Harga saham

NO TANGGAL ASRI ALKA CARS ABBA

1 2017-03-31 354 1585 1625 432
2 2017-03-29 350 1575 1630 422
3 2017-03-24 352 1595 1700 430
4 2017-03-23 354 1595 1740 426
5 2017-03-22 368 1600 1735 422
6 2017-03-21 368 1600 1620 432
7 2017-03-20 368 1605 1580 432
8 2017-03-17 368 1595 1690 422
9 2017-03-16 368 1635 1660 424
10 2017-03-15 368 1655 1600 424
11 2017-03-14 368 1650 1630 426
12 2017-03-13 368 1675 1560 428
13 2017-03-10 368 1675 1550 434
14 2017-03-09 356 1720 1495 434
15 2017-03-08 356 1680 1420 434
16 2017-03-07 346 1700 1475 436
17 2017-03-06 352 1700 1355 436
18 2017-03-03 346 1700 1350 440
19 2017-03-02 342 1730 1375 444
20 2017-03-01 332 1680 1375 444
21 2017-02-28 328 1725 1375 446
22 2017-02-27 324 1750 1375 450
23 2017-02-24 310 1795 1375 448
24 2017-02-23 308 1795 1385 442
25 2017-02-22 308 1840 1425 444
26 2017-02-21 306 1855 1450 436
27 2017-02-20 318 1900 1430 442
28 2017-02-17 332 1910 1435 452
29 2017-02-16 322 1930 1470 456
30 2017-02-14 322 1920 1470 448
31 2017-02-13 320 1935 1470 448
32 2017-02-10 320 1930 1470 450
33 2017-02-09 322 1950 1470 454
34 2017-02-08 328 1940 1470 456
35 2017-02-07 328 1955 1470 462
36 2017-02-06 324 1955 1480 452
37 2017-02-03 326 1935 1480 448
38 2017-02-02 336 1945 1480 480
39 2017-02-01 334 1970 1480 484
40 2017-01-30 334 1970 1430 478
41 2017-01-27 330 1950 1450 460
42 2017-01-26 338 1980 1450 448
43 2017-01-25 320 1995 1450 448
44 2017-01-24 336 2030 1445 454
45 2017-01-23 334 2000 1470 458
a saham

LCGP MAPI NISP PNSE ALDO MICE

62 7775 1875 890 630 346
63 7700 1845 920 610 350
64 7500 1895 1220 610 350
64 7800 1895 1220 605 360
64 7550 1905 1220 605 370
66 7525 2000 1220 620 372
67 7900 2010 1220 630 372
67 7725 2010 1220 635 372
68 7400 2050 1220 640 372
66 7450 2050 1220 640 372
67 7450 2040 1220 615 372
67 7700 2030 1220 620 372
68 7675 2060 1220 635 372
69 7750 2090 1220 645 370
69 7500 1960 1220 630 370
68 7400 1905 1220 630 368
68 7250 1920 1220 645 360
70 7300 1945 1220 655 358
69 7200 1910 1220 685 358
70 7275 1865 1220 670 354
71 7375 1900 1220 695 354
71 7600 1880 1220 675 350
71 7500 1880 1220 675 346
73 7450 1875 1220 655 350
73 7475 1875 1220 655 350
72 7400 1840 1220 665 346
73 7375 1855 1220 670 346
74 7175 1875 1220 685 394
76 7275 1885 1220 680 402
77 7125 1835 1220 675 400
70 7150 1835 1195 680 400
72 7125 1850 1195 680 404
74 7150 1825 1195 660 396
70 7175 1825 1210 660 426
72 7350 1800 1210 675 420
72 7250 1800 1220 685 418
75 7075 1835 1220 670 470
79 7100 1875 1290 680 466
80 7225 1870 1290 685 466
79 7100 1870 1290 690 464
79 7300 1850 1290 710 466
80 7575 1820 1290 695 454
81 7600 1850 1290 710 446
80 7275 1900 1290 690 448
81 7350 1810 1290 695 450
NO TANGGAL ASRI ALKA CARS ABBA LCGP
1 2017-03-31 -0.011299435 -0.006309148265 0.00307692308 -0.0231481481 0.016129032258
2 2017-03-29 0.0057142857 0.0126984126984 0.04294478528 0.01895734597 0.015873015873
3 2017-03-24 0.0056818182 0 0.02352941176 -0.0093023256 0
4 2017-03-23 0.0395480226 0.0031347962382 -0.0028735632 -0.0093896714 0
5 2017-03-22 0 0 -0.0662824207 0.02369668246 0.03125
6 2017-03-21 0 0.003125 -0.024691358 0 0.015151515152
7 2017-03-20 0 -0.006230529595 0.06962025316 -0.0231481481 0
8 2017-03-17 0 0.025078369906 -0.0177514793 0.00473933649 0.014925373134
9 2017-03-16 0 0.0122324159021 -0.0361445783 0 -0.02941176471
10 2017-03-15 0 -0.003021148036 0.01875 0.00471698113 0.015151515152
11 2017-03-14 0 0.0151515151515 -0.0429447853 0.00469483568 0
12 2017-03-13 0 0 -0.0064102564 0.01401869159 0.014925373134
13 2017-03-10 -0.032608696 0.0268656716418 -0.035483871 0 0.014705882353
14 2017-03-09 0 -0.023255813953 -0.0501672241 0 0
15 2017-03-08 -0.028089888 0.0119047619048 0.03873239437 0.00460829493 -0.01449275362
16 2017-03-07 0.0173410405 0 -0.0813559322 0 0
17 2017-03-06 -0.017045455 0 -0.0036900369 0.00917431193 0.029411764706
18 2017-03-03 -0.011560694 0.0176470588235 0.01851851852 0.00909090909 -0.01428571429
19 2017-03-02 -0.029239766 -0.028901734104 0 0 0.014492753623
20 2017-03-01 -0.012048193 0.0267857142857 0 0.0045045045 0.014285714286
21 2017-02-28 -0.012195122 0.0144927536232 0 0.00896860987 0
22 2017-02-27 -0.043209877 0.0257142857143 0 -0.0044444444 0
23 2017-02-24 -0.006451613 0 0.00727272727 -0.0133928571 0.028169014085
24 2017-02-23 0 0.025069637883 0.02888086643 0.00452488688 0
25 2017-02-22 -0.006493506 0.008152173913 0.01754385965 -0.018018018 -0.01369863014
26 2017-02-21 0.0392156863 0.0242587601078 -0.0137931034 0.01376146789 0.013888888889
27 2017-02-20 0.0440251572 0.0052631578947 0.0034965035 0.02262443439 0.013698630137
28 2017-02-17 -0.030120482 0.0104712041885 0.0243902439 0.00884955752 0.027027027027
29 2017-02-16 0 -0.00518134715 0 -0.0175438596 0.013157894737
30 2017-02-14 -0.00621118 0.0078125 0 0 -0.09090909091
31 2017-02-13 0 -0.002583979328 0 0.00446428571 0.028571428571
32 2017-02-10 0.00625 0.0103626943005 0 0.00888888889 0.027777777778
33 2017-02-09 0.0186335404 -0.005128205128 0 0.00440528634 -0.05405405405
34 2017-02-08 0 0.0077319587629 0 0.01315789474 0.028571428571
35 2017-02-07 -0.012195122 0 0.00680272109 -0.0216450216 0
36 2017-02-06 0.0061728395 -0.010230179028 0 -0.0088495575 0.041666666667
37 2017-02-03 0.0306748466 0.0051679586563 0 0.07142857143 0.053333333333
38 2017-02-02 -0.005952381 0.012853470437 0 0.00833333333 0.012658227848
39 2017-02-01 0 0 -0.0337837838 -0.0123966942 -0.0125
40 2017-01-30 -0.011976048 -0.010152284264 0.01398601399 -0.0376569038 0
41 2017-01-27 0.0242424242 0.0153846153846 0 -0.0260869565 0.012658227848
42 2017-01-26 -0.053254438 0.0075757575758 0 0 0.0125
43 2017-01-25 0.05 0.0175438596491 -0.0034482759 0.01339285714 -0.01234567901
44 2017-01-24 -0.005952381 -0.014778325123 0.01730103806 0.00881057269 0.0125
45 2017-01-23 -1 -1 -1 -1 -1
 MAPI NISP PNSE ALDO MICE
-0.0096463023 -0.016 0.0337078652 -0.0317460317 0.0115606936
-0.025974026 0.027100271 0.3260869565 0 0
0.04 0 0 -0.0081967213 0.0285714286
-0.0320512821 0.00527704485 0 0 0.0277777778
-0.0033112583 0.0498687664 0 0.0247933884 0.0054054054
0.049833887 0.005 0 0.0161290323 0
-0.0221518987 0 0 0.0079365079 0
-0.0420711974 0.01990049751 0 0.0078740157 0
0.0067567568 0 0 0 0
0 -0.0048780488 0 -0.0390625 0
0.033557047 -0.0049019608 0 0.0081300813 0
-0.0032467532 0.01477832512 0 0.0241935484 0
0.009771987 0.0145631068 0 0.0157480315 -0.005376344
-0.0322580645 -0.0622009569 0 -0.023255814 0
-0.0133333333 -0.0280612245 0 0 -0.005405405
-0.0202702703 0.00787401575 0 0.0238095238 -0.02173913
0.0068965517 0.01302083333 0 0.015503876 -0.005555556
-0.0136986301 -0.0179948586 0 0.0458015267 0
0.0104166667 -0.0235602094 0 -0.0218978102 -0.011173184
0.0137457045 0.01876675603 0 0.0373134328 0
0.0305084746 -0.0105263158 0 -0.0287769784 -0.011299435
-0.0131578947 0 0 0 -0.011428571
-0.0066666667 -0.0026595745 0 -0.0296296296 0.0115606936
0.0033557047 0 0 0 0
-0.0100334448 -0.0186666667 0 0.0152671756 -0.011428571
-0.0033783784 0.00815217391 0 0.007518797 0
-0.0271186441 0.01078167116 0 0.0223880597 0.1387283237
0.0139372822 0.00533333333 0 -0.0072992701 0.0203045685
-0.0206185567 -0.0265251989 0 -0.0073529412 -0.004975124
0.0035087719 0 -0.0204918033 0.0074074074 0
-0.0034965035 0.00817438692 0 0 0.01
0.0035087719 -0.0135135135 0 -0.0294117647 -0.01980198
0.0034965035 0 0.0125523013 0 0.0757575758
0.0243902439 -0.0136986301 0 0.0227272727 -0.014084507
-0.0136054422 0 0.0082644628 0.0148148148 -0.004761905
-0.024137931 0.01944444444 0 -0.0218978102 0.1244019139
0.0035335689 0.02179836512 0.0573770492 0.0149253731 -0.008510638
0.0176056338 -0.0026666667 0 0.0073529412 0
-0.0173010381 0 0 0.0072992701 -0.004291845
0.0281690141 -0.0106951872 0 0.0289855072 0.0043103448
0.0376712329 -0.0162162162 0 -0.0211267606 -0.025751073
0.00330033 0.01648351648 0 0.0215827338 -0.017621145
-0.0427631579 0.02702702703 0 -0.0281690141 0.0044843049
0.0103092784 -0.0473684211 0 0.0072463768 0.0044642857
-1 -1 -1 -1 -1
NO TANGGAL ASRI ALKA CARS ABBA LCGP MAPI NISP
1 2017-03-31 0.98870056 0.9936909 1.003077 0.976852 1.016129 0.990354 0.984
2 2017-03-29 1.00571429 1.0126984 1.042945 1.018957 1.015873 0.974026 1.0271
3 2017-03-24 1.00568182 1 1.023529 0.990698 1 1.04 1
4 2017-03-23 1.03954802 1.0031348 0.997126 0.99061 1 0.967949 1.005277
5 2017-03-22 1 1 0.933718 1.023697 1.03125 0.996689 1.049869
6 2017-03-21 1 1.003125 0.975309 1 1.015152 1.049834 1.005
7 2017-03-20 1 0.9937695 1.06962 0.976852 1 0.977848 1
8 2017-03-17 1 1.0250784 0.982249 1.004739 1.014925 0.957929 1.0199
9 2017-03-16 1 1.0122324 0.963855 1 0.970588 1.006757 1
10 2017-03-15 1 0.9969789 1.01875 1.004717 1.015152 1 0.995122
11 2017-03-14 1 1.0151515 0.957055 1.004695 1 1.033557 0.995098
12 2017-03-13 1 1 0.99359 1.014019 1.014925 0.996753 1.014778
13 2017-03-10 0.9673913 1.0268657 0.964516 1 1.014706 1.009772 1.014563
14 2017-03-09 1 0.9767442 0.949833 1 1 0.967742 0.937799
15 2017-03-08 0.97191011 1.0119048 1.038732 1.004608 0.985507 0.986667 0.971939
16 2017-03-07 1.01734104 1 0.918644 1 1 0.97973 1.007874
17 2017-03-06 0.98295455 1 0.99631 1.009174 1.029412 1.006897 1.013021
18 2017-03-03 0.98843931 1.0176471 1.018519 1.009091 0.985714 0.986301 0.982005
19 2017-03-02 0.97076023 0.9710983 1 1 1.014493 1.010417 0.97644
20 2017-03-01 0.98795181 1.0267857 1 1.004505 1.014286 1.013746 1.018767
21 2017-02-28 0.98780488 1.0144928 1 1.008969 1 1.030508 0.989474
22 2017-02-27 0.95679012 1.0257143 1 0.995556 1 0.986842 1
23 2017-02-24 0.99354839 1 1.007273 0.986607 1.028169 0.993333 0.99734
24 2017-02-23 1 1.0250696 1.028881 1.004525 1 1.003356 1
25 2017-02-22 0.99350649 1.0081522 1.017544 0.981982 0.986301 0.989967 0.981333
26 2017-02-21 1.03921569 1.0242588 0.986207 1.013761 1.013889 0.996622 1.008152
27 2017-02-20 1.04402516 1.0052632 1.003497 1.022624 1.013699 0.972881 1.010782
28 2017-02-17 0.96987952 1.0104712 1.02439 1.00885 1.027027 1.013937 1.005333
29 2017-02-16 1 0.9948187 1 0.982456 1.013158 0.979381 0.973475
30 2017-02-14 0.99378882 1.0078125 1 1 0.909091 1.003509 1
31 2017-02-13 1 0.997416 1 1.004464 1.028571 0.996503 1.008174
32 2017-02-10 1.00625 1.0103627 1 1.008889 1.027778 1.003509 0.986486
33 2017-02-09 1.01863354 0.9948718 1 1.004405 0.945946 1.003497 1
34 2017-02-08 1 1.007732 1 1.013158 1.028571 1.02439 0.986301
35 2017-02-07 0.98780488 1 1.006803 0.978355 1 0.986395 1
36 2017-02-06 1.00617284 0.9897698 1 0.99115 1.041667 0.975862 1.019444
37 2017-02-03 1.03067485 1.005168 1 1.071429 1.053333 1.003534 1.021798
38 2017-02-02 0.99404762 1.0128535 1 1.008333 1.012658 1.017606 0.997333
39 2017-02-01 1 1 0.966216 0.987603 0.9875 0.982699 1
40 2017-01-30 0.98802395 0.9898477 1.013986 0.962343 1 1.028169 0.989305
41 2017-01-27 1.02424242 1.0153846 1 0.973913 1.012658 1.037671 0.983784
42 2017-01-26 0.94674556 1.0075758 1 1 1.0125 1.0033 1.016484
43 2017-01-25 1.05 1.0175439 0.996552 1.013393 0.987654 0.957237 1.027027
44 2017-01-24 0.99404762 0.9852217 1.017301 1.008811 1.0125 1.010309 0.952632
45 2017-01-23 0 0 0 0 0 0 0
 PNSE ALDO MICE
1.033708 0.968254 1.011561
1.326087 1 1
1 0.991803 1.028571
1 1 1.027778
1 1.024793 1.005405
1 1.016129 1
1 1.007937 1
1 1.007874 1
1 1 1
1 0.960938 1
1 1.00813 1
1 1.024194 1
1 1.015748 0.994624
1 0.976744 1
1 1 0.994595
1 1.02381 0.978261
1 1.015504 0.994444
1 1.045802 1
1 0.978102 0.988827
1 1.037313 1
1 0.971223 0.988701
1 1 0.988571
1 0.97037 1.011561
1 1 1
1 1.015267 0.988571
1 1.007519 1
1 1.022388 1.138728
1 0.992701 1.020305
1 0.992647 0.995025
0.979508 1.007407 1
1 1 1.01
1 0.970588 0.980198
1.012552 1 1.075758
1 1.022727 0.985915
1.008264 1.014815 0.995238
1 0.978102 1.124402
1.057377 1.014925 0.991489
1 1.007353 1
1 1.007299 0.995708
1 1.028986 1.00431
1 0.978873 0.974249
1 1.021583 0.982379
1 0.971831 1.004484
1 1.007246 1.004464
0 0 0
 ASRI ALKA
METODE ARITMATIKA E(Ri) 0.9767021196951 0.983037906904
DEVIASI STANDARD σi 0.148704182488 0.148727801685
Koefisian Varian Cvi 0.1522513154108 0.151294065712

VARIAN KOVARIAN:
ASRI ALKA CARS
AGRO 0.022112933889 0.021824783222 0.021592781495
AUTO 0.021824783222 0.022119958994 0.021808316109
CARS 0.021592781495 0.021808316109 0.022354465089
INTA 0.021826478262 0.021924024001 0.02165645278
LCGP 0.021841933276 0.021961444239 0.021814502546
MAPI 0.021570448373 0.021837382806 0.021660475694
NISP 0.021769602645 0.021928525893 0.021594424622
PNSE 0.021998484517 0.022091549002 0.022225158863
PWON 0.021714514824 0.021958505024 0.021669423822
SKYB 0.022072523797 0.021906609557 0.021908766858

KORELASI :
ASRI ALKA CARS
ASRI 1
ALKA 0.986812395698 1
CARS 0.971290984007 0.980855735923 1
ABBA 0.988010306039 0.992247898789 0.97529375859
LCGP 0.978221074236 0.983377011297 0.97199970558
MAPI 0.978590342058 0.988874299559 0.976284295549
NISP 0.987296958111 0.994237723941 0.972622302446
PNSE 0.991316739633 0.994338309659 0.985576292907
ALDO 0.981317482729 0.991473703582 0.979135887855
MICE 0.979511650139 0.972628636966 0.972914349257

SATU 1 1 1
 CARS ABBA LCGP MAPI NISP PNSE
0.975911679812 0.9792175541 0.984017395521 0.9767551719375 0.977182464124 0.9870554851479
0.149514096624 0.14858099222 0.150188844921 0.1487797531135 0.1485781892 0.1566217385125
0.153204536554 0.15173440426 0.152628241741 0.1523204149699 0.152047539384 0.15867571871

ABBA LCGP MAPI NISP PNSE ALDO

0.02182647826 0.02184193328 0.021570448373 0.021769602645 0.021998484517 0.0217145148242
0.021924024 0.02196144424 0.021837382806 0.021928525893 0.022091549002 0.0219585050237
0.02165645278 0.02181450255 0.021660475694 0.021594424622 0.022225158863 0.0216694238215
0.02207631125 0.02200926642 0.021724393761 0.021863536355 0.022161564459 0.0218720798556
0.02200926642 0.02255668914 0.021870958737 0.02194987425 0.022236760859 0.0218872806894
0.02172439376 0.02187095874 0.022135414937 0.021644316383 0.021727270197 0.0217917456513
0.02186353636 0.02194987425 0.021644316383 0.022075478306 0.022139047955 0.0218749942049
0.02216156446 0.02223676086 0.021727270197 0.022139047955 0.024530368975 0.0219599225345
0.02187207986 0.02188728069 0.021791745651 0.021874994205 0.021959922534 0.0222169307169
0.02193021856 0.02202065045 0.021691675484 0.021973193123 0.022034361479 0.0218930682704

ABBA LCGP MAPI NISP PNSE ALDO

1
0.98688302205 1
0.98377367782 0.97894017647 1
0.99052761809 0.98409368769 0.979161486234 1
0.99607603251 0.9897798635 0.988224340565 0.952047726321 1
0.98785061554 0.97875620138 0.984583207842 0.988401444783 0.9422279002 1
0.97548049484 0.96816397654 0.963348193929 0.976423705321 0.976706123775 0.9695883371639

1 1 1 1 1 1
 ALDO MICE
0.98015390329466 0.9840916200031
0.14905344919494 0.1516065964493
0.15207147438164 0.1540574001116

MICE
0.02207252379699
0.02190660955704
0.02190876685753
0.02193021855886
0.02202065045163
0.02169167548352
0.02197319312284
0.02203436147928
0.02189306827039
0.02298456008694

MICE

1
Nama : Salma khairunnisa.P
NPM : C1C018167

A 43.139776720105
B 44.1688165206131 1.4
C 45.2224026445272
1.2
D 1906.71553631098
1
PORTOFOLIO σi E(Ri)
ASRI 0.148704182488049 0.976702119695059 0.8
ALKA 0.148727801684818 0.983037906903716
CARS 0.149514096623567 0.975911679811616 0.6
ABBA 0.148580992216294 0.979217554098676
0.4
LCGP 0.150188844921351 0.984017395520763
MAPI 0.148779753113508 0.976755171937535 0.2
NISP 0.148578189199561 0.977182464123727
PNSE 0.156621738512495 0.987055485147935 0
0.04 0.06 0.0
ALDO 0.149053449194943 0.980153903294663
MICE 0.151606596449303 0.984091620003128
MAX 0.156621738512495 1.29596141218398
1 0.15624471203514 1.23424896398475
2 0.148804487652514 1.175475203795
3 0.141718559669061 1.11950019409047
4 0.134970056827678 1.06619066103855
5 0.128542911264455 1.01541967717957
6 0.122421820251862 0.967066359218635
7 0.116592209763678 0.921015580208224
8 0.111040199774931 0.877157695436403
9 0.10575257121422 0.835388281368003
10 0.100716734489734 0.795607887017146
11 0.095920699514032 0.757721797159187
12 0.091353047156221 0.721639806818273
13 0.087002902053544 0.687276006493593
14 0.082859906717661 0.654548577612946
15 0.078914196873963 0.623379597726615
16 0.075156377975203 0.593694854977729
17 0.071577502833526 0.565423671407361
18 0.068169050317644 0.538498734673677
19 0.064922905064423 0.512855937784454
20 0.061831338156593 0.488434226461385
MVP 0.148704182488047
 OUT PUT

1.4

1.2

0.8

0.6 Column C

0.4

0.2

0
0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18