NAMA : NASIRUDIN (17.05.52.

2010 R2)
NAMA : MISBAKHUL MUNIR (17.05.52.2013 R2)
lampiran 1
daftar saham LQ 45 periode februari 2019-juli 2019
no kode nama emiten
1 ADHI Adhi karya persero tbk
2 ADRO adaro energy tbk
3 AKRA AKR corporindo tbk
4 ANTM aneka tambang tbk
5 ASII astra internasional tbk
6 BBCA bank central asia tbk
7 BBNI bank negara indonesia (persero) tbk
8 BBRI bank rakyat indonesia (persero) tbk
9 BBTN bank tabungan negara (persero) tbk
10 BMRI bank mandiri (persero) tbk
11 BRPT barito pacific tbk
12 BSDE bumi serpong damai tbk
13 CPIN charoen pokphand indonesia tbk
14 ELSA elnusa tbk
15 ERAA erajaya swasembada tbk
16 EXCL xl axiata tbk
17 GGRM gudang garam tbk
18 HMSP H.M sampurna tbk
19 ICBP indofood CBP sukses makmur tbk
20 INCO vale indonesia tbk
21 INDF indofood sukses makmur tbk
22 INDY indika energy tbk
23 INKP indah kiat pulp & paper tbk
24 INTP indocement tunggal prakasa tbk
25 ITMG indo tambang raya megah tbk
26 JSMR jasa marga (persero) tbk
27 KLBF kalbe farma tbk
28 LPPF matahari deprtement store tbk
29 MEDC medco Energi international tbk
30 MNCN media nusantara cipta tbk
31 PGAS perusahaan gas negara tbk
32 PTBA bukit asam tbk
33 PTPP pp (persero) tbk
34 PWON pakuwan jati tbk
35 SCMA surya cipta media tbk
36 SMGR semen indonesia (persero) tbk
37 SRIL sri rejeki isman tbk
38 TKIM pabrik kertas tjiwi kimia tbk
39 TLKM telekomunikasi indonesia (persero) tbk
40 TPIA chandra asri petrochemical tbk
41 UNTR united tractors tbk
42 UNVR unilever indonesia tbk
43 WIKA wijaya karya (persero) tbk
44 WSBP waskita beton procast tbk
45 WSKT waskita karya (persero) tbk
 index LQ 45
tanggal harga index Hrg. PerB Rmt
3/8/2019 994.98
3/11/2019 995.42 0.44 0.0438
3/12/2019 994.02 -1.40 -0.1401
3/13/2019 996.07 2.05 0.2061
3/14/2019 1,004.18 8.11 0.8143
3/15/2019 1,014.81 10.63 1.0582
3/18/2019 1,024.97 10.17 1.0019
3/19/2019 1,019.34 -5.63 -0.5498
3/20/2019 1,020.39 1.05 0.1028
3/21/2019 1,024.62 4.23 0.4149
3/22/2019 1,025.93 1.31 0.1281
3/25/2019 1,004.03 -21.90 -2.1346
3/26/2019 1,017.58 13.55 1.3491
3/27/2019 1,010.42 -7.16 -0.7040
3/28/2019 1,019.01 8.60 0.8509
3/29/2019 1,019.04 0.02 0.0022
4/1/2019 1,016.18 -2.85 -0.2798
4/2/2019 1,019.71 3.52 0.3466
4/3/2019 1,025.96 6.25 0.6132
4/5/2019 1,021.27 -4.69 -0.4569
4/8/2019 1,015.29 -5.99 -0.5860
0.1040

RFR = 2.5

VAR = 0.624
 DAF

Lampiran 2
data harga saham selama 21 hari
1. PT Adhi
tanggal harga perb. Harga
3/8/2019 1520
3/11/2019 1520 0
3/12/2019 1525 5
3/13/2019 1555 30
3/14/2019 1565 10
3/15/2019 1550 -15
3/18/2019 1535 -15
3/19/2019 1570 35
3/20/2019 1610 40
3/21/2019 1620 10
3/22/2019 1595 -25
3/25/2019 1530 -65
3/26/2019 1545 15
3/27/2019 1575 30
3/28/2019 1645 70
3/29/2019 1645 0
4/1/2019 1655 10
4/2/2019 1650 -5
4/3/2019 1650 0
4/5/2019 1710 60
4/8/2019 1690 -20

4. PT ANTM
tanggal harga per.harga
3/8/2019 990
3/11/2019 1000 10
3/12/2019 970 -30
3/13/2019 975 5
 3/14/2019 970 -5
3/15/2019 980 10
3/18/2019 955 -25
3/19/2019 960 5
3/20/2019 960 0
3/21/2019 960 0
3/22/2019 960 0
3/25/2019 920 -40
3/26/2019 920 0
3/27/2019 900 -20
3/28/2019 885 -15
3/29/2019 890 5
4/1/2019 940 50
4/2/2019 925 -15
4/3/2019 925 0
4/5/2019 915 -10
4/8/2019 905 -10

7. PT Bank BNI
tanggal harga per,harga
3/8/2019 8675
3/11/2019 8675 0
3/12/2019 8675 0
3/13/2019 8600 -75
3/14/2019 8825 225
3/15/2019 9075 250
3/18/2019 9350 275
3/19/2019 9350 0
3/20/2019 9300 -50
3/21/2019 9525 225
3/22/2019 9600 75
3/25/2019 9200 -400
3/26/2019 9375 175
3/27/2019 9350 -25
3/28/2019 9425 75
3/29/2019 9400 -25
4/1/2019 9450 50
 4/2/2019 9475 25
4/3/2019 9475 0
4/5/2019 9700 225
4/8/2019 9725 25

10. PT BMRI
tanggal harga per.harga
3/8/2019 6900
3/11/2019 6850 -50
3/12/2019 6725 -125
3/13/2019 6700 -25
3/14/2019 6900 200
3/15/2019 7100 200
3/18/2019 7100 0
3/19/2019 7375 275
3/20/2019 7400 25
3/21/2019 7475 75
3/22/2019 7450 -25
3/25/2019 7175 -275
3/26/2019 7300 125
3/27/2019 7225 -75
3/28/2019 7375 150
3/29/2019 7475 100
4/1/2019 7500 25
4/2/2019 7425 -75
4/3/2019 7425 0
4/5/2019 7675 250
4/8/2019 7575 -100

13. CPIN
tanggal harga perb,harga
3/8/2019 7050
3/11/2019 7050 0
3/12/2019 6975 -75
3/13/2019 7225 250
 3/14/2019 7500 275
3/15/2019 7875 375
3/18/2019 7750 -125
3/19/2019 7625 -125
3/20/2019 7600 -25
3/21/2019 7775 175
3/22/2019 7750 -25
3/25/2019 7700 -50
3/26/2019 7725 25
3/27/2019 7625 -100
3/28/2019 7225 -400
3/29/2019 6375 -850
4/1/2019 6425 50
4/2/2019 6475 50
4/3/2019 6475 0
4/5/2019 6175 -300
4/8/2019 6350 175

16. EXCL
tanggal harga perb,harga
3/8/2019 2350
3/11/2019 2400 50
3/12/2019 2460 60
3/13/2019 2620 160
3/14/2019 2560 -60
3/15/2019 2590 30
3/18/2019 2700 110
3/19/2019 2650 -50
3/20/2019 2700 50
3/21/2019 2680 -20
3/22/2019 2660 -20
3/25/2019 2590 -70
3/26/2019 2680 90
3/27/2019 2680 0
3/28/2019 2680 0
3/29/2019 2680 0
4/1/2019 2710 30
 4/2/2019 2680 -30
4/3/2019 2680 0
4/5/2019 2630 -50
4/8/2019 2640 10

19. ICBP
tanggal harga perb,harga
3/8/2019 10250
3/11/2019 10300 50
3/12/2019 10225 -75
3/13/2019 10350 125
3/14/2019 10375 25
3/15/2019 10425 50
3/18/2019 10375 -50
3/19/2019 10300 -75
3/20/2019 10375 75
3/21/2019 10375 0
3/22/2019 10325 -50
3/25/2019 9400 -925
3/26/2019 9575 175
3/27/2019 9150 -425
3/28/2019 9275 125
3/29/2019 9325 50
4/1/2019 9250 -75
4/2/2019 9000 -250
4/3/2019 9000 0
4/5/2019 9050 50
4/8/2019 9075 25

22. INDY
tanggal harga perb,harga
3/8/2019 2060
3/11/2019 2100 40
3/12/2019 2030 -70
3/13/2019 2110 80
 3/14/2019 2120 10
3/15/2019 2110 -10
3/18/2019 2070 -40
3/19/2019 2060 -10
3/20/2019 2060 0
3/21/2019 2020 -40
3/22/2019 1985 -35
3/25/2019 1920 -65
3/26/2019 1930 10
3/27/2019 1900 -30
3/28/2019 1900 0
3/29/2019 1845 -55
4/1/2019 1795 -50
4/2/2019 1790 -5
4/3/2019 1790 0
4/5/2019 1720 -70
4/8/2019 1,740 20

25. ITMG
tanggal harga perb.harga
3/8/2019 22275
3/11/2019 22975 700
3/12/2019 22600 -375
3/13/2019 23075 475
3/14/2019 22975 -100
3/15/2019 22975 0
3/18/2019 23125 150
3/19/2019 22850 -275
3/20/2019 22850 0
3/21/2019 23350 500
3/22/2019 23275 -75
3/25/2019 23950 675
3/26/2019 23875 -75
3/27/2019 23850 -25
3/28/2019 23875 25
3/29/2019 23750 -125
4/1/2019 23850 100
 4/2/2019 23925 75
4/3/2019 23925 0
4/5/2019 20875 -3050
4/8/2019 20400 -475

28. LPPF
tanggal harga perb,harga
3/8/2019 3880
3/11/2019 3650 -230
3/12/2019 3470 -180
3/13/2019 3460 -10
3/14/2019 3690 230
3/15/2019 3790 100
3/18/2019 4160 370
3/19/2019 4060 -100
3/20/2019 4110 50
3/21/2019 4150 40
3/22/2019 4150 0
3/25/2019 4040 -110
3/26/2019 3950 -90
3/27/2019 3910 -40
3/28/2019 4050 140
3/29/2019 4050 0
4/1/2019 4030 -20
4/2/2019 4000 -30
4/3/2019 4000 0
4/5/2019 3860 -140
4/8/2019 3940 80

31. PGAS
tanggal harga perb,harga
3/8/2019 2430
3/11/2019 2390 -40
3/12/2019 2350 -40
3/13/2019 2390 40
 3/14/2019 2420 30
3/15/2019 2510 90
3/18/2019 2470 -40
3/19/2019 2470 0
3/20/2019 2430 -40
3/21/2019 2370 -60
3/22/2019 2360 -10
3/25/2019 2330 -30
3/26/2019 2380 50
3/27/2019 2340 -40
3/28/2019 2350 10
3/29/2019 2360 10
4/1/2019 2370 10
4/2/2019 2260 -110
4/3/2019 2260 0
4/5/2019 2300 40
4/8/2019 2290 -10

34. PWON
tanggal harga perb,harga
3/8/2019 630
3/11/2019 620 -10
3/12/2019 630 10
3/13/2019 630 0
3/14/2019 645 15
3/15/2019 675 30
3/18/2019 675 0
3/19/2019 680 5
3/20/2019 680 0
3/21/2019 705 25
3/22/2019 695 -10
3/25/2019 670 -25
3/26/2019 710 40
3/27/2019 690 -20
3/28/2019 700 10
3/29/2019 690 -10
4/1/2019 730 40
 4/2/2019 750 20
4/3/2019 750 0
4/5/2019 750 0
4/8/2019 735 -15

37. SRIL
tanggal harga perb,harga
3/8/2019 340
3/11/2019 340 0
3/12/2019 338 -2
3/13/2019 338 0
3/14/2019 338 0
3/15/2019 340 2
3/18/2019 340 0
3/19/2019 340 0
3/20/2019 338 -2
3/21/2019 340 2
3/22/2019 340 0
3/25/2019 336 -4
3/26/2019 338 2
3/27/2019 340 2
3/28/2019 338 -2
3/29/2019 340 2
4/1/2019 338 -2
4/2/2019 338 0
4/3/2019 338 0
4/5/2019 338 0
4/8/2019 340 2

40. TPIA
tanggal harga perb,harga
3/8/2019 5650
3/11/2019 5500 -150
3/12/2019 5500 0
3/13/2019 5575 75
 3/14/2019 5650 75
3/15/2019 5675 25
3/18/2019 5625 -50
3/19/2019 5600 -25
3/20/2019 5625 25
3/21/2019 5625 0
3/22/2019 5625 0
3/25/2019 5525 -100
3/26/2019 5825 300
3/27/2019 5850 25
3/28/2019 5575 -275
3/29/2019 5550 -25
4/1/2019 5675 125
4/2/2019 5675 0
4/3/2019 5575 -100
4/5/2019 5625 50
4/8/2019 5575 -50

43. WIKA
tanggal harga perb,harga
3/8/2019 1810
3/11/2019 1815 5
3/12/2019 1810 -5
3/13/2019 1860 50
3/14/2019 1920 60
3/15/2019 1935 15
3/18/2019 1945 10
3/19/2019 2000 55
3/20/2019 2000 0
3/21/2019 2000 0
3/22/2019 1975 -25
3/25/2019 1930 -45
3/26/2019 1965 35
3/27/2019 2070 105
3/28/2019 2150 80
3/29/2019 2150 0
4/1/2019 2190 40
 4/2/2019 2180 -10
4/3/2019 2180 0
4/5/2019 2280 100
4/8/2019 2200 -80
 DAFTAR HARGA SAHAM HARIAN PERUSAHAAN
PERIODE FEBRUARI -JULI 2019
( DAFTAR SAHAM DALAM 21 )

2. PT Adro
cap.gain tanggal harga
3/8/2019 1390
0.0000 3/11/2019 1450
0.3289 3/12/2019 1390
1.9672 3/13/2019 1440
0.6431 3/14/2019 1460
-0.9585 3/15/2019 1435
-0.9677 3/18/2019 1430
2.2801 3/19/2019 1435
2.5478 3/20/2019 1430
0.6211 3/21/2019 1420
-1.5432 3/22/2019 1415
-4.0752 3/25/2019 1345
0.9804 3/26/2019 1360
1.9417 3/27/2019 1350
4.4444 3/28/2019 1340
0.0000 3/29/2019 1340
0.6079 4/1/2019 1350
-0.3021 4/2/2019 1325
0.0000 4/3/2019 1325
3.6364 4/5/2019 1275
-1.1696 4/8/2019 1260

5. PT ASII
cap.gain tanggal harga
3/8/2019 7150
1.0101 3/11/2019 7225
-3.0000 3/12/2019 7175
0.5155 3/13/2019 7125
 -0.5128 3/14/2019 7200
1.0309 3/15/2019 7325
-2.5510 3/18/2019 7325
0.5236 3/19/2019 7275
0.0000 3/20/2019 7275
0.0000 3/21/2019 7250
0.0000 3/22/2019 7225
-4.1667 3/25/2019 7050
0.0000 3/26/2019 7100
-2.1739 3/27/2019 7175
-1.6667 3/28/2019 7100
0.5650 3/29/2019 7300
5.6180 4/1/2019 7350
-1.5957 4/2/2019 7425
0.0000 4/3/2019 7425
-1.0811 4/5/2019 7550
-1.0929 4/8/2019 7650

8. PT Bank BRI
cap.gain tanggal harga
3/8/2019 3850
0.0000 3/11/2019 3860
0.0000 3/12/2019 3840
-0.8646 3/13/2019 3790
2.6163 3/14/2019 3840
2.8329 3/15/2019 3950
3.0303 3/18/2019 4000
0.0000 3/19/2019 3980
-0.5348 3/20/2019 3990
2.4194 3/21/2019 3990
0.7874 3/22/2019 4050
-4.1667 3/25/2019 4010
1.9022 3/26/2019 4060
-0.2667 3/27/2019 4050
0.8021 3/28/2019 4070
-0.2653 3/29/2019 4110
0.5319 4/1/2019 4150
 0.2646 4/2/2019 4150
0.0000 4/3/2019 4150
2.3747 4/5/2019 4220
0.2577 4/8/2019 4280

11. PT BRPT
cap.gain tanggal harga
3/8/2019 3040
-0.7246 3/11/2019 3010
-1.8248 3000
-0.3717 3/13/2019 3010
2.9851 3/14/2019 3150
2.8986 3/15/2019 3300
0.0000 3/18/2019 3320
3.8732 3/19/2019 3290
0.3390 3/20/2019 3300
1.0135 3/21/2019 3450
-0.3344 3/22/2019 3440
-3.6913 3/25/2019 3460
1.7422 3/26/2019 3540
-1.0274 3/27/2019 3510
2.0761 3/28/2019 3580
1.3559 3/29/2019 3560
0.3344 4/1/2019 3650
-1.0000 4/2/2019 3610
0.0000 4/3/2019 3610
3.3670 4/5/2019 3580
-1.3029 4/8/2019 3570

14. ELSA
cap,gain tanggal harga
3/8/2019 372
0.0000 3/11/2019 366
-1.0638 3/12/2019 370
3.5842 3/13/2019 374
 3.8062 3/14/2019 378
5.0000 3/15/2019 374
-1.5873 3/18/2019 370
-1.6129 3/19/2019 368
-0.3279 3/20/2019 366
2.3026 3/21/2019 368
-0.3215 3/22/2019 366
-0.6452 3/25/2019 352
0.3247 3/26/2019 352
-1.2945 3/27/2019 352
-5.2459 3/28/2019 364
-11.7647 3/29/2019 360
0.7843 4/1/2019 374
0.7782 4/2/2019 374
0.0000 4/3/2019 374
-4.6332 4/5/2019 366
2.8340 4/8/2019 370

17 GGRM
cap.gain tanggal harga
3/8/2019 90000
2.1277 3/11/2019 91775
2.5000 3/12/2019 91950
6.5041 3/13/2019 92250
-2.2901 3/14/2019 91050
1.1719 3/15/2019 92800
4.2471 3/18/2019 91500
-1.8519 3/19/2019 89950
1.8868 3/20/2019 90000
-0.7407 3/21/2019 87400
-0.7463 3/22/2019 84500
-2.6316 3/25/2019 81775
3.4749 3/26/2019 83575
0.0000 3/27/2019 84650
0.0000 3/28/2019 84175
0.0000 3/29/2019 83200
1.1194 4/1/2019 83050
 -1.1070 4/2/2019 82625
0.0000 4/3/2019 82625
-1.8657 4/5/2019 80900
0.3802 4/8/2019 79150

20. INCO
cap,gain tanggal harga
3/8/2019 3650
0.4878 3/11/2019 3600
-0.7282 3/12/2019 3580
1.2225 3/13/2019 3610
0.2415 3/14/2019 3590
0.4819 3/15/2019 3650
-0.4796 3/18/2019 3530
-0.7229 3/19/2019 3550
0.7282 3/20/2019 3570
0.0000 3/21/2019 3600
-0.4819 3/22/2019 3570
-8.9588 3/25/2019 3410
1.8617 3/26/2019 3420
-4.4386 3/27/2019 3380
1.3661 3/28/2019 3340
0.5391 3/29/2019 3390
-0.8043 4/1/2019 3550
-2.7027 4/2/2019 3490
0.0000 4/3/2019 3490
0.5556 4/5/2019 3460
-904975 4/8/2019 3460

23. INKP
cap,gain tanggal harrga
3/8/2019 10650
1.9417 3/11/2019 10325
-3.3333 3/12/2019 9550
3.9409 3/13/2019 8875
 0.4739 3/14/2019 9350
-0.4717 3/15/2019 9850
-1.8957 3/18/2019 10075
-0.4831 3/19/2019 10050
0.0000 3/20/2019 10125
-1.9417 3/21/2019 10200
-1.7327 3/22/2019 9900
-3.2746 3/25/2019 9275
0.5208 3/26/2019 9150
-1.5544 3/27/2019 9325
0.0000 3/28/2019 9350
-2.8947 3/29/2019 8675
-2.7100 4/1/2019 8300
-0.2786 4/2/2019 8300
0.0000 4/3/2019 8300
-3.9106 4/5/2019 7750
1.1628 4/8/2019 8200

26. JSMR
cap.gain tanggal harga
3/8/2019 5075
3.1425 3/11/2019 5025
-1.6322 3/12/2019 5025
2.1018 3/13/2019 5075
-0.4334 3/14/2019 5050
0.0000 3/15/2019 5250
0.6529 3/18/2019 5250
-1.1892 3/19/2019 5300
0.0000 3/20/2019 5300
2.1882 3/21/2019 5400
-0.3212 3/22/2019 5300
2.9001 3/25/2019 5075
-0.3132 3/26/2019 5400
-0.1047 3/27/2019 5700
0.1048 3/28/2019 5850
-0.5236 3/29/2019 5975
0.4211 4/1/2019 5925
 0.3145 4/2/2019 5950
0.0000 4/3/2019 5950
-12.7482 4/5/2019 6025
-2.2754 4/8/2019 6075

29. MDEC
cap,gain tanggal harga
3/8/2019 860
-5.9278 3/11/2019 870
-4.9315 3/12/2019 865
-0.2882 3/13/2019 860
6.6474 3/14/2019 915
2.7100 3/15/2019 910
9.7625 3/18/2019 880
-2.4038 3/19/2019 880
1.2315 3/20/2019 880
0.9732 3/21/2019 910
0.0000 3/22/2019 915
-2.6506 3/25/2019 880
-2.2277 3/26/2019 900
-1.0127 3/27/2019 895
3.5806 3/28/2019 890
0.0000 3/29/2019 885
-0.4938 4/1/2019 900
-0.7444 4/2/2019 900
0.0000 4/3/2019 900
-3.5000 4/5/2019 890
2.0725 4/8/2019 865

32. PTBA
cap,gain tanggal harga
3/8/2019 4000
-1.6461 3/11/2019 4020
-1.6736 3/12/2019 3990
1.7021 3/13/2019 4020
 1.2552 3/14/2019 4020
3.7190 3/15/2019 4050
-1.5936 3/18/2019 4050
0.0000 3/19/2019 4020
-1.6194 3/20/2019 4020
-2.4691 3/21/2019 4040
-0.4219 3/22/2019 4080
-1.2712 3/25/2019 4140
2.1459 3/26/2019 4240
-1.6807 3/27/2019 4120
0.4274 3/28/2019 4160
0.4255 3/29/2019 4210
0.4237 4/1/2019 4200
-4.6414 4/2/2019 4170
0.0000 4/3/2019 4170
1.7699 4/5/2019 4040
-0.4348 4/8/2019 4020

35. SCMA
cap.gain tanggal harga
3/8/2019 1815
-1.5873 3/11/2019 1785
1.6129 3/12/2019 1770
0.0000 3/13/2019 1775
2.3810 3/14/2019 1780
4.6512 3/15/2019 1755
0.0000 3/18/2019 1745
0.7407 3/19/2019 1740
0.0000 3/20/2019 1735
3.6765 3/21/2019 1775
-1.4184 3/22/2019 1735
-3.5971 3/25/2019 1695
5.9701 3/26/2019 1680
-2.8169 3/27/2019 1670
1.4493 3/28/2019 1650
-1.4286 3/29/2019 1650
5.7971 4/1/2019 1630
 2.7397 4/2/2019 1615
0.0000 4/3/2019 1615
0.0000 4/5/2019 1625
-2.0000 4/8/2019 1620

38. TKIM
cap.gain tanggal harga
3/8/2019 11025
0.0000 3/11/2019 11000
-0.5882 3/12/2019 10225
0.0000 3/13/2019 9825
0.0000 3/14/2019 10350
0.5917 3/15/2019 10950
0.0000 3/18/2019 11375
0.0000 3/19/2019 11675
-0.5882 3/20/2019 11675
0.5917 3/21/2019 11850
0.0000 3/22/2019 11775
-1.1765 3/25/2019 11225
0.5952 3/26/2019 11150
0.5917 3/27/2019 11400
-0.5882 3/28/2019 11575
0.5917 3/29/2019 10875
-0.5882 4/1/2019 10875
0.0000 4/2/2019 10700
0.0000 4/3/2019 10700
0.0000 4/5/2019 10400
0.5917 4/8/2019 10275

41. UNTR
cap,gain tanggal harga
3/8/2019 26100
-2.6549 3/11/2019 26900
0.0000 3/12/2019 26150
1.3636 3/13/2019 26275
 1.3453 3/14/2019 26125
0.4425 3/15/2019 26475
-0.8811 3/18/2019 26825
-0.4444 3/19/2019 27500
0.4464 3/20/2019 27800
0.0000 3/21/2019 27700
0.0000 3/22/2019 27950
-1.7778 3/25/2019 27100
5.4299 3/26/2019 27225
0.4292 3/27/2019 27250
-4.7009 3/28/2019 27000
-0.4484 3/29/2019 27000
2.2523 4/1/2019 27325
0.0000 4/2/2019 26700
-1.7621 4/3/2019 26700
0.8969 4/5/2019 26500
-0.8889 4/8/2019 26375

44. WSBP
cap.gain tanggal harga
3/8/2019 382
0.2762 3/11/2019 384
-0.2755 3/12/2019 380
2.7624 3/13/2019 382
3.2258 3/14/2019 384
0.7813 3/15/2019 384
0.5168 3/18/2019 384
2.8278 3/19/2019 388
0.0000 3/20/2019 392
0.0000 3/21/2019 398
-1.2500 3/22/2019 398
-2.2785 3/25/2019 388
1.8135 3/26/2019 390
5.3435 3/27/2019 392
3.8647 3/28/2019 398
0.0000 3/29/2019 400
1.8605 4/1/2019 412
-0.4566 4/2/2019 412
0.0000 4/3/2019 412
4.5872 4/5/2019 416
-3.5088 4/8/2019 408
M HARIAN PERUSAHAAN LQ 45
BRUARI -JULI 2019
AHAM DALAM 21 )

3. PT AKRA
per.harga cap.gain tanggal
3/8/2019
60 4.3165 3/11/2019
-60 -4.1379 3/12/2019
50 3.5971 3/13/2019
20 1.3889 3/14/2019
-25 -1.7123 3/15/2019
-5 -0.3484 3/18/2019
5 0.3497 3/19/2019
-5 -0.3484 3/20/2019
-10 -0.6993 3/21/2019
-5 -0.3521 3/22/2019
-70 -4.9470 3/25/2019
15 1.1152 3/26/2019
-10 -0.7353 3/27/2019
-10 -0.7407 3/28/2019
0 0.0000 3/29/2019
10 0.7463 4/1/2019
-25 -1.8519 4/2/2019
0 0.0000 4/3/2019
-50 -3.7736 4/5/2019
-15 -1.1765 4/8/2019

6. Bank BCA
per,harga cap,gain tanggal
3/8/2019
75 0.4895 3/11/2019
-50 0.4844 3/12/2019
-50 0.4878 3/13/2019
 75 0.4912 3/14/2019
125 0.4861 3/15/2019
0 0.4778 3/18/2019
-50 0.4778 3/19/2019
0 0.4811 3/20/2019
-25 0.4811 3/21/2019
-25 0.4828 3/22/2019
-175 0.4844 3/25/2019
50 0.4965 3/26/2019
75 0.4930 3/27/2019
-75 0.4878 3/28/2019
200 0.4930 3/29/2019
50 0.4795 4/1/2019
75 0.4762 4/2/2019
0 0.4714 4/3/2019
125 0.4714 4/5/2019
100 0.4636 4/8/2019

9. PT Bank BTN
perb.harga cap,gain tanggal
3/8/2019
10 0.2597 3/11/2019
-20 -0.5181 3/12/2019
-50 -1.3021 3/13/2019
50 1.3193 3/14/2019
110 2.8646 3/15/2019
50 1.2658 3/18/2019
-20 -0.5000 3/19/2019
10 0.2513 3/20/2019
0 0.0000 3/21/2019
60 1.5038 3/22/2019
-40 -0.9877 3/25/2019
50 1.2469 3/26/2019
-10 -0.2463 3/27/2019
20 0.4938 3/28/2019
40 0.9828 3/29/2019
40 0.9732 4/1/2019
 0 0.0000 4/2/2019
0 0.0000 4/3/2019
70 1.6867 4/5/2019
60 1.4218 4/8/2019

12. BSDE
perb.harga cap,gain tanggal
3/8/2019
-30 -0.9868 3/11/2019
-10 -0.3322 3/12/2019
10 0.3333 3/13/2019
140 4.6512 3/14/2019
150 4.7619 3/15/2019
20 0.6061 3/18/2019
-30 -0.9036 3/19/2019
10 0.3040 3/20/2019
150 4.5455 3/21/2019
-10 -0.2899 3/22/2019
20 0.5814 3/25/2019
80 2.3121 3/26/2019
-30 -0.8475 3/27/2019
70 1.9943 3/28/2019
-20 -0.5587 3/29/2019
90 2.5281 4/1/2019
-40 -1.0959 4/2/2019
0 0.0000 4/3/2019
-30 -0.8310 4/5/2019
-10 -0.2793 4/8/2019

15. ERAA
perb,harga cap,gain tangal
3/8/2019
-6 -1.6129 3/11/2019
4 1.0929 3/12/2019
4 1.0811 3/13/2019
 4 1.0695 3/14/2019
-4 -1.0582 3/15/2019
-4 -1.0695 3/18/2019
-2 -0.5405 3/19/2019
-2 -0.5435 3/20/2019
2 0.5464 3/21/2019
-2 -0.5435 3/22/2019
-14 -3.8251 3/25/2019
0 0.0000 3/26/2019
0 0.0000 3/27/2019
12 3.4091 3/28/2019
-4 -1.0989 3/29/2019
14 3.8889 4/1/2019
0 0.0000 4/2/2019
0 0.0000 4/3/2019
-8 -2.1390 4/5/2019
4 1.0929 4/8/2019

18. HMSP
perb,harga cap.gain tanggal
3/8/2019
1775 1.9722 3/11/2019
175 0.1907 3/12/2019
300 0.3263 3/13/2019
-1200 -1.3008 3/14/2019
1750 1.9220 3/15/2019
-1300 -1.4009 3/18/2019
-1550 -1.6940 3/19/2019
50 0.0556 3/20/2019
-2600 -2.8889 3/21/2019
-2900 -3.3181 3/22/2019
-2725 -3.2249 3/25/2019
1800 2.2012 3/26/2019
1075 1.2863 3/27/2019
-475 -0.5611 3/28/2019
-975 -1.1583 3/29/2019
-150 -0.1803 4/1/2019
 -425 -0.5117 4/2/2019
0 0.0000 4/3/2019
-1725 -2.0877 4/5/2019
-1750 -2.1632 4/8/2019

21. INDF
perb,harga cap,gain tanggal
3/8/2019
-50 -1.3699 3/11/2019
-20 -0.5556 3/12/2019
30 0.8380 3/13/2019
-20 -0.5540 3/14/2019
60 1.6713 3/15/2019
-120 -3.2877 3/18/2019
20 0.5666 3/19/2019
20 0.5634 3/20/2019
30 0.8403 3/21/2019
-30 -0.8333 3/22/2019
-160 -4.4818 3/25/2019
10 0.2933 3/26/2019
-40 -1.1696 3/27/2019
-40 -1.1834 3/28/2019
50 1.4970 3/29/2019
160 4.7198 4/1/2019
-60 -1.6901 4/2/2019
0 0.0000 4/3/2019
-30 -0.8596 4/5/2019
0 0.0000 4/8/2019

24. INTP
perb,harga cap.gain tanggal
3/8/2019
-325 -3.0516 3/11/2019
-775 -7.5061 3/12/2019
-675 -7.0681 3/13/2019
 475 5.3521 3/14/2019
500 5.3476 3/15/2019
225 2.2843 3/18/2019
-25 -0.2481 3/19/2019
75 0.7463 3/20/2019
75 0.7407 3/21/2019
-300 -2.9412 3/22/2019
-625 -6.3131 3/25/2019
-125 -1.3477 3/26/2019
175 1.9126 3/27/2019
25 0.2681 3/28/2019
-675 -7.2193 3/29/2019
-375 -4.3228 4/1/2019
0 0.0000 4/2/2019
0 0.0000 4/3/2019
-550 -6.6265 4/5/2019
450 5.8065 4/8/2019

27. KLBF
perb,harga cap,gain ranggal
3/8/2019
-50 -0.9852 3/11/2019
0 0.0000 3/12/2019
50 0.9950 3/13/2019
-25 -0.4926 3/14/2019
200 3.9604 3/15/2019
0 0.0000 3/18/2019
50 0.9524 3/19/2019
0 0.0000 3/20/2019
100 1.8868 3/21/2019
-100 -1.8519 3/22/2019
-225 -4.2453 3/25/2019
325 6.4039 3/26/2019
300 5.5556 3/27/2019
150 2.6316 3/28/2019
125 2.1368 3/29/2019
-50 -0.8368 4/1/2019
 25 0.4219 4/2/2019
0 0.0000 4/3/2019
75 1.2605 4/5/2019
50 0.8299 4/8/2019

30. MNCN
perb.harga cap.gain tanggal
3/8/2019
10 1.1628 3/11/2019
-5 -0.5747 3/12/2019
-5 -0.5780 3/13/2019
55 6.3953 3/14/2019
-5 -0.5464 3/15/2019
-30 -3.2967 3/18/2019
0 0.0000 3/19/2019
0 0.0000 3/20/2019
0.0000 3/21/2019
5 0.5495 3/22/2019
-35 -3.8251 3/25/2019
20 2.2727 3/26/2019
-5 -0.5556 3/27/2019
-5 -0.5587 3/28/2019
-5 -0.5618 3/29/2019
15 1.6949 4/1/2019
0 0.0000 4/2/2019
0 0.0000 4/3/2019
-10 -1.1111 4/5/2019
-25 -2.8090 4/8/2019

33. PTPP
perb,harga cap.gain tanggal
3/8/2019
20 0.5000 3/11/2019
-30 -0.7463 3/12/2019
30 0.7519 3/13/2019
 0 0.0000 3/14/2019
30 0.7463 3/15/2019
0 0.0000 3/18/2019
-30 -0.7407 3/19/2019
0 0.0000 3/20/2019
20 0.4975 3/21/2019
40 0.9901 3/22/2019
60 1.4706 3/25/2019
100 2.4155 3/26/2019
-120 -2.8302 3/27/2019
40 0.9709 3/28/2019
50 1.2019 3/29/2019
-10 -0.2375 4/1/2019
-30 -0.7143 4/2/2019
0 0.0000 4/3/2019
-130 -3.1175 4/5/2019
-20 -0.4950 4/8/2019

36. SMGR
perb,harga cap.gain tanggal
3/8/2019
-30 -1.6529 3/11/2019
-15 -0.8403 3/12/2019
5 0.2825 3/13/2019
5 0.2817 3/14/2019
-25 -1.4045 3/15/2019
-10 -0.5698 3/18/2019
-5 -0.2865 3/19/2019
-5 -0.2874 3/20/2019
40 2.3055 3/21/2019
-40 -2.2535 3/22/2019
-40 -2.3055 3/25/2019
-15 -0.8850 3/26/2019
-10 -0.5952 3/27/2019
-20 -1.1976 3/28/2019
0 0.0000 3/29/2019
-20 -1.2121 4/1/2019
 -15 -0.9202 4/2/2019
0 0.0000 4/3/2019
10 0.6192 4/5/2019
-5 -0.3077 4/8/2019

39. TLKM
perb,harga cap,gain tanggal
3/8/2019
-25 -0.2268 3/11/2019
-775 -7.0455 3/12/2019
-400 -3.9120 3/13/2019
525 5.3435 3/14/2019
600 5.7971 3/15/2019
425 3.8813 3/18/2019
300 2.6374 3/19/2019
0 0.0000 3/20/2019
175 1.4989 3/21/2019
-75 -0.6329 3/22/2019
-550 -4.6709 3/25/2019
-75 -0.6682 3/26/2019
250 2.2422 3/27/2019
175 1.5351 3/28/2019
-700 -6.0475 3/29/2019
0 0.0000 4/1/2019
-175 -1.6092 4/2/2019
0 0.0000 4/3/2019
-300 -2.8037 4/5/2019
-125 -1.2019 4/8/2019

42. UNVR
perb,harga cap,gain tanggal
3/8/2019
800 3.0651 3/11/2019
-750 -2.7881 3/12/2019
125 0.4780 3/13/2019
 -150 -0.5709 3/14/2019
350 1.3397 3/15/2019
350 1.3220 3/18/2019
675 2.5163 3/19/2019
300 1.0909 3/20/2019
-100 -0.3597 3/21/2019
250 0.9025 3/22/2019
-850 -3.0411 3/25/2019
125 0.4613 3/26/2019
25 0.0918 3/27/2019
-250 -0.9174 3/28/2019
0 0.0000 3/29/2019
325 1.2037 4/1/2019
-625 -2.2873 4/2/2019
0 0.0000 4/3/2019
-200 -0.7491 4/5/2019
-125 -0.4717 4/8/2019

45. WSKT
perb,harga cap,gain tanggal
3/8/2019
2 0.5236 3/11/2019
-4 -1.0417 3/12/2019
2 0.5263 3/13/2019
2 0.5236 3/14/2019
0 0.0000 3/15/2019
0 0.0000 3/18/2019
4 1.0417 3/19/2019
4 1.0309 3/20/2019
6 1.5306 3/21/2019
0 0.0000 3/22/2019
-10 -2.5126 3/25/2019
2 0.5155 3/26/2019
2 0.5128 3/27/2019
6 1.5306 3/28/2019
2 0.5025 3/29/2019
12 3.0000 4/1/2019
 0 0.0000 4/2/2019
0 0.0000 4/3/2019
4 0.9709 4/5/2019
-8 -1.9231 4/8/2019
harga per.harga cap.gain
5275
5125 -150 -2.8436
5350 225 4.3902
5325 -25 -0.4673
5350 25 0.4695
5350 0 0.0000
5300 -50 -0.9346
4890 -410 -7.7358
4710 -180 -3.6810
4690 -20 -0.4246
4600 -90 -1.9190
4480 -120 -2.6087
4840 360 8.0357
4790 -50 -1.0331
4780 -10 -0.2088
4730 -50 -1.0460
4760 30 0.6342
4760 0 0.0000
4770 10 0.2101
4770 0 0.0000
4730 -40 -0.8386

harga per,harga cap.gain

27200
27525 325 1.1949
27500 -25 -0.0908
27500 0 0.0000
 27400 -100 -0.3636
27700 300 1.0949
27750 50 0.1805
27450 -300 -1.0811
27350 -100 -0.3643
27375 25 0.0914
27425 50 0.1826
27275 -150 -0.5469
27350 75 0.2750
27425 75 0.2742
27350 -75 -0.2735
27550 200 0.7313
27500 -50 -0.1815
27500 0 0.0000
27500 0 0.0000
27700 200 0.7273
27650 -50 -0.1805

Bank BTN
harga perb,harga cap.gain
2270
2270 0 0.0000
2270 0 0.0000
2290 20 0.8811
2410 120 5.2402
2440 30 1.2448
2410 -30 -1.2295
2440 30 1.2448
2400 -40 -1.6393
2520 120 5.0000
2530 10 0.3968
2410 -120 -4.7431
2480 70 2.9046
2440 -40 -1.6129
2490 50 2.0492
2450 -40 -1.6064
2380 -70 -2.8571
 2350 -30 -1.2605
2350 0 0.0000
2370 20 0.8511
2390 20 0.8439

harga perb.harga cap.gain

1320
1325 5 0.3788
1350 25 1.8868
1355 5 0.3704
1350 -5 -0.3690
1355 5 0.3704
1390 35 2.5830
1420 30 2.1583
1400 -20 -1.4085
1450 50 3.5714
1455 5 0.3448
1405 -50 -3.4364
1480 75 5.3381
1485 5 0.3378
1415 -70 -4.7138
1420 5 0.3534
1455 35 2.4648
1425 -30 -2.0619
1425 0 0.0000
1465 40 2.8070
1470 5 0.3413

harga perb,harga cap.gain

1985
1995 10 0.5038
2000 5 0.2506
2010 10 0.5000
 2070 60 2.9851
2060 -10 -0.4831
2020 -40 -1.9417
2020 0 0.0000
1995 -25 -1.2376
1980 -15 -0.7519
1995 15 0.7576
1905 -90 -4.5113
1915 10 0.5249
1915 0 0.0000
1805 -110 -5.7441
1770 -35 -1.9391
1795 25 1.4124
1830 35 1.9499
1830 0 0.0000
1795 -35 -1.9126
1735 -60 -3.3426

harga perb,harga cap.gain

3770
3760 -10 -0.2653
3770 10 0.2660
3830 60 1.5915
3790 -40 -1.0444
3850 60 1.5831
3810 -40 -1.0390
3740 -70 -1.8373
37400 33660 900.0000
3760 -33640 -89.9465
3800 40 1.0638
3750 -50 -1.3158
3800 50 1.3333
3770 -30 -0.7895
37800 34030 902.6525
3790 -34010 -89.9735
3790 0 0.0000
 3800 10 0.2639
3800 0 0.0000
3770 -30 -0.7895
3740 -30 -0.7958

harga perb,harga cap.gain

7250
7150 -100 -1.3793
7100 -50 -0.6993
7175 75 1.0563
7100 -75 -1.0453
7100 0 0.0000
7200 100 1.4085
7275 75 1.0417
7225 -50 -0.6873
7250 25 0.3460
7300 50 0.6897
6775 -525 -7.1918
6900 125 1.8450
6575 -325 -4.7101
6575 0 0.0000
6425 -150 -2.2814
6300 -125 -1.9455
6175 -125 -1.9841
6175 0 0.0000
6400 225 3.6437
6500 100 1.5625

harga perb,harga cap.gain

19400
19050 -350 -1.8041
18700 -350 -1.8373
18800 100 0.5348
 18625 -175 -0.9309
19000 375 2.0134
19200 200 1.0526
19600 400 2.0833
19500 -100 -0.5102
20925 1425 7.3077
21000 75 0.3584
20700 -300 -1.4286
21325 625 3.0193
21025 -300 -1.4068
21475 450 2.1403
21350 -125 -0.5821
22300 950 4.4496
22300 0 0.0000
22300 0 0.0000
22450 150 0.6726
22200 -250 -1.1136

harga perb,harga cap.gain

1525
1520 -5 -0.3279
1500 -20 -1.3158
1505 5 0.3333
1500 -5 -0.3322
1545 45 3.0000
1545 0 0.0000
1555 10 0.6472
1520 -35 -2.2508
1505 -15 -0.9868
1510 5 0.3322
1505 -5 -0.3311
1515 10 0.6645
1515 0 0.0000
1520 5 0.3300
1520 0 0.0000
1490 -30 -1.9737
 1510 20 1.3423
1510 0 0.0000
1535 25 1.6556
1510 -25 -1.6287

harga perb,harga cap.gain

845
825 -20 -2.3669
815 -10 -1.2121
830 15 1.8405
825 -5 -0.6024
865 40 4.8485
845 -20 -2.3121
845 0 0.0000
825 -20 -2.3669
780 -45 -5.4545
775 -5 -0.6410
745 -30 -3.8710
730 -15 -2.0134
755 25 3.4247
755 0 0.0000
750 -5 -0.6623
750 0 0.0000
750 0 0.0000
750 0 0.0000
755 5 0.6667
785 30 3.9735

harga perb,harga cap.gain

1975
1955 -20 -1.0127
1960 5 0.2558
2060 100 5.1020
 2080 20 0.9709
2070 -10 -0.4808
2070 0 0.0000
2100 30 1.4493
2110 10 0.4762
2110 0 0.0000
2070 -40 -1.8957
1990 -80 -3.8647
2010 20 1.0050
2040 30 1.4925
2120 80 3.9216
2100 -20 -0.9434
2160 60 2.8571
2140 -20 -0.9259
2140 0 0.0000
2230 90 4.2056
2190 -40 -1.7937

harga perb,harga cap.gain

12475
12650 175 1.4028
12600 -50 -0.3953
12725 125 0.9921
12875 150 1.1788
12925 50 0.3883
13250 325 2.5145
13225 -25 -0.1887
12800 -425 -3.2136
13575 775 6.0547
13650 75 0.5525
13400 -250 -1.8315
13875 475 3.5448
13875 0 0.0000
13750 -125 -0.9009
13875 125 0.9091
13950 75 0.5405
 13725 -225 -1.6129
13725 0 0.0000
14450 725 5.2823
13575 -875 -6.0554

harga perb,harga cap.gain

3740
3800 60 1.6043
3760 -40 -1.0526
3720 -40 -1.0638
3740 20 0.5376
3750 10 0.2674
3820 70 1.8667
3780 -40 -1.0471
3760 -20 -0.5291
3790 30 0.7979
3800 10 0.2639
3790 -10 -0.2632
3820 30 0.7916
3820 0 0.0000
3880 60 1.5707
3960 80 2.0619
3930 -30 -0.7576
3930 0 0.0000
3930 0 0.0000
4030 100 2.5445
4060 30 0.7444

harga perb,harga cap.gain

48100
48050 -50 -0.1040
49000 950 1.9771
49450 450 0.9184
 49650 200 0.4044
49800 150 0.3021
49500 -300 -0.6024
49225 -275 -0.5556
49500 275 0.5587
49075 -425 -0.8586
49150 75 0.1528
48500 -650 -1.3225
48250 -250 -0.5155
48800 550 1.1399
49200 400 0.8197
49200 0 0.0000
49250 50 0.1016
49250 0 0.0000
49375 125 0.2538
48975 -400 -0.8101
48775 -200 -0.4084

harga perb,harga cap.gain

1870
1865 -5 -0.2674
1885 20 1.0724
1940 55 2.9178
1955 15 0.7732
1940 -15 -0.7673
1920 -20 -1.0309
1925 5 0.2604
1925 0 0.0000
1945 20 1.0390
1930 -15 -0.7712
1875 -55 -2.8497
1905 30 1.6000
1950 45 2.3622
2000 50 2.5641
1985 -15 -0.7500
2010 25 1.2594
1995 -15 -0.7463
1995 0 0.0000
2050 55 2.7569
2010 -40 -1.9512
 Lampiran 3
PERHITUNGAN BETA, VARIAN, RETURN SAHAM (Ri), ER
NO SHM Alpha Beta (B) Rmt Ri RFR
1 ADHI 0.48 0.68 0.104 0.549 0.624
2 ADRO -0.59 1.21 0.104 -0.466 0.624
3 AKRA -0.68 1.73 0.104 -0.500 0.624
4 ANTM -0.49 0.62 0.104 -0.429 0.624
5 ASII 0.48 0.00 0.104 0.483 0.624
6 BBCA 0.06 0.21 0.104 0.083 0.624
7 BBNI 0.42 1.59 0.104 0.586 0.624
8 BBRI 0.47 0.60 0.104 0.536 0.624
9 BBTN 0.10 1.82 0.104 0.285 0.624
10 BMRI 0.36 1.22 0.104 0.485 0.624
11 BRPT 0.70 1.16 0.104 0.825 0.624
12 BSDE 0.49 0.75 0.104 0.566 0.624
13 CPIN -0.53 0.77 0.104 -0.454 0.624
14 ELSA -0.10 0.79 0.104 -0.013 0.624
15 ERAA -0.73 0.81 0.104 -0.649 0.624
16 EXCL 0.48 1.22 0.104 0.609 0.624
17 GGRM -0.72 0.92 0.104 -0.627 0.624
18 HMSP 75.24 55.80 0.104 81.045 0.624
19 ICBP -50728.67 52663.07 0.104 -45251.711 0.624
20 INCO -0.31 0.59 0.104 -0.250 0.624
21 INDF -0.69 1.68 0.104 -0.517 0.624
22 INDY -0.92 0.91 0.104 -0.822 0.624
23 INKP -1.44 2.17 0.104 -1.209 0.624
24 INTP 0.59 1.03 0.104 0.701 0.624
25 ITMG -0.42 0.35 0.104 -0.386 0.624
26 JSMR 0.78 1.47 0.104 0.931 0.624
27 KLBF -0.09 0.45 0.104 -0.042 0.624
28 LPPF -0.09 2.25 0.104 0.140 0.624
29 MEDC -0.24 1.22 0.104 -0.117 0.624
30 MNCN -0.35 0.12 0.104 -0.337 0.624
31 PGAS -0.35 0.68 0.104 -0.279 0.624
32 PTBA -0.02 0.52 0.104 0.033 0.624
33 PTPP 0.46 0.76 0.104 0.541 0.624
34 PWON 0.59 2.13 0.104 0.808 0.624
35 SCMA -0.59 0.28 0.104 -0.561 0.624
36 SMGR 0.34 1.18 0.104 0.458 0.624
37 SRIL -0.03 0.26 0.104 0.001 0.624
38 TKIM -0.51 2.06 0.104 -0.294 0.624
39 TLKM 0.38 0.35 0.104 0.417 0.624
40 TPIA -0.10 0.54 0.104 -0.048 0.624
41 UNTR 0.00 0.61 0.104 0.064 0.624
42 UNVR 0.05 0.22 0.104 0.073 0.624
43 WIKA 0.94 0.58 0.104 1.004 0.624
44 WSBP 1.04 -0.17 0.104 1.025 0.624
45 WSKT 0.32 0.56 0.104 0.374 0.624
 Lampiran 3
RIAN, RETURN SAHAM (Ri), ERB, Ai dan Bi
Var (ei) ERB Ai B^2 Bi
3.727 -0.375 -0.014 0.456 0.122
5.085 -0.897 -0.260 1.475 0.290
9.245 -0.650 -0.210 2.989 0.323
4.019 -1.708 -0.161 0.380 0.095
0.000 -58.705 -4.902 0.000 0.084
0.298 -2.573 -0.381 0.044 0.148
2.764 -0.024 -0.022 2.528 0.915
1.054 -0.148 -0.050 0.356 0.338
5.819 -0.186 -0.106 3.321 0.571
3.730 -0.114 -0.045 1.480 0.397
3.841 0.172 0.061 1.353 0.352
5.525 -0.077 -0.008 0.567 0.103
13.622 -1.398 -0.061 0.595 0.044
3.048 -0.802 -0.166 0.630 0.207
4.513 -1.567 -0.229 0.660 0.146
5.448 -0.012 -0.003 1.494 0.274
2.823 -1.364 -0.406 0.842 0.298
79453.121 1.441 0.056 3113.726 0.039
40948931178.102 -0.859 -0.058 2773398589.345 0.068
3.613 -1.482 -0.143 0.348 0.096
5.756 -0.679 -0.333 2.818 0.490
3.884 -1.581 -0.341 0.837 0.215
18.551 -0.843 -0.215 4.728 0.255
5.305 0.075 0.015 1.053 0.199
10.404 -2.905 -0.034 0.121 0.012
5.947 0.209 0.076 2.150 0.362
1.544 -1.469 -0.196 0.206 0.133
13.548 -0.215 -0.080 5.059 0.373
4.571 -0.607 -0.198 1.491 0.326
6.347 -8.238 -0.018 0.014 0.002
3.587 -1.325 -0.172 0.465 0.130
1.716 -1.127 -0.180 0.275 0.160
4.881 -0.109 -0.013 0.581 0.119
7.431 0.087 0.053 4.539 0.611
1.096 -4.279 -0.300 0.077 0.070
7.322 -0.141 -0.027 1.387 0.189
0.256 -2.377 -0.636 0.069 0.268
12.011 -0.445 -0.158 4.254 0.354
1.173 -0.586 -0.062 0.125 0.107
4.050 -1.234 -0.090 0.296 0.073
2.496 -0.919 -0.137 0.371 0.149
0.607 -2.527 -0.198 0.048 0.078
0.607 0.653 0.365 0.339 0.559
1.432 -2.294 -0.049 0.031 0.021
2.520 -0.445 -0.056 0.316 0.125
 PERHITUNGAN BETA, VARIAN, RETURN SAHAM, (Ri) ERB DA
NO SAHAM Alpha Beta (B) Rmt Ri RFR Var (ei) ERB
44 WSBP 1.04 -0.17 0.104 1.025 2.5 1.432 8.429
18 HMSP 75.24 55.80 0.104 81.045 2.5 79453.121 1.408
34 PWON 0.59 2.13 0.104 0.808 2.5 7.431 -0.794
19 ICBP -50728.67 52663.07 0.104 -45251.711 2.5 40948931178.102 -0.859
28 LPPF -0.09 2.25 0.104 0.140 2.5 13.548 -1.049
26 JSMR 0.78 1.47 0.104 0.931 2.5 5.947 -1.070
7 BBNI 0.42 1.59 0.104 0.586 2.5 2.764 -1.204
9 BBTN 0.10 1.82 0.104 0.285 2.5 5.819 -1.215
38 TKIM -0.51 2.06 0.104 -0.294 2.5 12.011 -1.355
11 BRPT 0.70 1.16 0.104 0.825 2.5 3.841 -1.440
16 EXCL 0.48 1.22 0.104 0.609 2.5 5.448 -1.547
10 BMRI 0.36 1.22 0.104 0.485 2.5 3.730 -1.656
23 INKP -1.44 2.17 0.104 -1.209 2.5 18.551 -1.706
36 SMGR 0.34 1.18 0.104 0.458 2.5 7.322 -1.734
3 AKRA -0.68 1.73 0.104 -0.500 2.5 9.245 -1.735
24 INTP 0.59 1.03 0.104 0.701 2.5 5.305 -1.753
21 INDF -0.69 1.68 0.104 -0.517 2.5 5.756 -1.797
29 MEDC -0.24 1.22 0.104 -0.117 2.5 4.571 -2.144
2 ADRO -0.59 1.21 0.104 -0.466 2.5 5.085 -2.442
43 WIKA 0.94 0.58 0.104 1.004 2.5 0.607 -2.568
12 BSDE 0.49 0.75 0.104 0.566 2.5 5.525 -2.569
33 PTPP 0.46 0.76 0.104 0.541 2.5 4.881 -2.571
1 ADHI 0.48 0.68 0.104 0.549 2.5 3.727 -3.152
14 ELSA -0.10 0.79 0.104 -0.013 2.5 3.048 -3.165
8 BBRI 0.47 0.60 0.104 0.536 2.5 1.054 -3.291
17 GGRM -0.72 0.92 0.104 -0.627 2.5 2.823 -3.409
22 INDY -0.92 0.91 0.104 -0.822 2.5 3.884 -3.632
45 WSKT 0.32 0.56 0.104 0.374 2.5 2.520 -3.782
13 CPIN -0.53 0.77 0.104 -0.454 2.5 13.622 -3.831
15 ERAA -0.73 0.81 0.104 -0.649 2.5 4.513 -3.877
41 UNTR 0.00 0.61 0.104 0.064 2.5 2.496 -4.001
31 PGAS -0.35 0.68 0.104 -0.279 2.5 3.587 -4.076
20 INCO -0.31 0.59 0.104 -0.250 2.5 3.613 -4.664
40 TPIA -0.10 0.54 0.104 -0.048 2.5 4.050 -4.682
32 PTBA -0.02 0.52 0.104 0.033 2.5 1.716 -4.705
4 ANTM -0.49 0.62 0.104 -0.429 2.5 4.019 -4.751
27 KLBF -0.09 0.45 0.104 -0.042 2.5 1.544 -5.608
39 TLKM 0.38 0.35 0.104 0.417 2.5 1.173 -5.893
25 ITMG -0.42 0.35 0.104 -0.386 2.5 10.404 -8.302
37 SRIL -0.03 0.26 0.104 0.001 2.5 0.256 -9.536
35 SCMA -0.59 0.28 0.104 -0.561 2.5 1.096 -11.052
42 UNVR 0.05 0.22 0.104 0.073 2.5 0.607 -11.124
6 BBCA 0.06 0.21 0.104 0.083 2.5 0.298 -11.502
30 MNCN -0.35 0.12 0.104 -0.337 2.5 6.347 -24.311
5 ASII 0.48 0.00 0.104 0.483 2.5 0.000 -838.777
M, (Ri) ERB DAN Bi
Ai B^2 Bi
0.180 0.031 0.021
0.055 3113.726 0.039
-0.485 4.539 0.611
-0.058 2773398589.345 0.068
-0.392 5.059 0.373
-0.387 2.150 0.362
-1.101 2.528 0.915
-0.694 3.321 0.571
-0.480 4.254 0.354
-0.507 1.353 0.352
-0.424 1.494 0.274
-0.657 1.480 0.397
-0.435 4.728 0.255
-0.328 1.387 0.189
-0.561 2.989 0.323
-0.348 1.053 0.199
-0.880 2.818 0.490
-0.699 1.491 0.326
-0.708 1.475 0.290
-1.435 0.339 0.559
-0.264 0.567 0.103
-0.306 0.581 0.119
-0.354 0.456 0.122
-0.655 0.630 0.207
-1.112 0.356 0.338
-1.016 0.842 0.298
-0.782 0.837 0.215
-0.474 0.316 0.125
-0.167 0.595 0.044
-0.567 0.660 0.146
-0.594 0.371 0.149
-0.528 0.465 0.130
-0.449 0.348 0.096
-0.342 0.296 0.073
-0.754 0.275 0.160
-0.449 0.380 0.095
-0.746 0.206 0.133
-0.628 0.125 0.107
-0.096 0.121 0.012
-2.553 0.069 0.268
-0.774 0.077 0.070
 -0.873 0.048 0.078
-1.705 0.044 0.148
-0.052 0.014 0.002
-70.038 0.000 0.084
 PERHITUNGAN VARIAN PASAR, TOTAL Ai-j, Bi
NO SAHAM Ri Beta(B) B^2 Var (ei) Var.(em)
44 WSBP 1.025 -0.175 0.031 1.432 0.624
18 HMSP 81.045 55.801 3113.726 79453.121 0.624
34 PWON 0.808 2.131 4.539 7.431 0.624
19 ICBP -45251.711 52663.067 2773398589.345 40948931178.102 0.624
28 LPPF 0.140 2.249 5.059 13.548 0.624
26 JSMR 0.931 1.466 2.150 5.947 0.624
7 BBNI 0.586 1.590 2.528 2.764 0.624
9 BBTN 0.285 1.822 3.321 5.819 0.624
38 TKIM -0.294 2.063 4.254 12.011 0.624
11 BRPT 0.825 1.163 1.353 3.841 0.624
16 EXCL 0.609 1.222 1.494 5.448 0.624
10 BMRI 0.485 1.217 1.480 3.730 0.624
23 INKP -1.209 2.174 4.728 18.551 0.624
36 SMGR 0.458 1.178 1.387 7.322 0.624
3 AKRA -0.500 1.729 2.989 9.245 0.624
24 INTP 0.701 1.026 1.053 5.305 0.624
21 INDF -0.517 1.679 2.818 5.756 0.624
29 MEDC -0.117 1.221 1.491 4.571 0.624
2 ADRO -0.466 1.214 1.475 5.085 0.624
43 WIKA 1.004 0.582 0.339 0.607 0.624
12 BSDE 0.566 0.753 0.567 5.525 0.624
33 PTPP 0.541 0.762 0.581 4.881 0.624
1 ADHI 0.549 0.675 0.456 3.727 0.624
14 ELSA -0.013 0.794 0.630 3.048 0.624
8 BBRI 0.536 0.597 0.356 1.054 0.624
17 GGRM -0.627 0.917 0.842 2.823 0.624
22 INDY -0.822 0.915 0.837 3.884 0.624
45 WSKT 0.374 0.562 0.316 2.520 0.624
13 CPIN -0.454 0.771 0.595 13.622 0.624
15 ERAA -0.649 0.812 0.660 4.513 0.624
41 UNTR 0.064 0.609 0.371 2.496 0.624
31 PGAS -0.279 0.682 0.465 3.587 0.624
20 INCO -0.250 0.590 0.348 3.613 0.624
40 TPIA -0.048 0.544 0.296 4.050 0.624
32 PTBA 0.033 0.524 0.275 1.716 0.624
4 ANTM -0.429 0.616 0.380 4.019 0.624
27 KLBF -0.042 0.453 0.206 1.544 0.624
39 TLKM 0.417 0.354 0.125 1.173 0.624
25 ITMG -0.386 0.348 0.121 10.404 0.624
37 SRIL 0.001 0.262 0.069 0.256 0.624
35 SCMA -0.561 0.277 0.077 1.096 0.624
42 UNVR 0.073 0.218 0.048 0.607 0.624
6 BBCA 0.083 0.210 0.044 0.298 0.624
30 MNCN -0.337 0.117 0.014 6.347 0.624
5 ASII 0.483 0.002 0.000 0.000 0.624
ASAR, TOTAL Ai-j, Bi-j DAN Ci
RFR ERB Ai Bi Ai-j Bi-j Ci
2.500 8.429 0.180 0.021 0.180 0.021 0.794
2.500 1.408 0.055 0.039 0.235 0.061 0.828
2.500 -0.794 -0.485 0.611 -0.250 0.671 0.264
2.500 -0.859 -0.058 0.068 -0.308 0.739 0.216
2.500 -1.049 -0.392 0.373 -0.700 1.112 -0.045
2.500 -1.070 -0.387 0.362 -1.087 1.474 -0.241
2.500 -1.204 -1.101 0.915 -2.188 2.389 -0.628
2.500 -1.215 -0.694 0.571 -2.881 2.959 -0.793
2.500 -1.355 -0.480 0.354 -3.361 3.314 -0.892
2.500 -1.440 -0.507 0.352 -3.868 3.666 -0.987
2.500 -1.547 -0.424 0.274 -4.293 3.940 -1.061
2.500 -1.656 -0.657 0.397 -4.950 4.337 -1.167
2.500 -1.706 -0.435 0.255 -5.385 4.592 -1.231
2.500 -1.734 -0.328 0.189 -5.713 4.781 -1.277
2.500 -1.735 -0.561 0.323 -6.274 5.104 -1.350
2.500 -1.753 -0.348 0.199 -6.622 5.303 -1.392
2.500 -1.797 -0.880 0.490 -7.502 5.793 -1.490
2.500 -2.144 -0.699 0.326 -8.201 6.119 -1.572
2.500 -2.442 -0.708 0.290 -8.909 6.409 -1.657
2.500 -2.568 -1.435 0.559 -10.344 6.967 -1.817
2.500 -2.569 -0.264 0.103 -10.607 7.070 -1.844
2.500 -2.571 -0.306 0.119 -10.913 7.189 -1.875
2.500 -3.152 -0.354 0.122 -11.267 7.311 -1.913
2.500 -3.165 -0.655 0.207 -11.921 7.518 -1.985
2.500 -3.291 -1.112 0.338 -13.034 7.856 -2.102
2.500 -3.409 -1.016 0.298 -14.050 8.154 -2.205
2.500 -3.632 -0.782 0.215 -14.832 8.370 -2.283
2.500 -3.782 -0.474 0.125 -15.306 8.495 -2.330
2.500 -3.831 -0.167 0.044 -15.474 8.539 -2.346
2.500 -3.877 -0.567 0.146 -16.040 8.685 -2.401
2.500 -4.001 -0.594 0.149 -16.635 8.833 -2.458
2.500 -4.076 -0.528 0.130 -17.163 8.963 -2.508
2.500 -4.664 -0.449 0.096 -17.612 9.059 -2.553
2.500 -4.682 -0.342 0.073 -17.954 9.132 -2.587
2.500 -4.705 -0.754 0.160 -18.707 9.292 -2.659
2.500 -4.751 -0.449 0.095 -19.157 9.387 -2.702
2.500 -5.608 -0.746 0.133 -19.903 9.520 -2.777
2.500 -5.893 -0.628 0.107 -20.531 9.627 -2.840
2.500 -8.302 -0.096 0.012 -20.627 9.638 -2.851
2.500 -9.536 -2.553 0.268 -23.180 9.906 -3.140
2.500 -11.052 -0.774 0.070 -23.954 9.976 -3.228
2.500 -11.124 -0.873 0.078 -24.827 10.054 -3.327
2.500 -11.502 -1.705 0.148 -26.532 10.203 -3.516
2.500 -24.311 -0.052 0.002 -26.584 10.205 -3.523
2.500 -838.777 -70.038 0.084 -96.622 10.288 -12.936
ERB Ci
8.428842 0.793674
1.407604 0.828122
-0.793977 0.263887
-0.859316 0.216425
-1.049381 -0.044607
-1.069954 -0.240853
-1.203877 -0.62768
-1.215273 -0.792761
-1.354722 -0.892039
-1.44038 -0.986705
-1.547224 -1.060535
-1.656088 -1.166962
-1.705936 -1.231414
-1.733763 -1.277307
-1.735211 -1.349766
-1.752901 -1.391714
-1.797016 -1.4902
-2.143604 -1.572328
-2.442111 -1.65705
-2.568489 -1.817265
-2.569291 -1.84446
-2.571137 -1.875245
-3.151875 -1.913044
-3.164536 -1.98465
-3.290869 -2.102146
-3.408566 -2.204773
-3.631557 -2.282851
-3.782057 -2.329769
-3.831323 -2.346162
-3.876971 -2.401099
-4.00055 -2.45815
-4.076145 -2.508114
-4.664493 -2.552916
-4.681962 -2.586623 GRAFIK ANTARA ERB D
-4.705476 -2.659421 100
-4.751352 -2.702034 0
-5.60765 -2.777196 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29
-100
-5.892631 -2.840439 -200
-8.302248 -2.851247 -300
-9.535661 -3.140375 -400
-11.05162 -3.228442 -500
-11.12434 -3.326661 -600
-700
-800
-900

ERB Ci
 -300
-400
-500
-600
-11.50194 -3.516309 -700
-24.31145 -3.52275 -800
-838.7771 -12.93555 -900

ERB Ci
AFIK ANTARA ERB DAN CI

13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45

ERB Ci
ERB Ci
 DAFTAR KANDIDAT SAHAM DAN PEMBENTUKAN PORTOFOLIO OPTIMAL

NO SAHAM Ri Beta(B) Var (ei) ERB Ci Xi

44 WSBP 1.025366 -0.174951 1.432285184842 8.428842 0.793674 -0.9326216975
18 HMSP 81.04536 55.80077 79453.12078486 1.407604 0.828122 0.000406975818
34 PWON 0.808414 2.130522 7.431421579895 -0.793977 0.263887 -0.30328009156
19 ICBP -45251.71 52663.07 40948931178.1 -0.859316 0.216425 -1.38347526E-06
28 LPPF 0.139759 2.249174 13.54781880147 -1.049381 -0.044607 -0.16680997002
26 JSMR 0.931084 1.466339 5.946743878421 -1.069954 -0.240853 -0.2044385064
7 BBNI 0.585998 1.589865 2.763879783263 -1.203877 -0.62768 -0.33144523012
9 BBTN 0.285303 1.822387 5.819259273974 -1.215273 -0.792761 -0.13231581315
38 TKIM -0.294248 2.062598 12.01081952787 -1.354722 -0.892039 -0.07945583591
11 BRPT 0.824598 1.163167 3.840937984737 -1.44038 -0.986705 -0.13738836437
TOTAL -2.28734991668

REVISI YANG POSITIF

DAFTAR KANDIDAT YANG SAHAMNYA DAN PEMBENTUKAN PORTOFOLIO OPTIMAL
No Saham Ri Beta(B) Var (ei) ERB Ci Xi
18 HMSP 81.04536 55.80077 79453.12078486 1.407604 0.828122 0.000406975818
O OPTIMAL

Wi
40.7730225575296
-0.017792459972344
13.2590160056671
6.048376122653E-05
7.29271760312613
8.93778887549416
14.4903596824653
5.78467737639332
3.47370707615589
6.0064427993795
100

FOLIO OPTIMAL
Wi
-0.017792459972344