ANALISIS PORTOFOLIO 10 SAHAM YANG OPTIMAL

PADA SAHAM ILQ 45 DI BEI

SELAMA 40 HARI

NAMA KELOMPOK :
1. Afiatul Ilmi D. M

(13.1.01.08110)

2. Aulia Rizka Kusuma

(13.1.01.08405)

3. Zia Afkarina

(13.1.01.08504)

4. Saudah

(13.1.01.08586)

Dosen Pengampu: Dr. Maswar Patuh Priyadi, MM., CA., Ak.

Kelas : SA.5
Program Studi : S1 Akuntansi

TAHUN PELAJARAN 2016/2017

A. Return
Menurut Mohammad Samsul (2006:219) return saham adalah pendapatan yang
dinyatakan dalam persentase dari modal awal investasi. Pendapatan dalam saham ini
meliputi keuntungan jual beli saham, di mana jika untung disebut capital gain dan jika rugi
capital loss. Dari return saham ini kita dapat mengetahui expected return suatu saham.
Expected return adalah keuntungan yang diharapkan oleh seorang investor dikemudian hari
terhadap sejumlah dana yang telah ditempatkannya. Pengharapan menggambarkan sesuatu
yang bisa saja terjadi di luar dari yang diharapkannya (Irham dan Yovie, 2009:6). Tingkat
keuntungan yang di harapkan pemodal dari investasi saham adalah adanya keuntungan yang
diterima di masa depan. Karena investasi saham mengandung resiko, maka keuntungan yang
diharapkan belum tentu sama dengan keuntungan yang sesungguhnya. Keuntungan dan
pendapatan investasi saham, berupa Capital Gain dan Deviden. Capital gain diperoleh dari
selisih harga jual dengan harga beli, sedangkan deviden diperoleh dari pembagian laba
bersih perusahaan.
Expected Return
Expected return saham merupakan tingkat keuntungan yang diharapkan oleh investor.
Rumus:

E(R i ) Pij x R ij
j1

atau
n

E(R i )
i 1

ij

B. Risiko
Menurut teori portofolio risiko didefinisikan suatu keuntungan yang menyimpang dari
yang diharapakan (Suad Husnan, 2001:52). Baik menyimpang lebih besar ataupun
menyimpang lebih kecil. Semakin besar penyimpangan antara hasil sesungguhnya dengan
yang diharapkan berarti semakin besar risiko yang ditanggung. Risiko dapat didefinisikan
sebagai kemungkinan untuk luka, rusak, atau hilang. Dalam investasi risiko selalu dikaitkan

dengan variabilitas return yang dapat diperoleh dengan surat berharga (Ahmad
Kammarudin, 2003:100).
Menurut (Eduardus Tandelilin, 2010:105) dalam teori portofolio modern telah
diperkenalkan bahwa risiko investasi total dapat dipisahkan menjadi dua jenis risiko yaitu:
1. Risiko Sistematik
Risiko sistematis atau risiko yang tidak dapat didiversifikasikan (undiversifiable) disebut
pula risiko pasar yang berkaitan dengan perekonomian secara makro, misalnya
purchasing power risk, political risk, foreign exchange, dan risiko lainnya.
2. Risiko Tidak Sistematik
Disebut juga risiko khusus yang terdapat pada masing-masing perusahaan, seperti risiko
kebangkrutan, risiko manajemen, dan risiko industri khusus perusahaan yang disebut juga
risiko yang dapat didiversifikasikan atau unsystematis risk.
Rumus:

2
i

Pij [(R ij E(R i )]2

j1

Atau
n

j1

[(R ij E(R i )]2

N

C. Portofolio
Menurut Irham dan Yovie ( 2009:2) portofolio adalah sebuah bidang ilmu yang khusus
mengkaji bagaimana cara yang dilakukan oleh seorang investor untuk menurunkan risiko
dalam berinvestasi secara seminimal mungkin, termasuk salah satunya dengan
menganekaragamkan risiko tersebut. Teori ini disebut teori portofolio karena mempunyai
cara mengestimasikan dana kedalam bentuk surat-surat berharga, teori ini didasarkan pada
kenyataan bahwa pemilik modal akan menginvestasikan uangnya kedalam berbagai jenis
surat berharga dengan tujuan mengurangi risiko yang harus ditanggung dan kemudian ingin
mendapatkan santunan (penghasilan) yang lebih tinggi. Dalam teori ini risiko investasi
dalam saham didefinisikan sebagai investasi standar dan tingkat keuntungan. Menurut Jones

(2002:3), Portfolio is the securities held by an investor taken as a unit. Artinya portofolio
adalah sejumlah sekuritas yang dipertahankan oleh investor dalam satu kesatuan.
Risiko pasar dari masing-masing saham yang di masukkan dalam portofolio tersebut,
dengan kata lain jika ingin membentuk portofolio yang memiliki risiko rendah, maka sahamsaham yang dipilih bukanlah saham-saham yang memiliki covariance dengan portofolio
yang rendah, apabila portofolio tersebut mewakili kesempatan investasi yang ada, dengan
proporsi sesuai dengan bobot investasi tersebut, maka portofolio tersebut disebut sebagai
portofolio pasar (Husnan, 2001:104). Manajer uang yang ingin mengubah risiko pasar yang
dihadapinya dapat melakukan hal tersebut dengan jalan merevisi beta dari portofolio. Hal ini
dapat dilakukan dengan jalan menyeimbangkan kembali portofolio saham yang akan
menghasilkan beta yang diinginkan dalam proses minimisasi risiko portofolio, varian
(standar deviasi) pengembalian merupakan alat ukur risiko portofolio, sebagai tambahan
kemungkinan tidak tercapainya pengembalian diharapkan dapat dihitung. Jenis analisis ini
disebut analisis risiko kerugian. Portofolio normal merupakan tolak ukur yang disesuaikan
terdiri dari sekumpulan sekuritas yang umumnya dipilih dan ditimbang manajer yang
umumnya dilakukan. Pembentukan portofolio normal bukanlah merupakan hal yang mudah
dilakukan. Kesimpulan yang didapat portofolio adalah serangkaian kombinasi dari beberapa
aktiva yang diinvestasi dan dipegang oleh pemodal, baik perorangan maupun lembaga.
Rumus:

E(R p ) [X A .E(R A )] [X B .E(R B )]

[X . X . 2(X A .X B . AB . A . B )]
2
A

2
A

2
B

2
B

1
2

BAB III
HASIL PERHITUNGAN
10 saham ILQ 45 yang ada di BEI:
No
1
2
3
4
5
6
7
8
9
10

Kode Efek
AALI
ADRO
CPIN
INTP
LPKR
SILO
SMRA
TBIG
WIKA
WSKT

Nama Emiten
Astra Agro Lestari Tbk.
Adaro Energy Tbk.
Charoen Pokphand Indonesia Tbk
Inducement Tunggal Prakasa Tbk
Lippo Karawaci Tbk
Siloam International Hospitals Tbk
Summarecon Agung Tbk
Tower Bersama Infrastructure Tbk
Wijaya Karya (Persero) Tbk
Waskita Karya (Persero) Tbk

DATA 10 SAHAM ILQ 45 SELAMA 40 HARI

1.

Astra Agro Lestari Tbk.

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI
AALI

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp 15,050
Rp 15,100
Rp 15,725
Rp 15,800
Rp 15,700
Rp 16,275
Rp 16,600
Rp 16,600
Rp 16,600
Rp 17,000
Rp 16,725
Rp 16,225
Rp 16,800
Rp 16,550
Rp 15,925
Rp 16,100
Rp 16,400
Rp 16,200
Rp 16,325
Rp 16,400
Rp 16,575
Rp 16,475
Rp 16,350
Rp 15,900
Rp 15,450
Rp 15,650
Rp 15,650
Rp 16,025
Rp 16,125
Rp 16,050
Rp 15,625
Rp 15,550
Rp 15,300
Rp 14,925
Rp 15,000
Rp 14,825
Rp 15,000
Rp 15,025
Rp 15,000
Rp 15,000
Rp 635,600

Persentase
2.37%
2.38%
2.47%
2.49%
2.47%
2.56%
2.61%
2.61%
2.61%
2.67%
2.63%
2.55%
2.64%
2.60%
2.51%
2.53%
2.58%
2.55%
2.57%
2.58%
2.61%
2.59%
2.57%
2.50%
2.43%
2.46%
2.46%
2.52%
2.54%
2.53%
2.46%
2.45%
2.41%
2.35%
2.36%
2.33%
2.36%
2.36%
2.36%
2.36%
100.00%

2.

Adaro Energy Tbk.

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO
ADRO

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp 1,150
Rp 1,200
Rp 1,155
Rp 1,085
Rp 1,135
Rp 1,120
Rp 1,145
Rp 1,170
Rp 1,105
Rp 1,115
Rp 1,080
Rp 1,060
Rp 1,100
Rp 1,080
Rp 1,065
Rp 1,135
Rp 1,150
Rp 1,185
Rp 1,170
Rp 1,220
Rp 1,225
Rp 1,270
Rp 1,270
Rp 1,165
Rp 1,120
Rp 1,165
Rp 1,165
Rp 1,185
Rp 1,180
Rp 1,170
Rp 1,185
Rp 1,200
Rp 1,210
Rp 1,200
Rp 1,280
Rp 1,205
Rp 1,300
Rp 1,305
Rp 1,290
Rp 1,360
Rp 47,075

Persentase
2.44%
2.55%
2.45%
2.30%
2.41%
2.38%
2.43%
2.49%
2.35%
2.37%
2.29%
2.25%
2.34%
2.29%
2.26%
2.41%
2.44%
2.52%
2.49%
2.59%
2.60%
2.70%
2.70%
2.47%
2.38%
2.47%
2.47%
2.52%
2.51%
2.49%
2.52%
2.55%
2.57%
2.55%
2.72%
2.56%
2.76%
2.77%
2.74%
2.89%
100.00%

3.

Charoen Pokphand Indonesia Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN
CPIN

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp 3,850
Rp 3,850
Rp 3,850
Rp 3,850
Rp 3,780
Rp 3,730
Rp 3,850
Rp 3,870
Rp 3,810
Rp 3,850
Rp 3,860
Rp 3,830
Rp 3,850
Rp 3,840
Rp 3,800
Rp 3,720
Rp 3,730
Rp 3,720
Rp 3,630
Rp 3,610
Rp 3,660
Rp 3,610
Rp 3,570
Rp 3,590
Rp 3,500
Rp 3,590
Rp 3,600
Rp 3,590
Rp 3,580
Rp 3,560
Rp 3,360
Rp 3,420
Rp 3,550
Rp 3,760
Rp 3,660
Rp 3,500
Rp 3,790
Rp 3,770
Rp 3,650
Rp 3,650
Rp 147,840

Persentase
2.60%
2.60%
2.60%
2.60%
2.56%
2.52%
2.60%
2.62%
2.58%
2.60%
2.61%
2.59%
2.60%
2.60%
2.57%
2.52%
2.52%
2.52%
2.46%
2.44%
2.48%
2.44%
2.41%
2.43%
2.37%
2.43%
2.44%
2.43%
2.42%
2.41%
2.27%
2.31%
2.40%
2.54%
2.48%
2.37%
2.56%
2.55%
2.47%
2.47%
100.00%

4.

Inducement Tunggal Prakasa Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP
INTP

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp 18,275
Rp 19,025
Rp 19,375
Rp 18,750
Rp 18,325
Rp 18,000
Rp 18,500
Rp 18,525
Rp 18,075
Rp 18,300
Rp 18,325
Rp 17,950
Rp 18,175
Rp 18,700
Rp 18,350
Rp 18,175
Rp 17,700
Rp 17,050
Rp 17,250
Rp 17,500
Rp 17,700
Rp 17,400
Rp 17,050
Rp 17,025
Rp 17,250
Rp 17,625
Rp 17,250
Rp 17,300
Rp 17,500
Rp 17,350
Rp 17,575
Rp 18,100
Rp 18,000
Rp 18,300
Rp 18,150
Rp 17,350
Rp 17,800
Rp 17,800
Rp 17,750
Rp 17,700
Rp 716,300

Persentase
2.55%
2.66%
2.70%
2.62%
2.56%
2.51%
2.58%
2.59%
2.52%
2.55%
2.56%
2.51%
2.54%
2.61%
2.56%
2.54%
2.47%
2.38%
2.41%
2.44%
2.47%
2.43%
2.38%
2.38%
2.41%
2.46%
2.41%
2.42%
2.44%
2.42%
2.45%
2.53%
2.51%
2.55%
2.53%
2.42%
2.48%
2.48%
2.48%
2.47%
100.00%

5.

Lippo Karawaci Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR
LPKR

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp 1,165
Rp 1,160
Rp 1,170
Rp 1,165
Rp 1,170
Rp 1,150
Rp 1,150
Rp 1,170
Rp 1,155
Rp 1,160
Rp 1,155
Rp 1,145
Rp 1,160
Rp 1,150
Rp 1,115
Rp 1,140
Rp 1,100
Rp 1,065
Rp 1,050
Rp 1,045
Rp 1,045
Rp 1,040
Rp 1,040
Rp 1,035
Rp 1,040
Rp 1,035
Rp 1,040
Rp 1,065
Rp 1,065
Rp 1,095
Rp 1,100
Rp 1,120
Rp 1,100
Rp
995
Rp 1,005
Rp
990
Rp
995
Rp
995
Rp
985
Rp
955
Rp 43,480

Persentase
2.68%
2.67%
2.69%
2.68%
2.69%
2.64%
2.64%
2.69%
2.66%
2.67%
2.66%
2.63%
2.67%
2.64%
2.56%
2.62%
2.53%
2.45%
2.41%
2.40%
2.40%
2.39%
2.39%
2.38%
2.39%
2.38%
2.39%
2.45%
2.45%
2.52%
2.53%
2.58%
2.53%
2.29%
2.31%
2.28%
2.29%
2.29%
2.27%
2.20%
100.00%

6.

Siloam International Hospitals Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO
SILO

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp 10,300
Rp 10,250
Rp
9,975
Rp
9,875
Rp 10,125
Rp 10,100
Rp 10,125
Rp 11,750
Rp 10,725
Rp 10,475
Rp 10,475
Rp 10,300
Rp 10,475
Rp 10,375
Rp 10,400
Rp 11,250
Rp 11,300
Rp 10,550
Rp 10,400
Rp 10,700
Rp 10,675
Rp 10,800
Rp 10,700
Rp 10,600
Rp 10,375
Rp 10,400
Rp 10,650
Rp 10,400
Rp 10,200
Rp 10,350
Rp 10,375
Rp 10,400
Rp 10,400
Rp 10,275
Rp 10,400
Rp 10,300
Rp 10,300
Rp 10,325
Rp 10,400
Rp 10,350
Rp 418,600

Persentase
2.46%
2.45%
2.38%
2.36%
2.42%
2.41%
2.42%
2.81%
2.56%
2.50%
2.50%
2.46%
2.50%
2.48%
2.48%
2.69%
2.70%
2.52%
2.48%
2.56%
2.55%
2.58%
2.56%
2.53%
2.48%
2.48%
2.54%
2.48%
2.44%
2.47%
2.48%
2.48%
2.48%
2.45%
2.48%
2.46%
2.46%
2.47%
2.48%
2.47%
100.00%

7.

Summarecon Agung Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA
SMRA

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp 1,815
Rp 1,835
Rp 1,800
Rp 1,925
Rp 1,925
Rp 1,865
Rp 1,865
Rp 1,870
Rp 1,865
Rp 1,885
Rp 1,940
Rp 1,880
Rp 1,920
Rp 1,850
Rp 1,770
Rp 1,775
Rp 1,750
Rp 1,715
Rp 1,745
Rp 1,755
Rp 1,770
Rp 1,740
Rp 1,695
Rp 1,635
Rp 1,625
Rp 1,700
Rp 1,640
Rp 1,660
Rp 1,655
Rp 1,720
Rp 1,735
Rp 1,705
Rp 1,740
Rp 1,750
Rp 1,755
Rp 1,755
Rp 1,785
Rp 1,790
Rp 1,785
Rp 1,745
Rp 71,135

Persentase
2.55%
2.58%
2.53%
2.71%
2.71%
2.62%
2.62%
2.63%
2.62%
2.65%
2.73%
2.64%
2.70%
2.60%
2.49%
2.50%
2.46%
2.41%
2.45%
2.47%
2.49%
2.45%
2.38%
2.30%
2.28%
2.39%
2.31%
2.33%
2.33%
2.42%
2.44%
2.40%
2.45%
2.46%
2.47%
2.47%
2.51%
2.52%
2.51%
2.45%
100.00%

8.

Tower Bersama Infrastructure Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG
TBIG

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp
6,000
Rp
5,900
Rp
5,925
Rp
5,875
Rp
5,925
Rp
5,850
Rp
5,875
Rp
5,975
Rp
5,900
Rp
5,975
Rp
5,900
Rp
5,800
Rp
5,825
Rp
5,825
Rp
5,800
Rp
5,750
Rp
5,575
Rp
5,550
Rp
5,625
Rp
5,575
Rp
5,625
Rp
5,575
Rp
5,575
Rp
5,700
Rp
5,625
Rp
5,675
Rp
5,775
Rp
5,875
Rp
5,925
Rp
6,000
Rp
6,025
Rp
6,075
Rp
6,075
Rp
6,100
Rp
6,125
Rp
6,100
Rp
6,175
Rp
6,200
Rp
6,150
Rp
6,075
Rp 234,875

Persentase
2.55%
2.51%
2.52%
2.50%
2.52%
2.49%
2.50%
2.54%
2.51%
2.54%
2.51%
2.47%
2.48%
2.48%
2.47%
2.45%
2.37%
2.36%
2.39%
2.37%
2.39%
2.37%
2.37%
2.43%
2.39%
2.42%
2.46%
2.50%
2.52%
2.55%
2.57%
2.59%
2.59%
2.60%
2.61%
2.60%
2.63%
2.64%
2.62%
2.59%
100.00%

9.

Wijaya Karya (Persero) Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA
WIKA

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp
3,280
Rp
3,270
Rp
3,260
Rp
3,230
Rp
3,140
Rp
3,040
Rp
3,200
Rp
3,270
Rp
3,270
Rp
3,240
Rp
3,270
Rp
3,250
Rp
3,300
Rp
3,300
Rp
3,250
Rp
3,250
Rp
3,240
Rp
3,240
Rp
3,270
Rp
3,270
Rp
3,270
Rp
3,240
Rp
3,130
Rp
2,880
Rp
2,690
Rp
2,710
Rp
2,790
Rp
2,810
Rp
2,780
Rp
2,790
Rp
2,740
Rp
2,510
Rp
2,650
Rp
2,820
Rp
2,790
Rp
2,800
Rp
2,930
Rp
2,890
Rp
2,900
Rp
2,850
Rp 121,810

Persentase
2.69%
2.68%
2.68%
2.65%
2.58%
2.50%
2.63%
2.68%
2.68%
2.66%
2.68%
2.67%
2.71%
2.71%
2.67%
2.67%
2.66%
2.66%
2.68%
2.68%
2.68%
2.66%
2.57%
2.36%
2.21%
2.22%
2.29%
2.31%
2.28%
2.29%
2.25%
2.06%
2.18%
2.32%
2.29%
2.30%
2.41%
2.37%
2.38%
2.34%
100.00%

10. Waskita Karya (Persero) Tbk

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Kode
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT
WSKT

Tanggal
08-Aug-16
09-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Close
Rp
2,810
Rp
2,800
Rp
2,820
Rp
2,820
Rp
2,750
Rp
2,690
Rp
2,800
Rp
2,770
Rp
2,770
Rp
2,760
Rp
2,780
Rp
2,780
Rp
2,790
Rp
2,760
Rp
2,750
Rp
2,780
Rp
2,790
Rp
2,730
Rp
2,760
Rp
2,750
Rp
2,700
Rp
2,640
Rp
2,590
Rp
2,480
Rp
2,550
Rp
2,620
Rp
2,650
Rp
2,700
Rp
2,580
Rp
2,620
Rp
2,630
Rp
2,650
Rp
2,690
Rp
2,690
Rp
2,690
Rp
2,620
Rp
2,690
Rp
2,690
Rp
2,610
Rp
2,620
Rp 108,170

Persentase
2.60%
2.59%
2.61%
2.61%
2.54%
2.49%
2.59%
2.56%
2.56%
2.55%
2.57%
2.57%
2.58%
2.55%
2.54%
2.57%
2.58%
2.52%
2.55%
2.54%
2.50%
2.44%
2.39%
2.29%
2.36%
2.42%
2.45%
2.50%
2.39%
2.42%
2.43%
2.45%
2.49%
2.49%
2.49%
2.42%
2.49%
2.49%
2.41%
2.42%
100.00%

PERHITUNGAN RETURN & RISIKO SAHAM

Return

Return

Return

Return

Return

Return

Return

Return

Return

Return

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39

AALI
0.33%
4.06%
0.48%
-0.63%
3.60%
1.98%
0.00%
0.00%
2.38%
-1.63%
-3.04%
3.48%
-1.50%
-3.85%
1.09%
1.85%
-1.23%
0.77%
0.46%
1.06%
-0.61%
-0.76%
-2.79%
-2.87%
1.29%
0.00%
2.37%
0.62%
-0.47%
-2.68%
-0.48%
-1.62%
-2.48%
0.50%
-1.17%
1.17%
0.17%
-0.17%
0.00%

ADRO
4.26%
-3.82%
-6.25%
4.51%
-1.33%
2.21%
2.16%
-5.72%
0.90%
-3.19%
-1.87%
3.70%
-1.83%
-1.40%
6.37%
1.31%
3.00%
-1.27%
4.18%
0.41%
3.61%
0.00%
-8.63%
-3.94%
3.94%
0.00%
1.70%
-0.42%
-0.85%
1.27%
1.26%
0.83%
-0.83%
6.45%
-6.04%
7.59%
0.38%
-1.16%
5.28%

CPIN
0.00%
0.00%
0.00%
-1.83%
-1.33%
3.17%
0.52%
-1.56%
1.04%
0.26%
-0.78%
0.52%
-0.26%
-1.05%
-2.13%
0.27%
-0.27%
-2.45%
-0.55%
1.38%
-1.38%
-1.11%
0.56%
-2.54%
2.54%
0.28%
-0.28%
-0.28%
-0.56%
-5.78%
1.77%
3.73%
5.75%
-2.70%
-4.47%
7.96%
-0.53%
-3.23%
0.00%

INTP
4.02%
1.82%
-3.28%
-2.29%
-1.79%
2.74%
0.14%
-2.46%
1.24%
0.14%
-2.07%
1.25%
2.85%
-1.89%
-0.96%
-2.65%
-3.74%
1.17%
1.44%
1.14%
-1.71%
-2.03%
-0.15%
1.31%
2.15%
-2.15%
0.29%
1.15%
-0.86%
1.29%
2.94%
-0.55%
1.65%
-0.82%
-4.51%
2.56%
0.00%
-0.28%
-0.28%

LPKR
-0.43%
0.86%
-0.43%
0.43%
-1.72%
0.00%
1.72%
-1.29%
0.43%
-0.43%
-0.87%
1.30%
-0.87%
-3.09%
2.22%
-3.57%
-3.23%
-1.42%
-0.48%
0.00%
-0.48%
0.00%
-0.48%
0.48%
-0.48%
0.48%
2.38%
0.00%
2.78%
0.46%
1.80%
-1.80%
-10.03%
1.00%
-1.50%
0.50%
0.00%
-1.01%
-3.09%

SILO
-0.49%
-2.72%
-1.01%
2.50%
-0.25%
0.25%
14.88%
-9.13%
-2.36%
0.00%
-1.68%
1.68%
-0.96%
0.24%
7.86%
0.44%
-6.87%
-1.43%
2.84%
-0.23%
1.16%
-0.93%
-0.94%
-2.15%
0.24%
2.38%
-2.38%
-1.94%
1.46%
0.24%
0.24%
0.00%
-1.21%
1.21%
-0.97%
0.00%
0.24%
0.72%
-0.48%

SMRA
1.10%
-1.93%
6.71%
0.00%
-3.17%
0.00%
0.27%
-0.27%
1.07%
2.88%
-3.14%
2.11%
-3.71%
-4.42%
0.28%
-1.42%
-2.02%
1.73%
0.57%
0.85%
-1.71%
-2.62%
-3.60%
-0.61%
4.51%
-3.59%
1.21%
-0.30%
3.85%
0.87%
-1.74%
2.03%
0.57%
0.29%
0.00%
1.69%
0.28%
-0.28%
-2.27%

TBIG
-1.68%
0.42%
-0.85%
0.85%
-1.27%
0.43%
1.69%
-1.26%
1.26%
-1.26%
-1.71%
0.43%
0.00%
-0.43%
-0.87%
-3.09%
-0.45%
1.34%
-0.89%
0.89%
-0.89%
0.00%
2.22%
-1.32%
0.88%
1.75%
1.72%
0.85%
1.26%
0.42%
0.83%
0.00%
0.41%
0.41%
-0.41%
1.22%
0.40%
-0.81%
-1.23%

WIKA
-0.31%
-0.31%
-0.92%
-2.83%
-3.24%
5.13%
2.16%
0.00%
-0.92%
0.92%
-0.61%
1.53%
0.00%
-1.53%
0.00%
-0.31%
0.00%
0.92%
0.00%
0.00%
-0.92%
-3.45%
-8.32%
-6.82%
0.74%
2.91%
0.71%
-1.07%
0.36%
-1.81%
-8.77%
5.43%
6.22%
-1.07%
0.36%
4.54%
-1.37%
0.35%
-1.74%

WSKT
-0.36%
0.71%
0.00%
-2.51%
-2.21%
4.01%
-1.08%
0.00%
-0.36%
0.72%
0.00%
0.36%
-1.08%
-0.36%
1.09%
0.36%
-2.17%
1.09%
-0.36%
-1.83%
-2.25%
-1.91%
-4.34%
2.78%
2.71%
1.14%
1.87%
-4.55%
1.54%
0.38%
0.76%
1.50%
0.00%
0.00%
-2.64%
2.64%
0.00%
-3.02%
0.38%

E(Ri)
i2
i

-0.01%
0.03%
1.85%

0.43%
0.13%
3.67%

-0.14%
0.06%
2.45%

-0.08%
0.04%
2.02%

-0.51%
0.05%
2.14%

0.01%
0.12%
3.51%

-0.10%
0.06%
2.36%

0.03%
0.01%
1.16%

-0.36%
0.09%
3.07%

-0.18%
0.04%
1.88%

TBIG
0.03%

WIKA
0.00%

AALI
0.00%

ADRO
0.15%

CPIN
0.00%

Perhitungan (Rij-E(Ri))^2
INTP LPKR SILO SMRA
0.17% 0.00% 0.00% 0.01%

WSKT
0.00%

0.17%
0.00%
0.00%
0.13%
0.04%
0.00%
0.00%
0.06%
0.03%
0.09%
0.12%
0.02%
0.15%
0.01%
0.03%
0.01%
0.01%
0.00%
0.01%
0.00%
0.01%
0.08%
0.08%
0.02%
0.00%
0.06%
0.00%
0.00%
0.07%
0.00%
0.03%
0.06%
0.00%
0.01%
0.01%
0.00%
0.00%
0.00%

0.18%
0.45%
0.17%
0.03%
0.03%
0.03%
0.38%
0.00%
0.13%
0.05%
0.11%
0.05%
0.03%
0.35%
0.01%
0.07%
0.03%
0.14%
0.00%
0.10%
0.00%
0.82%
0.19%
0.12%
0.00%
0.02%
0.01%
0.02%
0.01%
0.01%
0.00%
0.02%
0.36%
0.42%
0.51%
0.00%
0.03%
0.24%

0.00%
0.00%
0.03%
0.01%
0.11%
0.00%
0.02%
0.01%
0.00%
0.00%
0.00%
0.00%
0.01%
0.04%
0.00%
0.00%
0.05%
0.00%
0.02%
0.02%
0.01%
0.00%
0.06%
0.07%
0.00%
0.00%
0.00%
0.00%
0.32%
0.04%
0.15%
0.35%
0.07%
0.19%
0.66%
0.00%
0.10%
0.00%

0.04%
0.10%
0.05%
0.03%
0.08%
0.00%
0.06%
0.02%
0.00%
0.04%
0.02%
0.09%
0.03%
0.01%
0.07%
0.13%
0.02%
0.02%
0.01%
0.03%
0.04%
0.00%
0.02%
0.05%
0.04%
0.00%
0.02%
0.01%
0.02%
0.09%
0.00%
0.03%
0.01%
0.20%
0.07%
0.00%
0.00%
0.00%

0.02%
0.00%
0.01%
0.01%
0.00%
0.05%
0.01%
0.01%
0.00%
0.00%
0.03%
0.00%
0.07%
0.07%
0.09%
0.07%
0.01%
0.00%
0.00%
0.00%
0.00%
0.00%
0.01%
0.00%
0.01%
0.08%
0.00%
0.11%
0.01%
0.05%
0.02%
0.91%
0.02%
0.01%
0.01%
0.00%
0.00%
0.07%

0.07%
0.01%
0.06%
0.00%
0.00%
2.21%
0.83%
0.06%
0.00%
0.03%
0.03%
0.01%
0.00%
0.62%
0.00%
0.47%
0.02%
0.08%
0.00%
0.01%
0.01%
0.01%
0.05%
0.00%
0.06%
0.06%
0.04%
0.02%
0.00%
0.00%
0.00%
0.01%
0.01%
0.01%
0.00%
0.00%
0.01%
0.00%

0.03%
0.46%
0.00%
0.09%
0.00%
0.00%
0.00%
0.01%
0.09%
0.09%
0.05%
0.13%
0.19%
0.00%
0.02%
0.04%
0.03%
0.00%
0.01%
0.03%
0.06%
0.12%
0.00%
0.21%
0.12%
0.02%
0.00%
0.16%
0.01%
0.03%
0.05%
0.00%
0.00%
0.00%
0.03%
0.00%
0.00%
0.05%

0.00%
0.01%
0.01%
0.02%
0.00%
0.03%
0.02%
0.02%
0.02%
0.03%
0.00%
0.00%
0.00%
0.01%
0.10%
0.00%
0.02%
0.01%
0.01%
0.01%
0.00%
0.05%
0.02%
0.01%
0.03%
0.03%
0.01%
0.02%
0.00%
0.01%
0.00%
0.00%
0.00%
0.00%
0.01%
0.00%
0.01%
0.02%

0.00%
0.00%
0.06%
0.08%
0.30%
0.06%
0.00%
0.00%
0.02%
0.00%
0.04%
0.00%
0.01%
0.00%
0.00%
0.00%
0.02%
0.00%
0.00%
0.00%
0.10%
0.63%
0.42%
0.01%
0.11%
0.01%
0.01%
0.01%
0.02%
0.71%
0.33%
0.43%
0.01%
0.01%
0.24%
0.01%
0.00%
0.02%

0.01%
0.00%
0.05%
0.04%
0.18%
0.01%
0.00%
0.00%
0.01%
0.00%
0.00%
0.01%
0.00%
0.02%
0.00%
0.04%
0.02%
0.00%
0.03%
0.04%
0.03%
0.17%
0.09%
0.08%
0.02%
0.04%
0.19%
0.03%
0.00%
0.01%
0.03%
0.00%
0.00%
0.06%
0.08%
0.00%
0.08%
0.00%

RETURN DAN RISIKO PORTOFOLIO

Proporsi Dana (Xi)
Saham Saham Saham Saham Saham Saham Saham
Portofolio
1
2
3
4
5

1
10%
5%
12%
15%
7%

2
10%
8%
15%
10%
10%

3
10%
10%
10%
5%
6%

4
10%
15%
8%
4%
10%

5
10%
12%
5%
16%
17%

6
10%
12%
5%
16%
17%

7
10%
15%
8%
4%
10%

Saham
8
10%
10%
20%
5%
6%

Saham Saham
9
10%
8%
15%
10%
10%

10
10%
5%
12%
15%
7%

Total
1%
1
1
100
1

Return Portofolio
Saham

Saham

Saham

Saham

Saham

Saham

Saham

Saham

Saham

Saham

Portofolio

AALI

ADRO

CPIN

INTP

LPKR

SILO

SMRA

TBIG

WIKA

WSKT

-0.0009%

0.0430%

-0.0137%

-0.0082%

-0.0510%

0.0012%

-0.0101%

0.0032%

-0.0360%

-0.0180%

-0.0004%

0.0344%

-0.0137%

-0.0123%

-0.0612%

0.0015%

-0.0151%

0.0032%

-0.0288%

-0.0090%

-0.0010%

0.0645%

-0.0137%

-0.0066%

-0.0255%

0.0006%

-0.0081%

0.0064%

-0.0540%

-0.0215%

-0.0013%

0.0430%

-0.0068%

-0.0033%

-0.0815%

0.0020%

-0.0040%

0.0016%

-0.0360%

-0.0269%

-0.0006%

0.0430%

-0.0082%

-0.0082%

-0.0866%

0.0021%

-0.0101%

0.0019%

-0.0360%

-0.0126%

E(Rp)

-0.0042%

0.2279%

-0.0561%

-0.0385%

-0.3058%

0.0075%

-0.0474%

0.0162%

-0.1910%

-0.0880%

-0.0116%

-0.0098%

-0.0062%

-0.0065%

-0.0055%

-0.0056%

-0.0006%

0.0003%

0.0017%

0.0004%

No.
1
2

Tanggal
08-Aug-16
09-Aug-16

DATA IHSG
Close
Rp
5,458.97900
Rp
5,440.29297

R_IHSG
-0.34%
-0.30%

3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

10-Aug-16
11-Aug-16
12-Aug-16
15-Aug-16
16-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
01-Sep-16
02-Sep-16
05-Sep-16
06-Sep-16
08-Sep-16
09-Sep-16
13-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
03-Oct-16
04-Oct-16
05-Oct-16
06-Oct-16

Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp
Rp

5,423.94922
5,419.08789
5,377.19580
5,320.56104
5,371.84619
5,461.45020
5,416.03516
5,427.17481
5,417.14014
5,403.99219
5,454.11621
5,438.83106
5,370.76416
5,362.31592
5,386.08203
5,334.54688
5,353.46094
5,356.95410
5,372.09619
5,371.07813
5,281.91699
5,215.56690
5,146.03809
5,265.81885
5,267.76904
5,321.84082
5,302.49316
5,342.59180
5,380.26221
5,352.13916
5,419.60400
5,425.33691
5,431.95703
5,364.80420
5,463.91504
5,472.31690
5,420.64795
5,409.34424

-0.09%
-0.77%
-1.05%
0.96%
1.67%
-0.83%
0.21%
-0.18%
-0.24%
0.93%
-0.28%
-1.25%
-0.16%
0.44%
-0.96%
0.35%
0.07%
0.28%
-0.02%
-1.66%
-1.26%
-1.33%
2.33%
0.04%
1.03%
-0.36%
0.76%
0.71%
-0.52%
1.26%
0.11%
0.12%
-1.24%
1.85%
0.15%
-0.94%
-0.21%

PERHITUNGAN BETA DENGAN MENGGUNAKAN SPSS

1.

Astra Agro Lestari Tbk. (AALI)

2.

Adaro Energy Tbk. (ADRO)

3.

Charoen Pokphand Indonesia Tbk (CPIN)

4.

Inducement Tunggal Prakasa Tbk (INTP)

5.

Lippo Karawaci Tbk (LPKR)

6.

Siloam International Hospitals Tbk (SILO)

7.

Summarecon Agung Tbk (SMRA)

8.

Tower Bersama Infrastructure Tbk (TBIG)

9.

Wijaya Karya (Persero) Tbk (WIKA)

10. Waskita Karya (Persero) Tbk (WSKT)