Bulan Tahun IHSG Return

Desember 2021 6,581

Januari 2022 6,631 0.76% Menghitung Range 7.19%
Februari 2022 6,888 3.88% Max 3.88%
Maret 2022 7,071 2.66% Min -3.32%
April 2022 7,229 2.23%
Mei 2022 7,149 -1.11% Menentukan Jumlah kelas 5
Juni 2022 6,912 -3.32% N 12
Juli 2022 6,951 0.56% (1+3,3 Log (N)) 4.56129811
Agustus 2022 7,179 3.28%
September 2022 7,041 -1.92%
Oktober 2022 7,099 0.82% Menentukan Interval 1%
November 2022 7,081 -0.25%
Desember 2022 6,851 -3.25%
E (Rm) 4.35%
 Tabel Distribusi Frekuensi

Kelas Batas Bawah Batas Atas Frekuensi Prob

1 -3.32% -1.88% 3 25%
2 -1.88% -0.44% 1 8%
3 -0.44% 1.00% 4 33%
4 1.00% 2.44% 1 8%
5 2.44% 3.88% 3 25%
12 20%
 Bulan Date Harga Saham Retur Saham
Desember 2021 6,255
Januari 2022 6,325 1%
Februari 2022 6,200 -2%
Maret 2022 5,950 -4%
April 2022 6,300 6%
Mei 2022 6,600 5%
Juni 2022 7,050 7%
Juli 2022 6,800 -4%
Agustus 2022 6,225 -8%
September 2022 6,025 -3%
Oktober 2022 6,450 7%
November 2022 6,450 0%
Desember 2022 6,725 4%
E (Ri) 9%
Tanggal GGRM IHSG Y(RI) X(Rm) XY X2 σim σm2 σ2si
1/1/2022 6,325 6,631
2/1/2022 6,200 6,888 -0.019763 0.038757 -0.000766 0.001502 -0.000945 0.00126 0.000111
3/1/2022 5,950 7,071 -0.040323 0.026568 -0.001071 0.000706 -0.0011 0.000543 0.00052
4/1/2022 6,300 7,229 0.058824 0.022345 0.001314 0.000499 0.000991 0.000364 0.005173
5/1/2022 6,600 7,149 0.047619 -0.011067 -0.000527 0.000122 -0.000584 0.000205 0.000663
6/1/2022 7,050 6,912 0.068182 -0.033151 -0.00226 0.001099 -0.002233 0.001326 0.000538
7/1/2022 6,800 6,951 -0.035461 0.005642 -0.0002 3.184E-05 -0.000101 5.661E-06 0.001587
8/1/2022 6,225 7,179 -0.084559 0.032801 -0.002774 0.001076 -0.002701 0.000872 0.003662
9/1/2022 6,025 7,041 -0.032129 -0.019223 0.000618 0.00037 0.000877 0.000506 0.00391
10/1/2022 6,450 7,099 0.070539 0.008237 0.000581 6.786E-05 0.000317 2.475E-05 0.004744
11/1/2022 6,450 7,081 0 -0.002536 0 6.429E-06 3.983E-05 3.362E-05 0.000167
12/1/2022 6,725 6,851 0.042636 -0.032481 -0.001385 0.001055 -0.001278 0.001278 2.69E-06
Σ 0.075566 0.035893 -0.00647 0.006535 -0.006717 0.006418 0.021079
E (Ri) 0.00687 σ2si 0.001916
E (RM) 0.003263 Total Risk 0.043775
α 0.010284 4%
β -1.046493
Tanggal GGRM IHSG Y(RI) X(Rm)
1/1/2022 6,325 6,631
2/1/2022 6,200 6,888 -0.019763 0.038757
3/1/2022 5,950 7,071 -0.040323 0.026568
4/1/2022 6,300 7,229 0.058824 0.022345
5/1/2022 6,600 7,149 0.047619 -0.011067
6/1/2022 7,050 6,912 0.068182 -0.033151
7/1/2022 6,800 6,951 -0.035461 0.005642
8/1/2022 6,225 7,179 -0.084559 0.032801
9/1/2022 6,025 7,041 -0.032129 -0.019223
10/1/2022 6,450 7,099 0.070539 0.008237
11/1/2022 6,450 7,081 0 -0.002536
12/1/2022 6,725 6,851 0.042636 -0.032481
E (Ri) 0.00687
E(RM) 0.003263
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0723339265
R Square 0.0052321969
Adjusted R Square -0.105297559
Standard Error 0.0792975237
Observations 11

ANOVA
df SS MS F Significance F
Regression 1 0.000297662496 0.0002976625 0.0473374511 0.83261544651
Residual 9 0.056592875315 0.0062880973
Total 10 0.056890537811

Coefficients Standard Error t Stat P-value Lower 95%

Intercept -0.0450885561 0.024126265811 -1.8688576367 0.0944705027 -0.0996659611
0.2153548552 0.989810901451 0.2175717149 0.8326154465 -2.0237529653
 Upper 95% Lower 95,0% Upper 95,0%
0.0094888489 -0.0996659611 0.0094888489
2.4544626758 -2.0237529653 2.4544626758