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Tugas Beta Apple Inc. (Patricia Saptapradipta
Tugas Beta Apple Inc. (Patricia Saptapradipta
Date
5/23/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/3/2011
11/1/2011
12/1/2011
1/3/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
Open
High
Low
Close
Volume
Adj Close
329.97
347.83
329.42
347.83 13442400
347.83
348.87
352.13
310.5
335.67 15556500
335.67
335.95
404.5
334.2
390.48 20139100
390.48
397.78
399.5
353.02
384.83 25802600
384.83
385.82
422.86
366.48
381.32 21284800
381.32
380.37
426.7
354.24
404.78 22977700
404.78
397.41
408
363.32
382.2 15928300
382.2
382.54
409.09
377.68
405 11018800
405
409.4
458.24
409
456.48 12924200
456.48
458.41
547.61
453.98
542.44 21975800
542.44
548.17
621.45
516.22
599.55 26441600
599.55
601.83
644
555
583.98 28716900
583.98
584.9
596.76
522.18
530.38 19629500
530.38
Open
High
Low
Close
2761.96 2835.34 2739.85
2835.3
2829.39 2834.05 2599.86 2773.52
2775.08 2878.94 2724.99 2756.38
2791.45 2796.24 2331.65 2579.46
2583.34 2643.37 2414.31
2415.4
2401.19 2753.37 2298.89 2684.41
2607.31 2730.39 2441.48 2620.34
2615.67 2674.53 2518.01 2605.15
2657.39
2834.3 2627.23 2813.84
2830.1 3000.11 2825.19 2966.89
2979.11 3134.17 2900.28 3091.57
3085.94 3128.25 2946.04 3046.36
3044.79
3085.4 2774.45 2847.21
Volume
Adj Close
2.34E+09
2835.3
2.02E+09 2773.52
1.98E+09 2756.38
2.56E+09 2579.46
2.14E+09
2415.4
2.12E+09 2684.41
1.94E+09 2620.34
1.63E+09 2605.15
1.86E+09 2813.84
1.99E+09 2966.89
1.75E+09 3091.57
1.77E+09 3046.36
2.07E+09 2847.21
Month
5/23/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/3/2011
11/1/2011
12/1/2011
1/3/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
AAPL
Price
Dividend
347.83
335.67
390.48
384.83
381.32
404.78
382.2
405
456.48
542.44
599.55
583.98
530.38
Return
-0.03496
0.163285
-0.01447
-0.00912
0.061523
-0.05578
0.059655
0.127111
0.188311
0.105284
-0.02597
-0.09178
NASDAQ
Price
Return
2835.3
2773.52 -0.02179
2756.38 -0.00618
2579.46 -0.06419
2415.4
-0.0636
2684.41 0.111373
2620.34 -0.02387
2605.15
-0.0058
2813.84 0.080107
2966.89 0.054392
3091.57 0.042024
3046.36 -0.01462
2847.21 -0.06537
Month
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/3/2011
11/1/2011
12/1/2011
1/3/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
Stock Return
R_AAPL
R_NASDAQ
-0.034959607 -0.021789581
0.16328537 -0.006179873
-0.014469371 -0.064185635
-0.009120911 -0.063602459
0.06152313 0.111372857
-0.055783389 -0.023867442
0.059654631 -0.005796958
0.127111111 0.080106712
0.18831055 0.054391863
0.105283534 0.042023803
-0.025969477 -0.014623638
-0.091783965 -0.065373101
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.674355935
R Square
0.454755927
Adjusted R Square
0.400231519
Standard Error
0.070742
Observations
12
ANOVA
df
Regression
Residual
Total
Intercept
X Variable 1
1
10
11
SS
0.041739004
0.050044306
0.09178331
MS
F
0.041739004 8.34041027
0.005004431
Coefficients
0.03744136
1.058226646
Standard Error
0.020432986
0.366424906
t Stat
P-value
1.832397856 0.09679542
2.887976847
0.0161631
Berdasarkan hasil pemrosesan dengan Ms. Excel Add-Ins Data Analisys, model regresi linier dapat dirumuskan sebagai berikut
Ri = 0.03744136 + 1.058226646 X1
beta yang diperoleh sebesar 1.058226646. Koefisien ini adalah signifikan dengan p-value sebesar 0.0161631 (lebih kecil dari 5
Jadi beta saham Apple Inc. sebesar 1.058226646
Significance F
0.016163098
Lower 95%
Upper 95% Lower 95.0% Upper 95.0%
-0.00808617 0.08296889
-0.00808617 0.082968891
0.241781079 1.87467221 0.241781079 1.874672212