Close Price

Bulan
BBCA BBRI BMRI BBNI TLKM UNVR HMSP CPIN ASII
dec-09 4,850 765 2,311 1,877 1,985 2,210 413 450 3,470
Jan-10 5,000 765 2,298 1,830 1,875 2,260 536 440 3,595
Feb-10 4,875 715 2,200 1,811 1,664 2,300 522 400 3,625
Mar-10 5,500 825 2,630 2,157 1,614 2,430 554 560 4,190
Apr-10 5,450 895 2,852 2,465 1,574 2,770 556 600 4,715
May-10 5,550 860 2,630 2,370 1,554 3,120 582 550 4,315
Jun-10 5,950 930 2,852 2,228 1,554 3,400 741 710 4,830
Jul-10 5,950 990 2,950 2,868 1,694 3,390 758 1,040 5,070
Aug-10 5,800 930 2,901 3,294 1,734 3,220 786 1,290 4,760
Sep-10 6,700 1,000 3,540 3,484 1,845 3,370 874 1,740 5,670
Oct-10 7,000 1,140 3,442 3,697 1,825 3,490 852 1,710 5,700
Nov-10 6,050 1,050 3,147 3,839 1,594 3,000 1,092 1,920 5,190
Dec-10 6,400 1,050 3,196 3,875 1,594 3,300 1,118 1,840 5,455
Jan-11 5,650 970 2,925 3,225 1,514 3,010 1,013 1,490 4,890
Feb-11 6,300 940 2,900 3,550 1,494 3,240 1,021 1,520 5,205
Mar-11 6,950 1,150 3,400 3,975 1,474 3,060 1,040 2,025 5,700
Apr-11 7,400 1,290 3,575 4,050 1,544 3,060 1,112 1,930 5,615
May-11 7,100 1,270 3,600 3,875 1,544 2,940 1,150 1,930 5,875
Jun-11 7,650 1,300 3,600 3,875 1,474 2,980 1,136 1,990 6,355
Jul-11 8,300 1,380 3,925 4,450 1,474 3,120 1,271 2,725 7,050
Aug-11 8,000 1,310 3,425 4,125 1,454 3,380 1,231 2,750 6,615
Sep-11 7,700 1,170 3,150 3,725 1,524 3,300 1,195 2,400 6,365
Oct-11 8,100 1,350 3,575 4,025 1,484 3,130 1,257 2,675 6,900
Nov-11 7,900 1,300 3,200 3,800 1,474 3,640 1,549 2,300 7,090
Dec-11 8,000 1,350 3,375 3,800 1,413 3,760 1,549 2,150 7,400
Jan-12 8,000 1,370 3,350 3,625 1,373 3,920 1,688 2,500 7,890
Feb-12 7,600 1,380 3,225 3,775 1,413 3,850 2,105 2,675 7,085
Mar-12 8,000 1,390 3,425 4,000 1,403 4,000 2,113 2,750 7,395
Apr-12 8,000 1,330 3,700 4,025 1,704 3,970 2,152 2,750 7,100
May-12 7,000 1,130 3,450 3,700 1,564 4,110 2,097 2,625 6,430
Jun-12 7,300 1,270 3,600 3,825 1,634 4,580 2,053 3,425 6,850
Jul-12 8,000 1,400 4,150 3,975 1,825 4,850 2,065 3,200 7,000
Aug-12 7,750 1,390 3,900 3,725 1,865 5,420 2,065 2,700 6,750
Sep-12 7,900 1,490 4,100 3,925 1,895 5,210 2,089 3,025 7,400
Oct-12 8,200 1,480 4,125 3,850 1,955 5,210 2,144 3,125 8,050
Nov-12 8,800 1,410 4,125 3,700 1,804 5,270 2,295 3,425 7,250
Dec-12 9,100 1,390 4,050 3,700 1,814 4,170 2,379 3,650 7,600
Jan-13 9,650 1,590 4,525 3,925 1,945 4,410 2,514 3,875 7,350
Feb-13 11,000 1,890 5,025 4,600 2,155 4,570 2,974 4,400 7,950
Mar-13 11,400 1,750 5,000 5,050 2,205 4,560 3,356 5,050 7,900
Apr-13 10,750 1,880 5,250 5,050 2,346 5,250 3,348 5,050 7,350
May-13 10,350 1,780 4,850 4,875 2,215 6,100 3,475 4,950 7,050
 Jun-13 10,000 1,550 4,500 4,300 2,256 6,150 3,375 5,150 7,000
Jul-13 10,400 1,650 4,450 4,275 2,386 6,360 3,256 4,300 6,500
Aug-13 9,050 1,320 3,550 3,850 2,200 6,240 2,601 3,375 6,050
Sep-13 10,000 1,450 3,975 4,075 2,100 6,030 2,597 3,400 6,450
Oct-13 10,450 1,580 4,300 4,800 2,350 6,000 2,657 3,900 6,650
Nov-13 9,650 1,490 3,825 4,100 2,175 5,320 2,581 3,400 6,250
Dec-13 9,600 1,450 3,925 3,950 2,150 5,200 2,478 3,375 6,800
Jan-14 9,925 1,665 4,350 4,360 2,275 5,710 2,663 4,135 6,425
Feb-14 10,225 1,855 4,550 4,550 2,325 5,715 2,720 4,235 6,950
Mar-14 10,600 1,915 4,725 4,960 2,215 5,850 2,740 3,995 7,375
Apr-14 11,000 1,980 4,913 4,815 2,265 5,850 2,776 3,770 7,425
May-14 10,775 2,040 5,008 4,775 2,575 5,825 2,736 3,775 7,075
Jun-14 11,000 2,065 4,863 4,765 2,465 5,855 2,672 3,770 7,275
Jul-14 11,600 2,240 5,125 5,100 2,650 6,150 2,768 3,950 7,725
Aug-14 11,200 2,210 5,188 5,350 2,665 6,205 2,806 3,845 7,575
Sep-14 13,075 2,085 5,038 5,525 2,915 6,360 2,859 4,240 7,050
Oct-14 13,050 2,085 5,175 5,950 2,750 6,080 2,823 4,200 6,775
Nov-14 13,100 2,305 5,263 6,025 2,825 6,360 2,774 4,110 7,125
Dec-14 13,125 2,330 5,388 6,100 2,865 6,460 2,726 3,780 7,425
Jan-15 13,375 2,335 5,500 6,250 2,830 7,165 2,669 3,955 7,850
Feb-15 14,100 2,575 6,000 6,875 2,935 7,200 2,589 3,785 7,850
Mar-15 14,825 2,655 6,238 7,225 2,890 7,930 2,918 3,545 8,575
Apr-15 13,475 2,325 5.375 6,425 2,615 8,520 2,919 2,835 6,850
May-15 14,125 2,355 5,388 6,875 2,845 8,660 2,879 3,140 7,300
Jun-15 13,500 2,070 5,025 5,300 2,930 7,900 2,859 2,750 7,075
Jul-15 13,100 2,000 4,763 4,760 2,940 8,000 3,314 2,535 6,650
Aug-15 12,900 2,125 4,550 4,950 2,870 7,945 3,018 1,870 5,925
Sep-15 12,275 1,730 3,963 4,135 2,645 7,600 3,017 2,000 5,225
Oct-15 12,900 2,105 4,350 4,755 2,680 7,400 3,679 2,500 5,225
Nov-15 12,375 2,155 4,250 4,770 2,930 7,350 4,076 3,165 5,925
Dec-15 13,300 2,285 4,625 4,990 2,105 7,400 3,760 2,600 6,000
Jan-16 13,100 2,245 4,800 4,910 3,340 7,340 4,140 3,345 6,450
Feb-16 13,475 2,215 4,775 5,075 3,250 8,905 4,398 3,380 6,800
Mar-16 13,300 2,285 5,150 5,200 3,325 8,585 3,936 3,590 7,250
Apr-16 13,050 2,070 4,825 4,585 3,550 8,515 3,995 3,715 6,725
May-16 13,000 2,070 4,513 4,800 3,700 8,620 3,800 3,500 6,600
Jun-16 13,325 2,160 4,763 5,200 3,980 9,015 3,800 3,750 7,400
Jul-16 14,450 2,305 5,050 5,350 4,320 9,010 3,630 3,750 7,725
Aug-16 15,050 2,330 5,613 5,875 4,210 9,130 3,980 3,730 8,150
Sep-16 15,700 2,440 5,600 5,550 4,310 8,910 3,950 3,500 8,250
Oct-16 15,525 2,440 5,738 5,575 4,220 8,895 3,950 3,700 8,225
Nov-16 14,300 2,180 5,250 5,175 3,780 8,105 3,800 3,150 7,550
Dec-16 15,500 2,180 5,788 5,525 3,980 7,760 3,830 3,090 8,275
Jan-17 15,300 2,345 5,450 5,700 3,870 8,240 3,850 3,100 7,950
Feb-17 15,450 2,390 5,650 6,250 3,850 8,435 3,870 3,100 8,200
Mar-17 16,550 2,595 5,850 6,475 4,130 8,665 3,900 3,200 8,625
Apr-17 17,750 2,580 5,850 6,375 4,370 8,900 3,820 3,190 8,950
May-17 17,150 2,895 6,300 6,550 4,350 9,235 3,930 3,170 8,750
Jun-17 18,150 3,050 6,375 6,600 4,520 9,760 3,840 3,180 8,925
Jul-17 18,700 2,955 6,825 7,450 4,690 9,790 3,550 2,670 7,975
Aug-17 18,950 3,025 6,550 7,350 4,690 10,110 3,640 2,770 7,875
Sep-17 20,300 3,055 6,725 7,400 4,680 9,795 3,860 2,740 7,900
Oct-17 20,900 3,120 7,050 7,600 4,030 9,920 3,980 3,300 8,000
Nov-17 20,350 3,210 7,400 7,600 4,150 9,860 4,100 2,920 7,975
Dec-17 21,900 3,640 8,000 9,900 4,440 11,180 4,730 3,000 8,300
Jan-18 22,725 3,700 8,150 9,400 3,990 10,880 4,900 3,450 8,500
Feb-18 23,175 3,780 8,300 9,725 4,000 10,780 4,820 3,440 8,075
Mar-18 23,300 3,600 7,675 8,675 3,600 9,905 3,980 3,450 7,300
Apr-18 22,100 3,220 7,125 8,050 3,830 9,270 3,540 3,680 7,150
May-18 22,700 3,080 7,050 8,475 3,520 9,120 3,790 3,680 6,900
Jun-18 21,475 2,840 6,850 7,050 3,750 9,220 3,580 3,680 6,600
Jul-18 23,275 3,070 6,650 7,400 3,570 8,650 3,840 4,520 7,150
Aug-18 24,800 3,180 6,900 7,800 3,490 8,770 3,840 4,980 7,250
Sep-18 24,150 3,150 6,725 7,400 3,640 9,405 3,850 5,075 7,350
Oct-18 23,650 3,150 6,850 7,325 3,850 8,645 3,730 5,500 7,900
Nov-18 26,050 3,620 7,400 8,500 3,680 8,450 3,680 5,950 8,550
Dec-18 26,000 3,660 7,375 8,800 3,750 9,080 3,710 7,225 8,225
Jan-19 28,175 3,850 7,450 9,075 3,900 10,000 3,830 7,400 8,450
Feb-19 27,575 3,850 7,125 8,800 3,860 9,735 3,800 7,300 7,150
Mar-19 27,750 4,120 7,450 9,400 3,950 9,845 3,750 6,400 7,325
Apr-19 28,750 4,370 7,725 9,600 3,790 9,100 3,500 5,275 7,625
May-19 29,100 4,100 7,675 8,400 3,900 8,900 3,380 4,900 7,450
Jun-19 29,975 4,360 8,025 9,200 4,140 9,000 3,140 4,730 7,450
Jul-19 30,950 4,480 7,975 8,475 4,300 8,720 3,030 5,375 7,000
Aug-19 30,500 4,270 7,250 7,700 4,450 9,770 2,690 5,025 6,675
Sep-19 30,350 4,120 6,975 7,350 4,310 9,300 2,290 5,350 6,600
Oct-19 31,450 4,210 7,025 7,675 4,110 8,745 2,130 6,300 6,950
Nov-19 31,400 4,090 6,975 7,500 3,930 8,360 1,935 6,725 6,500
Dec-19 33,425 4,400 7,675 7,850 3,970 8,400 2,100 6,500 6,925
Jan-20 32,400 4,460 7,550 7,200 3,800 7,950 2,070 6,650 6,350
Feb-20 31,450 4,190 7,275 7,025 3,490 6,825 1,700 5,700 6,350
Mar-20 27,625 3,020 4,680 3,820 3,160 7,250 1,425 4,940 3,900
Apr-20 25,850 2,730 4,460 4,100 3,500 8,275 1,595 4,600 3,850
May-20 25,950 2,950 4,470 3,830 3,150 7,750 1,940 5,775 4,770
Jun-20 28,475 3,030 4,950 4,580 3,050 7,900 1,645 5,575 4,800
Jul-20 31,200 3,160 5,800 4,600 3,050 8,400 1,705 6,225 5,150
Aug-20 31,375 3,510 5,950 5,100 2,860 8,225 1,650 6,300 5,100
Sep-20 27,100 3,040 4,960 4,440 2,560 8,100 1,400 5,675 4,460
Oct-20 28,950 3,360 5,775 4,740 2,620 7,825 1,415 5,850 5,425
Nov-20 31,025 4,090 6,325 6,000 3,230 7,725 1,525 6,075 5,300
Dec-20 33,850 4,170 6,325 6,175 3,310 7,350 1,505 6,525 6,025

137
138
139 Varians Residual atau Uns
140
141
142
143
 Actual Return
IHSG Rf
BTPN BBCA BBRI BMRI BBNI TLKM UNVR HMSP
707 2,534.36
979 2,610.80 6.50% 0.030928 0 -0.005625 -0.02504 -0.055416 0.022624 0.297821
1,178 2,549.03 6.50% -0.025 -0.065359 -0.042646 -0.010383 -0.112533 0.017699 -0.026119
1,432 2,777.30 6.50% 0.128205 0.153846 0.195455 0.191055 -0.030048 0.056522 0.061303
1,468 2,971.25 6.50% -0.009091 0.084848 0.084411 0.142791 -0.024783 0.139918 0.00361
1,405 2,796.96 6.50% 0.018349 -0.039106 -0.07784 -0.03854 -0.012706 0.126354 0.046763
1,495 2,913.68 6.50% 0.072072 0.081395 0.084411 -0.059916 0 0.089744 0.273196
1,550 3,069.28 6.50% 0 0.064516 0.034362 0.287253 0.09009 -0.002941 0.022942
1,876 3,081.88 6.50% -0.02521 -0.060606 -0.01661 0.148536 0.023613 -0.050147 0.036939
2,211 3,501.30 6.50% 0.155172 0.075269 0.220269 0.057681 0.064014 0.046584 0.111959
2,356 3,635.32 6.50% 0.044776 0.14 -0.027684 0.061137 -0.01084 0.035608 -0.025172
2,710 3,531.21 6.50% -0.135714 -0.078947 -0.085706 0.03841 -0.126575 -0.140401 0.28169
2,640 3,703.51 6.50% 0.057851 0 0.01557 0.009377 0 0.1 0.02381
2,560 3,409.17 6.50% -0.117188 -0.07619 -0.084793 -0.167742 -0.050188 -0.087879 -0.093918
2,360 3,470.35 6.75% 0.115044 -0.030928 -0.008547 0.100775 -0.01321 0.076412 0.007897
2,500 3,678.67 6.75% 0.103175 0.223404 0.172414 0.119718 -0.013387 -0.055556 0.018609
2,975 3,819.62 6.75% 0.064748 0.121739 0.051471 0.018868 0.04749 0 0.069231
3,125 3,836.97 6.75% -0.040541 -0.015504 0.006993 -0.04321 0 -0.039216 0.034173
3,250 3,888.57 6.75% 0.077465 0.023622 0 0 -0.045337 0.013605 -0.012174
3,800 4,130.80 6.75% 0.084967 0.061538 0.090278 0.148387 0 0.04698 0.118838
3,775 3,841.73 6.75% -0.036145 -0.050725 -0.127389 -0.073034 -0.013569 0.083333 -0.031471
3,325 3,549.03 6.75% -0.0375 -0.10687 -0.080292 -0.09697 0.048143 -0.023669 -0.029245
3,750 3,790.85 6.50% 0.051948 0.153846 0.134921 0.080537 -0.026247 -0.051515 0.051883
3,400 3,715.08 6.00% -0.024691 -0.037037 -0.104895 -0.055901 -0.006739 0.162939 0.232299
3,400 3,821.99 6.00% 0.012658 0.038462 0.054688 0 -0.041384 0.032967 0
3,550 3,941.69 6.00% 0 0.014815 -0.007407 -0.046053 -0.028309 0.042553 0.089735
3,350 3,985.21 5.75% -0.05 0.007299 -0.037313 0.041379 0.029133 -0.017857 0.247038
3,600 4,121.55 5.75% 0.052632 0.007246 0.062016 0.059603 -0.007077 0.038961 0.0038
3,550 4,180.73 5.75% 0 -0.043165 0.080292 0.00625 0.21454 -0.0075 0.018457
3,775 3,832.82 5.75% -0.125 -0.150376 -0.067568 -0.080745 -0.08216 0.035264 -0.025558
4,000 3,955.58 5.75% 0.042857 0.123894 0.043478 0.033784 0.044757 0.114355 -0.020982
4,200 4,142.34 5.75% 0.09589 0.102362 0.152778 0.039216 0.116891 0.058952 0.005845
4,825 4,060.33 5.75% -0.03125 -0.007143 -0.060241 -0.062893 0.021918 0.117526 0
5,250 4,262.56 5.75% 0.019355 0.071942 0.051282 0.053691 0.016086 -0.038745 0.011622
5,300 4,350.29 5.75% 0.037975 -0.006711 0.006098 -0.019108 0.031662 0 0.026328
5,200 4,276.14 5.75% 0.073171 -0.047297 0 -0.038961 -0.077238 0.011516 0.070429
5,250 4,316.69 5.75% 0.034091 -0.014184 -0.018182 0 0.005543 -0.208729 0.036601
4,950 4,453.70 5.75% 0.06044 0.143885 0.117284 0.060811 0.072216 0.057554 0.056747
4,700 4,795.79 5.75% 0.139896 0.188679 0.110497 0.171975 0.107969 0.036281 0.182975
5,300 4,940.99 5.75% 0.036364 -0.074074 -0.004975 0.097826 0.023202 -0.002188 0.128447
5,300 5,034.07 5.75% -0.057018 0.074286 0.05 0 0.063946 0.151316 -0.002384
4,900 5,068.63 5.75% -0.037209 -0.053191 -0.07619 -0.034653 -0.05584 0.161905 0.037933
4,150 4,818.90 6.00% -0.033816 -0.129213 -0.072165 -0.117949 0.01851 0.008197 -0.028777
4,350 4,610.38 6.50% 0.04 0.064516 -0.011111 -0.005814 0.057624 0.034146 -0.035259
3,900 4,195.09 7.00% -0.129808 -0.2 -0.202247 -0.099415 -0.077955 -0.018868 -0.201167
3,975 4,316.18 7.25% 0.104972 0.098485 0.119718 0.058442 -0.045455 -0.033654 -0.001538
4,375 4,510.63 7.25% 0.045 0.089655 0.081761 0.177914 0.119048 -0.004975 0.023104
4,150 4,256.44 7.50% -0.076555 -0.056962 -0.110465 -0.145833 -0.074468 -0.113333 -0.028604
4,300 4,274.18 7.50% -0.005181 -0.026846 0.026144 -0.036585 -0.011494 -0.022556 -0.039907
4,525 4,418.76 7.50% 0.033854 0.148276 0.10828 0.103797 0.05814 0.098077 0.074657
4,225 4,620.22 7.50% 0.030227 0.114114 0.045977 0.043578 0.021978 0.000876 0.021404
4,290 4,768.28 7.50% 0.036675 0.032345 0.038462 0.09011 -0.047312 0.023622 0.007353
4,075 4,840.15 7.50% 0.037736 0.033943 0.039788 -0.029234 0.022573 0 0.013139
4,090 4,893.91 7.50% -0.020455 0.030303 0.019336 -0.008307 0.136865 -0.004274 -0.014409
4,250 4,878.58 7.50% 0.020882 0.012255 -0.028954 -0.002094 -0.042718 0.00515 -0.023392
4,150 5,088.80 7.50% 0.054545 0.084746 0.053876 0.070304 0.075051 0.050384 0.035928
4,260 5,136.86 7.50% -0.034483 -0.013393 0.012293 0.04902 0.00566 0.008943 0.013728
4,600 5,137.58 7.50% 0.167411 -0.056561 -0.028913 0.03271 0.093809 0.02498 0.018888
4,230 5,089.55 7.50% -0.001912 0 0.027193 0.076923 -0.056604 -0.044025 -0.012592
4,095 5,149.89 7.75% 0.003831 0.105516 0.017005 0.012605 0.027273 0.046053 -0.017357
3,950 5,226.95 7.75% 0.001908 0.010846 0.023751 0.012448 0.014159 0.015723 -0.017304
4,000 5,289.40 7.75% 0.019048 0.002146 0.020787 0.02459 -0.012216 0.109133 -0.02091
4,205 5,450.29 7.50% 0.054206 0.102784 0.090909 0.1 0.037102 0.004885 -0.029974
4,220 5,518.67 7.50% 0.051418 0.031068 0.039667 0.050909 -0.015332 0.101389 0.127076
3,950 5,086.42 7.50% -0.091062 -0.124294 -0.999138 -0.110727 -0.095156 0.074401 0.000343
3,860 5,216.38 7.50% 0.048237 0.012903 1001.419 0.070039 0.087954 0.016432 -0.013703
3,425 4,910.66 7.50% -0.044248 -0.121019 -0.067372 -0.229091 0.029877 -0.08776 -0.006947
3,150 4,802.53 7.50% -0.02963 -0.033816 -0.052139 -0.101887 0.003413 0.012658 0.159147
2,950 4,509.61 7.50% -0.015267 0.0625 -0.04472 0.039916 -0.02381 -0.006875 -0.089318
2,910 4,223.91 7.50% -0.04845 -0.185882 -0.129011 -0.164646 -0.078397 -0.043424 -0.000331
2,615 4,455.18 7.50% 0.050916 0.216763 0.097653 0.14994 0.013233 -0.026316 0.219423
2,615 4,446.46 7.50% -0.040698 0.023753 -0.022989 0.003155 0.093284 -0.006757 0.10791
2,400 4,593.01 7.50% 0.074747 0.060325 0.088235 0.046122 -0.28157 0.006803 -0.077527
2,150 4,615.16 7.25% -0.015038 -0.017505 0.037838 -0.016032 0.586698 -0.008108 0.101064
2,840 4,770.96 7.00% 0.028626 -0.013363 -0.005208 0.033605 -0.026946 0.213215 0.062319
2,800 4,845.37 6.75% -0.012987 0.031603 0.078534 0.024631 0.023077 -0.035935 -0.105048
2,680 4,838.58 6.75% -0.018797 -0.094092 -0.063107 -0.118269 0.067669 -0.008154 0.01499
2,600 4,796.87 6.75% -0.003831 0 -0.064663 0.046892 0.042254 0.012331 -0.048811
2,470 5,016.65 6.50% 0.025 0.043478 0.055396 0.083333 0.075676 0.045824 0
2,360 5,215.99 6.50% 0.084428 0.06713 0.060256 0.028846 0.085427 -0.000555 -0.044737
2,670 5,386.08 5.25% 0.041522 0.010846 0.111485 0.098131 -0.025463 0.013319 0.096419
2,560 5,364.80 5.00% 0.043189 0.04721 -0.002316 -0.055319 0.023753 -0.024096 -0.007538
2,870 5,422.54 4.75% -0.011146 0 0.024643 0.004505 -0.020882 -0.001684 0
2,830 5,148.91 4.75% -0.078905 -0.106557 -0.085047 -0.071749 -0.104265 -0.088814 -0.037975
2,640 5,296.71 4.75% 0.083916 0 0.102476 0.067633 0.05291 -0.042566 0.007895
2,580 5,294.10 4.75% -0.012903 0.075688 -0.058397 0.031674 -0.027638 0.061856 0.005222
2,830 5,386.69 4.75% 0.009804 0.01919 0.036697 0.096491 -0.005168 0.023665 0.005195
2,730 5,568.11 4.75% 0.071197 0.085774 0.035398 0.036 0.072727 0.027267 0.007752
2,610 5,685.30 4.75% 0.072508 -0.00578 0 -0.015444 0.058111 0.027121 -0.020513
2,490 5,738.15 4.75% -0.033803 0.122093 0.076923 0.027451 -0.004577 0.03764 0.028796
2,480 5,829.71 4.75% 0.058309 0.053541 0.011905 0.007634 0.03908 0.056849 -0.022901
2,520 5,840.94 4.75% 0.030303 -0.031148 0.070588 0.128788 0.037611 0.003074 -0.075521
2,550 5,864.06 4.50% 0.013369 0.023689 -0.040293 -0.013423 0 0.032686 0.025352
2,550 5,900.85 4.25% 0.07124 0.009917 0.026718 0.006803 -0.002132 -0.031157 0.06044
2,550 6,005.78 4.25% 0.029557 0.021277 0.048327 0.027027 -0.138889 0.012762 0.031088
2,440 5,952.14 4.25% -0.026316 0.028846 0.049645 0 0.029777 -0.006048 0.030151
2,460 6,355.65 4.25% 0.076167 0.133956 0.081081 0.302632 0.06988 0.133874 0.153659
3,560 6,605.63 4.25% 0.037671 0.016484 0.01875 -0.050505 -0.101351 -0.026834 0.035941
3,530 6,597.22 4.25% 0.019802 0.021622 0.018405 0.034574 0.002506 -0.009191 -0.016327
3,350 6,188.99 4.25% 0.005394 -0.047619 -0.075301 -0.107969 -0.1 -0.081169 -0.174274
2,930 5,994.60 4.25% -0.051502 -0.105556 -0.071661 -0.072046 0.063889 -0.064109 -0.110553
3,650 5,983.59 4.75% 0.027149 -0.043478 -0.010526 0.052795 -0.08094 -0.016181 0.070621
4,000 5,799.24 5.25% -0.053965 -0.077922 -0.028369 -0.168142 0.065341 0.010965 -0.055409
3,860 5,936.44 5.25% 0.083818 0.080986 -0.029197 0.049645 -0.048 -0.061822 0.072626
4,020 6,018.46 5.50% 0.065521 0.035831 0.037594 0.054054 -0.022409 0.013873 0
3,740 5,976.55 5.75% -0.02621 -0.009434 -0.025362 -0.051282 0.04298 0.072406 0.002604
3,670 5,831.65 5.75% -0.020704 0 0.018587 -0.010135 0.057692 -0.080808 -0.031169
3,560 6,056.12 6.00% 0.10148 0.149206 0.080292 0.16041 -0.044156 -0.022556 -0.013405
3,440 6,194.50 6.00% -0.001919 0.01105 -0.003378 0.035294 0.019022 0.074556 0.008152
3,790 6,532.97 6.00% 0.083654 0.051913 0.010169 0.03125 0.04 0.101322 0.032345
3,700 6,443.35 6.00% -0.021295 0 -0.043624 -0.030303 -0.010256 -0.0265 -0.007833
3,600 6,468.75 6.00% 0.006346 0.07013 0.045614 0.068182 0.023316 0.011299 -0.013158
3,710 6,455.35 6.00% 0.036036 0.06068 0.036913 0.021277 -0.040506 -0.075673 -0.066667
3,670 6,209.12 6.00% 0.012174 -0.061785 -0.006472 -0.125 0.029024 -0.021978 -0.034286
3,620 6,358.63 6.00% 0.030069 0.063415 0.045603 0.095238 0.061538 0.011236 -0.071006
3,310 6,390.50 5.75% 0.032527 0.027523 -0.006231 -0.078804 0.038647 -0.031111 -0.035032
3,250 6,328.47 5.50% -0.01454 -0.046875 -0.090909 -0.091445 0.034884 0.120413 -0.112211
3,250 6,169.10 5.25% -0.004918 -0.035129 -0.037931 -0.045455 -0.031461 -0.048106 -0.148699
3,200 6,228.32 5.00% 0.036244 0.021845 0.007168 0.044218 -0.046404 -0.059677 -0.069869
3,150 6,011.83 5.00% -0.00159 -0.028504 -0.007117 -0.022801 -0.043796 -0.044025 -0.091549
3,250 6,299.54 5.00% 0.06449 0.075795 0.100358 0.046667 0.010178 0.004785 0.085271
2,910 5,940.05 5.00% -0.030666 0.013636 -0.016287 -0.082803 -0.042821 -0.053571 -0.014286
2,710 5,452.70 4.75% -0.029321 -0.060538 -0.036424 -0.024306 -0.081579 -0.141509 -0.178744
1,910 4,538.93 4.50% -0.121622 -0.279236 -0.356701 -0.456228 -0.094556 0.062271 -0.161765
1,820 4,716.40 4.50% -0.064253 -0.096026 -0.047009 0.073298 0.107595 0.141379 0.119298
1,840 4,753.61 4.50% 0.003868 0.080586 0.002242 -0.065854 -0.1 -0.063444 0.216301
2,160 4,905.39 4.25% 0.097303 0.027119 0.107383 0.195822 -0.031746 0.019355 -0.152062
2,290 5,149.63 4.00% 0.095698 0.042904 0.171717 0.004367 0 0.063291 0.036474
2,370 5,238.49 4.00% 0.005609 0.110759 0.025862 0.108696 -0.062295 -0.020833 -0.032258
2,150 4,870.04 4.00% -0.136255 -0.133903 -0.166387 -0.129412 -0.104895 -0.015198 -0.151515
2,280 5,128.23 4.00% 0.068266 0.105263 0.164315 0.067568 0.023438 -0.033951 0.010714
2,600 5,612.42 3.75% 0.071675 0.217262 0.095238 0.265823 0.232824 -0.01278 0.077739
 3,110 5,979.07 3.75% 0.091056 0.01956 0 0.029167 0.024768 -0.048544 -0.013115
E(R) 0.016553 0.016455 7.59092 0.014125 0.00712 0.011228 0.013524
Varians (σ²) 0.003454 0.006981 7539.659 0.009567 0.00709 0.004212 0.007668
α 0.009084 0.005402 7.027547 0.001299 0.002859 0.008601 0.006821
β 0.999743 1.479454 75.40779 1.716778 0.570325 0.351695 0.897193
Varians Residual atau Unsystematic Risk 0.005318 0.006983 7539.659 0.009567 0.00709 0.004212 0.007668
Ai 2.172963 2.427949 0.075871 1.638418 0.170933 0.520411 0.997857
Bi 187.9577 313.4433 0.75419 308.0813 45.87972 29.36474 104.9702
Ci 0.003 0.002857 0.000141 0.00194 0.000294 0.00092 0.001556
ERB 0.011561 0.007746 0.100599 0.005318 0.003726 0.017722 0.009506
 Excess Return
IHSG Rf
CPIN ASII BTPN BBCA BBRI BMRI BBNI TLKM

-0.022222 0.036023 0.384724 0.030161 0.005417 0.025511 -0.005417 -0.011042 -0.030457 -0.060832
-0.090909 0.008345 0.203269 -0.023659 0.005417 -0.030417 -0.070776 -0.048062 -0.015799 -0.11795
0.4 0.155862 0.21562 0.089552 0.005417 0.122788 0.148429 0.190038 0.185638 -0.035465
0.071429 0.125298 0.02514 0.069834 0.005417 -0.014508 0.079432 0.078994 0.137374 -0.0302
-0.083333 -0.084836 -0.042916 -0.058659 0.005417 0.012932 -0.044523 -0.083257 -0.043956 -0.018123
0.290909 0.119351 0.064057 0.041731 0.005417 0.066655 0.075979 0.078994 -0.065332 -0.005417
0.464789 0.049689 0.036789 0.053403 0.005417 -0.005417 0.059099 0.028945 0.281836 0.084673
0.240385 -0.061144 0.210323 0.004105 0.005417 -0.030627 -0.066023 -0.022027 0.143119 0.018196
0.348837 0.191176 0.178571 0.136092 0.005417 0.149756 0.069852 0.214852 0.052264 0.058597
-0.017241 0.005291 0.065581 0.038277 0.005417 0.039359 0.134583 -0.0331 0.05572 -0.016257
0.122807 -0.089474 0.150255 -0.028638 0.005417 -0.141131 -0.084364 -0.091123 0.032993 -0.131992
-0.041667 0.05106 -0.02583 0.048793 0.005417 0.052435 -0.005417 0.010154 0.003961 -0.005417
-0.190217 -0.103575 -0.030303 -0.079476 0.005417 -0.122604 -0.081607 -0.09021 -0.173159 -0.055605
0.020134 0.064417 -0.078125 0.017946 0.005625 0.109419 -0.036553 -0.014172 0.09515 -0.018835
0.332237 0.095101 0.059322 0.060029 0.005625 0.09755 0.217779 0.166789 0.114093 -0.019012
-0.046914 -0.014912 0.19 0.038315 0.005625 0.059123 0.116114 0.045846 0.013243 0.041865
0 0.046305 0.05042 0.004542 0.005625 -0.046166 -0.021129 0.001368 -0.048835 -0.005625
0.031088 0.081702 0.04 0.013448 0.005625 0.07184 0.017997 -0.005625 -0.005625 -0.050962
0.369347 0.109363 0.169231 0.062293 0.005625 0.079342 0.055913 0.084653 0.142762 -0.005625
0.009174 -0.061702 -0.006579 -0.069979 0.005625 -0.04177 -0.05635 -0.133014 -0.078659 -0.019194
-0.127273 -0.037793 -0.119205 -0.07619 0.005625 -0.043125 -0.112495 -0.085917 -0.102595 0.042518
0.114583 0.084053 0.12782 0.068137 0.005417 0.046531 0.148429 0.129504 0.07512 -0.031663
-0.140187 0.027536 -0.093333 -0.019988 0.005 -0.029691 -0.042037 -0.109895 -0.060901 -0.011739
-0.065217 0.043724 0 0.028777 0.005 0.007658 0.033462 0.049688 -0.005 -0.046384
0.162791 0.066216 0.044118 0.031319 0.005 -0.005 0.009815 -0.012407 -0.051053 -0.033309
0.07 -0.102028 -0.056338 0.011041 0.004792 -0.054792 0.002508 -0.042105 0.036588 0.024342
0.028037 0.043754 0.074627 0.034211 0.004792 0.04784 0.002455 0.057224 0.054811 -0.011869
0 -0.039892 -0.013889 0.014359 0.004792 -0.004792 -0.047957 0.0755 0.001458 0.209749
-0.045455 -0.094366 0.06338 -0.083218 0.004792 -0.129792 -0.155168 -0.072359 -0.085537 -0.086951
0.304762 0.065319 0.059603 0.032029 0.004792 0.038065 0.119102 0.038687 0.028992 0.039965
-0.065693 0.021898 0.05 0.047214 0.004792 0.091099 0.097571 0.147986 0.034424 0.112099
-0.15625 -0.035714 0.14881 -0.019798 0.004792 -0.036042 -0.011935 -0.065033 -0.067685 0.017126
0.12037 0.096296 0.088083 0.049806 0.004792 0.014563 0.067151 0.04649 0.0489 0.011294
0.033058 0.087838 0.009524 0.020582 0.004792 0.033183 -0.011503 0.001306 -0.0239 0.026871
0.096 -0.099379 -0.018868 -0.017045 0.004792 0.068379 -0.052089 -0.004792 -0.043753 -0.08203
0.065693 0.048276 0.009615 0.009483 0.004792 0.029299 -0.018976 -0.022973 -0.004792 0.000752
0.061644 -0.032895 -0.057143 0.03174 0.004792 0.055648 0.139093 0.112492 0.056019 0.067424
0.135484 0.081633 -0.050505 0.07681 0.004792 0.135105 0.183888 0.105706 0.167183 0.103177
0.147727 -0.006289 0.12766 0.030277 0.004792 0.031572 -0.078866 -0.009767 0.093034 0.01841
0 -0.06962 0 0.018838 0.004792 -0.061809 0.069494 0.045208 -0.004792 0.059154
-0.019802 -0.040816 -0.075472 0.006865 0.004792 -0.042001 -0.057983 -0.080982 -0.039445 -0.060631
0.040404 -0.007092 -0.153061 -0.04927 0.005 -0.038816 -0.134213 -0.077165 -0.122949 0.01351
-0.165049 -0.071429 0.048193 -0.043271 0.005417 0.034583 0.059099 -0.016528 -0.011231 0.052207
-0.215116 -0.069231 -0.103448 -0.090077 0.005833 -0.135641 -0.205833 -0.208081 -0.105249 -0.083788
0.007407 0.066116 0.019231 0.028865 0.006042 0.098931 0.092443 0.113677 0.0524 -0.051496
0.147059 0.031008 0.100629 0.045051 0.006042 0.038958 0.083614 0.075719 0.171872 0.113006
-0.128205 -0.06015 -0.051429 -0.056354 0.00625 -0.082805 -0.063212 -0.116715 -0.152083 -0.080718
-0.007353 0.088 0.036145 0.004168 0.00625 -0.011431 -0.033096 0.019894 -0.042835 -0.017744
0.225185 -0.055147 0.052326 0.033826 0.00625 0.027604 0.142026 0.10203 0.097547 0.05189
0.024184 0.081712 -0.066298 0.045592 0.00625 0.023977 0.107864 0.039727 0.037328 0.015728
-0.056671 0.061151 0.015385 0.032046 0.00625 0.030425 0.026095 0.032212 0.08386 -0.053562
-0.05632 0.00678 -0.050117 0.015073 0.00625 0.031486 0.027693 0.033538 -0.035484 0.016323
0.001326 -0.047138 0.003681 0.011107 0.00625 -0.026705 0.024053 0.013086 -0.014557 0.130615
-0.001325 0.028269 0.03912 -0.003132 0.00625 0.014632 0.006005 -0.035204 -0.008344 -0.048968
0.047745 0.061856 -0.023529 0.04309 0.00625 0.048295 0.078496 0.047626 0.064054 0.068801
-0.026582 -0.019417 0.026506 0.009444 0.00625 -0.040733 -0.019643 0.006043 0.04277 -0.00059
0.102731 -0.069307 0.079812 0.00014 0.00625 0.161161 -0.062811 -0.035163 0.02646 0.087559
-0.009434 -0.039007 -0.080435 -0.009349 0.00625 -0.008162 -0.00625 0.020943 0.070673 -0.062854
-0.021429 0.051661 -0.031915 0.011856 0.006458 -0.002627 0.099057 0.010546 0.006147 0.020814
-0.080292 0.042105 -0.035409 0.014963 0.006458 -0.00455 0.004388 0.017292 0.00599 0.007701
0.046296 0.057239 0.012658 0.011948 0.006458 0.012589 -0.004312 0.014329 0.018132 -0.018675
-0.042984 0 0.05125 0.030417 0.00625 0.047956 0.096534 0.084659 0.09375 0.030852
-0.063408 0.092357 0.003567 0.012546 0.00625 0.045168 0.024818 0.033417 0.044659 -0.021582
-0.200282 -0.201166 -0.063981 -0.078325 0.00625 -0.097312 -0.130544 -1.005388 -0.116977 -0.101406
0.107584 0.065693 -0.022785 0.02555 0.00625 0.041987 0.006653 1001.412 0.063789 0.081704
-0.124204 -0.030822 -0.112694 -0.058608 0.00625 -0.050498 -0.127269 -0.073622 -0.235341 0.023627
-0.078182 -0.060071 -0.080292 -0.022019 0.00625 -0.03588 -0.040066 -0.058389 -0.108137 -0.002837
-0.262327 -0.109023 -0.063492 -0.060993 0.00625 -0.021517 0.05625 -0.05097 0.033666 -0.03006
0.069519 -0.118143 -0.013559 -0.063354 0.00625 -0.0547 -0.192132 -0.135261 -0.170896 -0.084647
0.25 0 -0.101375 0.054753 0.00625 0.044666 0.210513 0.091403 0.14369 0.006983
0.266 0.133971 0 -0.001957 0.00625 -0.046948 0.017503 -0.029239 -0.003095 0.087034
-0.178515 0.012658 -0.082218 0.032959 0.00625 0.068497 0.054075 0.081985 0.039872 -0.28782
0.286538 0.075 -0.104167 0.004823 0.006042 -0.021079 -0.023547 0.031796 -0.022074 0.580657
0.010463 0.054264 0.32093 0.033758 0.005833 0.022793 -0.019196 -0.011042 0.027772 -0.032779
0.06213 0.066176 -0.014085 0.015596 0.005625 -0.018612 0.025978 0.072909 0.019006 0.017452
0.034819 -0.072414 -0.042857 -0.001401 0.005625 -0.024422 -0.099717 -0.068732 -0.123894 0.062044
-0.057873 -0.018587 -0.029851 -0.00862 0.005625 -0.009456 -0.005625 -0.070288 0.041267 0.036629
0.071429 0.121212 -0.05 0.045817 0.005417 0.019583 0.038062 0.049979 0.077917 0.070259
0 0.043919 -0.044534 0.039736 0.005417 0.079011 0.061713 0.054839 0.023429 0.08001
-0.005333 0.055016 0.131356 0.032609 0.004375 0.037147 0.006471 0.10711 0.093756 -0.029838
-0.061662 0.01227 -0.041199 -0.003951 0.004167 0.039023 0.043044 -0.006483 -0.059486 0.019586
0.057143 -0.00303 0.121094 0.010763 0.003958 -0.015105 -0.003958 0.020685 0.000546 -0.02484
-0.148649 -0.082067 -0.013937 -0.050462 0.003958 -0.082863 -0.110516 -0.089005 -0.075707 -0.108224
-0.019048 0.096026 -0.067138 0.028705 0.003958 0.079958 -0.003958 0.098518 0.063675 0.048952
0.003236 -0.039275 -0.022727 -0.000493 0.003958 -0.016862 0.07173 -0.062355 0.027716 -0.031597
0 0.031447 0.096899 0.017489 0.003958 0.005846 0.015231 0.032739 0.092533 -0.009126
0.032258 0.051829 -0.035336 0.033679 0.003958 0.067239 0.081816 0.03144 0.032042 0.068769
-0.003125 0.037681 -0.043956 0.021047 0.003958 0.068549 -0.009739 -0.003958 -0.019402 0.054153
-0.00627 -0.022346 -0.045977 0.009296 0.003958 -0.037761 0.118135 0.072965 0.023493 -0.008535
0.003155 0.02 -0.004016 0.015956 0.003958 0.054351 0.049582 0.007946 0.003675 0.035122
-0.160377 -0.106443 0.016129 0.001926 0.003958 0.026345 -0.035106 0.06663 0.12483 0.033652
0.037453 -0.012539 0.011905 0.003958 0.00375 0.009619 0.019939 -0.044043 -0.017173 -0.00375
-0.01083 0.003175 0 0.006274 0.003542 0.067698 0.006376 0.023176 0.003261 -0.005674
0.20438 0.012658 0 0.017782 0.003542 0.026015 0.017735 0.044785 0.023485 -0.142431
-0.115152 -0.003125 -0.043137 -0.008931 0.003542 -0.029857 0.025304 0.046104 -0.003542 0.026235
0.027397 0.040752 0.008197 0.067792 0.003542 0.072625 0.130415 0.077539 0.29909 0.066338
0.15 0.024096 0.447154 0.039332 0.003542 0.03413 0.012942 0.015208 -0.054047 -0.104893
-0.002899 -0.05 -0.008427 -0.001273 0.003542 0.01626 0.01808 0.014863 0.031033 -0.001035
0.002907 -0.095975 -0.050992 -0.061879 0.003542 0.001852 -0.051161 -0.078843 -0.111511 -0.103542
0.066667 -0.020548 -0.125373 -0.031409 0.003542 -0.055044 -0.109097 -0.075203 -0.075588 0.060347
0 -0.034965 0.245734 -0.001837 0.003958 0.023191 -0.047437 -0.014485 0.048837 -0.084898
0 -0.043478 0.09589 -0.030809 0.004375 -0.05834 -0.082297 -0.032744 -0.172517 0.060966
0.228261 0.083333 -0.035 0.023658 0.004375 0.079443 0.076611 -0.033572 0.04527 -0.052375
0.10177 0.013986 0.041451 0.013816 0.004583 0.060938 0.031247 0.033011 0.049471 -0.026992
0.019076 0.013793 -0.069652 -0.006964 0.004792 -0.031001 -0.014226 -0.030154 -0.056074 0.038188
0.083744 0.07483 -0.018717 -0.024245 0.004792 -0.025496 -0.004792 0.013796 -0.014927 0.052901
0.081818 0.082278 -0.029973 0.038492 0.005 0.09648 0.144206 0.075292 0.15541 -0.049156
0.214286 -0.038012 -0.033708 0.02285 0.005 -0.006919 0.00605 -0.008378 0.030294 0.014022
0.024221 0.027356 0.101744 0.05464 0.005 0.078654 0.046913 0.005169 0.02625 0.035
-0.013514 -0.153846 -0.023747 -0.013718 0.005 -0.026295 -0.005 -0.048624 -0.035303 -0.015256
-0.123288 0.024476 -0.027027 0.003942 0.005 0.001346 0.06513 0.040614 0.063182 0.018316
-0.175781 0.040956 0.030556 -0.002071 0.005 0.031036 0.05568 0.031913 0.016277 -0.045506
-0.07109 -0.022951 -0.010782 -0.038144 0.005 0.007174 -0.066785 -0.011472 -0.13 0.024024
-0.034694 0 -0.013624 0.024079 0.005 0.025069 0.058415 0.040603 0.090238 0.056538
0.136364 -0.060403 -0.085635 0.005012 0.004792 0.027735 0.022731 -0.011022 -0.083596 0.033856
-0.065116 -0.046429 -0.018127 -0.009707 0.004583 -0.019123 -0.051458 -0.095492 -0.096029 0.0303
0.064677 -0.011236 0 -0.025183 0.004375 -0.009293 -0.039504 -0.042306 -0.04983 -0.035836
0.17757 0.05303 -0.015385 0.009599 0.004167 0.032077 0.017678 0.003002 0.040051 -0.05057
0.06746 -0.064748 -0.015625 -0.034759 0.004167 -0.005756 -0.03267 -0.011284 -0.026968 -0.047962
-0.033457 0.065385 0.031746 0.047857 0.004167 0.060324 0.071628 0.096192 0.0425 0.006011
0.023077 -0.083032 -0.104615 -0.057066 0.004167 -0.034832 0.00947 -0.020453 -0.086969 -0.046988
-0.142857 0 -0.068729 -0.082045 0.003958 -0.033279 -0.064496 -0.040382 -0.028264 -0.085537
-0.133333 -0.385827 -0.295203 -0.167581 0.00375 -0.125372 -0.282986 -0.360451 -0.459978 -0.098306
-0.068826 -0.012821 -0.04712 0.0391 0.00375 -0.068003 -0.099776 -0.050759 0.069548 0.103845
0.255435 0.238961 0.010989 0.007889 0.00375 0.000118 0.076836 -0.001508 -0.069604 -0.10375
-0.034632 0.006289 0.173913 0.031929 0.003542 0.093761 0.023577 0.103841 0.192281 -0.035288
0.116592 0.072917 0.060185 0.04979 0.003333 0.092365 0.039571 0.168384 0.001033 -0.003333
0.012048 -0.009709 0.034934 0.017256 0.003333 0.002276 0.107426 0.022529 0.105362 -0.065628
-0.099206 -0.12549 -0.092827 -0.070335 0.003333 -0.139588 -0.137236 -0.16972 -0.132745 -0.108228
0.030837 0.216368 0.060465 0.053016 0.003333 0.064932 0.10193 0.160981 0.064234 0.020104
0.038462 -0.023041 0.140351 0.094417 0.003125 0.06855 0.214137 0.092113 0.262698 0.229699
0.074074 0.136792 0.196154 0.065328 0.003125 0.087931 0.016435 -0.003125 0.026042 0.021643
0.02848 0.00764 0.016023 0.007471 0.004995 0.011558 0.01146 7.585925 0.00913 0.002125
0.017192 0.006554 0.010196 0.001864 8.86E-07
0.016391 -0.002434 0.00811 0
1.618142 1.348451 1.059194 1
0.017192 0.006554 0.010196
2.210474 0.544066 1.145601
152.3037 277.4162 110.0302
0.00321 0.000669 0.001772
0.014514 0.001961 0.010412
Excess Return Emiten α β
IHSG
UNVR HMSP CPIN ASII BTPN BMRI 7.027547 75.40779
UNVR 0.008601 0.351695
0.017208 0.292404 -0.027639 0.030606 0.379308 0.024745 CPIN 0.016391 1.618142
0.012282 -0.031536 -0.096326 0.002928 0.197852 -0.029076 BBCA 0.009084 0.999743
0.051105 0.055886 0.394583 0.150445 0.210203 0.084135 BTPN 0.00811 1.059194
0.134501 -0.001807 0.066012 0.119882 0.019723 0.064417 HMSP 0.006821 0.897193
0.120937 0.041346 -0.08875 -0.090252 -0.048332 -0.064075 BBRI 0.005402 1.479454
0.084327 0.267779 0.285492 0.113934 0.05864 0.036314 BBNI 0.001299 1.716778
-0.008358 0.017525 0.459372 0.044273 0.031373 0.047987 TLKM 0.002859 0.570325
-0.055564 0.031523 0.234968 -0.066561 0.204906 -0.001311 ASII -0.002434 1.348451
0.041167 0.106543 0.343421 0.18576 0.173155 0.130676
0.030192 -0.030588 -0.022658 -0.000126 0.060165 0.032861
-0.145818 0.276273 0.11739 -0.09489 0.144838 -0.034055
0.094583 0.018393 -0.047083 0.045643 -0.031247 0.043377
-0.093295 -0.099334 -0.195634 -0.108991 -0.03572 -0.084893
0.070787 0.002272 0.014509 0.058792 -0.08375 0.012321
-0.061181 0.012984 0.326612 0.089476 0.053697 0.054404
-0.005625 0.063606 -0.052539 -0.020537 0.184375 0.03269
-0.044841 0.028548 -0.005625 0.04068 0.044795 -0.001083
0.00798 -0.017799 0.025463 0.076077 0.034375 0.007823
0.041355 0.113213 0.363722 0.103738 0.163606 0.056668
0.077708 -0.037096 0.003549 -0.067327 -0.012204 -0.075604
-0.029294 -0.03487 -0.132898 -0.043418 -0.12483 -0.081815
-0.056932 0.046466 0.109167 0.078637 0.122403 0.06272
0.157939 0.227299 -0.145187 0.022536 -0.098333 -0.024988
0.027967 -0.005 -0.070217 0.038724 -0.005 0.023777
0.037553 0.084735 0.157791 0.061216 0.039118 0.026319
-0.022649 0.242246 0.065208 -0.10682 -0.06113 0.006249
0.034169 -0.000991 0.023246 0.038963 0.069835 0.02942
-0.012292 0.013666 -0.004792 -0.044683 -0.018681 0.009567
0.030473 -0.030349 -0.050246 -0.099158 0.058589 -0.088009
0.109564 -0.025774 0.29997 0.060527 0.054811 0.027237
0.05416 0.001053 -0.070485 0.017106 0.045208 0.042423
0.112734 -0.004792 -0.161042 -0.040506 0.144018 -0.02459
-0.043537 0.006831 0.115579 0.091505 0.083291 0.045015
-0.004792 0.021537 0.028266 0.083046 0.004732 0.01579
0.006725 0.065637 0.091208 -0.104171 -0.02366 -0.021837
-0.21352 0.03181 0.060902 0.043484 0.004824 0.004691
0.052762 0.051955 0.056852 -0.037686 -0.061935 0.026948
0.03149 0.178184 0.130692 0.076841 -0.055297 0.072019
-0.00698 0.123655 0.142936 -0.011081 0.122868 0.025485
0.146524 -0.007175 -0.004792 -0.074412 -0.004792 0.014047
0.157113 0.033141 -0.024594 -0.045608 -0.080263 0.002074
 0.003197 -0.033777 0.035404 -0.012092 -0.158061 -0.05427
0.02873 -0.040676 -0.170465 -0.076845 0.042776 -0.048688
-0.024701 -0.207 -0.22095 -0.075064 -0.109282 -0.095911
-0.039696 -0.00758 0.001366 0.060074 0.013189 0.022823
-0.011017 0.017062 0.141017 0.024966 0.094587 0.03901
-0.119583 -0.034854 -0.134455 -0.0664 -0.057679 -0.062604
-0.028806 -0.046157 -0.013603 0.08175 0.029895 -0.002082
0.091827 0.068407 0.218935 -0.061397 0.046076 0.027576
-0.005374 0.015154 0.017934 0.075462 -0.072548 0.039342
0.017372 0.001103 -0.062921 0.054901 0.009135 0.025796
-0.00625 0.006889 -0.06257 0.00053 -0.056367 0.008823
-0.010524 -0.020659 -0.004924 -0.053388 -0.002569 0.004857
-0.0011 -0.029642 -0.007575 0.022019 0.03287 -0.009382
0.044134 0.029678 0.041495 0.055606 -0.029779 0.03684
0.002693 0.007478 -0.032832 -0.025667 0.020256 0.003194
0.01873 0.012638 0.096481 -0.075557 0.073562 -0.00611
-0.050275 -0.018842 -0.015684 -0.045257 -0.086685 -0.015599
0.039594 -0.023816 -0.027887 0.045202 -0.038373 0.005397
0.009265 -0.023762 -0.08675 0.035647 -0.041867 0.008505
0.102675 -0.027368 0.039838 0.050781 0.0062 0.005489
-0.001365 -0.036224 -0.049234 -0.00625 0.045 0.024167
0.095139 0.120826 -0.069658 0.086107 -0.002683 0.006296
0.068151 -0.005907 -0.206532 -0.207416 -0.070231 -0.084575
0.010182 -0.019953 0.101334 0.059443 -0.029035 0.0193
-0.09401 -0.013197 -0.130454 -0.037072 -0.118944 -0.064858
0.006408 0.152897 -0.084432 -0.066321 -0.086542 -0.028269
-0.013125 -0.095568 -0.268577 -0.115273 -0.069742 -0.067243
-0.049674 -0.006581 0.063269 -0.124393 -0.019809 -0.069604
-0.032566 0.213173 0.24375 -0.00625 -0.107625 0.048503
-0.013007 0.10166 0.25975 0.127721 -0.00625 -0.008207
0.000553 -0.083777 -0.184765 0.006408 -0.088468 0.026709
-0.01415 0.095022 0.280497 0.068958 -0.110208 -0.001219
0.207382 0.056486 0.00463 0.04843 0.315097 0.027925
-0.04156 -0.110673 0.056505 0.060551 -0.01971 0.009971
-0.013779 0.009365 0.029194 -0.078039 -0.048482 -0.007026
0.006706 -0.054436 -0.063498 -0.024212 -0.035476 -0.014245
0.040407 -0.005417 0.066012 0.115795 -0.055417 0.040401
-0.005971 -0.050154 -0.005417 0.038502 -0.049951 0.034319
0.008944 0.092044 -0.009708 0.050641 0.126981 0.028234
-0.028263 -0.011704 -0.065829 0.008103 -0.045365 -0.008118
-0.005642 -0.003958 0.053185 -0.006989 0.117135 0.006804
-0.092772 -0.041933 -0.152607 -0.086025 -0.017896 -0.05442
-0.046525 0.003936 -0.023006 0.092068 -0.071096 0.024747
0.057897 0.001264 -0.000722 -0.043233 -0.026686 -0.004451
0.019707 0.001236 -0.003958 0.027488 0.092941 0.013531
 0.023309 0.003794 0.0283 0.047871 -0.039294 0.029721
0.023162 -0.024471 -0.007083 0.033723 -0.047914 0.017088
0.033682 0.024837 -0.010228 -0.026305 -0.049935 0.005338
0.052891 -0.026859 -0.000804 0.016042 -0.007974 0.011998
-0.000885 -0.079479 -0.164336 -0.110401 0.012171 -0.002032
0.028936 0.021602 0.033703 -0.016289 0.008155 0.000208
-0.034699 0.056898 -0.014372 -0.000367 -0.003542 0.002732
0.00922 0.027546 0.200838 0.009117 -0.003542 0.014241
-0.00959 0.026609 -0.118693 -0.006667 -0.046679 -0.012473
0.130333 0.150117 0.023856 0.037211 0.004655 0.064251
-0.030375 0.032399 0.146458 0.020555 0.443613 0.03579
-0.012733 -0.019868 -0.00644 -0.053542 -0.011969 -0.004815
-0.08471 -0.177816 -0.000635 -0.099517 -0.054533 -0.065421
-0.067651 -0.114094 0.063125 -0.02409 -0.128915 -0.034951
-0.02014 0.066663 -0.003958 -0.038923 0.241775 -0.005795
0.00659 -0.059784 -0.004375 -0.047853 0.091515 -0.035184
-0.066197 0.068251 0.223886 0.078958 -0.039375 0.019283
0.009289 -0.004583 0.097187 0.009403 0.036867 0.009233
0.067614 -0.002188 0.014285 0.009001 -0.074443 -0.011755
-0.0856 -0.03596 0.078952 0.070038 -0.023508 -0.029036
-0.027556 -0.018405 0.076818 0.077278 -0.034973 0.033492
0.069556 0.003152 0.209286 -0.043012 -0.038708 0.01785
0.096322 0.027345 0.019221 0.022356 0.096744 0.04964
-0.0315 -0.012833 -0.018514 -0.158846 -0.028747 -0.018718
0.006299 -0.018158 -0.128288 0.019476 -0.032027 -0.001058
-0.080673 -0.071667 -0.180781 0.035956 0.025556 -0.007071
-0.026978 -0.039286 -0.07609 -0.027951 -0.015782 -0.043144
0.006236 -0.076006 -0.039694 -0.005 -0.018624 0.019079
-0.035903 -0.039824 0.131572 -0.065194 -0.090427 0.00022
0.11583 -0.116795 -0.0697 -0.051012 -0.02271 -0.01429
-0.052481 -0.153074 0.060302 -0.015611 -0.004375 -0.029558
-0.063844 -0.074036 0.173403 0.048864 -0.019551 0.005433
-0.048192 -0.095716 0.063294 -0.068915 -0.019792 -0.038926
0.000618 0.081105 -0.037624 0.061218 0.027579 0.043691
-0.057738 -0.018452 0.01891 -0.087199 -0.108782 -0.061233
-0.145468 -0.182702 -0.146815 -0.003958 -0.072687 -0.086003
0.058521 -0.165515 -0.137083 -0.389577 -0.298953 -0.171331
0.137629 0.115548 -0.072576 -0.016571 -0.05087 0.03535
-0.067194 0.212551 0.251685 0.235211 0.007239 0.004139
0.015813 -0.155604 -0.038174 0.002748 0.170371 0.028388
0.059958 0.033141 0.113259 0.069583 0.056852 0.046457
-0.024167 -0.035591 0.008715 -0.013042 0.031601 0.013922
-0.018531 -0.154848 -0.10254 -0.128824 -0.09616 -0.073668
-0.037284 0.007381 0.027504 0.213034 0.057132 0.049683
-0.015905 0.074614 0.035337 -0.026166 0.137226 0.091292
-0.051669 -0.01624 0.070949 0.133667 0.193029 0.062203
0.006233 0.008529 0.023485 0.002645 0.011028 0.002476
 σ²θi ERB Ci C* Keputusan Zi Wi αp βp
7539.659 0.100599 0.000141 0.00321 Optimal 0.000974 0.000145 0.00102 0.010942
0.004212 0.017722 0.00092 0.00321 Optimal 1.211744 0.180514 0.001553 0.063486
0.017192 0.014514 0.00321 0.00321 Optimal 1.06397 0.158501 0.002598 0.256476
0.005318 0.011561 0.003 0.00321 Optimal 1.570116 0.233901 0.002125 0.233841
0.010196 0.010412 0.001772 0.00321 Optimal 0.748172 0.111456 0.000904 0.118053
0.007668 0.009506 0.001556 0.00321 Optimal 0.736691 0.109745 0.000749 0.098463
0.006983 0.007746 0.002857 0.00321 Optimal 0.961133 0.143181 0.000773 0.211829
0.009567 0.005318 0.00194 0.00321 Optimal 0.378401 0.056371 7.324E-05 0.096776
0.00709 0.003726 0.000294 0.00321 Optimal 0.041524 0.006186 1.769E-05 0.003528
0.006554 0.001961 0.000669 0.00321 - 6.712725 1 0.009812 1.093395
E(Rm) 0.007471027743333
SIM = E(Rp) 0.017980722161474
σ²m 0.001864196695408
σ²p 1.10454581443665
SUM atau jumlah
 σ²θp
1.094027 0.015% Rp 1,451.03
0.00076 18.051% Rp 1,805,144.37
0.002725 15.850% Rp 1,585,005.07
1
0.001244 23.390% Rp 2,339,014.73
Rp 10,000,000.00
0.001136 11.146% Rp 1,114,557.76
0.000842 10.975% Rp 1,097,454.90
0.001 14.318% Rp 1,431,807.25
0.000539 5.637% Rp 563,706.41
4.386E-05 0.619% Rp 61,858.48
1.102317 100% Rp 10,000,000.00
0.007471027743333
0.017980722161474
0.001864196695408
1.10454581443665