DATE TLKM ISAT IHSG R-TLKM R-ISAT

12/11/2021 3.600 7.000 6.651

11/11/2021 3.650 7.050 6.691 0.01389 0.00714
10/11/2021 3.700 7.000 6.683 0.01370 -0.00709
9/11/2021 3.710 7.075 6.669,32 0.00270 0.01071
8/11/2021 3.750 7.225 6.632.34 0.01078 0.02120
5/11/2021 3.770 7.000 6.581,79 0.00533 -0.03114
4/11/2021 3.770 7.175 6.586,44 0.00000 0.02500
3/11/2021 3.720 7.000 6.552,13 -0.01326 -0.02439
2/11/2021 3.660 7.050 6.493,27 -0.01613 0.00714
1/11/2021 3.700 7.325 6.552,89 0.01093 0.03901
29/10/2021 3.800 6.925 6.591,35 0.02703 -0.05461
28/10/2021 3.750 7.100 6.524,08 -0.01316 0.02527
27/10/2021 3.790 6.950 6.602,21 0.01067 -0.02113
26/10/2021 3.800 6.925 6.656,94 0.00264 -0.00360
25/10/2021 3.780 6.975 6.625,70 -0.00526 0.00722
22/10/2021 3.870 7.175 6.643,74 0.02381 0.02867
21/10/2021 3.850 6.900 6.632,97 -0.00517 -0.03833
19/10/2021 3.740 6.900 6.656,00 -0.02857 0.00000
18/10/2021 3.790 6.800 6.658,77 0.01337 -0.01449
15/10/2021 3.810 6.500 6.633,34 0.00528 -0.04412
14/10/2021 3.830 6.275 6.626,11 0.00525 -0.03462
13/10/2021 3.770 6.100 6.536,90 -0.01567 -0.02789
12/10/2021 3.780 6.150 6.486,27 0.00265 0.00820
11/10/2021 3.810 6.300 6.459,70 0.00794 0.02439
8/10/2021 3.800 6.350 6.481,77 -0.00262 0.00794
7/10/2021 3.720 6.400 6.416,40 -0.02105 0.00787
6/10/2021 3.760 6.375 6.417,32 0.01075 -0.00391
5/10/2021 3.670 6.400 6.288,05 -0.02394 0.00392
4/10/2021 3.670 6.375 6.342,69 0.00000 -0.00391
1/10/2021 3.660 6.275 6.228,85 -0.00272 -0.01569
30/09/2021 3.690 6.650 6.286,94 0.00820 0.05976
29/09/2021 3.530 6.450 6.162,55 -0.04336 -0.03008
28/09/2021 3.530 6.275 6.113,11 0.00000 -0.02713
27/09/2021 3.520 6.400 6.122,50 -0.00283 0.01992
24/09/2021 3.560 6.600 6.144,81 0.01136 0.03125
23/09/2021 3.560 6.700 6.142,71 0.00000 0.01515
22/09/2021 3.590 6.725 6.108,27 0.00843 0.00373
21/09/2021 3.530 6.850 6.060,76 -0.01671 0.01859
20/09/2021 3.520 6.800 6.076,31 -0.00283 -0.00730
17/09/2021 3.530 6.900 6.133,25 0.00284 0.01471
16/09/2021 3.440 7.125 6.109,94 -0.02550 0.03261
15/09/2021 3.450 7.000 6.110,23 0.00291 -0.01754
14/09/2021 3.440 6.975 6.129,10 -0.00290 -0.00357
13/09/2021 3.350 6.725 6.088,16 -0.02616 -0.03584
10/9/2021 3.330 6.675 6.094,87 -0.00597 -0.00743
9/9/2021 3.390 6.675 6.068,22 0.01802 0.00000
8/9/2021 3.330 6.475 6.026,02 -0.01770 -0.02996
7/9/2021 3.380 6.700 6.112,40 0.01502 0.03475
6/9/2021 3.390 6.600 6.126,94 0.00296 -0.01493
3/9/2021 3.390 6.300 6.126,92 0.00000 -0.04545
2/9/2021 3.370 6.300 6.078,23 -0.00590 0.00000
1/9/2021 3.340 6.250 6.090,93 -0.00890 -0.00794
31/08/2021 3.400 6.325 6.150,30 0.01796 0.01200
30/08/2021 3.400 6.425 6.144,90 0.00000 0.01581
27/08/2021 3.320 6.350 6.041,37 -0.02353 -0.01167
26/08/2021 3.360 6.400 6.058,08 0.01205 0.00787
25/08/2021 3.370 6.425 6.113,24 0.00298 0.00391
24/08/2021 3.400 6.350 6.089,50 0.00890 -0.01167
23/08/2021 3.440 6.500 6.109,83 0.01176 0.02362
20/08/2021 3.400 6.525 6.030,77 -0.01163 0.00385
19/08/2021 3.390 6.100 5.992,32 -0.00294 -0.06513
18/08/2021 3.420 5.975 6.118,15 0.00885 -0.02049
16/08/2021 3.340 6.275 6.087,91 -0.02339 0.05021
13/08/2021 3.300 6.500 6.139,49 -0.01198 0.03586
12/8/2021 3.350 6.325 6.139,65 0.01515 -0.02692
10/8/2021 3.230 6.175 6.088,41 -0.03582 -0.02372
9/8/2021 3.250 6.000 6.127,46 0.00619 -0.02834
6/8/2021 3.320 6.150 6.203,43 0.02154 0.02500
5/8/2021 3.340 6.100 6.205,42 0.00602 -0.00813
4/8/2021 3.370 5.975 6.159,04 0.00898 -0.02049
3/8/2021 3.330 5.950 6.130,57 -0.01187 -0.00418
2/8/2021 3.310 5.950 6.096,54 -0.00601 0.00000
30/07/2021 3.240 5.900 6.070,04 -0.02115 -0.00840
29/07/2021 3.230 6.000 6.120,73 -0.00309 0.01695
28/07/2021 3.190 5.700 6.088,52 -0.01238 -0.05000
27/07/2021 3.270 5.925 6.097,05 0.02508 0.03947
26/07/2021 3.190 6.050 6.106,39 -0.02446 0.02110
23/07/2021 3.170 5.950 6.101,69 -0.00627 -0.01653
22/07/2021 3.260 6.100 6.137,55 0.02839 0.02521
21/07/2021 3.210 6.050 6.029,98 -0.01534 -0.00820
19/07/2021 3.220 6.150 6.017,39 0.00312 0.01653
16/07/2021 3.170 6.075 6.072,51 -0.01553 -0.01220
15/07/2021 3.130 6.125 6.046,75 -0.01262 0.00823
14/07/2021 3.060 6.100 5.979,21 -0.02236 -0.00408
13/07/2021 3.070 6.075 6.012,03 0.00327 -0.00410
12/7/2021 3.130 6.450 6.078,57 0.01954 0.06173
9/7/2021 3.160 6.075 6.039,84 0.00958 -0.05814
8/7/2021 3.010 6.075 6.039,90 -0.04747 0.00000
7/7/2021 3.030 6.150 6.044,04 0.00664 0.01235
6/7/2021 3.010 6.350 6.047,11 -0.00660 0.03252
5/7/2021 3.040 6.275 6.005,61 0.00997 -0.01181
2/7/2021 3.070 6.400 6.023,01 0.00987 0.01992
1/7/2021 3.110 6.425 6.005,96 0.01303 0.00391
30/06/2021 3.150 6.850 5.985,49 0.01286 0.06615
29/06/2021 3.160 7.050 5.949,05 0.00317 0.02920
28/06/2021 3.170 6.900 5.939,47 0.00316 -0.02128
25/06/2021 3.250 6.950 6.022,40 0.02524 0.00725
24/06/2021 3.250 6.875 6.012,06 0.00000 -0.01079
23/06/2021 3.370 6.975 6.034,54 0.03692 0.01455
22/06/2021 3.300 7.200 6.087,84 -0.02077 0.03226
21/06/2021 3.300 7.100 5.996,25 0.00000 -0.01389
18/06/2021 3.350 6.825 6.007,12 0.01515 -0.03873
17/06/2021 3.350 6.550 6.068,45 0.00000 -0.04029
16/06/2021 3.410 6.525 6.078,57 0.01791 -0.00382
15/06/2021 3.440 6.750 6.089,04 0.00880 0.03448
14/06/2021 3.410 6.900 6.080,38 -0.00872 0.02222
11/6/2021 3.470 6.775 6.095,50 0.01760 -0.01812
10/6/2021 3.480 6.900 6.107,54 0.00288 0.01845
9/6/2021 3.390 6.800 6.047,48 -0.02586 -0.01449
8/6/2021 3.500 6.375 5.999,37 0.03245 -0.06250
7/6/2021 3.550 6.700 6.069,94 0.01429 0.05098
4/6/2021 3.500 6.650 6.065,17 -0.01408 -0.00746
3/6/2021 3.490 6.925 6.091,51 -0.00286 0.04135
2/6/2021 3.450 6.625 6.031,58 -0.01146 -0.04332
31/05/2021 3.440 6.350 5.947,46 -0.00290 -0.04151
28/05/2021 3.270 6.250 5.848,62 -0.04942 -0.01575
27/05/2021 3.380 6.200 5.841,83 0.03364 -0.00800
25/05/2021 3.300 6.400 5.815,84 -0.02367 0.03226
24/05/2021 3.260 6.300 5.763,63 -0.01212 -0.01563
21/05/2021 3.270 6.600 5.773,12 0.00307 0.04762
20/05/2021 3.310 6.375 5.797,60 0.01223 -0.03409
19/05/2021 3.160 5.950 5.760,58 -0.04532 -0.06667
18/05/2021 3.180 6.100 5.834,39 0.00633 0.02521
17/05/2021 3.190 5.975 5.833,86 0.00314 -0.02049
11/5/2021 3.180 6.075 5.938,35 -0.00313 0.01674
10/5/2021 3.170 6.125 5.975,79 -0.00314 0.00823
7/5/2021 3.190 6.200 5.928,31 0.00631 0.01224
6/5/2021 3.190 6.275 5.970,24 0.00000 0.01210
5/5/2021 3.200 6.300 5.975,91 0.00313 0.00398
4/5/2021 3.210 6.200 5.963,82 0.00312 -0.01587
3/5/2021 3.170 6.275 5.952,60 -0.01246 0.01210
30/04/2021 3.200 6.575 5.995,62 0.00946 0.04781
29/04/2021 3.200 6.550 6.012,96 0.00000 -0.00380
28/04/2021 3.140 6.525 5.974,48 -0.01875 -0.00382
27/04/2021 3.160 6.450 5.959,62 0.00637 -0.01149
26/04/2021 3.250 6.550 5.964,82 0.02848 0.01550
23/04/2021 3.310 6.475 6.016,86 0.01846 -0.01145
22/04/2021 3.330 6.475 5.994,18 0.00604 0.00000
21/04/2021 3.280 6.500 5.993,24 -0.01502 0.00386
20/04/2021 3.320 6.425 6.038,32 0.01220 -0.01154
19/04/2021 3.340 6.400 6.052,54 0.00602 -0.00389
16/04/2021 3.360 6.525 6.086,26 0.00599 0.01953
15/04/2021 3.360 6.475 6.079,50 0.00000 -0.00766
14/04/2021 3.340 6.700 6.050,28 -0.00595 0.03475
13/04/2021 3.330 6.525 5.927,44 -0.00299 -0.02612
12/4/2021 3.310 6.350 5.948,57 -0.00601 -0.02682
9/4/2021 3.360 6.625 6.070,21 0.01511 0.04331
8/4/2021 3.390 6.700 6.071,72 0.00893 0.01132
7/4/2021 3.400 6.850 6.036,62 0.00295 0.02239
6/4/2021 3.370 6.900 6.002,77 -0.00882 0.00730
5/4/2021 3.380 6.375 5.970,29 0.00297 -0.07609
1/4/2021 3.390 6.400 6.011,46 0.00296 0.00392
31/03/2021 3.420 6.275 5.985,52 0.00885 -0.01953
30/03/2021 3.380 6.250 6.071,44 -0.01170 -0.00398
29/03/2021 3.410 6.400 6.166,82 0.00888 0.02400
26/03/2021 3.490 6.475 6.195,56 0.02346 0.01172
25/03/2021 3.410 6.675 6.122,88 -0.02292 0.03089
24/03/2021 3.370 6.150 6.156,14 -0.01173 -0.07865
23/03/2021 3.360 6.150 6.252,71 -0.00297 0.00000
22/03/2021 3.380 6.200 6.301,13 0.00595 0.00813
19/03/2021 3.440 6.650 6.356,16 0.01775 0.07258
18/03/2021 3.450 6.600 6.347,83 0.00291 -0.00752
17/03/2021 3.390 6.050 6.277,23 -0.01739 -0.08333
16/03/2021 3.360 6.175 6.309,70 -0.00885 0.02066
15/03/2021 3.380 5.625 6.324,26 0.00595 -0.08907
12/3/2021 3.450 5.650 6.358,21 0.02071 0.00444
10/3/2021 3.400 5.450 6.264,68 -0.01449 -0.03540
9/3/2021 3.290 5.600 6.199,65 -0.03235 0.02752
8/3/2021 3.340 5.675 6.248,46 0.01520 0.01339
5/3/2021 3.320 5.625 6.258,75 -0.00599 -0.00881
4/3/2021 3.360 5.750 6.290,80 0.01205 0.02222
3/3/2021 3.440 5.650 6.376,76 0.02381 -0.01739
2/3/2021 3.460 5.575 6.359,21 0.00581 -0.01327
1/3/2021 3.490 5.775 6.338,51 0.00867 0.03587
26/02/2021 3.490 5.550 6.241,80 0.00000 -0.03896
25/02/2021 3.490 5.700 6.289,65 0.00000 0.02703
24/02/2021 3.480 5.675 6.251,05 -0.00287 -0.00439
23/02/2021 3.470 5.800 6.272,81 -0.00287 0.02203
22/02/2021 3.170 6.000 6.255,31 -0.08646 0.03448
19/02/2021 3.210 5.700 6.231,93 0.01262 -0.05000
18/02/2021 3.180 5.575 6.200,31 -0.00935 -0.02193
17/02/2021 3.150 5.775 6.227,73 -0.00943 0.03587
16/02/2021 3.210 6.075 6.292,40 0.01905 0.05195
15/02/2021 3.220 6.050 6.270,32 0.00312 -0.00412
11/2/2021 3.190 5.950 6.222,52 -0.00932 -0.01653
10/2/2021 3.190 5.800 6.201,83 0.00000 -0.02521
9/2/2021 3.200 5.500 6.181,67 0.00313 -0.05172
8/2/2021 3.280 5.500 6.208,87 0.02500 0.00000
5/2/2021 3.290 5.450 6.151,73 0.00305 -0.00909
4/2/2021 3.290 5.575 6.107,22 0.00000 0.02294
3/2/2021 3.240 5.175 6.077,75 -0.01520 -0.07175
2/2/2021 3.270 5.375 6.043,84 0.00926 0.03865
1/2/2021 3.230 5.100 6.067,54 -0.01223 -0.05116
29/01/2021 3.110 5.025 5.862,35 -0.03715 -0.01471
28/01/2021 3.240 5.175 5.979,39 0.04180 0.02985
27/01/2021 3.380 5.500 6.109,17 0.04321 0.06280
26/01/2021 3.260 5.425 6.140,17 -0.03550 -0.01364
25/01/2021 3.370 5.375 6.258,57 0.03374 -0.00922
22/01/2021 3.390 5.475 6.307,13 0.00593 0.01860
21/01/2021 3.480 5.625 6.413,89 0.02655 0.02740
20/01/2021 3.470 5.825 6.429,76 -0.00287 0.03556
19/01/2021 3.410 5.675 6.321,86 -0.01729 -0.02575
18/01/2021 3.450 5.725 6.389,83 0.01173 0.00881
15/01/2021 3.480 6.150 6.373,41 0.00870 0.07424
14/01/2021 3.500 6.200 6.428,31 0.00575 0.00813
13/01/2021 3.480 6.375 6.435,21 -0.00571 0.02823
7/1/2021 3.510 5.900 6.395,67 0.00862 -0.07451
6/1/2021 3.600 5.450 6.382,94 0.02564 -0.07627
5/1/2021 3.570 5.575 6.257,83 -0.00833 0.02294
4/1/2021 3.390 5.800 6.153,63 -0.05042 0.04036

TLKM ISAT
E(RoR) -0.00013 -0.00043
Std.Dev 0.01746 0.03070
Variance 0.00030 0.00094
coef of variance -0.00769 -0.01388
corr TLKM-ISAT 0.10978
W-TLKM 0.5 0.25
W-ISAT 0.5 0.25

Std.dev Port 0.01348

Beta 0.02378
std.dev R (Market) 0.78861
covarian R 0.00127
R-Port TLKM-ISAT

5.350
5.350
5.393
5.488
5.385
5.473
5.360
5.355
5.513
5.363
5.425
5.370
5.363
5.378
5.523
5.375
5.320
5.295
5.155
5.053
4.935
4.965
5.055
5.075
5.060
5.068
5.035
5.023
4.968
5.170
4.990
4.903
4.960
5.080
5.130
5.158
5.190
5.160
5.215
5.283
5.225
5.208
5.038
5.003
5.033
4.903
5.040
4.995
4.845
4.835
4.795
4.863
4.913
4.835
4.880
4.898
4.875
4.970
4.963
4.745
4.698
4.808
4.900
4.838
4.703
4.625
4.735
4.720
4.673
4.640
4.630
4.570
4.615
4.445
4.598
4.620
4.560
4.680
4.630
4.685
4.623
4.628
4.580
4.573
4.790
4.618
4.543
4.590
4.680
4.658
4.735
4.768
5.000
5.105
5.035
5.100
5.063
5.173
5.250
5.200
5.088
4.950
4.968
5.095
5.155
5.123
5.190
5.095
4.938
5.125
5.075
5.208
5.038
4.895
4.760
4.790
4.850
4.780
4.935
4.843
4.555
4.640
4.583
4.628
4.648
4.695
4.733
4.750
4.705
4.723
4.888
4.875
4.833
4.805
4.900
4.893
4.903
4.890
4.873
4.870
4.943
4.918
5.020
4.928
4.830
4.993
5.045
5.125
5.135
4.878
4.895
4.848
4.815
4.905
4.983
5.043
4.760
4.755
4.790
5.045
5.025
4.720
4.768
4.503
4.550
4.425
4.445
4.508
4.473
4.555
4.545
4.518
4.633
4.520
4.595
4.578
4.635
4.585
 4.455
4.378
4.463
4.643
4.635
4.570
4.495
4.350
4.390
4.370
4.433
4.208
4.323
4.165
4.068
4.208
4.440
4.343
4.373
4.433
4.553
4.648
4.543
4.588
4.815
4.850
4.928
4.705
4.525
4.573
4.595

PORT
4.84787
0.29101

16.65852