SAHAM PT.

Astra Agro Lestari, Tbk (AALI)

11 November 2015 -11 November 2016
Date
11/11/2015
11/12/2015
11/13/2015
11/16/2015
11/17/2015
11/18/2015
11/19/2015
11/20/2015
11/23/2015
11/24/2015
11/25/2015
11/26/2015
11/27/2015
11/30/2015
12/1/2015
12/2/2015
12/3/2015
12/4/2015
12/7/2015
12/8/2015
12/10/2015
12/11/2015
12/14/2015
12/15/2015
12/16/2015
12/17/2015
12/18/2015
12/21/2015
12/22/2015
12/23/2015
12/28/2015
12/29/2015
12/30/2015
1/4/2016
1/5/2016
1/6/2016
1/7/2016

HSAALI
17,151
17,675
17,199
17,223
17,485
17,270
17,485
17,390
17,842
17,580
17,818
17,628
17,223
16,151
17,056
17,056
16,818
16,770
17,175
16,627
15,794
15,794
15,698
15,674
15,436
15,674
15,269
15,127
14,984
14,769
15,269
15,127
15,103
14,960
15,889
15,936
15,627

IHSG
4,452
4,462
4,473
4,442
4,501
4,498
4,519
4,561
4,541
4,545
4,586
4,597
4,561
4,446
4,558
4,546
4,537
4,508
4,521
4,464
4,466
4,394
4,374
4,409
4,483
4,556
4,469
4,491
4,518
4,523
4,557
4,569
4,593
4,526
4,558
4,609
4,530

RSAALI
0.0306
-0.0270
0.0014
0.0152
-0.0123
0.0124
-0.0055
0.0260
-0.0147
0.0135
-0.0107
-0.0230
-0.0622
0.0560
0.0000
-0.0140
-0.0028
0.0241
-0.0319
-0.0501
0.0000
-0.0060
-0.0015
-0.0152
0.0154
-0.0258
-0.0094
-0.0094
-0.0143
0.0339
-0.0094
-0.0016
-0.0095
0.0621
0.0030
-0.0194

1/8/2016
1/11/2016
1/12/2016
1/13/2016
1/14/2016
1/15/2016
1/18/2016
1/19/2016
1/20/2016
1/21/2016
1/22/2016
1/25/2016
1/26/2016
1/27/2016
1/28/2016
1/29/2016
2/1/2016
2/2/2016
2/3/2016
2/4/2016
2/5/2016
2/9/2016
2/10/2016
2/11/2016
2/12/2016
2/15/2016
2/16/2016
2/17/2016
2/18/2016
2/19/2016
2/22/2016
2/23/2016
2/24/2016
2/25/2016
2/26/2016
2/29/2016
3/1/2016
3/2/2016
3/3/2016
3/4/2016
3/7/2016
3/8/2016

15,484
15,246
15,770
15,603
15,674
15,817
16,294
16,461
15,913
15,603
15,770
16,008
15,913
15,984
16,413
16,270
16,199
15,722
15,865
16,222
16,270
15,913
15,746
15,436
15,865
16,556
17,247
17,675
16,889
16,913
16,985
16,270
15,794
14,317
13,483
14,150
14,269
14,293
14,198
14,388
15,031
15,055

4,546
4,465
4,513
4,537
4,513
4,524
4,481
4,492
4,428
4,414
4,457
4,506
4,510
4,584
4,603
4,615
4,625
4,587
4,596
4,666
4,799
4,769
4,732
4,776
4,714
4,741
4,745
4,766
4,779
4,698
4,709
4,654
4,658
4,658
4,733
4,771
4,780
4,836
4,844
4,851
4,832
4,811

-0.0092
-0.0154
0.0344
-0.0106
0.0046
0.0091
0.0301
0.0102
-0.0333
-0.0195
0.0107
0.0151
-0.0060
0.0045
0.0268
-0.0087
-0.0044
-0.0294
0.0091
0.0225
0.0029
-0.0220
-0.0105
-0.0197
0.0278
0.0435
0.0417
0.0249
-0.0445
0.0014
0.0042
-0.0421
-0.0293
-0.0935
-0.0582
0.0495
0.0084
0.0017
-0.0067
0.0134
0.0447
0.0016

3/10/2016
3/15/2016
3/16/2016
3/17/2016
3/18/2016
3/21/2016
3/22/2016
3/23/2016
3/24/2016
3/28/2016
3/29/2016
3/30/2016
3/31/2016
4/1/2016
4/4/2016
4/5/2016
4/6/2016
4/7/2016
4/8/2016
4/12/2016
4/19/2016
4/20/2016
4/21/2016
4/22/2016
4/25/2016
4/26/2016
4/27/2016
4/28/2016
4/29/2016
5/2/2016
5/3/2016
5/4/2016
5/9/2016
5/10/2016
5/11/2016
5/12/2016
5/13/2016
5/16/2016
5/17/2016
5/18/2016
5/19/2016
5/20/2016

16,675
16,675
16,961
16,961
16,985
16,866
17,128
16,866
16,484
16,294
16,580
16,651
17,342
17,294
16,675
16,580
16,341
16,199
16,056
15,269
15,269
15,246
15,293
15,222
15,007
15,532
15,341
15,484
15,341
15,484
15,436
14,984
14,650
14,198
14,769
14,936
14,150
13,959
14,126
14,078
14,174
14,031

4,793
4,850
4,861
4,886
4,886
4,885
4,856
4,854
4,827
4,774
4,781
4,817
4,845
4,843
4,850
4,858
4,868
4,867
4,847
4,830
4,882
4,877
4,903
4,915
4,879
4,814
4,846
4,848
4,839
4,808
4,812
4,823
4,749
4,763
4,800
4,803
4,762
4,732
4,729
4,734
4,704
4,712

0.1076
0.0000
0.0171
0.0000
0.0014
-0.0070
0.0155
-0.0153
-0.0226
-0.0116
0.0175
0.0043
0.0415
-0.0028
-0.0358
-0.0057
-0.0144
-0.0087
-0.0088
-0.0490
0.0000
-0.0016
0.0031
-0.0047
-0.0141
0.0349
-0.0123
0.0093
-0.0092
0.0093
-0.0031
-0.0293
-0.0223
-0.0309
0.0403
0.0113
-0.0526
-0.0135
0.0119
-0.0034
0.0068
-0.0101

5/23/2016
5/24/2016
5/25/2016
5/26/2016
5/27/2016
5/30/2016
5/31/2016
6/1/2016
6/2/2016
6/3/2016
6/6/2016
6/7/2016
6/8/2016
6/9/2016
6/10/2016
6/13/2016
6/14/2016
6/15/2016
6/16/2016
6/17/2016
6/20/2016
6/21/2016
6/22/2016
6/23/2016
6/24/2016
6/27/2016
6/28/2016
6/29/2016
6/30/2016
7/1/2016
7/11/2016
7/12/2016
7/13/2016
7/14/2016
7/15/2016
7/18/2016
7/19/2016
7/20/2016
7/21/2016
7/22/2016
7/25/2016
7/26/2016

14,102
13,864
13,983
14,126
14,293
14,221
13,483
13,745
14,650
14,841
14,698
15,775
16,000
15,550
15,550
14,900
14,500
14,700
14,500
14,550
14,700
14,625
14,500
14,500
14,100
14,300
14,600
14,650
14,700
14,450
14,100
14,250
14,475
14,400
14,800
15,375
15,150
15,550
15,100
15,100
15,200
14,900

4,744
4,711
4,773
4,785
4,815
4,836
4,797
4,840
4,833
4,854
4,896
4,934
4,916
4,877
4,848
4,807
4,822
4,815
4,814
4,835
4,864
4,879
4,897
4,874
4,835
4,836
4,882
4,980
5,017
4,972
5,069
5,100
5,134
5,084
5,110
5,128
5,173
5,243
5,217
5,197
5,221
5,224

0.0051
-0.0169
0.0086
0.0102
0.0118
-0.0050
-0.0519
0.0194
0.0659
0.0130
-0.0096
0.0733
0.0143
-0.0281
0.0000
-0.0418
-0.0268
0.0138
-0.0136
0.0034
0.0103
-0.0051
-0.0085
0.0000
-0.0276
0.0142
0.0210
0.0034
0.0034
-0.0170
-0.0242
0.0106
0.0158
-0.0052
0.0278
0.0389
-0.0146
0.0264
-0.0289
0.0000
0.0066
-0.0197

7/27/2016
7/28/2016
7/29/2016
8/1/2016
8/2/2016
8/3/2016
8/4/2016
8/5/2016
8/8/2016
8/9/2016
8/10/2016
8/11/2016
8/12/2016
8/15/2016
8/16/2016
8/18/2016
8/19/2016
8/22/2016
8/23/2016
8/24/2016
8/25/2016
8/26/2016
8/29/2016
8/30/2016
8/31/2016
9/1/2016
9/2/2016
9/5/2016
9/6/2016
9/7/2016
9/8/2016
9/9/2016
9/13/2016
9/14/2016
9/15/2016
9/16/2016
9/19/2016
9/20/2016
9/21/2016
9/22/2016
9/23/2016
9/26/2016

14,650
14,700
14,500
14,850
14,600
14,775
15,200
15,125
15,050
15,100
15,725
15,800
15,700
16,275
16,600
16,600
16,600
17,000
16,725
16,225
16,800
16,550
15,925
16,100
16,400
16,200
16,325
16,400
16,575
16,725
16,475
16,350
15,900
15,450
15,650
15,650
16,025
16,125
16,050
15,625
15,450
15,550

5,274
5,299
5,216
5,362
5,373
5,352
5,374
5,420
5,459
5,440
5,424
5,419
5,377
5,321
5,372
5,461
5,416
5,427
5,417
5,404
5,454
5,439
5,371
5,362
5,386
5,335
5,353
5,357
5,372
5,381
5,371
5,282
5,216
5,146
5,266
5,268
5,322
5,302
5,343
5,380
5,389
5,352

-0.0168
0.0034
-0.0136
0.0241
-0.0168
0.0120
0.0288
-0.0049
-0.0050
0.0033
0.0414
0.0048
-0.0063
0.0366
0.0200
0.0000
0.0000
0.0241
-0.0162
-0.0299
0.0354
-0.0149
-0.0378
0.0110
0.0186
-0.0122
0.0077
0.0046
0.0107
0.0090
-0.0149
-0.0076
-0.0275
-0.0283
0.0129
0.0000
0.0240
0.0062
-0.0047
-0.0265
-0.0112
0.0065

9/27/2016
9/28/2016
9/29/2016
9/30/2016
10/3/2016
10/4/2016
10/5/2016
10/6/2016
10/7/2016
10/10/2016
10/11/2016
10/12/2016
10/13/2016
10/14/2016
10/17/2016
10/18/2016
10/19/2016
10/20/2016
10/21/2016
10/24/2016
10/25/2016
10/26/2016
10/27/2016
10/28/2016
10/31/2016
11/1/2016
11/2/2016
11/3/2016
11/4/2016
11/7/2016
11/8/2016
11/9/2016
11/10/2016
11/11/2016

15,300
14,925
15,000
14,825
15,000
15,025
15,000
15,000
15,325
15,200
15,125
15,000
14,775
15,075
15,675
15,950
15,800
15,475
14,600
15,325
15,600
15,600
15,625
15,525
15,250
15,000
14,750
14,625
14,775
15,000
15,325
15,125
15,425
15,725

5,420
5,425
5,432
5,365
5,464
5,472
5,421
5,409
5,377
5,361
5,382
5,365
5,340
5,400
5,410
5,430
5,409
5,404
5,409
5,421
5,398
5,400
5,417
5,410
5,423
5,416
5,405
5,330
5,363
5,386
5,471
5,414
5,450
5,232

-0.0161
-0.0245
0.0050
-0.0117
0.0118
0.0017
-0.0017
0.0000
0.0217
-0.0082
-0.0049
-0.0083
-0.0150
0.0203
0.0398
0.0175
-0.0094
-0.0206
-0.0565
0.0497
0.0179
0.0000
0.0016
-0.0064
-0.0177
-0.0164
-0.0167
-0.0085
0.0103
0.0152
0.0217
-0.0131
0.0198
0.0194
E(RM) =
BETA (i) =
RF =
kAALI =

stari, Tbk (AALI)

November 2016
RP
0.0024
0.0024
-0.0069
0.0132
-0.0007
0.0047
0.0094
-0.0044
0.0009
0.0088
0.0025
-0.0079
-0.0250
0.0250
-0.0026
-0.0019
-0.0064
0.0029
-0.0127
0.0005
-0.0163
-0.0044
0.0080
0.0168
0.0162
-0.0192
0.0049
0.0060
0.0011
0.0077
0.0026
0.0052
-0.0146
0.0070
0.0112
-0.0170

0.0035
-0.0178
0.0105
0.0055
-0.0053
0.0024
-0.0094
0.0023
-0.0142
-0.0031
0.0097
0.0110
0.0010
0.0162
0.0042
0.0027
0.0021
-0.0080
0.0019
0.0152
0.0285
-0.0063
-0.0076
0.0092
-0.0129
0.0056
0.0009
0.0043
0.0028
-0.0170
0.0024
-0.0116
0.0008
0.0001
0.0161
0.0080
0.0019
0.0118
0.0016
0.0014
-0.0040
-0.0042

-0.0037
0.0118
0.0024
0.0050
0.0000
-0.0001
-0.0059
-0.0004
-0.0056
-0.0111
0.0016
0.0074
0.0060
-0.0005
0.0014
0.0016
0.0021
-0.0002
-0.0042
-0.0035
0.0108
-0.0011
0.0054
0.0024
-0.0073
-0.0133
0.0066
0.0006
-0.0020
-0.0063
0.0008
0.0021
-0.0152
0.0029
0.0077
0.0007
-0.0087
-0.0063
-0.0005
0.0011
-0.0064
0.0016

0.0067
-0.0069
0.0132
0.0024
0.0063
0.0044
-0.0081
0.0089
-0.0013
0.0043
0.0087
0.0078
-0.0036
-0.0080
-0.0059
-0.0084
0.0030
-0.0014
-0.0001
0.0043
0.0059
0.0031
0.0037
-0.0046
-0.0082
0.0003
0.0095
0.0201
0.0073
-0.0090
0.0196
0.0060
0.0067
-0.0098
0.0052
0.0034
0.0088
0.0135
-0.0049
-0.0038
0.0045
0.0007

0.0096
0.0047
-0.0157
0.0279
0.0022
-0.0040
0.0041
0.0086
0.0071
-0.0034
-0.0030
-0.0009
-0.0077
-0.0105
0.0096
0.0167
-0.0083
0.0021
-0.0018
-0.0024
0.0093
-0.0028
-0.0125
-0.0016
0.0044
-0.0096
0.0035
0.0007
0.0028
0.0017
-0.0019
-0.0166
-0.0126
-0.0133
0.0233
0.0004
0.0103
-0.0036
0.0076
0.0071
0.0016
-0.0068

0.0126
0.0011
0.0012
-0.0124
0.0185
0.0015
-0.0094
-0.0021
-0.0060
-0.0030
0.0039
-0.0032
-0.0045
0.0111
0.0019
0.0036
-0.0038
-0.0010
0.0010
0.0022
-0.0043
0.0003
0.0032
-0.0012
0.0023
-0.0012
-0.0019
-0.0141
0.0062
0.0044
0.0157
-0.0103
0.0066
-0.0401
17%
0.7502
6%
14%