Harga Saham
Periode Ke RA RB Rata-rata Random Walk Rata-rata Random Walk Rata-rata Random Walk
SMRA (A) CTRA (B) A B A B A B A B A B A B
Senin 1375 1370 - - - - - - - - - - - - - -
Selasa 1400 1385 0.0181818182 0.0109489051 0.0002088285 0.0000829491 0.0000001054 0.0000534733 - - - - 0.0144509000 0.0091076421 0.0003246753 0.0073125415
Rabu 1425 1385 0.0178571429 0.0000000000 0.0001995502 0.0000033902 0.0000000000 0.0000132231 - 0.0000033902 - 0.0000132231 0.0141262247 0.0018412630 0.0000000000 0.0036363636
Kamis 1400 1375 -0.0175438596 -0.0072202166 0.0004526162 0.0000821104 0.0012532310 0.0001178653 0.0004526162 0.0000821104 0.0012532310 0.0001178653 0.0212747779 0.0090614796 0.0354010025 0.0108565802
Jumat 1395 1380 -0.0035714286 0.0036363636 0.0000533243 0.0000032224 0.0004591837 0.0000000000 0.0000533243 - 0.0004591837 - 0.0073023468 0.0017951006 0.0214285714 0.0000000000
Jumlah 6995 6895 0.0149236728 0.0073650521 Jumlah 0.0009143192 0.0001716722 0.0017125201 0.0001845617
Return Ekspektasi : Variance=jmlh/(n-1) 0.0003047731 0.0000572241 0.0005708400 0.0000615206
Berdasar rata-rata ΣRi/n 0.0037309182 0.0018412630 SD = √δ² 0.0174577507 0.0075646589 0.0238922586 0.0078435055 0.0005059404 0.0000855007 0.0017124147 0.0001310885 0.0571542493 0.0218054854 0.0571542493 0.0218054854
Berdasar Random Ri terakhir 0.0178571429 0.0036363636
CV SD/(E(Ri) rata2) 4.679210237785 4.10840752509