DATA IHSG

Date

Open
High
Low
Close
Avg Vol
Adj Close*
2/2/2015
5277.15
5384.02
5254.04
5325.5
4433015100
5325.5
1/2/2015
5233.8
5325.04
5121.81
5289.4
5350420300
5289.4
12/1/2014
5150.38
5226.95
5005.27
5226.95
4600621800
5226.95
11/3/2014
5102.54
5157.08
4965.39
5149.89
4288219800
5149.89
10/1/2014
5148.57
5165.39
4900.72
5089.55
3444212600
5089.55
9/1/2014
5159.94
5262.57
5082.73
5137.58
3743514000
5137.58
8/4/2014
5076.23
5223.98
5043.52
5136.86
3750031200
5136.86
7/1/2014
4877.65
5165.42
4862.42
5088.8
4490889700
5088.8
6/2/2014
4900.97
4971.95
4835.04
4878.58
2992343200
4878.58
5/2/2014
4845.34
5091.32
4828.22
4893.91
3692492000
4893.91
4/1/2014
4796.16
4933.11
4721.6
4840.15
3817112600
4840.15
3/3/2014
4589.62
4903.5
4567.76
4768.28
4558713200
4768.28
2/3/2014
4407
4665.27
4320.78
4620.22
3676107000
4620.22
1/2/2014
4294.5
4510.22
4161.19
4418.76
2904054300
4418.76
12/2/2013
4269.08
4331.59
4109.31
4274.18
3063910800
4274.18
11/1/2013
4473.73
4518.65
4202.92
4256.44
3292179500
4256.44
10/1/2013
4314.96
4611.26
4314.96
4510.63
3657134200
4510.63
9/2/2013
4196.72
4791.77
4012.68
4316.18
4551425800
4316.18
8/1/2013
4618.96
4718.1
3837.74
4195.09
3978387800
4195.09
7/1/2013
4757.18
4815.73
4403.8
4610.38
2176566800
4610.38
6/3/2013
5053.54
5055.83
4373.38
4818.9
2380549400
4818.9

Data telkom

Date
Feb 2, 2015
Jan 1, 2015
Dec 1, 2014
Nov 3, 2014
Oct 1, 2014
Sep 1, 2014
Aug 1, 2014
Jul 1, 2014
Jun 2, 2014
May 1, 2014
Apr 1, 2014
Mar 3, 2014
Feb 3, 2014
Jan 1, 2014
Dec 2, 2013
Nov 1, 2013
Oct 1, 2013
Sep 2, 2013
Aug 1, 2013
Jul 1, 2013
Jun 3, 2013

Open

High
2830
2865
2835
2760
2865
2710
2650
2480
2520
2265
2230
2310
2250
2150
2200
2300
2100
2200
11950
10900
11400

2830
2930
2890
2830
2930
3010
2800
2710
2550
2700
2380
2340
2420
2275
2200
2350
2375
2450
12200
12200
11700

Low

Close
2800
2780
2725
2590
2680
2675
2590
2465
2405
2265
2150
2130
2170
2060
1980
2025
2100
1950
1980
10500
9500

2805
2830
2865
2825
2750
2915
2665
2650
2465
2575
2265
2215
2325
2275
2150
2175
2350
2100
2200
11900
11250

Avg Vol
251671400
67449500
56383700
80143600
112433200
84726500
94062300
73416900
106314300
118867100
112747200
136820200
104673500
76453600
104516800
100272100
95450000
132470700
95651400
115404600
180027300

Adj Close*
2805
2830
2865
2825
2750
2915
2665
2650
2465
2575
2265
2136
2243
2194
2074
2098
2267
2026
2122
2296
2170

DATA RETURN

Month
2-Feb-15
1-Jan-15
Des 1, 2014
3-Nov-14
1-Oct-14
1-Sep-14
1-Aug-14
1-Jul-14
2-Jun-14
1-May-14
Apr 1, 2014
3-Mar-14
3-Feb-14
1-Jan-14
Des 2, 2013
1-Nov-13
1-Oct-13
2-Sep-13
1-Aug-13
1-Jul-13
3-Jun-13

Telkom Tbk
Price
Return
2805
2830
0.00883
2865
0.01222
2825 -0.01416
2750 -0.02727
2915
0.05660
2665 -0.09381
2650 -0.00566
2465 -0.07505
2575
0.04272
2265 -0.13687
2136 -0.06015
2243
0.04731
2194 -0.02198
2074 -0.05813
2098
0.01149
2267
0.07447
2026 -0.11905
2122
0.04545
2296
0.07563
2170 -0.05778

IHSG
Price
Return
5325.5
5289.4 -0.00682
5226.95 -0.01195
5149.89 -0.01496
5089.55 -0.01186
5137.58
0.00935
5136.86 -0.00014
5088.8 -0.00944
4878.58 -0.04309
4893.91
0.00313
4840.15
-0.01111
4768.28 -0.01507
4620.22 -0.03205
4418.76 -0.04559
4274.18 -0.03383
4256.44 -0.00417
4510.63
0.05635
4316.18 -0.04505
4195.09 -0.02886
4610.38
0.09008
4818.9
0.04327

Month
2/2/2015
1/2/2015
12/1/2014
11/3/2014
10/1/2014
9/1/2014
8/4/2014
7/1/2014
6/2/2014
5/2/2014
4/1/2014
3/3/2014
2/3/2014
1/2/2014
12/2/2013
11/1/2013
10/1/2013
9/2/2013
8/1/2013
7/1/2013

Stock Return
R_TLKM
R_IHSG
0.000
0.000
0.00883
-0.007
0.01222
-0.012
-0.01416
-0.015
-0.02727
-0.012
0.05660
0.009
-0.09381
0.000
-0.00566
-0.009
-0.07505
-0.043
0.04272
0.003
-0.13687
-0.011
-0.06015
-0.015
0.04731
-0.032
-0.02198
-0.046
-0.05813
-0.034
0.01149
-0.004
0.07447
0.056
-0.11905
-0.045
0.04545
-0.029
0.07563
0.090

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.5527731987
R Square
0.3055582092
Adjusted R Square
0.2669781097
Standard Error
0.0534078295
Observations
20
ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

1
18
19

SS
0.0225912608
0.0513431324
0.0739343932

Coefficients
-0.0036626079
1.0584621494

Standard Error
0.0122932928
0.3761057957

MS
F
0.022591 7.920099
0.002852

t Stat
P-value
-0.297935 0.769164
2.814267 0.01148

Significance F
0.0114801178

Lower 95%
Upper 95%
Lower 95,0%
-0.0294898576 0.0221646418 -0.029489858
0.268293195 1.8486311038 0.268293195

Upper 95,0%
0.0221646418
1.8486311038