PERHITUNGAN MPT DENGAN 2 ASET

Harga Return Return minus average

Date KAEF TKIM KAEF TKIM KAEF TKIM
Jan-12 470 1605
Feb-12 420 1720 -0.1124779834 0.069200534 -0.13694419 0.0837605563
Mar-12 440 1834 0.0465200156 0.064175083 0.0220538091 0.0787351051
Apr-12 620 2408 0.3429447511 0.272297154 0.3184785446 0.2868571757
May-12 490 2178 -0.2353140869 -0.100389503 -0.2597802935 -0.0858294809
Jun-12 520 1873 0.0594234205 -0.150865601 0.0349572139 -0.136305579
Jul-12 540 2064 0.037740328 0.097104424 0.0132741214 0.1116644462
Aug-12 480 2045 -0.1177830357 -0.009248058 -0.1422492422 0.0053119639
Sep-12 510 1720 0.0606246218 -0.173073499 0.0361584153 -0.1585134766
Oct-12 495 1701 -0.0298529631 -0.011107977 -0.0543191697 0.0034520446
Nov-12 710 1586 0.3607072075 -0.07000119 0.3362410009 -0.0554411681
Dec-12 720 1513 0.013986242 -0.047120688 -0.0104799646 -0.0325606664
Jan-13 1030 1498 0.3580628692 -0.00996355 0.3335966627 0.0045964723
Feb-13 1090 1701 0.056618894 0.127085428 0.0321526875 0.1416454504
Mar-13 1080 1529 -0.0092166551 -0.106602386 -0.0336828616 -0.0920423644
Apr-13 990 1490 -0.087011377 -0.025837807 -0.1114775835 -0.0112777849
May-13 960 1720 -0.0307716587 0.143548171 -0.0552378652 0.1581081929
Jun-13 890 1529 -0.0757118217 -0.117710364 -0.1001780283 -0.1031503418
Jul-13 790 1445 -0.1191885173 -0.056504605 -0.1436547238 -0.0419445833
Aug-13 495 1299 -0.4674751829 -0.106514584 -0.4919413894 -0.0919545618
Sep-13 550 1368 0.1053605157 0.051755082 0.0808943091 0.0663151036
Oct-13 630 1483 0.1358015412 0.080717244 0.1113353346 0.095277266
Nov-13 510 1429 -0.2113090937 -0.037092164 -0.2357753002 -0.0225321422
Dec-13 590 1376 0.1457118112 -0.037794159 0.1212456046 -0.0232341374
Jan-14 690 1376 0.1565690607 0 0.1321028542 0.0145600221
Feb-14 750 1242 0.0833816089 -0.102457756 0.0589154024 -0.0878977339
Mar-14 900 1246 0.1823215568 0.003215437 0.1578553503 0.0177754589
Apr-14 915 1219 0.016529302 -0.02190757 -0.0079369046 -0.0073475478
May-14 1050 1265 0.1376213779 0.037041272 0.1131551713 0.0516012937
Jun-14 990 1200 -0.0588405 -0.052750565 -0.0833067066 -0.0381905433
Jul-14 1230 1080 0.2170645052 -0.105360516 0.1925982987 -0.0908004936
Aug-14 1320 1030 0.0706175672 -0.047402239 0.0461513607 -0.0328422168
Sep-14 1150 965 -0.1378697942 -0.06518598 -0.1623360008 -0.0506259578
Oct-14 1155 915 0.0043384016 -0.053204036 -0.0201278049 -0.038644014
Nov-14 1390 940 0.1852034032 0.02695581 0.1607371966 0.041515832
Dec-14 1465 850 0.0525514953 -0.100643526 0.0280852888 -0.0860835037
Jan-15 1340 840 -0.0891856285 -0.011834458 -0.113651835 0.0027255644
Feb-15 1430 830 0.0650048303 -0.011976191 0.0405386238 0.002583831
 Mar-15 1315 810 -0.0838377786 -0.024391453 -0.1083039852 -0.0098314311
Apr-15 1230 805 -0.0668224962 -0.00619197 -0.0912887028 0.0083680518
May-15 1120 785 -0.0936854841 -0.02515856 -0.1181516906 -0.0105985376
Jun-15 995 695 -0.1183412271 -0.121771872 -0.1428074337 -0.1072118502
Jul-15 990 660 -0.005037794 -0.051672011 -0.0295040006 -0.0371119885
Aug-15 700 640 -0.3466246081 -0.030771659 -0.3710908146 -0.0162116366
Sep-15 640 479 -0.0896121587 -0.289767579 -0.1140783652 -0.2752075569
Oct-15 865 487 0.3012613306 0.016563526 0.276795124 0.0311235477
Nov-15 970 540 0.1145665646 0.103305016 0.090100358 0.1178650385
Dec-15 870 640 -0.1088028598 0.169899037 -0.1332690664 0.1844590588
Jan-16 1050 479 0.1880522315 -0.289767579 0.163586025 -0.2752075569
Feb-16 1075 487 0.0235304974 0.016563526 -0.0009357091 0.0311235477
Mar-16 1270 540 0.1666962389 0.103305016 0.1422300324 0.1178650385
Apr-16 1205 495 -0.0525373335 -0.087011377 -0.0770035401 -0.0724513549
May-16 1190 492 -0.0125262598 -0.006079046 -0.0369924664 0.008480976
Jun-16 1155 493 -0.0298529631 0.002030458 -0.0543191697 0.0165904796
Jul-16 1245 555 0.0750351859 0.11845894 0.0505689794 0.1330189618
Aug-16 2980 680 0.8727877706 0.203124684 0.8483215641 0.2176847065
Sep-16 2470 615 -0.1877051499 -0.10047053 -0.2121713564 -0.0859105083
Oct-16 2170 620 -0.1294909831 0.00809721 -0.1539571896 0.0226572323
Nov-16 2730 860 0.2295744416 0.327212911 0.2051082351 0.3417729333
Dec-16 2750 750 0.0072993025 -0.136859183 -0.0171669041 -0.1222991607
Jan-17 2040 670 -0.2986511038 -0.112795494 -0.3231173104 -0.0982354721

Average (Expected Return) 0.0244662065 -0.014560022

Variance 0.0382384843 0.012264332 Covariance
Stdev 0.1955466294 0.110744443 Correlation
 Proportion of of KAEF 0.5
Proportion of of TKIM 0.5
Product Return Portfolio
Skenario Proporsi dana
Portfolio portfolio
-0.0114705215 -0.0216387246 stdev mean
0.001736409 0.0553475493 50% KAEF 13% 0%
0.0913578558 0.3076209524 -0.5
0.0222968077 -0.1678517949 -0.4
-0.0047648633 -0.0457210903 -0.3
0.0014822474 0.0674223761 -0.2 1%
-0.0007556228 -0.0635155469 -0.1
-0.0057315961 -0.0562244384 0 1%
-0.0001875122 -0.0204804703 0.1
-0.0186415939 0.1453530086 0.2 0%
0.0003412346 -0.0165672232 0.3
0.0015333678 0.1740496598 0.4 0%
0.0045542819 0.0918521612 0.5
0.0031002502 -0.0579095208 0.6 0%
0.0012572202 -0.056424592 0.7
-0.008733559 0.0563882561 0.8 0%
0.0103333979 -0.0967110928 0.9
0.0060255375 -0.0878465613 1 0%
0.0452362549 -0.2869948834 1.1 12% 14% 16% 18%
0.0053645145 0.0785577986 1.2
0.0106077263 0.1082593926 1.3
0.0053125226 -0.1242006289 1.4
-0.002817037 0.0539588259 1.5
0.0019234205 0.0782845303
-0.0051785304 -0.0095380735
0.0028059513 0.0927684968
5.8316786E-05 -0.002689134
0.0058389532 0.0873313248
0.0031815284 -0.0557955327
-0.0174880206 0.0558519948
-0.001515713 0.0116076642
0.0082184155 -0.1015278871
0.0007778192 -0.0244328172
0.0066731385 0.1060796066
-0.0024176801 -0.0240460152
-0.0003097654 -0.0505100431
0.000104745 0.0265143196
 0.0010647832 -0.0541146159
-0.0007639086 -0.0365072332
0.0012522351 -0.0594220219
0.0153106492 -0.1200565497
0.0010949521 -0.0283549023
0.0060159894 -0.1886981334
0.0313952282 -0.1896898688
0.0086148463 0.1589124281
0.0106196822 0.1089357905
-0.0245826866 0.0305480885
-0.0450201103 -0.0508576737
-2.912259E-05 0.0200470115
0.0167639482 0.1350006277
0.0055790108 -0.0697743553
-0.0003137322 -0.0093026529
-0.0009011811 -0.0139112528
0.0067266331 0.0967470628
0.1846666307 0.5379562275
0.0182277491 -0.1440878401
-0.0034882438 -0.0606968864
0.0701004431 0.2783936764
0.002099498 -0.0647799401
0.0317415815 -0.205723299

0.0082714129 Average (ER) 0.0049530922

0.0082714129 Varian 0.0167614105
0.3819508011 Stdev 0.129465866
 Column M

% 14% 16% 18% 20% 22% 24% 26%