return

Date Open High Low Close Adj Close Volume

Realisasi RI

7/1/2018 11200 11450 10125 10875 1,045,356,836 24382700

8/1/2018 10875 13800 10825 13500 1,297,684,277 45000600 0.24138
9/1/2018 13300 13675 11900 12400 1,191,947,168 24420800 -0.08148
10/1/2018 12400 12425 11025 12000 1153497168 16450100 -0.03226
11/1/2018 12000 12000 10100 10975 1065056934 17485700 -0.08542
12/1/2018 11000 12750 10875 11825 1,147,544,336 18640300 0.07745
1/1/2019 11825 14400 11575 14000 1,358,614,844 25159000 0.18393
2/1/2019 14000 14200 12375 12400 1203344629 15405200 -0.11429
3/1/2019 12450 12900 11225 11250 1,091,744,043 8427200 -0.09274
4/1/2019 11300 12500 10525 10875 1,055,352,539 19736700 -0.03333
5/1/2019 10875 11000 10000 10550 1,044,707,422 12651300 -0.02989
6/1/2019 10550 10650 10150 10400 1,029,853,809 8593900 -0.01422
7/1/2019 10500 10975 9750 9975 9,877,683,594 18753400 -0.04087
8/1/2019 9975 11250 9500 10500 103,975,625 30511100 0.05263
9/1/2019 10500 11400 10325 10775 1,066,987,988 15292000 0.02619
10/1/2019 10725 11625 10150 11425 1,131,353,809 15679100 0.06032
11/1/2019 11425 13400 11075 12600 1,247,707,519 25464000 0.10284
12/1/2019 12625 14675 12450 14575 1,443,280,664 19279700 0.15675
1/1/2020 14575 14650 10750 11875 1,175,914,746 24197900 -0.18525
2/1/2020 11800 12225 9525 9800 9,704,391,602 11711200 -0.17474
3/1/2020 9800 10200 4140 5400 5,347,317,871 43878100 -0.44898
4/1/2020 5400 7100 5100 6100 604,048,877 70047400 0.12963
5/1/2020 6100 7425 5800 7400 7,327,806,152 55741900 0.21311
6/1/2020 7400 9000 7300 8225 8,144,757,324 43079400 0.11149
7/1/2020 8275 10225 8250 9700 9,660,732,422 57155400 0.17933
 Return
Ekspetasi RE

0.00840
 return
Date Open High Low Close Adj Close Volume
Realisasi RI
1/7/2018 6650 7150 6100 7150 6,625,612,305 483328300
1/8/2018 7150 7600 6600 7250 671,827,832 578050500 0.01399
1/9/2018 7275 7575 6600 7350 6,810,944,824 587864400 0.01379
1/10/2018 7225 7900 6700 7900 7,320,606,445 623905000 0.07483
1/11/2018 7925 8625 7825 8550 7,990,700,684 798429400 0.08228
1/12/2018 8700 8775 8050 8225 7,686,960,449 634136700 -0.03801
1/1/2019 8225 8550 7950 8450 7,897,242,188 834903800 0.02736
1/2/2019 8475 8500 7150 7150 6,682,281,738 818491900 -0.15385
1/3/2019 7250 7400 7000 7300 6,822,469,238 729641400 0.02098
1/4/2019 7375 8025 7275 7625 7,126,209,961 576689800 0.04452
1/5/2019 7625 7675 6625 7450 6,962,657,227 701733600 -0.02295
1/6/2019 7450 7700 7225 7450 7,110,253,906 451948600 0.00000
1/7/2019 7475 7525 7000 7000 6,680,775,391 673322800 -0.06040
1/8/2019 7000 7100 6250 6675 637,059,668 787575000 -0.04643
1/9/2019 6725 6925 6375 6600 6,299,016,602 489647800 -0.01124
1/10/2019 6550 7000 6250 6950 6,633,055,176 530412100 0.05303
1/11/2019 6975 6975 6350 6500 6,259,105,469 597144800 -0.06475
1/12/2019 6500 7025 6475 6925 666,835,498 492229100 0.06538
1/1/2020 6925 7250 6350 6350 6,114,664,551 543493500 -0.08303
1/2/2020 6275 6550 5525 5525 5,320,239,746 804064700 -0.12992
1/3/2020 5700 6050 3220 3900 3,755,463,379 1438735000 -0.29412
1/4/2020 3880 4250 3450 3850 3,707,316,406 1268839600 -0.01282
1/5/2020 3750 4770 3530 4770 4,593,220,215 1229814700 0.23896
1/6/2020 4760 5250 4400 4800 4,622,108,398 964913600 0.00629
1/7/2020 4800 5450 4770 5150 5,119,902,344 741740200 0.07292
 Return
Ekspetasi RE
-0.00847
 return
Date Open High Low Close Adj Close Volume
Realisasi RI
7/1/2018 21650 23625 20600 23275 2,252,695,703 288776500
8/1/2018 23400 25475 23025 24800 2,400,294,336 341287500 0.06552
9/1/2018 25050 25200 23600 24150 2,337,383,203 289333200 -0.02621
10/1/2018 24000 24200 22175 23650 2,288,990,234 288142900 -0.02070
11/1/2018 23850 26200 23350 26050 2,521,276,953 388622900 0.10148
12/1/2018 26075 26975 24900 26000 25,164,375 339524600 -0.00192
1/1/2019 26000 28200 25575 28175 2,735,874,219 371824400 0.08365
2/1/2019 28400 28750 26675 27575 26,776,125 298667900 -0.02130
3/1/2019 27825 28000 27125 27550 2,675,184,961 158095400 -0.00091
4/1/2019 27750 29025 27250 28750 2,791,708,203 197841200 0.04356
5/1/2019 28750 29475 25700 29100 2,851,525,195 340180100 0.01217
6/1/2019 29100 30950 28950 29975 2,937,266,992 235770300 0.03007
7/1/2019 29975 31450 29325 30950 3,032,807,617 209741300 0.03253
8/1/2019 30950 31350 28825 30500 2,988,711,914 305066600 -0.01454
9/1/2019 30500 30525 28900 30350 2,974,013,281 251059200 -0.00492
10/1/2019 30050 31625 29750 31450 3,081,803,125 249822700 0.03624
11/1/2019 31500 31900 31050 31400 3,076,903,516 259364600 -0.00159
12/1/2019 31400 34000 31350 33425 3,275,334,375 255014100 0.06449
1/1/2020 33425 35300 32400 32400 3,184,941,211 310331200 -0.03067
2/1/2020 32400 34100 30175 31450 3,091,555,469 424195500 -0.02932
3/1/2020 31450 32700 21625 27625 2,715,555,469 680624600 -0.12162
4/1/2020 27800 30500 24000 25850 2,541,071,875 509071000 -0.06425
5/1/2020 25750 27000 23400 25950 25950 475601600 0.00387
6/1/2020 26300 29975 26200 28475 28475 443387400 0.09730
7/1/2020 28500 31325 28375 31200 31200 300604500 0.09570
 Return
Ekspetasi RE
0.01369
Date Open High Low Close Adj Close Volume
7/1/2018 2840 2840 2380 2630 2,565,789,307 5580100
8/1/2018 2630 2650 2370 2580 251,701,001 3227700 -0.01901
9/1/2018 2580 3120 2230 3100 3,024,314,453 10918100 0.20155
10/1/2018 3100 3350 2710 2850 2,780,417,969 15078200 -0.08065
11/1/2018 2850 2900 2620 2720 2,653,592,041 4097400 -0.04561
12/1/2018 2720 2960 2650 2870 2,799,929,688 10952700 0.05515
1/1/2019 2870 2930 2560 2680 2,614,568,604 5936000 -0.06620
2/1/2019 2690 3250 2670 3000 2,926,755,859 32084500 0.11940
3/1/2019 3000 3530 2930 3470 3,385,281,006 26908600 0.15667
4/1/2019 3550 3550 3170 3290 3,209,675,537 9930700 -0.05187
5/1/2019 3290 3290 2930 2990 2917 10066300 -0.09119
6/1/2019 2990 3000 2800 2830 276,090,625 14018600 -0.05351
7/1/2019 2830 3110 2730 2810 2810 50801400 -0.00707
8/1/2019 2800 2840 2590 2680 2680 38816300 -0.04626
9/1/2019 2680 2710 2430 2440 2440 6055100 -0.08955
10/1/2019 2440 2500 2280 2290 2290 10833700 -0.06148
11/1/2019 2300 2300 1960 2190 2190 21795000 -0.04367
12/1/2019 2190 2970 2040 2490 2490 60878400 0.13699
1/1/2020 2490 2750 2270 2350 2350 21146000 -0.05622
2/1/2020 2350 2650 2140 2250 2250 24357200 -0.04255
3/1/2020 2250 2250 965 965 965 20730400 -0.57111
4/1/2020 965 1055 855 970 970 17670700 0.00518
5/1/2020 960 1030 750 960 960 41096400 -0.01031
6/1/2020 960 1415 960 1090 1090 73930800 0.13542
7/1/2020 1090 1155 915 1115 1115 50954700 0.02294
 return
Date Open High Low Close Adj Close Volume
Realisasi RI
7/1/2018 14525 20000 14425 19750 1,803,250,195 696500
8/1/2018 19750 20575 16500 19750 1,803,250,195 170700 0.00000
9/1/2018 19750 19975 18550 18550 1,693,685,547 17700 -0.06076
10/1/2018 19675 19800 15750 19600 1,789,554,492 88000 0.05660
11/1/2018 19500 20000 19500 19850 1,812,380,469 37600 0.01276
12/1/2018 19850 19975 18800 19875 1,814,663,086 2201100 0.00126
1/1/2019 19875 19875 16800 19000 173,477,207 154400 -0.04403
2/1/2019 19000 19500 18000 18975 1,732,489,453 96200 -0.00132
3/1/2019 18800 19150 17800 18900 1,725,641,797 84900 -0.00395
4/1/2019 18900 19300 18900 19000 173,477,207 159900 0.00529
5/1/2019 19000 19000 18075 18900 1,725,641,797 8800 -0.00526
6/1/2019 18900 20000 16000 19500 1,780,424,219 118300 0.03175
7/1/2019 19375 19375 15875 16900 165,057,832 1014900 -0.13333
8/1/2019 16000 17100 15975 16300 1,591,977,832 1036200 -0.03550
9/1/2019 16300 17000 16300 16600 1,621,278,125 1131900 0.01840
10/1/2019 16600 16600 13625 13750 1,342,926,074 10500 -0.17169
11/1/2019 13775 17000 11600 13800 1,347,809,473 66400 0.00364
12/1/2019 13800 16400 12125 15900 1,552,910,938 14500 0.15217
1/1/2020 15900 15900 15000 15200 148,454,375 19400 -0.04403
2/1/2020 15200 15200 15200 15200 148,454,375 1000 0.00000
3/1/2020 15200 15200 14500 14500 141,617,666 300 -0.04605
4/1/2020 14500 14500 14500 14500 141,617,666 400 0.00000
5/1/2020 14500 14500 14450 14450 1,411,293,262 200 -0.00345
6/1/2020 14450 14450 12000 12525 1,223,283,594 20000 -0.13322
7/1/2020 12525 14000 11775 13225 1,291,650,781 93200 0.05589
 Return
Ekspetasi RE
-0.01437
 return
Date Open High Low Close Adj Close Volume
Realisasi RI
7/1/2018 67625 75975 66850 75150 6,991,359,375 14187500
8/1/2018 75500 77425 70600 73000 7,057,366,406 18806600 -0.02861
9/1/2018 73500 75725 69950 74050 7,158,876,563 16376500 0.01438
10/1/2018 73800 80250 71200 72300 6,989,692,969 22864200 -0.02363
11/1/2018 73100 84200 71700 82000 7,927,453,125 24344500 0.13416
12/1/2018 84350 84525 78000 83625 8,084,551,563 17339600 0.01982
1/1/2019 83625 86650 80525 83650 808,696,875 20297200 0.00030
2/1/2019 83650 87050 80175 85400 8,256,152,344 17736800 0.02092
3/1/2019 86000 100975 80500 83200 8,043,464,063 22347500 -0.02576
4/1/2019 83200 85250 75025 84475 8,166,726,563 34658700 0.01532
5/1/2019 84475 85125 76800 80475 7,780,021,875 28321300 -0.04735
6/1/2019 80475 80675 75825 76875 7,431,986,719 20390000 -0.04473
7/1/2019 77050 80050 73950 75500 7,299,057,031 35490900 -0.01789
8/1/2019 75500 77000 68750 69475 69475 30726200 -0.07980
9/1/2019 69500 74800 50400 52375 52375 67667700 -0.24613
10/1/2019 52900 56800 49175 56100 56100 47868800 0.07112
11/1/2019 55875 55875 49225 50375 50375 27875400 -0.10205
12/1/2019 50200 54025 50200 53000 53000 21819900 0.05211
1/1/2020 53000 59075 52600 55775 55775 29375600 0.05236
2/1/2020 55700 57000 50025 51000 51000 18743100 -0.08561
3/1/2020 50850 52900 30625 41100 41100 29225500 -0.19412
4/1/2020 41100 53025 39850 45300 45300 25651600 0.10219
5/1/2020 45000 51500 43475 48750 48750 21558500 0.07616
6/1/2020 48675 49800 45800 47175 47175 24664400 -0.03231
7/1/2020 47225 50600 46500 49975 49975 26629700 0.05935
 Return
Ekspetasi RE
-0.01291
 return
Date Open High Low Close Adj Close Volume
Realisasi RI
7/1/2018 13750 15175 12500 14125 1,318,502,832 32140500
8/1/2018 14450 17850 13425 17725 1,654,546,094 45063000 0.25487
9/1/2018 17250 18500 15500 18500 1,726,888,672 30640700 0.04372
10/1/2018 18000 18225 15475 17300 1,614,874,121 34267100 -0.06486
11/1/2018 17200 21250 16600 19100 1,782,895,898 46812900 0.10405
12/1/2018 19675 20775 17925 18450 1,722,221,289 33961500 -0.03403
1/1/2019 18450 20200 17000 19225 1,794,564,063 44098800 0.04201
2/1/2019 19400 20200 17975 19225 1,794,564,063 22809600 0.00000
3/1/2019 19225 22400 18500 21350 1,992,922,852 26648700 0.11053
4/1/2019 22400 22700 20300 22000 2,053,597,266 26326200 0.03044
5/1/2019 22000 22000 17300 21200 1,978,920,898 52864700 -0.03636
6/1/2019 21200 21500 19700 20000 191,902,832 29518500 -0.05660
7/1/2019 20100 22875 20100 22475 2,156,508,008 42821500 0.12375
8/1/2019 22475 22700 20300 21725 2,084,544,531 50645000 -0.03337
9/1/2019 21825 22300 18250 18725 1,796,690,234 52702700 -0.13809
10/1/2019 18525 20850 17200 20000 191,902,832 49656400 0.06809
11/1/2019 19600 21025 19225 19400 1,861,457,422 31442400 -0.03000
12/1/2019 19725 20875 19025 19025 1,825,475,586 29258000 -0.01933
1/1/2020 19025 19350 16475 16475 1,580,799,512 39071800 -0.13403
2/1/2020 16550 17975 14550 14925 1,432,074,902 33022600 -0.09408
3/1/2020 14925 15775 8650 12500 1,199,392,676 62184800 -0.16248
4/1/2020 12500 13900 10200 11650 1,117,833,984 63639900 -0.06800
5/1/2020 11425 12550 10400 12100 1,161,012,109 78411400 0.03863
6/1/2020 12325 14250 11625 11800 113,222,666 77537300 -0.02479
7/1/2020 11875 12700 11400 12375 1,187,398,731 92634800 0.04873
 Return
Ekspetasi RE
-0.00130
 return
Date Open High Low Close Adj Close Volume
Realisasi RI

7/1/2018 23125 24100 23125 23900 2,301,580,273 33200

8/1/2018 23400 25400 19500 24500 2,359,360,742 48600 0.02510
9/1/2018 24500 25000 24000 24000 2,311,210,352 2500 -0.02041
10/1/2018 24000 24000 21000 21000 2,022,308,984 3700 -0.12500
11/1/2018 21000 21000 20800 20800 2,003,049,023 300 -0.00952
12/1/2018 20800 22500 18000 22500 2,166,759,766 54200 0.08173
1/1/2019 22500 22500 16675 16975 1,634,699,902 13800 -0.24556
2/1/2019 16975 17950 14550 15825 1,523,954,394 6600 -0.06775
3/1/2019 17000 17000 15800 15800 1,521,546,875 400 -0.00158
4/1/2019 15800 17175 15000 17175 1,653,960,156 1500 0.08703
5/1/2019 17175 17175 12000 16500 1,588,957,129 69200 -0.03930
6/1/2019 16500 16500 13500 15925 1,572,662,695 2000 -0.03485
7/1/2019 15925 17875 14900 17000 1,678,823,633 4700 0.06750
8/1/2019 17000 17000 12325 14500 1,431,937,793 7100 -0.14706
9/1/2019 14250 16850 14250 16575 1,636,853,027 400 0.14310
10/1/2019 16575 16800 13250 13500 1,333,183,398 7400 -0.18552
11/1/2019 13500 13500 13500 13500 1,333,183,398 800 0.00000
12/1/2019 13500 16200 13500 16200 1,599,820,117 100 0.20000
1/1/2020 16200 16200 16175 16200 1,599,820,117 4900 0.00000
2/1/2020 16200 16200 13025 16125 1,592,413,574 2400 -0.00463
3/1/2020 16000 16000 15850 15850 1,565,256,152 5300 -0.01705
4/1/2020 15800 15850 15000 15850 1,565,256,152 1900 0.00000
5/1/2020 15850 15850 15850 15850 1,565,256,152 0 0.00000
6/1/2020 15850 15850 15800 15800 1,560,318,359 200 -0.00315
7/1/2020 15800 15800 14700 14700 1,451,688,672 1900 -0.06962
 Return
Ekspetasi
RE
-0.01527
 Return
return
Date Open High Low Close Adj Close Volume Ekspetasi
Realisasi RI
RE
7/1/2018 1560 1570 1300 1570 1570 9300 0.05298
8/1/2018 1570 2000 1310 2000 2000 3047500 0.27389
9/1/2018 2000 3300 1735 3300 3300 194000 0.65000
10/1/2018 3400 3600 3080 3400 3400 404400 0.03030
11/1/2018 3400 4000 3070 4000 4000 444600 0.17647
12/1/2018 4000 4300 3450 4300 4300 319100 0.07500
1/1/2019 4300 5650 3400 5100 5100 34500 0.18605
2/1/2019 5075 5100 4550 4700 4700 614400 -0.07843
3/1/2019 4600 4600 3290 3360 3360 213000 -0.28511
4/1/2019 3360 3600 3250 3500 3500 18800 0.04167
5/1/2019 3500 4150 3000 3850 3850 1515900 0.10000
6/1/2019 3850 3850 3410 3780 3780 4172900 -0.01818
7/1/2019 3780 3780 3450 3550 3550 180000 -0.06085
8/1/2019 3530 3530 3090 3090 3090 19575500 -0.12958
9/1/2019 3090 4100 3000 3300 3300 13936600 0.06796
10/1/2019 3300 3400 2970 3150 3150 250800 -0.04545
11/1/2019 3150 3390 3050 3300 3300 116000 0.04762
12/1/2019 3200 3450 2260 3450 3450 461600 0.04545
1/1/2020 3450 3900 2680 3900 3900 2699400 0.13043
2/1/2020 3900 4620 2610 4620 4620 406200 0.18462
3/1/2020 4620 4620 3980 3980 3980 800 -0.13853
4/1/2020 3790 3790 3130 3500 3500 15200 -0.12060
5/1/2020 3500 3700 3500 3500 3500 700 0.00000
6/1/2020 3500 3650 3350 3650 3650 1000 0.04286
7/1/2020 3650 4000 3650 4000 4000 1300 0.09589
 return
Date Open High Low Close Adj Close Volume
Realisasi RI

1/7/2018 3800 4110 3550 3570 3,350,891,6021901771000

1/8/2018 3570 3670 3270 3490 3,275,801,7582937529100 -0.02241
1/9/2018 3520 3670 3250 3640 3,416,595,4591766607400 0.04298
1/10/2018 3610 3910 3460 3850 3,613,706,7871995151900 0.05769
1/11/2018 3850 4110 3680 3680 3,454,140,3811810267200 -0.04416
1/12/2018 3740 3840 3610 3750 3,519,844,2381557088700 0.01902
1/1/2019 3750 4050 3690 3900 3,660,638,1842058489500 0.04000
1/2/2019 3910 3940 3730 3860 3,623,093,0181406071800 -0.01026
1/3/2019 3890 3970 3710 3960 3,716,955,566992294400 0.02591
1/4/2019 3950 4090 3730 3790 3,557,389,4041277605100 -0.04293
1/5/2019 3790 3930 3480 3900 3,660,638,1842203175100 0.02902
1/6/2019 3900 4200 3840 4140 3,885,907,9591466801400 0.06154
1/7/2019 4200 4370 4110 4300 4,091,669,1891510823200 0.03865
1/8/2019 4300 4500 4050 4450 4,234,401,8552060842500 0.03488
1/9/2019 4440 4450 4150 4310 410,118,4571662481700 -0.03146
1/10/2019 4400 4400 4060 4110 3,910,874,5121623971000 -0.04640
1/11/2019 4090 4200 3800 3930 3,739,595,2152161815600 -0.04380
1/12/2019 3960 4110 3900 3970 3,777,657,2271603330800 0.01018
1/1/2020 3970 4030 3780 3800 3,615,893,5551517434100 -0.04282
1/2/2020 3800 3850 3340 3490 3,320,912,8421622860400 -0.08158
1/3/2020 3470 3880 2450 3160 3,006,901,1232871168700 -0.09456
1/4/2020 3180 3540 3000 3500 3,330,428,4672173907100 0.10759
1/5/2020 3400 3400 3020 3150 2,997,385,4981870296900 -0.10000
1/6/2020 3160 3390 2970 3050 2,902,230,4694030388300 -0.03175
1/7/2020 3070 3190 3000 3050 3050 2536262300 0.00000
 Return
Ekspetasi
RE
-0.00519
 Ujiann III Manajemen Keuangan Risiko dan Tingkat Pengembalia

Pengembalian Saham Pennembalian

Tahun Probabilitas E(RA) E(RB)
A Saham B
2010 0.2 -18% -14.50% -0.04 -0.03
2011 0.2 33 21.8 6.6 4.36
2012 0.2 15 30.5 3 6.1
2013 0.2 -0.5 -7.6 -0.1 -1.52
2014 0.2 27 26.3 5.4 5.26
Jumlah 1 74.32 70.855 14.9 14.2

Portofolio
Saham A Saham B Erp Varians Risiko CV

0.5 0.5 14.52 165.13 12.85 0.88515

o dan Tingkat Pengembalian

rA-ERA (rA-ERA)^2 (rA-ERA)^2xP rB-ERB (rB-ERB)^2 (rB-ERB)^2xP

-15.0 226.3 45.3 -14.2 201.6 40.3

18.1 328.9 65.8 -9.8 96.3 19.3
0.1 0.02 0.0 -8.1 65.1 13.0
-15.4 236.1 47.2 -15.7 246.2 49.2
12.1 147.3 29.5 -8.9 79.4 15.9
Varians 187.7 Varians 137.7
SD 13.70 SD 11.7
Risiko A 13.70 Risiko B 11.7
Cv 0.92176 Cv 0.82816
Kovarians

43.07
27.67
0.44
66.90
29.44
167.53