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KLBF.

JK
Date Adj Close RETURN STANDAR DEVIASI
6/1/2018 1,342,599,976 64095111.0171277
6/4/2018 1,337,700,073 1337700071.99634 64095111.0171277
6/5/2018 1,386,700,073 1386700072.03534 65370354.8127311
6/6/2018 1,381,800,049 1381800047.99645 64246547.5206851
6/7/2018 1,435,700,073 1435700072.03754 63008734.9365512
6/8/2018 1,332,800,049 1332800047.92279 315809746.454578
6/11/2018 1,332,800,049 1332800048 445914700.944006
6/12/2018 1,332,800,049 1332800048 533232883.886709
6/13/2018 1,332,800,049 1332800048 599246475.848197
6/14/2018 1,332,800,049 1332800048 644741833.071362
6/15/2018 1,332,800,049 1332800048 678931330.7276
6/18/2018 1,332,800,049 1332800048 703465351.24917
6/19/2018 1,332,800,049 1332800048 719332521.860319
6/20/2018 1,288,700,073 1288700071.96578 727100461.859965
6/21/2018 1,225,000,000 1224999998.948 724458328.193461
6/22/2018 1,310,000,000 1309999999.06489 708879547.187448
6/25/2018 1,295,000,000 1294999998.98842 690003137.727606
6/26/2018 1,265,000,000 1264999998.97628 658876544.323881
6/27/2018 1,240,000,000 1239999998.97984 613284911.24133
6/28/2018 1,155,000,000 1154999998.92641 550700756.790753
6/29/2018 1,220,000,000 1219999999.05328 454569033.838796
7/2/2018 1,250,000,000 1249999999.024 332886465.166049

KAEF JK
Date Adj Close RETURN STANDAR DEVIASI
6/1/2018 2,540,000,000 119033808.732235
6/4/2018 2,610,000,000 2609999999.02682 119033808.732235
6/5/2018 2,700,000,000 2699999999.03333 121805496.385072
6/6/2018 2,690,000,000 2689999998.99628 121161532.512785
6/7/2018 2,700,000,000 2699999999.0037 120635571.778387
6/8/2018 2,650,000,000 2649999998.98113 118755804.818946
6/11/2018 2,650,000,000 2649999999 119622670.657883
6/12/2018 2,650,000,000 2649999999 120170513.783366
6/13/2018 2,650,000,000 2649999999 120231004.767895
6/14/2018 2,650,000,000 2649999999 119539715.541393
6/15/2018 2,650,000,000 2649999999 117663490.39358
6/18/2018 2,650,000,000 2649999999 113849981.043419
6/19/2018 2,650,000,000 2649999999 106671874.880032
6/20/2018 2,600,000,000 2599999998.98077 92975504.545944
6/21/2018 2,560,000,000 2559999998.98438 81416039.1453112
6/22/2018 2,530,000,000 2529999998.98814 70643302.5303062
6/25/2018 2,450,000,000 2449999998.96735 57532599.4741371
6/26/2018 2,360,000,000 2359999998.96186 59413803.1382325
6/27/2018 2,490,000,000 2489999999.05221 64549722.4645827
6/28/2018 2,420,000,000 2419999998.97107 37859388.9625427
6/29/2018 2,360,000,000 2359999998.97458 7071067.79689727
7/2/2018 2,350,000,000 2349999998.99574 #DIV/0!
KALBE KIMIA KORELASI
1,342,599,976 2,540,000,000 0.7929425632 0.807229
1,337,700,073 2,610,000,000 0.8072286066
1,386,700,073 2,700,000,000 0.8062390508
1,381,800,049 2,690,000,000 0.791778642
1,435,700,073 2,700,000,000 0.7756987644
1,332,800,049 2,650,000,000 0.7678758879
1,332,800,049 2,650,000,000 0.7567368907
1,332,800,049 2,650,000,000 0.7427432532
1,332,800,049 2,650,000,000 0.7246355719
1,332,800,049 2,650,000,000 0.7002851543
1,332,800,049 2,650,000,000 0.665786463
1,332,800,049 2,650,000,000 0.6131096366
1,332,800,049 2,650,000,000 0.5226762789
1,288,700,073 2,600,000,000 0.3306507733
1,225,000,000 2,560,000,000 0.1981726468
1,310,000,000 2,530,000,000 0.3761594788
1,295,000,000 2,450,000,000 0.0310263924
1,265,000,000 2,360,000,000 -0.2627142933
1,240,000,000 2,490,000,000 -0.111877484
1,155,000,000 2,420,000,000 -0.9835632484
1,220,000,000 2,360,000,000 -1
1,250,000,000 2,350,000,000
Wa Wb std kalbe
0.5 0.5 64095111.02
0.25 0.25 4108183256666126

Wa*STD kalbe wb*std kimia 2*wa*wb*korelasi*std a* std B


1.02704581416653E+015 3542261903407049 3024709401101629

0.6 0.4
0.36 0.16

PROPORSI 60:40

1.47894597239981E+015 2267047618180512 2903721025057564

0.4 0.6
0.16 0.36

PROPORSI 40:60

657309321066580 5100857140906150 2903721025057564


std kimia korelasi
119033808.7 0.7929
1.41690476136282E+016

varian
7594017118675209

6649714615637881

8661887487030294
KORELASI 3 SAHAM
1,342,599,976 2,540,000,000 95.454132 95.072872397 -0.4109031507
1,337,700,073 2,610,000,000 96.066498 96.5550763405
1,386,700,073 2,700,000,000 97.53997 96.9269772039 AB
1,381,800,049 2,690,000,000 97.923065 96.2845498318 0.7929425632
1,435,700,073 2,700,000,000 97.291046 96.6977165362
1,332,800,049 2,650,000,000 97.693596 97.2731109253
1,332,800,049 2,650,000,000 98.267273 96.5128575548
1,332,800,049 2,650,000,000 97.520515 97.1589731511
1,332,800,049 2,650,000,000 98.152534 96.7851602233
1,332,800,049 2,650,000,000 97.788879 98.006747345
1,332,800,049 2,650,000,000 98.994568 99.1543497659
1,332,800,049 2,650,000,000 100.142883 98.9690655371
1,332,800,049 2,650,000,000 99.970787 99.0866643297
1,288,700,073 2,600,000,000 100.085518 99.7228255238
1,225,000,000 2,560,000,000 100.71656 97.3965869073
1,310,000,000 2,530,000,000 98.419922 96.7441174765
1,295,000,000 2,450,000,000 97.750961 97.3884182117
1,265,000,000 2,360,000,000 98.382004 97.2382514614
1,240,000,000 2,490,000,000 98.2397 97.1602012865
1,155,000,000 2,420,000,000 98.161003 100.4309352433
1,220,000,000 2,360,000,000 101.399002 99.0870209368
1,250,000,000 2,350,000,000 100.099998
SI 3 SAHAM

BC AD AC CD BD
-0.2981233215 -0.5209771262 -0.4751877438 0.6677562979 -0.2297158026
WA WB WC
0.3 0.3 0.4
0.09 0.09 0.16

PROPORSI 30:30:40
Wa*STD kalbe wb*std kimia WC*STD BAYER
369736493099951 1.27521428522654E+015 0.3395934889

0.2 0.2 0.6


0.04 0.04 0.36

PROPORSI 20:20:60

164327330266645 566761904545128 0.7640853499

0.5 0.25 0.25


0.25 0.0625 0.0625

PROPORSI 50:25:25

1.02704581416653E+015 885565475851762 0.1326537066


STD KALBE STD KIMIA STD BAYER KORELASI
64095111.02 119033808.7 1.456866262 -0.410903151
4108183256666126 1.416904761363E+16 2.1224593054

2*wa*wb*korelasi*std a* std B VARIAN


-328841702587823 1316109075738666

-219227801725215 511861433086558

-285452866829707 1.627158423189E+15