BAB V KESIMPULAN DAN SARAN
5.2. S ARAN
1. Bagi investor, apabila menjumpai peristiwa serupa dimasa yang akan datang agar tidak perlu terburu-buru melepas portfolio yang dimiliki, karena pengaruh dari peristiwa pemilu presiden dan pengumuman kabinet terhadap Bursa Efek Indonesia khususnya indeks LQ-45 hanya bersifat sementara dan pasar akan segera rebound.
2. Berdasarkan abnormal return yang terjadi pada peristiwa pemilu presiden, bagi calon investor, sebaiknya tidak berpatokan pada naik turunnya harga saham saat pemilu presiden, jika ingin berinvestasi atau beli saham sebaiknya pelajari kinerja dan prospek emitennya, karena naik turunnya
harga saat pemilu presiden tergantung sentimen pasar dan hanya bersifat sementara.
3. Dalam peristiwa pemilu presiden, bagi emiten yang ingin menerbitkan saham (right issue atau IPO) sebaiknya melaksanakan setelah atau pasca pemilu presiden, karena situasi politik dan ekonomi lebih pasti setelah mengetahui pemimpin negara ini.
4. Bagi penulis berikutnya, objek penelitian dalam penelitian ini yaitu Indeks LQ-45, untuk penelitian selanjutnya diharapkan mengambil objek penelitian yang diuji berdasarkan sektor industri keuangan mengingat terdapatnya peningkatan capital inflow selama periode peristiwa pemilu presiden, dengan begitu dapat dilihat apakah saham sektor keuangan dapat dipengaruhi terhadap peristiwa politik yang terjadi.
5. Bagi penulis berikutnya, dikarenakan penelitian ini hanya menguji abnormal return dan trading volume activity pada periode peristiwa pemilu presiden dan pengumuman kabinet kerja, diharapkan untuk penulis berikutnya untuk melakukan penelitian terhadap 100 hari kinerja Jokowi- JK serta 100 hari kinerja menteri Kabinet Kerja.
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Semarang: Tesis S2.
Lampiran 1
Perusahaan yang Terdaftar di LQ-45 Periode Febuari 2014- Juli 2014 No. Kode Nama Perusahaan
1 AALI Astra Agro Lestari Tbk.
2 ADHI Adhi Karya (Persero) Tbk.
3 ADRO Adaro Energy Tbk.
4 AKRA AKR Corporindo Tbk.
5 ASII Astra International Tbk.
6 ASRI Alam Sutera Realty Tbk.
7 BBCA Bank Central Asia Tbk.
8 BBNI Bank Negara Indonesia (Persero) Tbk.
9 BBRI Bank Rakyat Indonesia (Persero) Tbk.
10 BDMN Bank Danamon Indonesia Tbk.
11 BKSL Sentul City Tbk.
12 BMRI Bank Mandiri (Persero) Tbk.
13 BMTR Global Mediacom Tbk.
14 BSDE Bumi Serpong Damai Tbk.
15 CPIN Charoen Pokphand Indonesia Tbk.
16 CTRA Ciputra Development Tbk.
17 EXCL XL Axiata Tbk.
18 GGRM Gudang Garam Tbk.
19 HRUM Harum Energy Tbk.
20 ICBP Indofood CBP Sukses Makmur Tbk.
21 INDF Indofood Sukses Makmur Tbk.
22 INTP Indocement Tunggal Prakarsa Tbk.
23 ITMG Indo Tambangraya Megah Tbk.
24 JSMR Jasa Marga (Persero) Tbk.
25 KLBF Kalbe Farma Tbk.
26 LPKR Lippo Karawaci Tbk
27 LSIP PP London Sumatra Indonesia Tbk.
28 MAIN Malindo Feedmill Tbk.
29 MLPL Multipolar Tbk.
30 MNCN Media Nusantara Citran Tbk.
31 PGAS Perusahaan Gas Negara (Persero) Tbk.
32 PTBA Tambang Batubara Bukit Asam (Persero) Tbk.
33 PTPP PP (Persero) Tbk.
34 PWON Pakuwon Jati Tbk.
35 SMGR Semen Indonesia (Persero) Tbk.
36 SMRA Summarecon Agung Tbk.
37 SSIA Surya Semesta Internusa Tbk.
38 TAXI Express Transindo Utama Tbk.
39 TBIG Tower Bersama Infrastructure Tbk.
40 TLKM Telekomunikasi Indonesia (Persero) Tbk.
41 UNTR United Tractors Tbk.
42 UNVR Unilever Indonesia Tbk.
43 VIVA Visi Media Karya Tbk.
44 WIKA Wijaya Karya (Persero) Tbk.
45 WSKT Waskita Karya (Persero) Tbk.
Lampiran 2
Perusahaan yang Terdaftar di LQ-45 Periode Agustus 2014- Januari 2015
No. Kode Nama Perusahaan 1 AALI Astra Agro Lestari Tbk.
2 ADHI Adhi Karya (Persero) Tbk.
3 ADRO Adaro Energy Tbk.
4 AKRA AKR Corporindo Tbk.
5 ANTM Aneka Tambang (Persero) Tbk.
6 ASII Astra International Tbk.
7 ASRI Alam Sutera Realty Tbk.
8 BBCA Bank Central Asia Tbk.
9 BBNI Bank Negara Indonesia (Persero) Tbk.
10 BBRI Bank Rakyat Indonesia (Persero) Tbk.
11 BBTN Bank Tabungan Negara (Persero) Tbk.
12 BDMN Bank Danamon Indonesia Tbk.
13 BMRI Bank Mandiri (Persero) Tbk.
14 BMTR Global Mediacom Tbk.
15 BSDE Bumi Serpong Damai Tbk.
16 CPIN Charoen Pokphand Indonesia Tbk.
17 CTRA Ciputra Development Tbk.
18 EXCL XL Axiata Tbk.
19 GGRM Gudang Garam Tbk.
20 HRUM Harum Energy Tbk.
21 ICBP Indofood CBP Sukses Makmur Tbk.
22 INCO Vale Indonesia Tbk.
23 INDF Indofood Sukses Makmur Tbk.
24 INTP Indocement Tunggal Prakarsa Tbk.
25 ITMG Indo Tambangraya Megah Tbk.
26 JSMR Jasa Marga (Persero) Tbk.
27 KLBF Kalbe Farma Tbk.
28 LPKR Lippo Karawaci Tbk
29 LPPF Matahari Departement Store Tbk.
30 LSIP PP London Sumatra Indonesia Tbk.
31 MNCN Media Nusantara Citran Tbk.
32 PGAS Perusahaan Gas Negara (Persero) Tbk.
33 PTBA Tambang Batubara Bukit Asam (Persero) Tbk.
34 PTPP PP (Persero) Tbk.
35 PWON Pakuwon Jati Tbk.
36 SCMA Surya Citra Media Tbk.
37 SMGR Semen Indonesia (Persero) Tbk.
38 SMRA Summarecon Agung Tbk.
39 TAXI Express Transindo Utama Tbk.
40 TBIG Tower Bersama Infrastructure Tbk.
41 TLKM Telekomunikasi Indonesia (Persero) Tbk.
42 UNTR United Tractors Tbk.
43 UNVR Unilever Indonesia Tbk.
44 WIKA Wijaya Karya (Persero) Tbk.
45 WSKT Waskita Karya (Persero) Tbk.
Lampiran 3
Return Pasar Harian (Rmt)
Nomor Kode Saham h-5 t-4 t-3 t-2 t-1 t1 t2 t3 t4 t5
1 AALI 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 2 ADHI 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 3 ADRO 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 4 AKRA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 5 ASII 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 6 ASRI 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 7 BBCA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 8 BBNI 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 9 BBRI 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 10 BDMN 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 11 BKSL 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 12 BMRI 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 13 BMTR 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 14 BSDE 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 15 CPIN 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 16 CTRA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 17 EXCL 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 18 GGRM 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 19 HRUM 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 20 ICBP 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 21 INDF 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 22 INTP 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 23 ITMG 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 24 JSMR 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 25 KLBF 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 26 LPKR 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 27 LSIP 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 28 MAIN 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 29 MLPL 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 30 MNCN 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 31 PGAS 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 32 PTBA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 33 PTPP 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 34 PWON 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 35 SMGR 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 36 SMRA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 37 SSIA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 38 TAXI 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 39 TBIG 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 40 TLKM 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 41 UNTR 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 42 UNVR 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 43 VIVA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 44 WIKA 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542 45 WSKT 0.00775 -0.00641 0.004212 0.023889 0.012153 0.018905 -0.0165 -0.00117 0.011925 0.007542
Nomor Kode Saham t-3 t-2 t-1 t1 t2 h3 1 AALI 0.011 0.006 -0.006 -0.013 -0.006 0.020 2 ADHI 0.011 0.006 -0.006 -0.013 -0.006 0.020 3 ADRO 0.011 0.006 -0.006 -0.013 -0.006 0.020 4 AKRA 0.011 0.006 -0.006 -0.013 -0.006 0.020 5 ANTM 0.011 0.006 -0.006 -0.013 -0.006 0.020 6 ASII 0.011 0.006 -0.006 -0.013 -0.006 0.020 7 ASRI 0.011 0.006 -0.006 -0.013 -0.006 0.020 8 BBCA 0.011 0.006 -0.006 -0.013 -0.006 0.020 9 BBNI 0.011 0.006 -0.006 -0.013 -0.006 0.020
10 BBRI 0.011 0.006 -0.006 -0.013 -0.006 0.020
11 BBTN 0.011 0.006 -0.006 -0.013 -0.006 0.020
12 BDMN 0.011 0.006 -0.006 -0.013 -0.006 0.020
13 BMRI 0.011 0.006 -0.006 -0.013 -0.006 0.020
14 BMTR 0.011 0.006 -0.006 -0.013 -0.006 0.020
15 BSDE 0.011 0.006 -0.006 -0.013 -0.006 0.020
16 CPIN 0.011 0.006 -0.006 -0.013 -0.006 0.020
17 CTRA 0.011 0.006 -0.006 -0.013 -0.006 0.020
18 EXCL 0.011 0.006 -0.006 -0.013 -0.006 0.020
19 GGRM 0.011 0.006 -0.006 -0.013 -0.006 0.020
20 HRUM 0.011 0.006 -0.006 -0.013 -0.006 0.020
21 ICBP 0.011 0.006 -0.006 -0.013 -0.006 0.020
22 INCO 0.011 0.006 -0.006 -0.013 -0.006 0.020
23 INDF 0.011 0.006 -0.006 -0.013 -0.006 0.020
24 INTP 0.011 0.006 -0.006 -0.013 -0.006 0.020
25 ITMG 0.011 0.006 -0.006 -0.013 -0.006 0.020
26 JSMR 0.011 0.006 -0.006 -0.013 -0.006 0.020
27 KLBF 0.011 0.006 -0.006 -0.013 -0.006 0.020
28 LPKR 0.011 0.006 -0.006 -0.013 -0.006 0.020
29 LPPF 0.011 0.006 -0.006 -0.013 -0.006 0.020
30 LSIP 0.011 0.006 -0.006 -0.013 -0.006 0.020
31 MNCN 0.011 0.006 -0.006 -0.013 -0.006 0.020
32 PGAS 0.011 0.006 -0.006 -0.013 -0.006 0.020
33 PTBA 0.011 0.006 -0.006 -0.013 -0.006 0.020
34 PTPP 0.011 0.006 -0.006 -0.013 -0.006 0.020
35 PWON 0.011 0.006 -0.006 -0.013 -0.006 0.020
36 SCMA 0.011 0.006 -0.006 -0.013 -0.006 0.020
37 SMGR 0.011 0.006 -0.006 -0.013 -0.006 0.020
38 SMRA 0.011 0.006 -0.006 -0.013 -0.006 0.020
39 TAXI 0.011 0.006 -0.006 -0.013 -0.006 0.020
40 TBIG 0.011 0.006 -0.006 -0.013 -0.006 0.020
41 TLKM 0.011 0.006 -0.006 -0.013 -0.006 0.020
42 UNTR 0.011 0.006 -0.006 -0.013 -0.006 0.020
43 UNVR 0.011 0.006 -0.006 -0.013 -0.006 0.020
44 WIKA 0.011 0.006 -0.006 -0.013 -0.006 0.020
45 WSKT 0.011 0.006 -0.006 -0.013 -0.006 0.020
Lampiran 4
Return Sekuritas Harian (Rit)
Nomor Kode Saham t-5 t-4 t-3 t-2 t-1 t1 t2 t3 t4 t5
1 AALI 0.010989 -0.01359 0.010101 0.01 -0.0279 0.005556 -0.02394 -0.00094 -0.01983 0.004817 2 ADHI 0 0.009058 0.044883 0.079038 0 0.007962 -0.01422 0.003205 0.043131 -0.00459 3 ADRO 0.030043 -0.00833 0 0.004202 -0.01255 0 -0.04237 -0.02212 0.036199 0.004367 4 AKRA 0.021028 0.026316 0.007804 0.012168 -0.01311 0.044297 -0.01273 -0.02256 0.016484 0.018378 5 ASII 0.013605 -0.01342 0 0.020408 0.02 0.022876 -0.03514 -0.00662 0.013333 0 6 ASRI 0.006803 0.056306 0.017058 0.048218 0 0.02 -0.02353 0 0.024096 0.039216 7 BBCA 0.006818 -0.00903 0.01139 0.015766 0.002217 0.015487 -0.01525 0 0.00885 0.02193 8 BBNI 0.003135 -0.01146 0.001054 0.02 0.027864 0.039157 -0.02415 -0.00495 0.00995 0.014778 9 BBRI -0.00723 -0.01214 0.002457 0.034314 0.059242 0.044743 -0.01499 -0.01087 0.01978 -0.01724 10 BDMN 0.019277 -0.01537 0.006002 0.023866 0.009324 -0.00462 0 -0.00116 0 -0.00348 11 BKSL 0 0.020202 0.039604 0.190476 0.024 -0.07031 0.02521 0.02459 0.008 0.047619 12 BMRI 0.002545 -0.0203 0.002591 0.02584 0.02267 0.03202 0.002387 0 0.004762 0.004739 13 BMTR 0 -0.01878 -0.00239 -0.0024 -0.01442 0.007317 -0.02421 -0.00993 -0.00251 0 14 BSDE 0.020408 0.003333 0.033223 0.022508 0 0.018868 -0.04012 0.028939 0.01875 0.018405 15 CPIN 0.015957 0.005236 -0.01432 0.029062 -0.00513 0 -0.00774 -0.0013 0.003906 0.051881 16 CTRA 0.032086 0.020725 0.050761 0.057971 0.027397 0.053333 -0.0211 0 0.038793 0.045643 17 EXCL 0.044776 0.033333 -0.0553 0.034146 0.004717 0.014085 -0.00926 0.023364 -0.0137 0.00463 18 GGRM -0.00659 -0.00379 0.013796 0.002346 -0.00328 0.010803 -0.02463 0.005241 0.005687 0.012253 19 HRUM 0.017131 0 -0.03579 0.004367 -0.02174 -0.00222 -0.01336 -0.02032 -0.02074 0.014118 20 ICBP 0.014888 -0.00733 -0.00739 0.014888 0 0.012225 -0.02657 -0.00496 -0.00499 0.052632 21 INDF 0.011111 0 -0.00366 0.014706 0 0.025362 0.003534 -0.00704 0 0.003546 22 INTP 0.006522 -0.00324 0.013001 0.069519 0 0.02 0.008824 -0.00389 0.00878 0.009671 23 ITMG 0.010368 0.005597 0.005566 0.005535 -0.01835 -0.01308 -0.01515 -0.02885 -0.00792 0.011976 24 JSMR 0.004202 0.012552 -0.00826 0.0125 0.00823 0.032653 -0.00395 -0.01587 0.016129 0.007937 25 KLBF 0.005935 0 -0.0059 0.005935 0.011799 0.017493 -0.00573 -0.02017 0.014706 0.037681 26 LPKR 0.010471 0.015544 0.030612 0.049505 0.028302 0.068807 -0.03004 0 0.017699 0.017391 27 LSIP -0.01316 0.004444 -0.00442 0.002222 -0.0133 0.024719 -0.01316 -0.02667 -0.02968 0.002353 28 MAIN 0.023897 0.001795 0 0.03405 -0.00693 0 -0.02618 0 0.001792 0.073345 29 MLPL -0.02083 0.014184 0 0.041958 -0.00671 -0.01351 -0.04795 0.007194 0.035714 0.027586 30 MNCN 0.014599 -0.0018 -0.01802 0.001835 0 -0.06227 0.029297 0.011385 0.003752 0.005607 31 PGAS 0.004545 -0.01357 -0.00459 0.018433 0 0.031674 -0.00877 0.00885 0.004386 0.030568 32 PTBA 0.018957 -0.00233 -0.00699 0.051643 -0.0067 0.008989 -0.04232 0 0 0.004651 33 PTPP -0.00548 0 0.030303 0.074866 0.007463 0.064198 -0.0348 0.002404 0.059952 0.020362 34 PWON -0.00289 0.014493 0.054286 0.01897 0.018617 0.057441 -0.00247 -0.0198 0.027778 0.022113 35 SMGR 0 -0.00332 0.006656 0.052893 0.017268 0.032407 -0.00448 0 0.016517 0.007386 36 SMRA -0.01345 0.009091 0.054054 0.042735 0.008197 0.097561 -0.07407 0.004 0.043825 0.003817 37 SSIA 0.022059 0.021583 0.056338 0.033333 0.032258 0.05625 -0.01183 -0.02395 0.030675 0.02381 38 TAXI -0.01606 0.020408 -0.012 -0.02429 0.004149 0.008264 -0.02049 0.025105 -0.02857 0.008403 39 TBIG -0.00935 -0.00629 -0.01582 0 0.009646 0.006369 -0.01266 0 0 0.009615 40 TLKM 0.008065 -0.01 0.020202 0.029703 0.005769 -0.00956 -0.00579 0.013592 0.017241 -0.00188 41 UNTR 0.012022 0 0 0.021598 0.014799 0.025 -0.04472 0.009574 0.003161 -0.02101 42 UNVR 0.019328 -0.00412 0.003311 0.019802 0.010518 0.005604 -0.03185 0 0.032072 -0.00398 43 VIVA 0.056604 0.017857 -0.00702 -0.04947 -0.00372 -0.06716 -0.064 -0.03846 -0.01778 0.004525 44 WIKA 0.002257 0.022523 0.022026 0.047414 0.002058 0.026694 -0.014 0.018256 0.039841 0.001916 45 WSKT 0 0 0.02963 0.064748 0.02027 0.02649 -0.00645 0 0.045455 0.006211
Nomor Kode Saham t-3 t-2 t-1 t1 t2 t3
1 AALI 0.010296 0.002548 0.031766 0 -0.01601 0.055069 2 ADHI 0.007092 0.007042 -0.01748 -0.01601 -0.03074 0.018657 3 ADRO 0.05641 0.019417 0.004762 -0.00948 -0.01435 0.067961 4 AKRA 0.032225 -0.01208 0.003058 0.005081 -0.02831 -0.00832
5 ANTM 0.010526 0 0 -0.01563 0 -0.00529
6 ASII 0.007692 0.022901 -0.01493 -0.01136 0.019157 0.033835 7 ASRI -0.00835 0.012632 -0.01663 -0.0296 -0.00654 0.004386 8 BBCA 0.021569 0.019194 0.003766 -0.01126 0.011385 0.003752 9 BBNI 0.017544 0 0 -0.01724 -0.01316 0.017778 10 BBRI 0.014184 0.011655 -0.00461 -0.02315 -0.00474 0.030952 11 BBTN 0 0.004329 -0.00862 -0.01304 -0.02643 0.004525 12 BDMN 0.0025 0.012469 -0.00493 -0.00248 0.004963 0.014815 13 BMRI 0.007481 0.007426 -0.00737 -0.01238 0.002506 0.0175 14 BMTR -0.01042 0.018421 -0.01034 -0.00783 0 0.021053 15 BSDE 0.019108 0 -0.00938 -0.03785 -0.00328 0.029605 16 CPIN 0.016311 0.003704 0.00861 0.030488 -0.02485 0.029126 17 CTRA 0.018868 0.027778 -0.02252 -0.01382 0.004673 0.023256 18 EXCL 0 0.008511 -0.00422 0.004237 -0.02954 -0.04783 19 GGRM -0.00435 -0.01747 -0.00133 0.002671 -0.00133 0.01245 20 HRUM 0.012384 -0.02141 -0.01563 -0.03175 -0.01639 0 21 ICBP -0.01325 0.017897 0.002198 -0.02632 -0.01802 0.013761 22 INCO 0.005435 -0.00135 0.001353 -0.01757 -0.02338 0.016901 23 INDF -0.00368 -0.00369 -0.01481 -0.02632 -0.01158 0.027344 24 INTP 0.009494 -0.00731 0.005263 0 -0.01152 0.018008 25 ITMG 0.049813 0.020166 0.006977 0.002309 -0.02304 0.03066
26 JSMR 0.004082 0 0.00813 0 -0.00403 0.016194
27 KLBF -0.00882 0.008902 0 -0.02353 0.012048 0.014881 28 LPKR 0.034653 0.004785 0.004762 -0.00948 -0.00478 0.019231 29 LPPF 0.003135 0 -0.00938 -0.0347 -0.00654 -0.00329 30 LSIP 0.017143 0.014045 0.022161 -0.01084 -0.01096 0.041551 31 MNCN -0.01163 -0.01849 -0.03596 -0.01421 0.009009 0.007143 32 PGAS 0.008811 0.0131 0 0.00431 0.004292 0.012821 33 PTBA 0.035197 -0.004 -0.01406 0.004073 -0.03651 0.056842 34 PTPP 0.004057 0.006061 -0.01807 0.022495 0 0.028 35 PWON 0.020737 0.013544 -0.01336 -0.00677 0 0.009091 36 SCMA 0.014025 0.023513 -0.04054 -0.03521 -0.01022 0.00295 37 SMGR 0.025478 0 -0.01242 -0.00629 -0.01424 0.028892 38 SMRA 0.02381 0.015504 -0.03435 -0.03557 0 0.012295 39 TAXI 0.004329 -0.01293 0.008734 0.004329 -0.03448 0.017857 40 TBIG 0.029155 -0.0085 -0.00571 -0.00287 0.005764 0.011461 41 TLKM 0.003509 0.006993 -0.00347 -0.02265 -0.04278 0.013035 42 UNTR 0.013043 0.025751 -0.01534 -0.03966 0.0059 0.036657 43 UNVR 0.012648 -0.02576 -0.01923 -0.01797 -0.00582 0.041004 44 WIKA 0.003442 0 -0.00686 0 -0.01382 0.015762 45 WSKT -0.00529 0.026596 -0.01554 0 -0.01579 0.032086
Lampiran 5
Data Abnormal Return (AR)
Nomor Kode Saham Art-5 Art-4 Art-3 Art-2 Art-1 Art1 Art2 Art3 Art4 Art5 1 AALI 0.003239 -0.00717 0.005889 -0.01389 -0.04006 -0.01335 -0.00745 0.000231 -0.03176 -0.00273 2 ADHI -0.00775 0.015472 0.040672 0.055148 -0.01215 -0.01094 0.002277 0.004379 0.031206 -0.01214 3 ADRO 0.022293 -0.00192 -0.00421 -0.01969 -0.02471 -0.0189 -0.02588 -0.02095 0.024274 -0.00318 4 AKRA 0.013278 0.03273 0.003592 -0.01172 -0.02527 0.025392 0.00377 -0.02138 0.004558 0.010836 5 ASII 0.005855 -0.00701 -0.00421 -0.00348 0.007847 0.003971 -0.01865 -0.00545 0.001408 -0.00754 6 ASRI -0.00095 0.06272 0.012846 0.024329 -0.01215 0.001095 -0.00703 0.001174 0.012171 0.031674 7 BBCA -0.00093 -0.00262 0.007178 -0.00812 -0.00994 -0.00342 0.001244 0.001174 -0.00308 0.014388 8 BBNI -0.00462 -0.00504 -0.00316 -0.00389 0.015711 0.020252 -0.00766 -0.00378 -0.00197 0.007236 9 BBRI -0.01498 -0.00572 -0.00175 0.010424 0.047089 0.025838 0.001506 -0.0097 0.007855 -0.02478 10 BDMN 0.011527 -0.00895 0.001791 -2.3E-05 -0.00283 -0.02352 0.016495 1.38E-05 -0.01193 -0.01103 11 BKSL -0.00775 0.026616 0.035392 0.166587 0.011847 -0.08922 0.041705 0.025764 -0.00393 0.040077 12 BMRI -0.00521 -0.01389 -0.00162 0.00195 0.010517 0.013115 0.018882 0.001174 -0.00716 -0.0028 13 BMTR -0.00775 -0.01237 -0.0066 -0.02629 -0.02658 -0.01159 -0.00772 -0.00875 -0.01443 -0.00754 14 BSDE 0.012658 0.009747 0.029011 -0.00138 -0.01215 -3.7E-05 -0.02363 0.030113 0.006825 0.010863 15 CPIN 0.008207 0.01165 -0.01853 0.005173 -0.01729 -0.0189 0.008753 -0.00013 -0.00802 0.044339 16 CTRA 0.024335 0.02714 0.04655 0.034082 0.015244 0.034429 -0.0046 0.001174 0.026868 0.038101 17 EXCL 0.037026 0.039747 -0.05951 0.010257 -0.00744 -0.00482 0.007236 0.024538 -0.02562 -0.00291 18 GGRM -0.01434 0.002623 0.009585 -0.02154 -0.01543 -0.0081 -0.00813 0.006415 -0.00624 0.004711 19 HRUM 0.00938 0.006414 -0.04 -0.01952 -0.03389 -0.02113 0.003132 -0.01914 -0.03266 0.006576 20 ICBP 0.007138 -0.00092 -0.0116 -0.009 -0.01215 -0.00668 -0.01008 -0.00379 -0.01691 0.04509 21 INDF 0.003361 0.006414 -0.00787 -0.00918 -0.01215 0.006458 0.020029 -0.00587 -0.01193 -0.004 22 INTP -0.00123 0.003174 0.008789 0.045629 -0.01215 0.001095 0.025319 -0.00271 -0.00314 0.002129 23 ITMG 0.002617 0.012011 0.001354 -0.01835 -0.0305 -0.03199 0.001343 -0.02767 -0.01985 0.004434 24 JSMR -0.00355 0.018966 -0.01248 -0.01139 -0.00392 0.013748 0.012542 -0.0147 0.004204 0.000395 25 KLBF -0.00182 0.006414 -0.01011 -0.01795 -0.00035 -0.00141 0.010764 -0.019 0.002781 0.030139 26 LPKR 0.002721 0.021958 0.026401 0.025616 0.016149 0.049903 -0.01355 0.001174 0.005774 0.009849 27 LSIP -0.02091 0.010859 -0.00864 -0.02167 -0.02546 0.005814 0.003337 -0.02549 -0.04161 -0.00519 28 MAIN 0.016147 0.008209 -0.00421 0.010161 -0.01909 -0.0189 -0.00968 0.001174 -0.01013 0.065803 29 MLPL -0.02858 0.020599 -0.00421 0.018069 -0.01886 -0.03242 -0.03145 0.008368 0.023789 0.020044 30 MNCN 0.006848 0.004616 -0.02223 -0.02205 -0.01215 -0.08118 0.045792 0.012559 -0.00817 -0.00193 31 PGAS -0.0032 -0.00716 -0.0088 -0.00546 -0.01215 0.012769 0.007723 0.010023 -0.00754 0.023026 32 PTBA 0.011207 0.004089 -0.0112 0.027754 -0.01885 -0.00992 -0.02582 0.001174 -0.01193 -0.00289 33 PTPP -0.01323 0.006414 0.026091 0.050977 -0.00469 0.045293 -0.01831 0.003578 0.048027 0.01282 34 PWON -0.01064 0.020907 0.050074 -0.00492 0.006464 0.038536 0.014026 -0.01863 0.015853 0.014571 35 SMGR -0.00775 0.003097 0.002444 0.029003 0.005115 0.013503 0.012011 0.001174 0.004591 -0.00016 36 SMRA -0.0212 0.015505 0.049842 0.018846 -0.00396 0.078656 -0.05758 0.005174 0.0319 -0.00373 37 SSIA 0.014309 0.027997 0.052126 0.009444 0.020105 0.037345 0.004661 -0.02278 0.01875 0.016268 38 TAXI -0.02381 0.026822 -0.01621 -0.04818 -0.008 -0.01064 -0.004 0.026279 -0.0405 0.000861 39 TBIG -0.0171 0.000125 -0.02003 -0.02389 -0.00251 -0.01254 0.003837 0.001174 -0.01193 0.002073 40 TLKM 0.000314 -0.00359 0.01599 0.005814 -0.00638 -0.02847 0.010703 0.014766 0.005316 -0.00943 41 UNTR 0.004272 0.006414 -0.00421 -0.00229 0.002646 0.006095 -0.02822 0.010748 -0.00876 -0.02855 42 UNVR 0.011577 0.002292 -0.0009 -0.00409 -0.00164 -0.0133 -0.01535 0.001174 0.020147 -0.01153 43 VIVA 0.048853 0.024271 -0.01123 -0.07336 -0.01587 -0.08607 -0.0475 -0.03729 -0.0297 -0.00302 44 WIKA -0.00549 0.028937 0.017815 0.023524 -0.0101 0.007789 0.002495 0.01943 0.027916 -0.00563 45 WSKT -0.00775 0.006414 0.025418 0.040859 0.008117 0.007585 0.010043 0.001174 0.033529 -0.00133
Nomor Kode Saham Art-3 Art-2 Art-1 Art1 Art2 Art3 1 AALI -0.00029 -0.00355 0.037723 0.012994 -0.01036 0.035057 2 ADHI -0.00349 0.000949 -0.01153 -0.00302 -0.02509 -0.00136 3 ADRO 0.045827 0.013324 0.010719 0.003515 -0.0087 0.047949 4 AKRA 0.021641 -0.01818 0.009015 0.018075 -0.02266 -0.02834 5 ANTM -0.00006 -0.00609 0.005957 -0.00263 0.005651 -0.0253 6 ASII -0.00289 0.016808 -0.00897 0.00163 0.024808 0.013822 7 ASRI -0.01893 0.006539 -0.01068 -0.0166 -0.00088 -0.01563 8 BBCA 0.010985 0.013101 0.009723 0.001737 0.017036 -0.01626 9 BBNI 0.006961 -0.00609 0.005957 -0.00425 -0.00751 -0.00223 10 BBRI 0.003601 0.005562 0.001349 -0.01015 0.000912 0.01094 11 BBTN -0.01058 -0.00176 -0.00266 -0.00005 -0.02078 -0.01549 12 BDMN -0.00808 0.006376 0.001031 0.010519 0.010614 -0.0052 13 BMRI -0.0031 0.001333 -0.00141 0.000618 0.008157 -0.00251 14 BMTR -0.021 0.012328 -0.00438 0.005161 0.005651 0.00104 15 BSDE 0.008525 -0.00609 -0.00342 -0.02486 0.002372 0.009593 16 CPIN 0.005728 -0.00239 0.014567 0.043482 -0.0192 0.009114 17 CTRA 0.008285 0.021685 -0.01657 -0.00083 0.010324 0.003244 18 EXCL -0.01058 0.002418 0.001738 0.017231 -0.02388 -0.06784 19 GGRM -0.01493 -0.02357 0.004623 0.015665 0.004319 -0.00756 20 HRUM 0.001801 -0.0275 -0.00967 -0.01875 -0.01074 -0.02001 21 ICBP -0.02383 0.011804 0.008155 -0.01332 -0.01237 -0.00625 22 INCO -0.00515 -0.00744 0.00731 -0.00457 -0.01773 -0.00311 23 INDF -0.01426 -0.00978 -0.00886 -0.01332 -0.00593 0.007331 24 INTP -0.00109 -0.01341 0.01122 0.012994 -0.00587 -0.002 25 ITMG 0.03923 0.014073 0.012934 0.015303 -0.01739 0.010648 26 JSMR -0.0065 -0.00609 0.014087 0.012994 0.001619 -0.00382 27 KLBF -0.01941 0.002809 0.005957 -0.01054 0.017699 -0.00513 28 LPKR 0.02407 -0.00131 0.010719 0.003515 0.000866 -0.00078 29 LPPF -0.00745 -0.00609 -0.00342 -0.02171 -0.00088 -0.0233 30 LSIP 0.00656 0.007952 0.028118 0.002154 -0.00531 0.021539 31 MNCN -0.02221 -0.02458 -0.03 -0.00122 0.01466 -0.01287 32 PGAS -0.00177 0.007007 0.005957 0.017304 0.009943 -0.00719 33 PTBA 0.024614 -0.01009 -0.0081 0.017067 -0.03086 0.03683 34 PTPP -0.00653 -0.00003 -0.01212 0.035489 0.005651 0.007988 35 PWON 0.010154 0.007451 -0.00741 0.006222 0.005651 -0.01092 36 SCMA 0.003442 0.01742 -0.03458 -0.02222 -0.00457 -0.01706 37 SMGR 0.014895 -0.00609 -0.00647 0.006705 -0.00859 0.00888 38 SMRA 0.013226 0.009411 -0.02839 -0.02258 0.005651 -0.00772 39 TAXI -0.00625 -0.01902 0.014691 0.017323 -0.02883 -0.00216 40 TBIG 0.018571 -0.01459 0.000243 0.01012 0.011415 -0.00855 41 TLKM -0.00707 0.0009 0.002485 -0.00965 -0.03713 -0.00698 42 UNTR 0.00246 0.019658 -0.00938 -0.02667 0.011551 0.016645 43 UNVR 0.002065 -0.03185 -0.01327 -0.00498 -0.00017 0.020992 44 WIKA -0.00714 -0.00609 -0.0009 0.012994 -0.00817 -0.00425 45 WSKT -0.01587 0.020503 -0.00959 0.012994 -0.01014 0.012073
Lampiran 6
Data Saham yang Beredar
Nomor Kode Saham t-5 t-4 t-3 t-2 t-1 t1 t2 t3 t4 t5
1 AALI 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 2 ADHI 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 3 ADRO 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 4 AKRA 3,880,727,500 3,880,727,500 3,880,727,500 3,880,727,500 3,880,727,500 3,880,727,500 3,880,727,500 3,880,727,500 3,880,727,500 3,880,727,500 5 ASII 40,484,000,000 40,484,000,000 40,484,000,000 40,484,000,000 40,484,000,000 40,484,000,000 40,484,000,000 40,484,000,000 40,484,000,000 40,484,000,000 6 ASRI 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 7 BBCA 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 8 BBNI 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 9 BBRI 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 10 BDMN 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 11 BKSL 31,396,905,010 31,396,905,010 31,396,905,010 31,396,905,010 31,396,905,010 31,396,905,010 31,396,905,010 31,396,905,010 31,396,905,010 31,396,905,010 12 BMRI 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 13 BMTR 14,052,702,050 14,052,702,050 14,052,702,050 14,052,702,050 14,052,702,050 14,052,702,050 14,052,702,050 14,052,702,050 14,052,702,050 14,052,702,050 14 BSDE 17,496,996,592 17,496,996,592 17,496,996,592 17,496,996,592 17,496,996,592 17,496,996,592 17,496,996,592 17,496,996,592 17,496,996,592 17,496,996,592 15 CPIN 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16 CTRA 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 17 EXCL 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 18 GGRM 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 19 HRUM 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 20 ICBP 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 21 INDF 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 22 INTP 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 23 ITMG 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 24 JSMR 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 25 KLBF 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 26 LPKR 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 27 LSIP 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 28 MAIN 1,695,000,000 1,695,000,000 1,695,000,000 1,695,000,000 1,695,000,000 1,695,000,000 1,695,000,000 1,695,000,000 1,695,000,000 1,695,000,000 29 MLPL 10,064,747,323 10,064,747,323 10,064,747,323 10,064,747,323 10,064,747,323 10,064,747,323 10,064,747,323 10,064,747,323 10,064,747,323 10,064,747,323 30 MNCN 14,099,463,000 14,099,463,000 14,099,463,000 14,099,463,000 14,099,463,000 14,099,463,000 14,099,463,000 14,099,463,000 14,099,463,000 14,099,463,000 31 PGAS 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 32 PTBA 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 33 PTPP 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 34 PWON 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 35 SMGR 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 36 SMRA 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 37 SSIA 4,705,249,440 4,705,249,440 4,705,249,440 4,705,249,440 4,705,249,440 4,705,249,440 4,705,249,440 4,705,249,440 4,705,249,440 4,705,249,440 38 TAXI 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 39 TBIG 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 40 TLKM 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 41 UNTR 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 42 UNVR 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 43 VIVA 16,464,270,400 16,464,270,400 16,464,270,400 16,464,270,400 16,464,270,400 16,464,270,400 16,464,270,400 16,464,270,400 16,464,270,400 16,464,270,400 44 WIKA 6,139,968,000 6,139,968,000 6,139,968,000 6,139,968,000 6,139,968,000 6,139,968,000 6,139,968,000 6,139,968,000 6,139,968,000 6,139,968,000 45 WSKT 9,632,236,000 9,632,236,000 9,632,236,000 9,632,236,000 9,632,236,000 9,632,236,000 9,632,236,000 9,632,236,000 9,632,236,000 9,632,236,000
Nomor Kode Saham t-3 t-2 t-1 t1 t2 t3
1 AALI 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 1,574,745,000 2 ADHI 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 1,801,320,000 3 ADRO 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 31,985,962,000 4 AKRA 3,903,441,500 3,903,441,500 3,903,441,500 3,903,441,500 3,903,441,500 3,903,441,500 5 ANTM 9,538,459,750 9,538,459,750 9,538,459,750 9,538,459,750 9,538,459,750 9,538,459,750 6 ASII 40,483,553,140 40,483,553,140 40,483,553,140 40,483,553,140 40,483,553,140 40,483,553,140 7 ASRI 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 19,649,411,888 8 BBCA 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 24,408,459,120 9 BBNI 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 18,462,169,893 10 BBRI 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 24,422,470,380 11 BBTN 10,459,513,000 10,459,513,000 10,459,513,000 10,459,513,000 10,459,513,000 10,459,513,000 12 BDMN 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 9,488,796,931 13 BMRI 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 23,099,999,999 14 BMTR 14,115,082,550 14,115,082,550 14,115,082,550 14,115,082,550 14,115,082,550 14,115,082,550 15 BSDE 18,371,846,392 18,371,846,392 18,371,846,392 18,371,846,392 18,371,846,392 18,371,846,392 16 CPIN 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 16,398,000,000 17 CTRA 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 15,165,815,994 18 EXCL 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 8,534,490,667 19 GGRM 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 1,924,088,000 20 HRUM 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 2,703,620,000 21 ICBP 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 5,830,954,000 22 INCO 9,936,338,720 9,936,338,720 9,936,338,720 9,936,338,720 9,936,338,720 9,936,338,720 23 INDF 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 8,780,426,500 24 INTP 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 3,681,231,699 25 ITMG 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 1,129,925,000 26 JSMR 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 6,800,000,000 27 KLBF 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 46,875,122,110 28 LPKR 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 23,077,689,619 29 LPPF 2,917,918,080 2,917,918,080 2,917,918,080 2,917,918,080 2,917,918,080 2,917,918,080 30 LSIP 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 6,822,863,965 31 MNCN 14,180,345,000 14,180,345,000 14,180,345,000 14,180,345,000 14,180,345,000 14,180,345,000 32 PGAS 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 24,241,508,196 33 PTBA 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 2,304,131,850 34 PTPP 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 4,842,436,500 35 PWON 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 48,159,602,400 36 SCMA 14,621,601,234 14,621,601,234 14,621,601,234 14,621,601,234 14,621,601,234 14,621,601,234 37 SMGR 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 5,931,520,000 38 SMRA 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 14,426,781,680 39 TAXI 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 2,145,600,000 40 TBIG 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 4,796,526,199 41 TLKM 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 100,799,996,400 42 UNTR 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 3,730,135,136 43 UNVR 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 7,630,000,000 44 WIKA 6,149,225,000 6,149,225,000 6,149,225,000 6,149,225,000 6,149,225,000 6,149,225,000 45 WSKT 9,666,340,100 9,666,340,100 9,666,340,100 9,666,340,100 9,666,340,100 9,666,340,100
Lampiran 7
Data Saham yang Diperdagangkan
Nomor Kode Saham t-5 t-4 t-3 t-2 t-1 t1 t2 t3 t4 t5
1 AALI 1,370,600 651,800 959,400 1,579,300 1,994,300 3,501,500 2,116,600 860,700 4,271,900 1,475,300 2 ADHI 8,258,300 23,373,500 35,689,900 53,250,200 38,280,500 72,679,900 24,397,200 18,621,500 49,062,900 40,445,600 3 ADRO 49,021,300 48,088,300 18,051,600 58,828,800 62,234,200 49,899,300 89,182,500 52,621,800 49,414,800 91,635,200 4 AKRA 7,032,600 6,109,000 3,963,900 7,256,300 6,395,900 19,874,500 5,237,500 4,326,400 7,216,600 6,957,200 5 ASII 21,128,900 11,313,100 23,581,400 63,667,100 87,554,500 127,365,700 37,434,700 18,227,400 31,727,900 42,710,200 6 ASRI 34,767,400 104,661,900 89,753,300 160,530,900 143,523,700 291,391,700 70,625,200 53,074,600 78,942,700 229,390,900 7 BBCA 6,288,400 5,030,200 11,160,800 14,375,000 13,660,400 61,578,300 16,387,800 10,647,700 14,261,100 33,830,600 8 BBNI 14,100,800 34,721,400 19,671,200 49,151,900 67,044,400 109,589,800 26,054,000 18,811,500 16,219,500 29,332,100 9 BBRI 12,997,100 38,525,700 16,758,400 53,675,200 64,380,500 100,783,900 46,914,900 43,436,100 24,868,100 34,715,500 10 BDMN 755,700 554,100 385,200 2,035,300 1,669,600 4,862,600 2,734,100 620,500 822,700 2,033,100 11 BKSL 186,642,300 312,856,700 499,208,800 960,542,500 961,988,100 599,689,100 277,952,200 301,567,000 301,432,100 486,005,200 12 BMRI 26,998,600 44,456,000 17,555,700 63,961,400 102,180,100 200,380,800 46,689,700 29,697,000 34,260,000 27,252,700 13 BMTR 28,966,500 18,382,100 17,410,600 17,241,200 19,935,600 21,246,300 16,055,000 9,028,900 18,146,200 14,157,600 14 BSDE 9,881,100 7,467,000 22,560,800 40,433,100 26,230,500 74,320,300 18,856,500 30,507,300 32,460,500 46,765,000 15 CPIN 4,879,700 5,398,000 4,187,900 8,020,500 7,249,200 12,718,500 4,485,800 5,023,400 5,138,700 23,750,600 16 CTRA 19,336,000 26,543,100 46,618,600 52,564,000 37,248,800 137,797,100 23,605,000 13,400,300 22,922,500 42,657,900 17 EXCL 2,694,300 3,716,000 1,932,400 1,649,800 2,448,500 4,908,500 2,281,200 1,366,000 1,601,800 850,200 18 GGRM 827,600 461,900 804,300 933,000 762,200 1,439,000 842,200 628,400 632,500 1,694,500 19 HRUM 4,750,700 4,667,900 6,991,600 4,980,900 7,498,200 5,026,800 3,862,900 5,625,100 13,843,800 15,085,100 20 ICBP 6,415,000 2,516,400 740,200 2,969,300 1,763,200 8,992,100 2,474,900 1,089,100 3,174,700 18,516,600 21 INDF 5,126,800 4,123,800 4,543,600 11,264,000 14,840,000 29,977,800 20,559,500 10,301,700 8,744,300 17,407,500 22 INTP 1,419,700 1,879,600 2,563,400 8,426,200 4,021,600 18,198,300 4,263,600 2,001,700 2,478,600 4,833,200 23 ITMG 738,200 471,500 364,800 908,000 824,300 1,312,200 953,700 1,595,000 2,243,900 1,998,700 24 JSMR 2,322,700 10,840,500 5,389,200 9,739,500 9,768,100 50,742,700 9,444,900 4,125,300 5,838,100 11,221,900 25 KLBF 69,666,700 32,628,700 59,698,600 54,468,600 57,462,500 131,627,000 54,144,100 81,621,300 38,209,600100,341,000 26 LPKR 94,563,500103,001,500 147,657,700 196,182,400 206,905,100 202,385,300 39,081,500 70,158,900 147,260,100192,111,700 27 LSIP 20,635,200 17,492,700 14,286,700 18,842,900 22,954,800 50,069,100 29,256,900 30,199,100 45,954,500 35,371,100 28 MAIN 4,251,400 739,000 735,400 4,091,900 2,522,400 2,287,200 2,016,700 4,879,800 365,800 11,906,300 29 MLPL 17,595,600 27,942,000 12,689,200 28,412,400 24,715,500 34,395,600 19,116,000 7,935,900 23,208,200 21,417,700 30 MNCN 3,431,000 4,029,100 1,278,100 5,688,600 6,268,800 35,641,300 17,649,000 6,324,200 5,843,300 15,576,100 31 PGAS 10,524,000 8,076,700 8,881,800 19,513,300 28,012,000 48,263,100 15,391,800 16,613,000 14,830,900 44,083,000 32 PTBA 1,296,000 1,304,600 1,274,000 3,370,000 1,976,900 3,540,700 1,888,000 1,672,300 2,604,300 2,029,900 33 PTPP 8,431,100 10,940,700 23,898,600 46,138,300 32,035,500 55,053,500 22,740,200 12,272,800 19,893,100 23,414,700 34 PWON 29,028,800 36,637,400 90,019,200 48,373,900 117,723,400 191,239,900 20,668,500 17,903,100 71,182,200 75,032,900 35 SMGR 5,800,900 3,911,900 8,951,500 13,175,500 21,122,200 33,956,400 9,997,700 5,684,100 5,091,700 9,306,600 36 SMRA 13,912,300 21,153,300 28,928,800 27,396,200 41,012,400 151,931,600 58,383,100 25,497,500 46,463,000 38,350,200 37 SSIA 7,611,200 6,503,300 17,281,900 18,918,300 32,767,800 57,199,900 16,832,000 11,485,400 9,025,400 22,610,100 38 TAXI 20,544,000 12,436,400 10,151,100 9,355,700 22,393,300 23,047,800 11,672,400 18,670,800 19,217,700 14,810,400 39 TBIG 2,615,900 1,633,900 1,353,900 1,800,400 3,725,100 17,689,900 2,656,500 1,664,000 4,456,100 4,767,800 40 TLKM 44,555,300 72,541,800 96,433,200 225,720,400 151,662,700 203,913,800 95,574,900 92,353,400 57,478,500 63,715,000 41 UNTR 2,104,700 3,590,200 1,939,800 3,389,600 4,545,300 6,010,000 2,737,000 1,599,800 1,659,100 3,173,200 42 UNVR 671,500 1,579,200 1,050,200 2,350,200 3,195,800 7,052,500 2,953,200 1,072,900 2,044,000 2,227,300 43 VIVA 25,947,000 15,713,600 7,353,000 12,139,200 10,827,000 15,194,100 25,243,200 38,576,000 55,897,300 30,785,500 44 WIKA 5,489,500 15,818,600 17,107,400 51,862,100 33,357,800 135,822,500 36,994,700 19,729,400 29,995,500 33,661,600 45 WSKT 18,806,200 31,397,400 58,756,900 101,863,600 138,058,800 259,426,300 57,352,300 62,536,300 116,021,700133,814,900
Nomor Kode Saham t-3 t-2 t-1 t1 t2 t3
1 AALI 2,032,500 1,840,900 3,844,000 2,333,000 1,602,900 3,550,900 2 ADHI 18,844,200 17,017,100 20,665,600 12,895,600 10,911,800 12,076,200
3 ADRO 133,708,600 84,401,600 32,810,500 38,025,200 33,562,600 100,734,100
4 AKRA 7,124,500 4,319,000 4,088,700 5,642,000 4,705,000 6,750,300 5 ANTM 18,534,000 11,552,800 6,774,400 8,962,200 4,151,100 39,176,000 6 ASII 20,508,200 29,501,600 24,615,300 26,639,900 16,827,200 46,016,100
7 ASRI 36,782,300 65,584,700 31,108,600 33,217,400 23,424,900 16,942,000
8 BBCA 14,002,800 17,870,000 11,224,700 8,134,400 5,083,200 9,733,300
9 BBNI 15,874,600 25,907,200 26,111,200 20,889,600 8,176,900 23,911,500
10 BBRI 22,010,100 47,298,700 29,817,800 19,211,800 25,697,500 27,918,200
11 BBTN 13,287,300 12,738,200 7,512,400 8,107,800 24,247,700 19,823,500 12 BDMN 2,032,500 5,136,500 3,775,500 1,733,100 2,089,700 5,826,900 13 BMRI 16,748,700 18,110,600 20,335,600 16,998,500 11,593,100 21,899,400
14 BMTR 7,430,600 16,427,700 6,513,800 8,485,600 7,736,000 8,791,100 15 BSDE 14,896,400 13,267,600 15,567,900 18,702,800 13,333,000 11,368,000
16 CPIN 5,355,100 8,711,000 5,566,700 10,301,000 5,305,100 5,517,000
17 CTRA 14,792,000 17,675,600 9,598,000 9,357,900 5,917,700 8,241,800 18 EXCL 902,100 1,869,900 854,700 2,140,500 2,030,400 5,409,600 19 GGRM 779,500 1,445,500 818,300 197,400 377,900 474,700 20 HRUM 13,121,500 13,580,400 3,705,700 3,693,500 4,162,500 13,131,900 21 ICBP 1,403,400 2,652,100 1,202,600 5,274,000 2,654,000 2,634,300 22 INCO 7,060,000 3,676,500 1,575,300 3,047,300 6,380,200 8,778,100 23 INDF 4,102,800 8,743,500 7,703,200 13,649,500 8,467,100 12,153,900
24 INTP 3,209,900 2,747,500 1,911,100 1,688,300 4,868,300 3,016,600 25 ITMG 6,215,500 2,919,700 3,051,200 1,772,800 2,200,300 3,786,600 26 JSMR 1,275,100 23,528,900 4,916,900 1,678,000 2,068,300 5,253,200 27 KLBF 24,751,900 35,215,800 20,135,900 24,974,600 23,589,900 40,069,200
28 LPKR 217,004,600 86,188,800 55,527,600 54,552,700 78,686,900 122,242,900
29 LPPF 1,771,000 1,400,300 937,600 1,985,300 1,898,700 3,362,100 30 LSIP 7,512,500 11,926,500 32,464,900 7,273,400 7,362,600 32,670,500
31 MNCN 4,704,000 6,470,800 11,324,400 6,154,700 8,439,600 8,337,700
32 PGAS 20,355,100 14,616,600 14,187,200 11,286,500 10,374,200 19,506,100
33 PTBA 1,720,800 1,793,100 529,400 1,690,500 1,120,500 1,846,200 34 PTPP 8,089,300 9,370,800 9,406,000 22,699,300 11,040,000 18,710,900
35 PWON 139,649,900 58,395,800 49,206,000 24,076,000 32,885,900 27,492,000
36 SCMA 5,687,800 4,887,900 18,131,900 13,864,600 8,055,900 10,407,300
37 SMGR 6,850,300 2,929,500 4,256,800 4,086,800 3,367,700 2,983,000 38 SMRA 19,675,300 4,589,300 9,055,600 23,383,000 12,287,200 14,297,500
39 TAXI 9,457,800 5,907,600 5,067,700 8,619,100 5,707,700 11,842,400 40 TBIG 14,647,400 3,222,700 2,818,400 481,000 1,078,500 1,756,600 41 TLKM 91,730,800 47,414,900 59,625,800 74,077,900 254,463,000 158,998,500
42 UNTR 5,241,400 6,448,900 3,851,100 3,848,600 4,969,000 5,280,900 43 UNVR 1,438,400 4,209,800 3,653,900 2,388,100 2,372,100 2,021,400 44 WIKA 7,628,400 10,029,500 8,449,300 9,961,900 15,136,300 15,764,100 45 WSKT 35,962,700 92,593,100 50,981,200 33,535,800 24,973,300 65,036,800
Lampiran 8
Data Trading Volume Activity
Nomor Kode Saham TVA-5 TVA-4 TVA-3 TVA-2 TVA-1 TVA1 TVA2 TVA3 TVA4 TVA5 1 AALI 0.00087 0.000414 0.000609 0.001003 0.001266 0.002224 0.001344 0.000547 0.002713 0.000937 2 ADHI 0.004585 0.012976 0.019813 0.029562 0.021251 0.040348 0.013544 0.010338 0.027237 0.022453 3 ADRO 0.001533 0.001503 0.000564 0.001839 0.001946 0.00156 0.002788 0.001645 0.001545 0.002865 4 AKRA 0.001812 0.001574 0.001021 0.00187 0.001648 0.005121 0.00135 0.001115 0.00186 0.001793 5 ASII 0.000522 0.000279 0.000582 0.001573 0.002163 0.003146 0.000925 0.00045 0.000784 0.001055 6 ASRI 0.001769 0.005326 0.004568 0.00817 0.007304 0.01483 0.003594 0.002701 0.004018 0.011674 7 BBCA 0.000258 0.000206 0.000457 0.000589 0.00056 0.002523 0.000671 0.000436 0.000584 0.001386 8 BBNI 0.000764 0.001881 0.001065 0.002662 0.003631 0.005936 0.001411 0.001019 0.000879 0.001589 9 BBRI 0.000532 0.001577 0.000686 0.002198 0.002636 0.004127 0.001921 0.001779 0.001018 0.001421 10 BDMN 7.96E-05 5.84E-05 4.06E-05 0.000214 0.000176 0.000512 0.000288 6.54E-05 8.67E-05 0.000214 11 BKSL 0.005945 0.009965 0.0159 0.030594 0.03064 0.0191 0.008853 0.009605 0.009601 0.015479 12 BMRI 0.001169 0.001925 0.00076 0.002769 0.004423 0.008674 0.002021 0.001286 0.001483 0.00118 13 BMTR 0.002061 0.001308 0.001239 0.001227 0.001419 0.001512 0.001142 0.000643 0.001291 0.001007 14 BSDE 0.000565 0.000427 0.001289 0.002311 0.001499 0.004248 0.001078 0.001744 0.001855 0.002673 15 CPIN 0.000298 0.000329 0.000255 0.000489 0.000442 0.000776 0.000274 0.000306 0.000313 0.001448 16 CTRA 0.001275 0.00175 0.003074 0.003466 0.002456 0.009086 0.001556 0.000884 0.001511 0.002813 17 EXCL 0.000316 0.000435 0.000226 0.000193 0.000287 0.000575 0.000267 0.00016 0.000188 9.96E-05 18 GGRM 0.00043 0.00024 0.000418 0.000485 0.000396 0.000748 0.000438 0.000327 0.000329 0.000881 19 HRUM 0.001757 0.001727 0.002586 0.001842 0.002773 0.001859 0.001429 0.002081 0.00512 0.00558 20 ICBP 0.0011 0.000432 0.000127 0.000509 0.000302 0.001542 0.000424 0.000187 0.000544 0.003176 21 INDF 0.000584 0.00047 0.000517 0.001283 0.00169 0.003414 0.002342 0.001173 0.000996 0.001983 22 INTP 0.000386 0.000511 0.000696 0.002289 0.001092 0.004944 0.001158 0.000544 0.000673 0.001313 23 ITMG 0.000653 0.000417 0.000323 0.000804 0.00073 0.001161 0.000844 0.001412 0.001986 0.001769 24 JSMR 0.000342 0.001594 0.000793 0.001432 0.001436 0.007462 0.001389 0.000607 0.000859 0.00165 25 KLBF 0.001486 0.000696 0.001274 0.001162 0.001226 0.002808 0.001155 0.001741 0.000815 0.002141 26 LPKR 0.004098 0.004463 0.006398 0.008501 0.008966 0.00877 0.001693 0.00304 0.006381 0.008325 27 LSIP 0.003024 0.002564 0.002094 0.002762 0.003364 0.007338 0.004288 0.004426 0.006735 0.005184 28 MAIN 0.002508 0.000436 0.000434 0.002414 0.001488 0.001349 0.00119 0.002879 0.000216 0.007024 29 MLPL 0.001748 0.002776 0.001261 0.002823 0.002456 0.003417 0.001899 0.000788 0.002306 0.002128 30 MNCN 0.000243 0.000286 9.06E-05 0.000403 0.000445 0.002528 0.001252 0.000449 0.000414 0.001105 31 PGAS 0.000434 0.000333 0.000366 0.000805 0.001156 0.001991 0.000635 0.000685 0.000612 0.001818 32 PTBA 0.000562 0.000566 0.000553 0.001463 0.000858 0.001537 0.000819 0.000726 0.00113 0.000881 33 PTPP 0.001741 0.002259 0.004935 0.009528 0.006616 0.011369 0.004696 0.002534 0.004108 0.004835 34 PWON 0.000603 0.000761 0.001869 0.001004 0.002444 0.003971 0.000429 0.000372 0.001478 0.001558 35 SMGR 0.000978 0.00066 0.001509 0.002221 0.003561 0.005725 0.001686 0.000958 0.000858 0.001569 36 SMRA 0.000964 0.001466 0.002005 0.001899 0.002843 0.010531 0.004047 0.001767 0.003221 0.002658 37 SSIA 0.001618 0.001382 0.003673 0.004021 0.006964 0.012157 0.003577 0.002441 0.001918 0.004805 38 TAXI 0.009575 0.005796 0.004731 0.00436 0.010437 0.010742 0.00544 0.008702 0.008957 0.006903 39 TBIG 0.000545 0.000341 0.000282 0.000375 0.000777 0.003688 0.000554 0.000347 0.000929 0.000994 40 TLKM 0.000442 0.00072 0.000957 0.002239 0.001505 0.002023 0.000948 0.000916 0.00057 0.000632 41 UNTR 0.000564 0.000962 0.00052 0.000909 0.001219 0.001611 0.000734 0.000429 0.000445 0.000851 42 UNVR 8.8E-05 0.000207 0.000138 0.000308 0.000419 0.000924 0.000387 0.000141 0.000268 0.000292 43 VIVA 0.001576 0.000954 0.000447 0.000737 0.000658 0.000923 0.001533 0.002343 0.003395 0.00187 44 WIKA 0.000894 0.002576 0.002786 0.008447 0.005433 0.022121 0.006025 0.003213 0.004885 0.005482 45 WSKT 0.001952 0.00326 0.0061 0.010575 0.014333 0.026933 0.005954 0.006492 0.012045 0.013892
Nomor Kode Saham TVA-3 TVA-2 TVA-1 TVA1 TVA2 TVA3 1 AALI 0.001291 0.001169 0.002441 0.001482 0.001018 0.0022549 2 ADHI 0.010461 0.009447 0.011472 0.007159 0.006058 0.0067041 3 ADRO 0.00418 0.002639 0.001026 0.001189 0.001049 0.0031493 4 AKRA 0.001825 0.001106 0.001047 0.001445 0.001205 0.0017293 5 ANTM 0.001943 0.001211 0.00071 0.00094 0.000435 0.0041072 6 ASII 0.000507 0.000729 0.000608 0.000658 0.000416 0.0011367 7 ASRI 0.001872 0.003338 0.001583 0.001691 0.001192 0.0008622 8 BBCA 0.000574 0.000732 0.00046 0.000333 0.000208 0.0003988 9 BBNI 0.00086 0.001403 0.001414 0.001131 0.000443 0.0012952 10 BBRI 0.000901 0.001937 0.001221 0.000787 0.001052 0.0011431 11 BBTN 0.00127 0.001218 0.000718 0.000775 0.002318 0.0018953 12 BDMN 0.000214 0.000541 0.000398 0.000183 0.00022 0.0006141 13 BMRI 0.000725 0.000784 0.00088 0.000736 0.000502 0.000948 14 BMTR 0.000526 0.001164 0.000461 0.000601 0.000548 0.0006228 15 BSDE 0.000811 0.000722 0.000847 0.001018 0.000726 0.0006188 16 CPIN 0.000327 0.000531 0.000339 0.000628 0.000324 0.0003364 17 CTRA 0.000975 0.001165 0.000633 0.000617 0.00039 0.0005434 18 EXCL 0.000106 0.000219 0.0001 0.000251 0.000238 0.0006339 19 GGRM 0.000405 0.000751 0.000425 0.000103 0.000196 0.0002467 20 HRUM 0.004853 0.005023 0.001371 0.001366 0.00154 0.0048572 21 ICBP 0.000241 0.000455 0.000206 0.000904 0.000455 0.0004518 22 INCO 0.000711 0.00037 0.000159 0.000307 0.000642 0.0008834 23 INDF 0.000467 0.000996 0.000877 0.001555 0.000964 0.0013842 24 INTP 0.000872 0.000746 0.000519 0.000459 0.001322 0.0008195 25 ITMG 0.005501 0.002584 0.0027 0.001569 0.001947 0.0033512 26 JSMR 0.000188 0.00346 0.000723 0.000247 0.000304 0.0007725 27 KLBF 0.000528 0.000751 0.00043 0.000533 0.000503 0.0008548 28 LPKR 0.009403 0.003735 0.002406 0.002364 0.00341 0.005297 29 LPPF 0.000607 0.00048 0.000321 0.00068 0.000651 0.0011522 30 LSIP 0.001101 0.001748 0.004758 0.001066 0.001079 0.0047884 31 MNCN 0.000332 0.000456 0.000799 0.000434 0.000595 0.000588 32 PGAS 0.00084 0.000603 0.000585 0.000466 0.000428 0.0008047 33 PTBA 0.000747 0.000778 0.00023 0.000734 0.000486 0.0008013 34 PTPP 0.001671 0.001935 0.001942 0.004688 0.00228 0.0038639 35 PWON 0.0029 0.001213 0.001022 0.0005 0.000683 0.0005709 36 SCMA 0.000389 0.000334 0.00124 0.000948 0.000551 0.0007118 37 SMGR 0.001155 0.000494 0.000718 0.000689 0.000568 0.0005029 38 SMRA 0.001364 0.000318 0.000628 0.001621 0.000852 0.000991 39 TAXI 0.004408 0.002753 0.002362 0.004017 0.00266 0.0055194 40 TBIG 0.003054 0.000672 0.000588 0.0001 0.000225 0.0003662 41 TLKM 0.00091 0.00047 0.000592 0.000735 0.002524 0.0015774 42 UNTR 0.001405 0.001729 0.001032 0.001032 0.001332 0.0014157 43 UNVR 0.000189 0.000552 0.000479 0.000313 0.000311 0.0002649 44 WIKA 0.001241 0.001631 0.001374 0.00162 0.002461 0.0025636 45 WSKT 0.00372 0.009579 0.005274 0.003469 0.002584 0.0067282
LAMPIRAN 9 ABNORMAL RETURN
PEMILU PRESIDEN
One-Sample Statistics
N Mean Std. Deviation Std. Error Mean
Art_5 45 .0010360 .01509409 .00225009
Art_4 45 .0098890 .01528459 .00227849
Art_3 45 .0038956 .02317565 .00345482
Art_2 45 .0047180 .03518680 .00524534
Art_1 45 -.0067547 .01618435 .00241262
Art1 45 -.0024169 .03206778 .00478038
Art2 45 -.0018369 .01985069 .00295917
Art3 45 -.0011535 .01487823 .00221792
Art4 45 -.0002476 .02045513 .00304927
Art5 45 .0067620 .01887743 .00281408
One-Sample Test Test Value = 0
t df Sig. (2-tailed) Mean
Difference
95% Confidence Interval of the Difference
Lower Upper
Art_5 .460 44 .647 .00103605 -.0034987 .0055708
Art_4 4.340 44 .000 .00988904 .0052970 .0144810
Art_3 1.128 44 .266 .00389556 -.0030672 .0108583
Art_2 .899 44 .373 .00471796 -.0058533 .0152892
Art_1 -2.800 44 .008 -.00675472 -.0116170 -.0018924
Art1 -.506 44 .616 -.00241685 -.0120511 .0072174
Art2 -.621 44 .538 -.00183694 -.0078007 .0041269
Art3 -.520 44 .606 -.00115354 -.0056235 .0033164
Art4 -.081 44 .936 -.00024759 -.0063930 .0058978
Art5 2.403 44 .021 .00676201 .0010906 .0124334
Paired Samples Statistics
Mean N Std. Deviation Std. Error Mean Pair 1
Art_sebelum .0025568 45 .01254760 .00187049 Art_sesudah .0002214 45 .01032185 .00153869
Paired Samples Correlations
N Correlation Sig.
Pair 1 Art_sebelum & Art_sesudah 45 .577 .000
Paired Samples Test
Paired Differences t df Sig. (2-
tailed)
Mean Std.
Deviation
Std. Error Mean
95% Confidence Interval of the Difference Lower Upper Pair
1
Art_sebelum - Art_sesudah
.00233536 .01070060 .00159515 -.00087945 .00555018 1.464 44 .150
PENGUMUMAN KABINET KERJA
One-Sample Statistics
N Mean Std. Deviation Std. Error Mean
Art_3 45 .0007591 .01513774 .00225660
Art_2 45 -.0007178 .01315803 .00196148 Art_1 45 -.0003887 .01366903 .00203766
Art1 45 .0018197 .01535450 .00228891
Art2 45 -.0037600 .01414096 .00210801
Art3 45 -.0012474 .01889546 .00281677
One-Sample Test
Test Value = 0
t df Sig. (2-
tailed)
Mean Difference
95% Confidence Interval of the Difference Lower Upper Art_3 .336 44 .738 .00075910 -.0037888 .0053070 Art_2 -.366 44 .716 -.00071780 -.0046709 .0032353 Art_1 -.191 44 .850 -.00038870 -.0044953 .0037179
Art1 .795 44 .431 .00181971 -.0027933 .0064327
Art2 -1.784 44 .081 -.00375998 -.0080084 .0004884 Art3 -.443 44 .660 -.00124744 -.0069243 .0044294
Paired Samples Statistics
Mean N Std. Deviation Std. Error Mean Pair 1
Art_sebelum -.0001158 45 .00864208 .00128829 Art_sesudah -.0010626 45 .00921787 .00137412
Paired Samples Correlations
N Correlation Sig.
Pair 1 Art_sebelum & Art_sesudah 45 .344 .021
Paired Samples Test
Paired Differences t df Sig. (2-
tailed) Mean Std.
Deviation
Std. Error Mean
95% Confidence Interval of the
Difference Lower Upper Pair
1
Art_sebelum - Art_sesudah
.00094 677
.0102387 8
.0015263 1
- .0021292 9
.0040228 4
.620 44 .538
LAMPIRAN 10
TRADING VOLUME ACTIVITY
PEMILU PRESIDEN
Paired Samples Statistics
Mean N Std. Deviation Std. Error Mean Pair 1
TVA_sebelum .0025855 45 .00383601 .00057184
TVA_sesudah .0033994 45 .00416495 .00062087
Paired Samples Correlations
N Correlation Sig.
Pair 1 TVA_sebelum &
TVA_sesudah
45 .915 .000
Paired Samples Test
Paired Differences t df Sig. (2-
tailed) Mean Std.
Deviatio n
Std.
Error Mean
95% Confidence Interval of the
Difference Lower Upper
Pair 1
TVA_sebelum - TVA_sesudah
- .00081 392
.001680 95
.0002505 8
- .0013189 3
- .0003089 0
- 3.248
44 .002
PENGUMUMAN KABINET KERJA
Paired Samples Statistics
Mean N Std. Deviation Std. Error Mean Pair 1
TVA_sebelum .0015805 45 .00185790 .00027696
TVA_sesudah .0013715 45 .00131153 .00019551
Paired Samples Correlations
N Correlation Sig.
Pair 1 TVA_sebelum &
TVA_sesudah
45 .899 .000
Paired Samples Test
Paired Differences t df Sig. (2-
tailed) Mean Std.
Deviatio n
Std.
Error Mean
95% Confidence Interval of the
Difference Lower Upper Pai
r 1
TVA_sebelum - TVA_sesudah
.00020 890
.000888 26
.000132 41
- .000057 96
.000475 77
1.578 44 .122