.3325 0.0358

31 SCCO -0.5520 0.1016 -0.6292 -0.3103 -0.19971 1.3325 -0.9073

32 GDYR 0.2670 0.2793 0.4088 0.1515 -0.19971 1.3325 0.9829

33 HEXA 0.1310 0.4061 0.2388 -0.0597 -0.19971 1.3325 0.7004

34 INDS 0.1640 -0.0092 0.1316 -0.0835 -0.19971 1.3325 0.0081

35 NIPS -0.0020 -0.3266 -1.1261 -0.0575 -0.19971 1.3325 -1.6379

36 PRAS 0.6350 -0.3938 0.4851 -0.0723 -0.19971 1.3325 -0.1361

37 TURI 1.0690 -0.1552 0.9845 -0.0996 -0.19971 1.3325 0.6450

38 MDRN 1.3020 0.4669 1.4913 0.1176 -0.19971 1.3325 2.2700

39 MERK -0.3660 0.2414 -0.3033 -0.0390 -0.19971 1.3325 -0.0336

40 SQIB 0.3820 0.2105 0.3289 -0.3387 -0.19971 1.3325 0.1581

41 TSPC 0.1800 -0.2783 0.0743 -0.0489 -0.19971 1.3325 -0.3617

42 TCID -1.0650 0.1198 -1.0484 -0.0617 -0.19971 1.3325 -0.9710

43 MRAT -1.4870 0.4351 1.3765 -0.0773 -0.19971 1.3325 -0.8996

44 BLTA -1.0330 -0.4110 -1.1647 -0.0032 -0.19971 1.3325 -1.7166

45 CMPP 1.3460 0.2675 1.4567 0.0730 -0.19971 1.3325 1.9104

46 HITS 0.9860 0.1497 1.0014 -0.0892 -0.19971 1.3325 1.0820

47 RIGS 9.4740 6.1543 7.3683 -0.4454 -0.19971 1.3325 14.9754

48 ISAT 0.7950 0.5261 0.9331 0.0201 -0.19971 1.3325 1.6609

49 MPPA 0.4940 0.4381 0.6872 0.1531 -0.19971 1.3325 1.4750

50 TGKA -0.4600 -0.2032 -0.5436 -0.2032 -0.19971 1.3325 -0.8888

51 LPGI 0.9480 1.7171 0.3353 0.1947 -0.19971 1.3325 2.8827

52 POOL -0.5460 0.5526 -0.3284 0.1201 -0.19971 1.3325 0.5679

53 JRPT 3.4800 -0.6235 3.2597 -0.0640 -0.19971 1.3325 2.3436

54 MTSM -0.8860 0.2636 -0.8112 -0.0244 -0.19971 1.3325 -0.4923

55 RBMS 1.2220 0.7993 1.5104 0.0999 -0.19971 1.3325 2.7086

56 SMRA 0.1790 2.0905 -0.5624 -0.2253 -0.19971 1.3325 1.9230

57 PLIN -0.3130 -0.2311 0.3984 -0.0336 -0.19971 1.3325 0.0457

36.5341 62.7911

RETURN SAHAM BULANAN SEBELUM KRISIS MONETER

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Th CPIN CPDW TPFC DMAP INCO DLTA MLBI SHDS SUBA BATI CNTX TFCO UNTX CNBE IMAS

1994 Jan 0.5000 0.2593 0.4063 0.2800 -0.0547 0.0000 0.0000 0.0750 0.4426 0.0000 -0.0556 0.0182 0.2500 0.0000 0.0000

Feb -0.0889 -0.0294 -0.0889 -0.1875 -0.0661 0.2500 -0.0333 -0.0155 -0.0682 -0.0192 -0.2353 0.0179 -0.0571 0.2333 -0.1818

Mrt 0.0000 -0.0379 0.0000 0.1538 -0.0973 0.0000 -0.2138 0.0000 0.0000 -0.0980 0.0000 -0.0877 -0.0379 -0.2973 -0.0833

Apr -0.0976 -0.1496 -0.0976 0.3333 0.0196 0.0200 0.0702 -0.0551 -0.0976 0.0435 0.0000 0.0192 -0.1496 0.0000 0.0000

May -0.0135 0.0000 0.0135 0.6000 0.2115 0.0000 0.1148 -0.0333 -0.0135 -0.1250 -0.2308 0.0189 0.0000 -0.1538 -0.0303

Jun -0.0137 -0.0370 -0.0133 0.1094 0.0000 0.0343 0.0588 -0.0302 -0.0137 0.0000 0.0000 0.0370 -0.0370 0.1364 0.0000

Jul 0.0278 -0.0192 0.0000 0.0000 0.1429 0.0000 -0.0278 0.1556 0.0278 0.0000 0.0000 -0.0357 -0.0192 0.0000 0.1250

Agst -0.0405 -0.3627 -0.0405 0.1268 0.1458 0.0000 0.1429 -0.0385 -0.0405 0.1786 0.4000 0.0370 -0.3627 0.5200 0.1111

Sept 0.0141 1.0308 0.0141 0.0000 -0.0182 0.0000 0.0000 -0.0320 0.0141 -0.0303 0.0357 0.0000 1.0308 0.0000 0.0250

Oct -0.1528 -0.0379 -0.1389 0.0000 -0.1358 -0.0332 -0.0313 0.0413 -0.1528 0.0208 -0.4138 -0.0179 -0.0379 0.0000 0.0732

Nov 0.3443 -0.1496 0.2903 0.0000 -0.1857 0.0000 -0.1871 -0.0476 0.3443 -0.0816 0.0588 -0.0436 -0.1496 -0.1053 0.0455

Dec -0.0976 -0.0185 -0.0750 0.0000 0.0965 0.0000 -0.0317 0.0333 -0.0976 -0.1111 0.0000 -0.0114 -0.0185 -0.1176 0.0000

1995 Jan 0.0000 0.0755 0.0000 -0.6250 0.0320 -0.1667 0.0492 -0.0242 0.0000 0.0000 0.9722 0.0192 0.0755 0.2667 0.7391

Feb -0.0946 0.0351 -0.0946 -0.1000 0.0155 0.0000 0.0000 0.1074 -0.0946 -0.0250 0.0141 0.0000 0.0351 0.0000 -0.4000

Mrt 0.1343 -0.0508 0.1343 0.0000 0.0153 -0.0353 0.0000 -0.0075 0.1343 -0.1026 0.0000 0.0000 -0.0508 0.0000 0.0000

Apr -0.4211 0.2857 -0.4211 0.1481 -0.0977 -0.0244 0.0000 0.0000 -0.4211 0.1786 0.0000 0.0000 0.2857 -0.1053 -0.1042

May 0.1364 -0.2569 0.1364 -0.2258 0.0000 0.0000 0.0625 0.1278 0.1364 0.0909 0.0000 0.0189 -0.2569 -0.1176 0.0000

Jun -0.1200 0.0280 -0.1200 0.1667 -0.0333 0.0000 0.0000 0.3233 -0.1200 0.0444 0.0000 -0.0074 0.0280 0.0000 0.0000

Jul -0.0682 0.2727 -0.0682 0.0000 0.0086 0.2500 -0.1176 -0.4005 -0.0682 -0.0213 0.0000 -0.0299 0.2727 0.0000 0.0000

Agst 0.0976 -0.0571 0.1707 -0.0714 -0.0342 0.0000 0.0167 -0.0084 0.0976 0.1304 0.0000 0.0192 -0.0571 0.0000 0.0000

Sept 0.3333 -0.0379 0.2500 -0.0769 -0.0442 0.0200 -0.0574 -0.0339 0.3333 -0.0192 -0.0556 1.1698 -0.0379 0.2333 -0.0233

Oct 0.2167 0.0079 0.2167 0.0417 -0.0278 0.0000 0.0261 -0.0439 0.2167 0.0490 -0.2353 0.0261 0.0079 -0.2973 -0.1429

Nov -0.2329 -0.2188 -0.2329 0.0000 -0.0095 0.0343 0.0508 -0.0275 -0.2329 0.0748 0.0000 0.0508 -0.2188 0.0000 -0.1111

Dec 0.0893 -0.0400 0.0893 0.2800 -0.0192 0.0000 -0.0323 0.0755 0.0893 -0.0217 0.0000 -0.0323 -0.0400 -0.1538 0.3750

1996 Jan 0.4426 -0.0417 0.4426 -0.1875 0.0196 0.0000 -0.0333 0.2105 0.4426 0.0489 -0.2308 -0.0333 -0.0417 0.1364 0.0000

Feb -0.0682 0.0870 -0.0682 0.1538 0.0962 0.0000 -0.0345 -0.0471 -0.0682 0.1017 0.0000 -0.0345 0.0870 0.0000 0.0000

Mrt 0.0000 0.0800 0.0000 0.3333 -0.0175 -0.0142 0.2500 0.0095 0.0000 0.0154 0.0000 0.2500 0.0800 0.2000 -0.1818

Apr -0.0976 0.0185 -0.0976 0.6000 0.0179 0.0000 0.4393 -0.0151 -0.0976 1.0985 0.4000 0.4393 0.0185 0.3000 -0.0833

May -0.0135 0.0182 -0.0135 0.1094 0.0000 0.2308 0.0893 -0.0057 -0.0135 0.0542 0.0357 0.0893 0.0182 -0.1026 0.0000

Jun -0.0137 -0.0893 -0.0137 0.0000 0.0088 0.0781 0.0934 -0.0942 -0.0137 0.0447 -0.4138 0.0934 -0.0893 0.0571 -0.0303

Jul 0.0278 -0.3627 0.0278 0.1268 -0.0696 -0.1304 -0.3083 -0.1231 0.0278 0.1802 0.4118 -0.3083 -0.3627 -0.0270 0.0000

Agst -0.0405 0.1846 0.0135 0.0000 -0.0187 -0.0667 0.0843 0.1162 -0.0405 -0.1389 -0.0417 0.0843 0.1846 0.0000 0.1250

Sept 0.0141 -0.1558 -0.0133 0.0000 0.0476 -0.0179 0.3889 0.0000 0.0141 -0.0516 0.0870 0.3889 -0.1558 0.0000 0.1111

Oct -0.1528 -0.1846 -0.1757 0.0000 0.0545 0.9091 0.3600 0.0152 -0.1528 -0.0136 0.6000 0.3600 -0.1846 -0.0278 0.0250

Nov 0.3443 -0.0566 0.3443 0.0000 0.0603 0.0476 0.1765 0.0385 0.3443 0.2414 -0.3625 0.1765 -0.0566 -0.0286 0.0732

16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32

9Th Bln BATA SUMI INRU KKGI AKPI ASTR BRNA IGAR SMCB SMGR ALMI CTBN JPRS TBMS IKBI SCCO MTDL

1994 Jan 0.2258 0.0000 -0.1154 0.6667 -0.0423 0.4839 0.0926 -0.2000 -0.0426 0.1286 0.2321 0.2258 -0.0370 0.0094 0.2321 0.0185 0.1017

Feb -0.0263 -0.0400 0.0489 -0.2250 0.0588 -0.1087 -0.0339 0.4583 0.0000 -0.0253 -0.1014 -0.0263 -0.0769 -0.0327 -0.1014 0.0182 0.0154

Mrt 0.0135 -0.0833 -0.0933 0.1290 0.0278 0.0000 -0.0877 0.2857 0.0000 0.0000 -0.1935 0.0135 0.0417 -0.0338 -0.1935 0.0000 0.0000

Apr -0.2000 0.0909 -0.2229 -0.0571 0.0405 -0.0976 0.0385 0.1556 0.0444 -0.0909 0.0400 -0.2000 -0.0400 -0.1400 0.0400 -0.0476 -0.0606

May -0.0667 -0.0417 -0.1765 0.0303 -0.0390 -0.0135 -0.0185 -0.0962 0.0213 -0.0571 -0.2308 -0.0667 0.9583 0.1628 -0.2308 -0.0250 -0.0645

Jun -0.1071 -0.0435 0.5625 0.0882 0.0000 -0.0137 -0.0377 0.1915 -0.1094 -0.0530 -0.1000 -0.1071 -0.4894 -0.2000 -0.1000 0.0321 0.0172

Jul 0.6000 0.0909 -0.2229 -0.3243 0.0405 0.0278 0.0196 0.2321 0.0000 0.2800 0.6667 0.6000 0.0833 0.1125 0.6667 0.0497 0.0169

Agst -0.1250 -0.0417 -0.1765 0.1200 -0.0390 -0.0541 0.0192 -0.0145 0.0058 -0.0625 -0.0833 -0.1250 0.0385 0.1236 -0.0833 0.0059 0.1000

Sept -0.1143 0.0000 -0.1339 0.0000 0.0000 0.0286 -0.1509 -0.4118 -0.0116 -0.0533 -0.0691 -0.1143 -0.0370 -0.1000 -0.0691 0.0294 -0.1212

Oct 0.1290 0.0000 -0.0103 -0.0357 0.0946 -0.1528 0.0000 0.7000 -0.0118 0.0704 0.0000 0.1290 -0.0192 -0.1111 0.0000 -0.0286 -0.0345

Nov -0.1429 0.1739 -0.0208 -0.1111 0.0494 0.3443 0.0667 -0.0882 0.1726 -0.0789 0.4844 -0.1429 0.1569 0.0000 0.4844 -0.0824 0.0536

Dec 0.1333 -0.0370 1.1277 0.0000 0.0118 -0.1098 -0.2083 0.1774 0.0863 0.0571 0.0000 0.1333 -0.0847 -0.0250 0.0000 -0.2308 -0.0169

1995 Jan -0.0882 0.0000 0.0300 -0.0417 -0.0814 0.0000 0.1316 -0.2192 -0.1682 -0.0405 -0.0526 -0.0882 -0.1111 -0.0769 -0.0526 -0.1000 0.0345

Feb 0.4194 0.1154 0.0777 -0.0217 0.0000 -0.0822 0.0000 0.0000 -0.0843 0.1831 0.0000 0.4194 0.0833 0.0000 0.0000 0.0370 0.1000

Mrt -0.0341 -0.0690 -0.1982 0.1111 -0.0380 0.1343 0.0000 -0.0351 0.0184 -0.0119 0.1111 -0.0227 0.0385 0.0000 0.1111 0.0000 -0.1212

Apr 0.0000 -0.1481 0.0112 -0.0400 -0.1579 -0.4211 0.0000 -0.1273 0.0060 0.0000 -0.0750 0.0000 -0.0370 -0.0278 -0.0750 0.2143 -0.0345

May 0.3412 0.0870 0.1556 0.1250 0.1094 0.1364 0.0000 3.5833 0.1377 0.2048 -0.2432 0.3488 -0.0192 -0.0857 -0.2432 0.2500 0.0536

Jun 0.4035 0.0000 -0.1154 0.0741 -0.0423 -0.1200 0.0000 -0.0364 -0.0211 0.4850 0.2321 0.3793 0.1569 -0.0938 0.2321 -0.0588 0.1017

Jul -0.6250 -0.0400 0.0489 0.1897 0.0588 -0.0682 0.0000 0.1604 -0.0108 -0.5354 -0.1014 -0.6375 -0.0847 -0.0690 -0.1014 -0.2125 0.0154

Agst -0.0167 -0.0833 -0.0933 -0.1594 0.0278 0.0976 0.0000 -0.4309 0.0217 -0.0145 -0.1935 -0.0345 -0.0370 -0.1852 -0.1935 0.0794 0.0000

Sept -0.1864 0.0909 -0.2229 0.0000 0.0405 0.3333 -0.5233 0.0143 0.0000 -0.0588 0.0400 -0.1429 -0.0769 -0.0909 0.0400 0.0294 -0.0606

Oct -0.2083 -0.0417 -0.1765 0.4483 -0.0390 0.2167 -0.1220 -0.0775 0.0213 -0.0781 -0.2308 -0.2083 0.0417 0.1000 -0.2308 -0.0286 -0.0645

Nov -0.1579 0.0000 -0.1339 -0.0476 0.0000 -0.2329 0.1111 0.1298 -0.1094 -0.0508 -0.1000 -0.1579 -0.0400 -0.0909 -0.1000 0.0294 0.0172

Dec 0.5000 0.0000 -0.0103 0.2125 0.0946 0.0893 -0.0750 0.0676 0.0000 0.1429 0.6667 0.5000 0.9583 0.4500 0.6667 0.0714 -0.0169

1996 Jan 1.0000 0.1739 -0.0208 0.0000 0.0494 0.4098 0.0000 -0.2215 0.0058 0.3750 -0.0833 1.0000 -0.4787 -0.1724 -0.0833 0.0400 0.0345

Feb -0.1354 0.3333 0.2128 -0.0103 0.2118 -0.0233 0.1892 -0.0488 -0.0116 -0.0739 -0.0691 -0.1354 0.0408 -0.2083 -0.0691 -0.0897 0.0000

Mrt 0.0301 0.6667 -0.8509 0.0000 0.1262 0.0000 0.0909 0.2564 -0.0118 0.0153 0.2109 0.0301 0.0588 0.0000 0.2109 0.0000 0.1167

Apr -0.0468 -0.0333 5.7647 -0.1875 0.1121 -0.1190 0.2917 -0.0748 0.1726 -0.0242 -0.0645 -0.0468 0.0926 0.0526 -0.0645 0.0423 0.2537

May -0.0184 0.2069 -0.1739 0.0000 0.0078 -0.0135 -0.1129 0.0588 0.0863 -0.0093 -0.1724 -0.0184 -0.1186 -0.0500 -0.1724 0.0338 0.1905

Jun -0.3063 0.0286 -0.0526 0.0641 -0.0231 -0.0137 -0.0545 0.0625 -0.1682 -0.1531 -0.0417 -0.3063 -0.0769 -0.1316 -0.0417 0.0196 0.0200

Jul -0.5135 -0.0139 -0.1556 -0.0120 -0.0394 0.0278 -0.1538 0.0000 -0.0843 -0.2140 -0.0217 -0.5225 -0.0417 -0.1667 -0.0217 -0.0192 0.0392

Agst 0.8704 -0.0423 0.0658 0.0122 -0.0246 -0.0405 0.3636 -0.2157 0.0184 0.2254 0.1111 0.9057 -0.0870 0.0182 -0.2889 -0.0065 -0.0189

Sept 0.0693 0.0000 0.0123 0.0843 -0.1092 0.0141 0.0000 0.0000 0.0482 0.0000 0.0400 0.0000 0.0952 -0.0357 0.1250 0.0066 0.0385

Oct 0.1667 -0.2206 0.0244 0.7444 0.3679 -0.1528 -0.0667 -0.0300 0.1839 0.0268 0.0000 0.0693 0.1304 0.0370 -0.1111 -0.0065 0.0000

Nov 0.1429 -0.1321 -0.1548 0.0191 -0.0483 0.3443 0.0357 -0.1323 0.1019 0.0672 0.1154 0.1667 0.0000 -0.0179 0.0938 0.0132 0.0000

33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49

Th Bln MLPL TRPK GDYR INDS NIPS INTD BYSP MERK SCPI SQIB UNVR ITMA BLTA RIGS ZBRA TGKA BNLI

1994 Jan 0.2093 -0.0857 0.1780 -0.1034 0.2069 0.2000 0.5714 -0.0074 -0.0963 0.0000 0.0000 -0.0222 0.0769 0.7368 0.5357 0.0222 0.1597

Feb -0.1731 -0.0469 -0.1007 -0.0577 -0.0857 -0.1111 -0.2045 0.0000 0.0000 0.0000 0.0732 -0.1591 -0.1250 0.2121 -0.2093 -0.0435 -0.1014

Mrt -0.0233 -0.0721 -0.1200 -0.0408 -0.1875 -0.1563 0.1286 0.0000 0.0328 0.0000 0.0023 -0.0811 -0.0408 0.2500 0.1324 -0.0909 -0.1129

Apr 0.6667 0.3074 -0.1000 0.3191 0.0385 0.0370 -0.1139 0.0000 0.0000 0.0000 -0.0590 0.0294 0.2340 -0.1000 -0.1169 0.0625 -0.1091

May 0.0714 0.1081 0.1313 0.1290 -0.1852 -0.1429 0.0571 0.0000 0.0317 0.0000 -0.0723 -0.0571 0.1379 0.1111 0.0588 -0.1529 0.1429

Jun 0.3333 0.0488 -0.0536 0.1143 -0.0909 -0.1667 0.0811 -0.0672 0.0000 0.0000 0.0130 -0.0303 0.1818 -0.6200 0.0833 0.0417 -0.0536

Jul 0.1000 -0.0814 0.0000 -0.1410 0.5500 0.5000 -0.3750 0.0000 -0.0308 -0.0351 -0.0128 0.1250 -0.1410 0.0526 -0.3846 0.0000 0.0000

Agst -0.0182 -0.2658 -0.0377 0.3284 -0.1129 -0.0833 0.1200 0.0000 0.0000 0.0000 0.0000 0.1667 0.3284 0.6500 0.1250 0.0800 -0.0377

Sept -0.5093 0.7759 0.1667 0.0225 -0.0691 -0.0691 0.0000 0.0000 0.0714 0.0364 0.0130 -0.0238 0.0225 0.2121 0.0370 0.1111 0.1667

Oct 0.0000 -0.0291 0.0252 -0.0330 0.0000 0.0000 -0.0357 0.0000 0.0000 0.0000 0.0000 0.0732 -0.0330 0.2500 -0.0357 0.0000 0.0252

Nov 0.0755 -0.1300 0.0082 -0.1477 0.4844 0.4844 -0.1111 0.0000 0.0000 0.0000 -0.0449 0.0682 -0.1477 -0.1000 -0.1111 0.0556 0.0000

Dec 0.0000 -0.0575 -0.0081 -0.0667 0.0000 0.0000 0.0000 -0.2400 0.0000 0.0000 -0.0604 0.0213 -0.0667 -0.0222 0.0000 -0.0632 0.0000

1995 Jan -0.0175 -0.1829 -0.1803 -0.2143 -0.0526 -0.0526 -0.0417 0.0000 0.0000 0.0000 -0.1000 0.0417 -0.2143 -0.5682 -0.0625 -0.1011 -0.1803

Feb -0.0536 0.0448 0.0000 0.0727 0.0000 0.0000 -0.0217 -0.0526 0.0000 0.0000 0.0159 -0.0400 0.0727 0.0526 0.0000 -0.0375 0.0000

Mrt -0.0943 -0.0857 0.0200 -0.1186 0.1111 0.1111 0.1111 0.0000 0.0000 0.0000 -0.0313 0.0208 -0.1186 -0.0500 0.1111 -0.0909 0.0200

Apr -0.1667 -0.0469 -0.2353 -0.0577 -0.0750 -0.0750 -0.0400 0.0000 0.0000 0.0000 -0.0645 -0.1224 -0.0577 -0.1053 -0.0400 -0.1714 -0.2353

May 0.0500 -0.0328 0.1795 -0.0408 -0.2432 -0.1892 0.1250 0.0000 0.0000 0.0000 0.0690 0.0465 -0.0408 0.0000 0.0833 0.1379 0.1795

Jun 0.3095 0.2542 -0.1304 0.3191 0.2321 0.0833 0.0741 0.0000 -0.0963 0.0000 0.0645 -0.0222 0.3191 -0.0588 0.1154 0.1515 -0.1304

Jul -0.0182 0.1081 -0.1375 0.1290 -0.1014 -0.1077 0.1897 0.0000 0.0000 0.0000 0.0152 -0.0227 0.1290 -0.0625 0.1897 0.0789 -0.1375

Agst -0.1111 0.0976 0.0580 0.1143 -0.1935 -0.1379 -0.1594 0.0111 0.0328 0.0000 0.0299 -0.0698 0.1143 0.2667 -0.1594 0.0183 0.0580

Sept -0.1042 -0.1333 0.0000 -0.1538 0.0400 0.0400 0.0000 -0.0110 0.0000 0.0000 -0.0145 0.0500 -0.1538 0.7368 0.0000 0.0000 0.0000

Oct 0.2093 -0.0769 -0.0548 -0.0758 -0.2308 -0.2308 0.4483 0.0028 0.0317 0.0000 -0.0588 -0.1429 -0.0758 0.2121 0.4483 -0.0419 -0.0548

Nov -0.1731 0.0000 -0.0145 0.0000 0.1000 -0.1000 -0.0476 0.0000 0.0000 0.0000 -0.0859 -0.1111 0.0000 0.2500 -0.0476 -0.0750 -0.0145

Dec -0.0233 -0.0417 0.0441 -0.0492 0.3636 0.6667 0.2125 0.0000 0.0000 -0.0351 -0.0598 0.3750 -0.0492 -0.1000 0.2125 0.0811 0.0441

1996 Jan 0.6667 0.0000 -0.1690 -0.0172 -0.0833 -0.0833 0.0000 0.0000 -0.0192 0.0000 0.2727 0.0000 -0.0172 0.1111 0.0000 0.2500 -0.1690

Feb 0.0714 0.1304 0.0424 0.1754 -0.0691 -0.0691 -0.0103 0.1634 -0.0627 0.0000 0.1143 0.0227 0.1754 -0.0600 -0.0103 0.1125 0.0424

Mrt 0.3333 0.2821 0.0081 0.3284 0.2109 0.2109 0.0000 0.0952 -0.0460 0.0000 -0.0256 -0.1778 0.3284 -0.1489 0.0000 0.0427 0.0081

Apr 0.1000 0.0000 1.9032 0.0225 -0.0645 -0.0645 -0.1875 0.1304 0.4474 0.0000 -0.0132 -0.1081 0.0225 0.0250 -0.1875 -0.3017 2.8710

May -0.0182 0.0400 0.0556 -0.0330 -0.1724 -0.1724 0.0000 0.0000 -0.1394 0.0000 -0.0747 0.0606 -0.0330 -0.0976 0.0000 -0.0340 -0.0083

Jun -0.5093 -0.1635 -0.3684 -0.1477 -0.0417 -0.0417 0.0641 -0.0769 -0.0141 0.0000 -0.0086 -0.0571 -0.1477 -0.1351 0.0641 0.0000 -0.4958

Jul -0.2264 -0.0575 -0.1167 -0.0667 -0.0217 -0.0217 -0.0120 0.0000 0.0000 0.0000 -0.0116 -0.0303 -0.0667 0.3438 -0.0120 -0.0735 -0.1167

Agst 0.0976 0.0976 -0.0943 0.1143 -0.2444 -0.2000 0.0122 0.0000 -0.0714 0.0000 0.0103 0.1250 0.1143 0.0930 0.0122 0.0621 -0.0943

Sept -0.0667 0.0000 -0.0417 -0.0128 0.0588 0.1111 0.0843 -0.0833 -0.0923 -0.0909 -0.1412 0.1111 -0.0128 0.0000 0.0843 0.0390 -0.0417

Oct -0.0238 0.0889 -0.0978 0.1169 0.0556 -0.0750 0.7444 0.0000 0.3220 -0.1000 0.1864 0.0250 0.1169 0.4468 0.7444 -0.1188 -0.0978

Nov 0.0488 0.0000 -0.1084 0.0000 -0.0789 0.0541 0.0191 0.0000 -0.1026 9.0000 0.0057 0.0732 0.0000 -0.1176 0.0446 -0.0816 -0.1084

50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65

Th Bln BDTA PDFC BNSY BNUM IDVS INPC PNBN ASBI ASDM AHAP ASRM POOL DILD MTSM MDLN SHID

1994 Jan -0.1515 -0.1186 -0.3043 0.0000 0.0000 0.3469 0.0000 0.0000 0.0000 0.0569 -0.0417 0.0000 0.0159 -0.0196 0.2727 0.0000

Feb -0.2143 -0.0577 -0.1719 0.0800 0.0000 -0.0606 0.0469 -0.3333 0.1042 -0.0154 0.0000 0.0000 -0.1250 0.0600 -0.0571 -0.1538

Mrt 0.2727 -0.0408 0.4906 -0.2222 0.0000 -0.0081 -0.1045 -0.4000 -0.0943 0.0156 -0.0043 0.0000 -0.0714 -0.1887 -0.0379 -0.0455

Apr 0.3929 0.3191 0.1392 -0.1905 -0.1538 -0.1870 -0.0333 0.3333 -0.2917 -0.1385 -0.2533 0.0000 0.3846 -0.1860 -0.1496 -0.0357

May -0.1410 0.1290 0.0000 0.0588 -0.1364 0.0000 0.0345 0.1250 -0.1765 0.0000 -0.0175 0.0000 0.0139 0.0571 0.0000 -0.0864

Jun 0.0448 0.1143 -0.3000 0.2639 0.2105 -0.0400 -0.0500 -0.0833 0.0536 0.0000 0.0714 0.0000 0.0000 0.2162 -0.0370 0.0000

Jul -0.0857 -0.1410 -0.0794 -0.0330 0.2609 0.0208 0.0877 0.1364 -0.0169 0.0000 -0.0222 0.0000 -0.0137 -0.0111 -0.0192 0.0000

Agst 0.0625 0.3284 -0.0690 0.0455 -0.2241 -0.3878 0.0323 0.0400 -0.1034 -0.0357 0.0455 -0.0133 0.1944 0.0337 -0.3627 0.0541

Sept 0.1029 0.0225 0.0556 0.1413 0.2889 1.0667 0.2656 0.0256 0.5385 0.1852 0.2500 0.0135 -0.3488 0.1413 1.0308 -0.0513

Oct -0.1200 -0.0330 -0.0526 -0.2762 -0.0345 -0.0081 0.0123 -0.4000 0.0000 0.0156 -0.0043 0.0000 -0.0714 -0.2000 -0.0379 -0.2838

Nov -0.1212 -0.1477 -0.0370 -0.2895 0.0000 -0.1870 -0.0244 0.3333 -0.3500 -0.1385 -0.2533 0.0000 0.3846 -0.3571 -0.1496 -0.0377

Dec 0.0000 -0.0667 -0.1538 0.0370 0.0000 -0.0200 0.0125 0.1250 0.0769 0.0000 -0.0175 0.0000 0.0139 0.0370 -0.0185 0.0980

1995 Jan 0.1724 -0.2143 1.0000 0.9286 0.5714 0.0816 -0.0123 0.6667 0.2857 0.1964 0.3036 0.0667 -0.2603 0.9286 0.0755 -0.1071

Feb -0.0294 0.0727 0.0455 -0.0741 -0.4091 0.0566 0.2250 0.0000 0.0556 0.0000 0.0046 0.0000 0.1667 -0.0741 0.0351 0.0000

Mrt -0.1515 -0.1186 -0.3043 0.0000 0.0000 -0.0714 0.0000 0.0000 0.1842 -0.0149 0.0909 0.0000 -0.1429 0.0000 -0.0508 0.0000

Apr -0.2143 -0.0577 -0.1719 0.0800 0.0000 -0.0769 0.0000 0.0000 0.0000 0.0000 0.0000 -0.0125 -0.0370 0.0800 0.2857 -0.0400

May 0.2727 -0.0408 0.4906 -0.2222 0.0000 0.0208 0.0000 0.0000 0.1111 0.0000 0.0000 -0.0127 0.2115 -0.2222 -0.2569 0.0000

Jun 0.3929 0.3191 0.1392 -0.1905 -0.1538 0.0408 -0.0408 0.0000 -0.0800 -0.0682 0.0000 -0.0385 0.0000 -0.1905 0.0280 0.0000

Jul -0.1410 0.1290 0.0000 0.0588 -0.1364 0.2941 -0.0638 0.0000 0.0435 0.0569 -0.0417 0.0000 0.0159 0.0588 0.2727 0.0000

Agst 0.0448 0.1143 -0.3000 0.2639 0.2105 -0.0606 0.0682 -0.3333 0.0000 -0.0154 0.0000 0.0000 -0.1250 0.2222 -0.0571 0.0000

Sept -0.0571 -0.1538 -0.1905 -0.2527 -0.1087 -0.0081 0.0000 -0.4000 -0.0833 0.0156 -0.0043 0.0000 -0.0714 -0.1818 -0.0379 0.9792

Oct -0.0606 -0.0758 0.0196 -0.0588 0.0000 -0.0244 -0.2128 0.0833 0.0909 0.0000 -0.0175 0.0000 -0.0192 -0.1111 0.0079 0.0000

Nov 0.0000 0.0000 0.0000 -0.0156 0.0488 -0.1667 -0.1351 0.0000 0.0000 -0.0154 -0.2711 0.0000 -0.0588 -0.0156 -0.2188 -0.1579

Dec -0.1613 -0.0492 0.0769 -0.0952 -0.0233 -0.0400 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.1667 -0.0952 -0.0400 0.0000

1996 Jan 0.0577 -0.0172 -0.2321 0.1930 0.0238 -0.0417 0.0000 0.0000 -0.3750 -0.0625 0.0732 0.0000 0.0893 0.1930 -0.0417 0.0000

Feb 0.1636 0.1754 0.3488 0.2941 0.3488 0.0870 0.0000 0.0000 -0.0667 -0.0667 -0.0284 0.0000 0.0328 0.2941 0.0870 0.0000

Mrt 0.0625 0.3284 -0.0690 0.0455 -0.2241 0.0800 0.0469 0.2308 -0.0714 0.0000 0.0000 0.0000 0.1429 0.0455 0.0800 0.0000

Apr 0.1029 0.0225 0.0556 0.1413 0.2889 0.0185 -0.1045 0.1250 0.4615 0.0000 -0.0175 0.0000 0.0139 0.1413 0.0185 -0.0500

May -0.1200 -0.0330 -0.0526 -0.2762 -0.0345 0.0182 -0.0333 -0.0833 0.0000 0.0000 0.0714 0.0000 0.0000 -0.2762 0.0182 0.0000

Jun -0.1212 -0.1477 -0.0370 -0.2895 0.0000 -0.0893 0.0345 0.1364 0.0263 0.0000 -0.0222 0.0000 -0.0137 -0.2895 -0.0893 -0.1316

Jul 0.0000 -0.0667 -0.1538 0.0370 0.0000 -0.3627 -0.0500 0.0400 0.0000 -0.0357 0.0455 -0.0133 0.1944 0.0370 -0.3627 -0.0909

Agst 0.0862 0.1143 0.1818 -0.0357 0.0000 0.1846 0.0877 -0.0256 0.1795 0.0000 0.0217 0.0000 0.1512 -0.0357 0.1846 0.0000

Sept 0.0159 -0.0128 -0.0577 -0.0370 -0.0357 -0.1558 0.0323 0.0000 -0.0435 -0.0093 0.0638 0.0000 0.1111 -0.0185 -0.1558 -0.2000

Oct -0.0156 0.1169 0.0000 0.0385 0.0000 -0.1846 0.2656 0.0000 0.0455 0.0000 0.0200 0.0000 0.0636 0.0189 -0.1846 0.1667

Nov 0.0317 0.0000 0.6122 0.0370 0.0370 -0.0189 0.0123 0.0526 0.0870 0.0000 0.0098 0.0000 0.0513 0.0926 -0.0566 0.3393

RETURN SAHAM BULANAN SELAMA KRISIS MONETER

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

Th Bln CPIN CPDW SHSA ALDI ANTM TINS AQUA DLTA MLBI SMAR ULTJ BATI GGRM HMSP ERTX RDTX SSTM

1998 Jan -0.0370 0.0000 -0.0345 -0.6111 -0.0149 -0.0400 -0.0612 -0.0169 0.0250 -0.2000 0.0000 -0.0286 0.1043 0.0106 -0.2727 0.0000 0.0000

Feb -0.0096 0.7500 -0.0714 2.2857 -0.0455 -0.1012 0.9565 -0.3714 -0.0067 0.4583 0.0732 -0.0686 -0.1299 0.0737 0.2500 0.3571 -0.0833

Mrt -0.0097 0.0000 -0.3462 0.1304 0.0000 -0.0397 0.1111 -0.1273 -0.0625 0.2857 0.0455 -0.0316 0.0837 0.5392 0.1000 0.2105 0.0909

Apr 0.7843 0.1429 -0.4118 0.5385 -0.0159 -0.0793 -0.2000 -0.0833 -0.0476 0.1556 -0.0435 -0.0870 -0.2025 -0.3344 4.8182 0.1304 0.0833

May 0.1154 -0.1250 -0.3000 -0.2250 -0.1129 0.0487 -0.2500 -0.0625 0.0000 -0.0962 0.0000 0.0000 -0.1309 -0.2727 -0.3750 -0.1154 -0.0769

Jun -0.1823 0.0000 -0.5714 -0.3871 0.0909 -0.0536 0.0667 -0.2242 0.0000 0.1915 0.0000 0.0000 0.0482 -0.4671 -0.4750 0.0870 -0.1667

Jul 0.0241 -0.4286 0.0000 0.1053 0.7000 0.3132 0.1250 -0.0938 0.0000 0.2321 0.0000 0.1786 0.0230 0.6790 -0.2381 0.0400 0.1000

Agst 0.0412 -0.3750 0.0000 -0.5714 -0.4118 -0.4023 -0.2222 0.0000 0.2500 -0.0145 0.0000 -0.0404 -0.0449 -0.3824 -0.3750 -0.0769 -0.2727

Sept 0.0960 0.0000 0.6667 -0.1111 -0.2000 -0.1010 -0.0536 0.0000 0.0000 -0.4118 0.0000 0.0316 -0.3265 0.0833 1.5000 0.1667 0.0000

Oct 0.0309 0.0000 0.0000 0.2500 0.1042 -0.1070 0.0189 -0.1379 0.0000 0.7000 0.0227 -0.0816 0.1965 0.3187 -0.4000 0.3214 0.5000

Nov 0.0050 0.2000 1.4000 0.2000 0.2453 0.3892 0.0000 -0.3600 0.0000 -0.0882 -0.2444 -0.1111 0.4015 0.6333 0.0667 0.0541 0.0000

Dec -0.0050 -0.1667 0.0000 0.0833 -0.0152 -0.0733 0.0000 0.2500 -0.2000 0.1774 -0.2647 0.0000 0.2135 0.0765 0.0000 -0.0256 0.1667

1999 Jan -0.0350 0.0000 0.0000 -0.1538 -0.0923 -0.1023 0.1111 0.4875 0.0000 -0.2192 0.4800 -0.0250 -0.0730 0.0806 -0.0625 0.0000 -0.2143

Feb -0.2850 0.0000 0.0000 0.0000 -0.0169 0.0259 0.0000 0.0000 0.0000 0.0000 -0.1622 -0.1026 0.1389 0.1316 0.0000 -0.1053 0.0000

Mrt 0.0217 0.2000 0.0000 -0.2727 0.0000 0.1717 -0.1000 -0.2269 0.0000 -0.0351 -0.0645 0.1786 -0.0630 0.1008 -0.2000 0.0588 0.0000

Apr -0.0780 -0.6667 0.0000 0.0000 0.0517 0.2845 0.0000 0.1630 0.0000 -0.1273 -0.0690 0.0909 -0.0087 0.5775 0.0833 0.0000 0.0000

May -0.1846 4.0000 0.0000 0.6250 0.0492 0.0872 0.4537 0.2243 -0.3500 3.5833 0.2222 0.0444 0.4004 0.2321 0.9231 0.6667 0.5455

Jun 0.0189 0.0000 0.0000 -0.1538 -0.0625 -0.2840 0.2739 -0.0382 -0.0769 -0.0364 0.0000 -0.0213 -0.0063 -0.0580 -0.0400 -0.0667 -0.0588

Jul -0.3611 1.2000 1.1733 0.3636 0.1167 -0.1422 0.3000 1.1905 0.1250 0.1604 0.1818 -0.0217 0.1950 0.2846 0.3750 -0.0357 2.3750

Agst -0.0145 -0.4091 -0.2331 -0.3333 -0.0896 0.0151 0.0769 -0.2029 -0.0741 -0.4309 -0.1795 0.1333 -0.0263 -0.0569 -0.1818 -0.1852 -0.0741

Sept -0.1029 0.0000 0.3000 0.0000 -0.0492 0.1188 0.0000 0.0182 0.0000 0.0143 -0.0938 0.0490 -0.0892 -0.0619 0.0741 0.0455 -0.5000

Oct 0.0984 -0.3077 0.0000 0.3000 0.0000 -0.0442 0.1071 0.2857 -0.0400 -0.0775 0.1379 0.0748 0.0445 0.0761 -0.0345 0.0000 -0.0400

Nov 0.2388 1.5556 0.0769 0.3077 -0.1034 -0.1204 0.0000 0.0000 -0.0833 0.1298 0.0000 -0.0217 -0.0114 0.0503 0.2143 0.1087 -0.2917

Dec 0.5422 0.0000 0.8214 0.0000 0.0769 0.0263 0.0323 0.3056 0.8182 0.0676 0.2121 0.0489 0.0805 0.0644 0.0000 0.0000 0.4118

2000 Jan 0.1719 -0.2609 0.0784 -0.0588 -0.0893 -0.2205 0.0000 -0.5319 0.0000 -0.2215 0.2500 0.1017 -0.1104 -0.0591 -0.1471 0.1176 -0.0833

Feb -0.0800 -0.0588 -0.3273 -0.1250 -0.0784 -0.0921 0.2000 -0.0625 0.0000 -0.0488 -0.0400 0.0154 -0.2601 -0.2661 0.0000 -0.0877 0.0455

Mrt 0.0217 0.0000 0.0000 0.0000 -0.0213 -0.1014 0.9688 -0.2242 0.0000 0.2564 -0.0833 -0.2803 0.1677 0.0265 0.0345 -0.0385 0.0435

Apr -0.0780 0.7500 -0.0270 -0.5000 -0.1522 -0.0161 0.0000 -0.0938 0.0000 -0.0748 -0.1136 0.0316 -0.1349 -0.0893 0.0000 -0.0400 -0.1250

May -0.1846 0.0714 0.0556 -0.2857 0.0769 -0.2131 -0.2050 0.0000 0.2500 0.0588 -0.1282 -0.0816 -0.1040 -0.0414 -0.0667 0.0000 -0.0952

Jun 0.0189 -0.0333 0.1053 0.6000 0.1381 0.0521 0.2779 0.0000 0.0000 0.0625 0.1471 -0.1111 0.1897 0.2136 -0.1071 0.0000 0.0000

Jul 0.0000 0.1034 0.5476 0.3500 0.0000 0.0000 0.0000 -0.1379 0.0000 0.0000 0.0103 0.0000 0.0000 0.0000 0.0000 0.0000 -0.0421

Agst 0.0000 0.0000 0.0000 -0.0741 -0.1004 -0.1386 -0.2969 -0.3600 0.0000 -0.2157 0.1320 -0.0250 -0.0634 -0.0749 -0.0800 0.0000 0.0000

Sept 0.0333 -0.0438 -0.2769 -0.1600 -0.0791 -0.2598 0.0000 0.2500 -0.2000 0.0000 0.0135 -0.1026 -0.1599 -0.0887 0.0609 0.0208 -0.0440

Oct -0.0681 0.1111 -0.0213 -0.1429 0.0606 -0.0373 0.0000 0.4875 0.0000 -0.0300 -0.0708 1.1429 -0.0415 -0.0227 -0.1148 -0.1020 0.1149

, Dec -0.0097 0.0000 -0.1667 -0.3333 -0.1000 -0.0833 0.0000 -0.0588 0.0000 0.1089 0.0217 0.1832 -0.0152 0.0605 -0.1500 0.0000 -0.0700

18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34

Th Bln MYTX INDR KARW PBRX BATA TKIM DYNA SMGR INAI LION PICO TBMS KOMI SCCO GDYR HEXA INDS

1998 Jan 0.4286 -0.4157 -0.3077 -0.1250 -0.0769 1.1731 0.1250 -0.0444 -0.3333 -0.2000 0.0000 -0.0286 0.1043 0.0106 -0.2727 0.0000 0.0000

Feb 0.2000 0.0769 0.0741 0.4286 0.4167 -0.1770 0.2778 0.2733 0.3000 0.4583 0.0732 -0.0686 -0.1299 0.0737 0.2500 0.3571 -0.0833

Mrt 0.2500 0.2143 0.9655 0.5000 0.0000 -0.0538 0.1304 0.1689 0.3077 0.2857 0.0455 -0.0316 0.0837 0.5392 0.1000 0.2105 0.0909

Apr 0.0000 -0.1765 -0.1404 0.0000 0.0000 -0.0795 -0.0769 -0.9156 0.1765 0.1556 -0.0435 -0.0870 -0.2025 -0.3344 4.8182 0.1304 0.0833

May -0.4000 0.1607 -0.0612 -0.2000 -0.0294 0.1235 -0.2917 10.2037 -0.1500 -0.0962 0.0000 0.0000 -0.1309 -0.2727 -0.3750 -0.1154 -0.0769

Jun -0.1111 0.0000 -0.0652 -0.1667 0.0000 -0.0440 0.1176 0.3884 -0.1765 0.1915 0.0000 0.0000 0.0482 -0.4671 -0.4750 0.0870 -0.1667

Jul 0.3750 0.0000 -0.1860 0.1000 0.0000 0.0460 0.3684 0.3631 -0.2143 0.2321 0.0000 0.1786 0.0230 0.6790 -0.2381 0.0400 0.1000

Agst -0.0909 -0.1385 -0.0857 -0.0909 -0.0303 -0.0989 -0.3077 -0.3384 -0.4545 -0.0145 0.0000 -0.0404 -0.0449 -0.3824 -0.3750 -0.0769 -0.2727

Sept -0.2000 -0.2857 -0.2188 0.0000 0.0000 -0.1463 0.1111 -0.2079 0.1667 -0.4118 0.0000 0.0316 -0.3265 0.0833 1.5000 0.1667 0.0000

Oct -0.1250 0.0000 -0.1200 0.1000 -0.2500 0.0286 -0.1000 0.0333 -0.1429 0.7000 0.0227 -0.0816 0.1965 0.3187 -0.4000 0.3214 0.5000

Nov 0.2857 -0.0250 0.1818 0.1818 0.0833 -0.0972 0.1111 0.3387 0.3333 -0.0882 -0.2444 -0.1111 0.4015 0.6333 0.0667 0.0541 0.0000

Dec -0.1111 0.4615 0.0769 0.1538 0.0000 0.2769 0.0500 0.0000 0.2500 0.1774 -0.2647 0.0000 0.2135 0.0765 0.0000 -0.0256 0.1667

1999 Jan 0.1250 0.0000 -0.1429 -0.0667 0.0000 -0.1084 -0.0952 0.1024 -0.1000 -0.2192 0.4800 -0.0250 -0.0730 0.0806 -0.0625 0.0000 -0.2143

Feb 0.1111 0.0000 -0.1250 0.0000 0.1538 -0.0541 -0.0526 0.0164 -0.2222 0.0000 -0.1622 -0.1026 0.1389 0.1316 0.0000 -0.1053 0.0000

Mrt -0.2000 0.0000 -0.0476 0.0000 0.0500 0.1000 0.0000 0.0000 0.0000 -0.0351 -0.0645 0.1786 -0.0630 0.1008 -0.2000 0.0588 0.0000

Apr 0.0000 -0.0175 0.0000 0.2143 0.0794 -0.0390 -0.1111 0.0538 0.0000 -0.1273 -0.0690 0.0909 -0.0087 0.5775 0.0833 0.0000 0.0000

May 1.0000 -0.0357 0.3500 0.2941 0.1765 0.4459 1.2500 0.3878 1.0000 3.5833 0.2222 0.0444 0.4004 0.2321 0.9231 0.6667 0.5455

Jun -0.1250 0.1111 -0.0370 -0.0455 0.3500 0.0561 -0.0833 -0.0294 -0.1429 -0.0364 0.0000 -0.0213 -0.0063 -0.0580 -0.0400 -0.0667 -0.0588

Jul 1.4286 -0.1833 0.2308 0.5714 0.0000 -0.1770 0.3030 0.1307 0.7500 0.1604 0.1818 -0.0217 0.1950 0.2846 0.3750 -0.0357 2.3750

Agst -0.3529 0.0612 -0.0938 -0.0303 0.0000 -0.0538 -0.0465 0.0050 -0.0476 -0.4309 -0.1795 0.1333 -0.0263 -0.0569 -0.1818 -0.1852 -0.0741

Sept -0.0455 0.0769 0.0000 0.0000 0.0000 -0.0795 -0.0634 -0.1133 -0.1500 0.0143 -0.0938 0.0490 -0.0892 -0.0619 0.0741 0.0455 -0.5000

Oct 0.3333 0.2143 -0.1034 -0.0313 0.0000 0.1235 -0.0365 -0.0827 0.2353 -0.0775 0.1379 0.0748 0.0445 0.0761 -0.0345 0.0000 -0.0400

Nov -0.1786 -0.1765 0.1923 0.1935 -0.0741 -0.0440 0.1622 -0.1066 0.0000 0.1298 0.0000 -0.0217 -0.0114 0.0503 0.2143 0.1087 -0.2917

Dec 0.1304 0.1607 0.0323 0.0541 -0.1600 0.0460 0.3488 0.0161 0.1905 0.0676 0.2121 0.0489 0.0805 0.0644 0.0000 0.0000 0.4118

2000 Jan -0.1154 -0.0769 0.0000 -0.0256 0.0952 -0.0989 -0.2241 -0.1151 0.0000 -0.2215 0.2500 0.1017 -0.1104 -0.0591 -0.1471 0.1176 -0.0833

Feb -0.0870 -0.2333 0.0000 0.0000 -0.0435 -0.1463 0.0000 -0.1429 -0.0800 -0.0488 -0.0400 0.0154 -0.2601 -0.2661 0.0000 -0.0877 0.0455

Mrt 0.0476 -0.1087 0.0000 0.0263 0.0000 0.0286 0.0000 0.0298 0.0435 0.2564 -0.0833 -0.2803 0.1677 0.0265 0.0345 -0.0385 0.0435

Apr -0.0909 -0.0976 -0.1563 -0.0513 0.0000 -0.1806 -0.0222 -0.0520 0.0000 -0.0748 -0.1136 0.0316 -0.1349 -0.0893 0.0000 -0.0400 -0.1250

May -0.2500 -0.1351 -0.1852 0.1351 0.0000 -0.1695 -0.0682 -0.0976 -0.1667 0.0588 -0.1282 -0.0816 -0.1040 -0.0414 -0.0667 0.0000 -0.0952

Jun 0.3333 0.0625 0.5000 0.0000 0.0227 0.1837 0.1707 -0.0392 0.1500 0.0625 0.1471 -0.1111 0.1897 0.2136 -0.1071 0.0000 0.0000

Jul 0.1000 -0.0294 0.0000 0.0000 0.0000 0.0000 -0.1042 0.0000 -0.0783 0.0000 0.0103 0.0000 0.0000 0.0000 0.0000 0.0000 -0.0421

Agst 0.0636 0.0121 0.0606 -0.0238 0.0667 -0.1552 0.0372 -0.0506 -0.2264 -0.2157 0.1320 -0.0250 -0.0634 -0.0749 -0.0800 0.0000 0.0000

Sept -0.2137 0.0000 -0.1257 0.0244 0.0000 -0.2694 -0.1480 -0.0978 0.0000 0.0000 0.0135 -0.1026 -0.1599 -0.0887 0.0609 0.0208 -0.0440

Oct 0.0870 -0.0719 0.0000 0.1190 0.1042 -0.1620 -0.0263 0.0591 -0.0244 -0.0300 -0.0708 1.1429 -0.0415 -0.0227 -0.1148 -0.1020 0.1149

Nov 0.0000 0.0323 -0.2157 0.0000 -0.0566 -0.1000 0.0000 -0.0853 0.0000 -0.1323 0.0952 -0.1267 0.3134 0.2773 -0.0741 -0.0455 0.0309

35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51

Th Bln NIPS PRAS TURI MDRN MERK SQIB TSPC TCID MRAT BLTA CMPP HITS RIGS ISAT MPPA TGKA LPGI

1998 Jan 0.4286 -0.4157 -0.3077 -0.1250 -0.0769 1.1731 0.1250 -0.0444 -0.3333 -0.2222 -0.0952 -0.1250 0.1600 -0.2000 0.0769 0.0000 0.0313

Feb 0.2000 0.0769 0.0741 0.4286 0.4167 -0.1770 0.2778 0.2733 0.3000 -0.2857 -0.1053 0.2381 -0.2069 1.0000 -0.1429 0.0000 -0.3182

Mrt 0.2500 0.2143 0.9655 0.5000 0.0000 -0.0538 0.1304 0.1689 0.3077 -0.0500 0.0588 0.2308 -0.0435 0.0000 0.3333 0.0000 0.0667

Apr 0.0000 -0.1765 -0.1404 0.0000 0.0000 -0.0795 -0.0769 -0.9156 0.1765 -0.1053 -0.1667 -0.1250 0.1023 -0.1875 0.0156 -0.4524 0.4167

May -0.4000 0.1607 -0.0612 -0.2000 -0.0294 0.1235 -0.2917 10.2037 -0.1500 0.2353 -0.4000 0.0000 0.0103 -0.0769 -0.0154 -0.6739 0.0000

Jun -0.1111 0.0000 -0.0652 -0.1667 0.0000 -0.0440 0.1176 0.3884 -0.1765 -0.0476 -0.5556 0.0000 -0.1429 -0.4167 -0.3125 0.0000 0.0000

Jul 0.3750 0.0000 -0.1860 0.1000 0.0000 0.0460 0.3684 0.3631 -0.2143 0.0000 0.2500 0.0000 0.0000 0.2857 0.0227 0.0000 0.0000

Agst -0.0909 -0.1385 -0.0857 -0.0909 -0.0303 -0.0989 -0.3077 -0.3384 -0.4545 -0.2000 -0.6000 0.0000 -0.1667 -0.2222 0.1556 0.1667 0.0000

Sept -0.2000 -0.2857 -0.2188 0.0000 0.0000 -0.1463 0.1111 -0.2079 0.1667 -0.2500 0.5000 0.0000 -0.2286 0.0000 -0.1538 -0.2571 -0.8235

Oct -0.1250 0.0000 -0.1200 0.1000 -0.2500 0.0286 -0.1000 0.0333 -0.1429 0.0000 0.0000 0.0000 -0.0556 0.0000 0.3636 0.3077 0.0000

Nov 0.2857 -0.0250 0.1818 0.1818 0.0833 -0.0972 0.1111 0.3387 0.3333 0.1667 0.6667 0.0000 0.1765 0.2857 0.1333 0.0588 0.1667

Dec -0.1111 0.4615 0.0769 0.1538 0.0000 0.2769 0.0500 0.0000 0.2500 0.0000 -0.2000 0.0000 0.4667 0.0000 0.6471 -0.3056 0.0000

1999 Jan 0.1250 0.0000 -0.1429 -0.0667 0.0000 -0.1084 -0.0952 0.1024 -0.1000 0.2143 0.0000 0.0000 -0.0455 0.2222 0.0000 -0.2000 0.0000

Feb 0.1111 0.0000 -0.1250 0.0000 0.1538 -0.0541 -0.0526 0.0164 -0.2222 -0.1765 0.0000 0.2857 0.2381 -0.2727 0.0000 0.0500 0.0000

Mrt -0.2000 0.0000 -0.0476 0.0000 0.0500 0.1000 0.0000 0.0000 0.0000 0.0000 -0.5000 -0.4444 -0.2308 0.0000 -0.2143 0.1905 0.0000

Apr 0.0000 -0.0175 0.0000 0.2143 0.0794 -0.0390 -0.1111 0.0538 0.0000 0.0000 0.0000 0.3500 -0.0500 0.1250 0.0000 0.0000 0.0000

May 1.0000 -0.0357 0.3500 0.2941 0.1765 0.4459 1.2500 0.3878 1.0000 -0.4286 2.5000 -0.8519 0.5658 0.4444 0.8182 0.0400 0.4286

Jun -0.1250 0.1111 -0.0370 -0.0455 0.3500 0.0561 -0.0833 -0.0294 -0.1429 1.0000 -0.1429 5.0000 -0.0252 -0.0462 -0.1000 -0.1154 0.1000

Jul 1.4286 -0.1833 0.2308 0.5714 0.0000 -0.1770 0.3030 0.1307 0.7500 -0.0625 0.6667 -0.1250 0.0086 0.6129 0.1111 0.8261 0.2273

Agst -0.3529 0.0612 -0.0938 -0.0303 0.0000 -0.0538 -0.0465 0.0050 -0.0476 0.7333 -0.1000 0.2381 -0.0256 -0.3500 0.0000 -0.0476 -0.1111

Sept -0.0455 0.0769 0.0000 0.0000 0.0000 -0.0795 -0.0634 -0.1133 -0.1500 -0.0385 0.0000 0.2308 0.0351 0.0000 0.0000 0.8250 0.0000

Oct 0.3333 0.2143 -0.1034 -0.0313 0.0000 0.1235 -0.0365 -0.0827 0.2353 0.0000 0.0000 -0.1250 0.0000 -0.0769 0.5500 -0.0959 0.2500

Nov -0.1786 -0.1765 0.1923 0.1935 -0.0741 -0.0440 0.1622 -0.1066 0.0000 -0.0800 0.2222 0.1429 0.0085 0.8333 0.0000 0.7121 0.1333

Dec 0.1304 0.1607 0.0323 0.0541 -0.1600 0.0460 0.3488 0.0161 0.1905 0.4783 0.1818 -0.1250 0.0000 0.2727 0.6129 -0.0265 0.9412

2000 Jan -0.1154 -0.0769 0.0000 -0.0256 0.0952 -0.0989 -0.2241 -0.1151 0.0000 0.0000 -0.1538 0.0000 0.0000 0.0000 0.0000 0.0000-0.1212

Feb -0.0870 -0.2333 0.0000 0.0000-0.0435 -0.1463 0.0000-0.1429-0.0800 0.0588 0.0000 0.0714 0.0000-0.1429-0.1000 0.0836-0.0517

Mrt 0.0476-0.1087 0.0000 0.0263 0.0000 0.0286 0.0000 0.0298 0.0435 0.0000-0.1818 0.0000 0.0084 0.0000-0.1333 -0.1359 0.0000

Apr -0.0909 -0.0976-0.1563 -0.0513 0.0000-0.1806-0.0222 -0.0520 0.0000 0.0000-0.2222 -0.0667-0.0083 0.3333-0.0449 -0.0388-0.1091

May -0.2500 -0.1351-0.1852 0.1351 0.0000-0.1695-0.0682 -0.0976-0.1667 -0.0556 0.1429 0.0000 0.0000-0.0625 0.0067-0.2525-0.0204

Jun 0.3333 0.0625 0.5000 0.0000 0.0227 0.1837 0.1707-0.0392 0.1500-0.1765 0.6250 0.2857 0.0000-0.1667 0.0133 0.0270 0.0000

Jul 0.1000-0.0294 0.0000 0.0000 0.0000 0.0000-0.1042 0.0000-0.0783 0.1071 0.2154-0.4444 0.0084 0.0000 0.0000 0.0000 0.0000

Agst 0.0636 0.0121 0.0606-0.0238 0.0667-0.1552 0.0372-0.0506-0.2264 0.0000 0.0886 0.3500 0.0000 0.4880-0.0132 -0.0526-0.0833

Sept -0.2137 0.0000-0.1257 0.0244 0.0000-0.2694-0.1480 -0.0978 0.0000 0.0581-0.0930 -0.8519 0.0000-0.0914 0.0000 0.0000-0.0727

Oct 0.0870-0.0719 0.0000 0.1190 0.1042-0.1620-0.0263 0.0591-0.0244 -0.1463 0.0641 5.0000 0.0000-0.0533-0.0667 -0.2222-0.2892

Nov 0.0000 0.0323-0.2157 0.0000-0.0566 -0.1000 0.0000-0.0853 0.0000-0.1071 0.0000 0.0000 0.0000 0.0000 0.1429-0.1429-0.1034

52 53 54 55 56 57

Th Bln POOL JRPT MTSM RBMS SMRA PLIN

1998 Jan 0.5000 0.1000 0.3125 0.0571 -0.0769 0.0000

Feb 0.7778 -0.4091 -0.1905 0.6216 0.4222 0.0000

Mrt 0.3125 0.3846 -0.4118 0.2667 -0.2969 0.0000

Apr -0.1905 -0.5556 0.9000 -0.2500 0.0000 0.0000

May -0.4118 0.0000 -0.9053 -0.2982 0.0000 0.0000

Jun 0.2000 0.0000 11.777 8

-0.1750 0.0000 0.0000

Jul -0.5000 0.0000 -0.2174 -0.2121 0.0000 0.0139

Agst 0.0000 0.0000 -0.3889 -0.2308 0.0000 0.0000

Sept 1.5000 0.0000 0.5455 -0.1500 0.0000 0.0000

Oct 0.4667 0.0000 0.1765 0.1765 0.0000 0.0000

Nov 0.0000 0.0000 -0.3000 0.0000 0.0000 0.0000

Dec 0.1818 0.0000 -0.2143 0.0000 0.0000 0.0000

1999 Jan -0.1923 0.0000 0.1818 -0.2000 0.0000 0.0000

Feb 0.0000 0.0000 0.3846 0.1250 0.0000 0.0000

Mrt -0.0476 0.0000 -0.1667 0.0000 0.4444 0.0000

Apr 0.5000 0.0000 0.1333 0.5556 -0.2962 -0.3836

May -0.1000 1.1250 0.0588 1.4286 -0.3224 -0.1333

Jun 0.1481 -0.0588 -0.2778 -0.1176 -0.1935 0.0000

Jul 0.0968 0.2500 0.3846 0.6000 0.2800 0.0256

Agst 0.0000 0.0000 0.8333 -0.2500 -0.1406 0.0000

Sept -0.1471 -0.1500 -0.4545 -0.0417 0.0000 0.2500

Oct 1.5517 -0.1765 -0.3889 0.0580 -0.0545 0.0000

Nov 0.0000 0.0714 0.5455 0.2329 0.0769 -0.0600

Dec -0.1757 0.0667 0.1765 0.0667 0.3795 0.0638

2000 Jan 0.0000 0.0000 -0.3000 0.1042 0.0000 0.2000

Feb -0.0492 0.3125 -0.2143 -0.2075 -0.0356 0.2500

Mrt -0.2069 0.3810 0.1818 -0.0833 0.0470 0.0000

Apr -0.1304 -0.3448 0.3846 -0.1558 -0.0385 0.0000

May 0.0500 -0.1053 -0.1667 -0.1385 -0.0667 -0.1333

Jun 0.0000 0.0588 0.1333 0.1429 -0.2000 0.1538

Jul 0.0095 0.0000 0.0588 -0.1031 0.0714 0.0000

Agst 0.0000 0.0000 0.0000 -0.1150 0.2000 0.0000

Sept 0.6509 -0.1111 0.0000 -0.2717 -0.0139 0.0000

Oct 0.0000 0.0000 -0.2778 0.0541 0.0070 0.0000

Nov -0.2000 -0.1000 0.2308 0.1026 0.0070 0.0000

, Dec 0.0357 0.0556 0.0000 -0.0930 0.0347 0.4000

RATIO SEBELUM KRISIS MONETER

TOTAL AKTIVA TOTAL HUTANG LEVERAGE

NO KODE 1994 1995 1996 1994 1995 1996 1994 1995 1996