Date Harga close (adj close) JKSE retrun SAHAM Return JKSE

Jan 29, 2021 2440.00 5862.35

Feb 26, 2021 2940.00 6241.80 0.1701 0.06472660281
Mar 31, 2021 2290.00 5985.52 -0.2838 -0.041058669
Apr 30, 2021 2280.00 5995.62 -0.0044 0.00168740561
May 31, 2021 1905.00 5947.46 -0.1969 -0.0080325304
Jun 30, 2021 2300.00 5985.49 0.1717 0.00639432632
Jul 30, 2021 2630.00 6070.04 0.1255 0.01412582763
Aug 31, 2021 2220.00 6150.3 -0.1847 0.01322231814
Sep 30, 2021 2040.00 6286.94 -0.0882 0.02221680243
Oct 29, 2021 2110.00 6591.35 0.0332 0.04841942185
Nov 29, 2021 1965.00 6533.93 -0.0738 -0.0087114172
Dec 30, 2021 1790.00 6581.48 -0.0978 0.00727739661
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.667233
R Square 0.4452
Adjusted R 0.383555
Standard E 0.120297
Observatio 11

ANOVA
df SS MS F Significance F
Regression 1 0.104514 0.104514 7.222053 0.024903
Residual 9 0.130243 0.014471
Total 10 0.234757

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95,0%
Upper 95,0%
Intercept -0.078503 0.039135 -2.005938 0.075823 -0.167032 0.010027 -0.167032 0.010027
3.612205 1.344133 2.687388 0.024903 0.571566 6.652844 0.571566 6.652844
 Beta saham BRIS 12 bulan
dihitung dengan mengguakan
teknik regresi didapatkan 3,612
maka saham BRI memiliki
kecenderungan sangat
responsif terhadap JKSE (saham
pasar) karena nilai beta lebih
dari 1, sehingga bisa dikatakan
resikonya sangat tinggi,