Date

BBNI (A)

1/1/2015
1/1/2015
2/1/2015
3/1/2015
4/1/2015
5/1/2015
6/1/2015
7/1/2015
8/1/2015
9/1/2015
10/1/2015
11/1/2015
12/1/2015
1/1/2016
2/1/2016
3/1/2016
4/1/2016
5/1/2016
6/1/2016
7/1/2016
8/1/2016
9/1/2016
10/1/2016
11/1/2016

6100
6250
6875
7225
6425
6875
5300
4760
4950
4135
4755
4770
4990
4910
5075
5200
4585
4800
5200
5350
5875
5550
5575
5600

TLKM (B)
INDF (C.)
2865
2830
2935
2890
2615
2845
2930
2940
2870
2645
2680
2930
3105
3340
3250
3325
3550
3700
3980
4230
4210
4310
4220
4150

JUMLAH
RATA-RATA RETURN
VARIANS
SDV
E(Rp)BBNI-TLKM
E(Rp)BBNI-INDF
E(RP)TLKM-INDF
E(Rp)BBNI-TLKM-INDF

FEB UNS

RETURN A
6750
7550
7400
7450
6750
7300
6575
6100
5125
5500
5525
4875
5175
6200
7050
7225
7125
6925
7250
8325
7925
8700
8500
8175

0.0246
0.1000
0.0509
-0.1107
0.0700
-0.2291
-0.1019
0.0399
-0.1646
0.1499
0.0032
0.0461
-0.0160
0.0336
0.0246
-0.1183
0.0469
0.0833
0.0288
0.0981
-0.0553
0.0045
0.0045
0.0131
0.0006

0.0090
0.0065
0.0149
0.0100

(R-AVG) A
(R-AVG) B
(R-AVG) C
COVARIAN AB
COVARIAN AC
0.0240
-0.0297
0.1061
-0.0007
0.0025
0.0994
0.0196
-0.0323
0.0020
-0.0032
0.0503
-0.0328
-0.0056
-0.0017
-0.0003
-0.1113
-0.1126
-0.1063
0.0125
0.0118
0.0695
0.0705
0.0691
0.0049
0.0048
-0.2297
0.0124
-0.1117
-0.0029
0.0257
-0.1025
-0.0140
-0.0846
0.0014
0.0087
0.0393
-0.0413
-0.1722
-0.0016
-0.0068
-0.1652
-0.0959
0.0608
0.0158
-0.0100
0.1494
-0.0042
-0.0078
-0.0006
-0.0012
0.0026
0.0758
-0.1300
0.0002
-0.0003
0.0456
0.0423
0.0491
0.0019
0.0022
-0.0166
0.0582
0.1857
-0.0010
-0.0031
0.0330
-0.0444
0.1247
-0.0015
0.0041
0.0241
0.0056
0.0124
0.0001
0.0003
-0.1188
0.0502
-0.0262
-0.0060
0.0031
0.0463
0.0248
-0.0405
0.0011
-0.0019
0.0828
0.0582
0.0345
0.0048
0.0029
0.0283
0.0454
0.1359
0.0013
0.0038
0.0976
-0.0222
-0.0604
-0.0022
-0.0059
-0.0559
0.0063
0.0854
-0.0004
-0.0048
0.0039
-0.0383
-0.0354
-0.0002
-0.0001
0.0039
-0.0340
-0.0506
-0.0001
-0.0002
JUMLAH
SDV
SDVp^
SDVp

0.0275
0.0012
0.003365
0.058011

0.0322
0.0015
0.004970
0.070499

RETURN B

RETURN C

(R-AVG)^2 A

(R-AVG)^2 B

(R-AVG)^2 C

-0.0122
0.0371
-0.0153
-0.0952
0.0880
0.0299
0.0034
-0.0238
-0.0784
0.0132
0.0933
0.0597
0.0757
-0.0269
0.0231
0.0677
0.0423
0.0757
0.0628
-0.0047
0.0238
-0.0209
-0.0166

0.1185
-0.0199
0.0068
-0.0940
0.0815
-0.0993
-0.0722
-0.1598
0.0732
0.0045
-0.1176
0.0615
0.1981
0.1371
0.0248
-0.0138
-0.0281
0.0469
0.1483
-0.0480
0.0978
-0.0230
-0.0382

0.0006
0.0099
0.0025
0.0124
0.0048
0.0527
0.0105
0.0015
0.0273
0.0223
0.0000
0.0021
0.0003
0.0011
0.0006
0.0141
0.0021
0.0068
0.0008
0.0095
0.0031
0.0000
0.0000

0.0009
0.0004
0.0011
0.0127
0.0050
0.0002
0.0002
0.0017
0.0092
0.0000
0.0057
0.0018
0.0034
0.0020
0.0000
0.0025
0.0006
0.0034
0.0021
0.0005
0.0000
0.0015
0.0012

0.0113
0.0010
0.0000
0.0113
0.0048
0.0125
0.0072
0.0297
0.0037
0.0001
0.0169
0.0024
0.0345
0.0156
0.0002
0.0007
0.0016
0.0012
0.0185
0.0037
0.0073
0.0013
0.0026

0.4015
0.0175

0.2849
0.0124

0.1852

0.0559

0.1877

0.0084
0.0918

0.0025
0.0504

0.0085
0.0924

COVARIAN BC
COVARIAN ABC
-0.0031
-0.000076
-0.0006
-0.000063
0.0002
0.000009
0.0120
-0.001333
0.0049
0.000338
-0.0014
0.000319
0.0012
-0.000122
0.0071
0.000280
-0.0058
0.000963
0.0000
0.000005
-0.0099
-0.000025
0.0021
0.000095
0.0108
-0.000180
-0.0055
-0.000183
0.0001
0.000002
-0.0013
0.000157
-0.0010
-0.000046
0.0020
0.000166
0.0062
0.000174
0.0013
0.000131
0.0005
-0.000030
0.0014
0.000005
0.0017
0.000007
0.0227
0.0010
0.003286
0.0573201167

0.000592
0.000027
0.0024131643
0.0491239689