Date Open High Low Close Adj Close Volume

1/1/2020 1,555 1,595 1,225 1,225 888 1,279,097,400

2/1/2020 1,200 1,360 1,085 1,155 875 833,007,600
3/1/2020 1,175 1,225 610 990 750 1,517,246,700
4/1/2020 995 1,200 870 920 697 997,804,400
5/1/2020 920 1,100 870 1,100 833 1,231,599,000
6/1/2020 1,100 1,240 990 995 754 1,432,615,100
7/1/2020 995 1,180 990 1,085 854 1,653,905,200
8/1/2020 1,090 1,170 1,010 1,085 854 1,088,353,200
9/1/2020 1,090 1,280 1,080 1,135 894 1,790,850,700
10/1/2020 1,150 1,240 1,090 1,125 886 1,230,494,200
11/1/2020 1,120 1,475 1,100 1,390 1,095 2,658,843,700
12/1/2020 1,410 1,600 1,340 1,430 1,126 3,812,829,700
1/1/2021 1,430 1,540 1,160 1,200 945 2,842,091,500
2/1/2021 1,205 1,265 1,150 1,180 929 2,387,389,300
3/1/2021 1,195 1,340 1,160 1,175 925 2,780,892,500
4/1/2021 1,175 1,260 1,160 1,245 980 991,360,700
5/1/2021 1,260 1,260 1,160 1,190 937 1,000,994,400
6/1/2021 1,195 1,405 1,190 1,205 1,002 2,189,586,500
7/1/2021 1,220 1,365 1,195 1,335 1,110 1,392,068,900
8/1/2021 1,345 1,430 1,245 1,260 1,048 1,530,601,200
9/1/2021 1,280 1,805 1,275 1,760 1,464 2,920,808,500
10/1/2021 1,775 1,980 1,605 1,680 1,397 4,218,806,500
11/1/2021 1,655 1,750 1,580 1,700 1,414 1,550,924,400
12/1/2021 1,730 2,330 1,700 2,250 1,871 4,721,983,500
Ri Rm
Saham Individu (Ri) 0.035057
-0.057143 -0.013955 Regression β BMRI 0.992579
-0.142857 -0.142857 Market Return (Rm) 0.041267
-0.070707 -0.070707 Risk Free Rate (Rf) 3.50%
0.195652 0.195652 Cost of Equity = Rf + β*(Rm – Rf) 0.04122
-0.095455 -0.095454
0.090452 0.133385
0 0
0.046083 0.046083
-0.008811 -0.008811
0.235556 0.235556
0.028777 0.028777
-0.160839 -0.160839
-0.016667 -0.016667
-0.004237 -0.004237
0.059574 0.059574
-0.044177 -0.044177
0.012605 0.069304
0.107884 0.107884
-0.05618 -0.05618
0.396825 0.396825
-0.045455 -0.045454
0.011905 0.011905
0.323529 0.323529
0.035057 0.041267
Date Open High Low Close Adj Close Volume
1/1/2020 6,925 7,250 6,350 6,350 5,259 543,493,500
2/1/2020 6,275 6,550 5,525 5,525 4,576 804,064,700
3/1/2020 5,700 6,050 3,220 3,900 3,230 1,438,735,000
4/1/2020 3,880 4,250 3,450 3,850 3,189 1,268,839,600
5/1/2020 3,850 4,770 3,530 4,770 3,951 1,229,814,700
6/1/2020 4,770 5,250 4,400 4,800 3,975 964,913,600
7/1/2020 4,800 5,450 4,770 5,150 4,404 741,740,200
8/1/2020 5,100 5,550 4,860 5,100 4,361 563,331,600
9/1/2020 5,175 5,350 4,310 4,460 3,814 883,508,400
10/1/2020 4,490 5,500 4,490 5,425 4,639 710,797,000
11/1/2020 5,325 6,025 5,200 5,300 4,558 1,341,964,300
12/1/2020 5,425 6,275 5,400 6,025 5,182 1,402,216,900
1/1/2021 6,025 6,925 5,950 6,100 5,246 948,756,900
2/1/2021 5,850 6,275 5,350 5,400 4,644 1,293,447,600
3/1/2021 5,500 5,800 5,225 5,275 4,537 1,384,615,200
4/1/2021 5,350 5,675 5,025 5,500 4,730 1,044,096,200
5/1/2021 5,450 5,600 5,025 5,250 4,515 714,374,500
6/1/2021 5,350 5,425 4,710 4,940 4,317 919,839,000
7/1/2021 4,990 5,100 4,640 4,720 4,125 759,876,500
8/1/2021 4,730 5,300 4,730 5,225 4,566 826,503,200
9/1/2021 5,225 5,550 5,050 5,500 4,806 743,619,400
10/1/2021 5,450 6,450 5,400 6,025 5,265 1,426,587,800
11/1/2021 6,050 6,375 5,750 5,775 5,087 1,134,485,600
12/1/2021 5,825 6,050 5,600 5,700 5,021 823,260,200
Ri Rm
Saham Individu (Ri) 0.001956
-0.129921 -0.129921 Regression β BMRI 0.991906
-0.294118 -0.294118 Market Return (Rm) 0.004707
-0.012821 -0.01282 Risk Free Rate (Rf) 3.50%
0.238961 0.238961 Cost of Equity = Rf + β*(Rm – Rf) 0.004952
0.006289 0.006289
0.072917 0.107699
-0.009709 -0.009709
-0.12549 -0.12549
0.216368 0.216368
-0.023041 -0.017298
0.136792 0.136792
0.012448 0.012448
-0.114754 -0.114754
-0.023148 -0.023148
0.042654 0.042654
-0.045455 -0.045454
-0.059048 -0.043924
-0.044534 -0.044534
0.106992 0.106992
0.052632 0.052632
0.095455 0.095455
-0.041494 -0.033866
-0.012987 -0.012987
0.001956 0.004707
Date Open High Low Close Adj Close Volume
1/1/2020 6,685 7,060 6,480 6,480 6,004 1,551,656,000
2/1/2020 6,480 6,820 6,035 6,290 5,828 2,120,977,500
3/1/2020 6,290 6,540 4,325 5,525 5,119 3,403,123,000
4/1/2020 5,560 6,100 4,800 5,170 4,790 2,545,355,000
5/1/2020 5,170 5,400 4,680 5,190 4,892 2,378,008,000
6/1/2020 5,190 5,995 5,190 5,695 5,368 2,216,937,000
7/1/2020 5,700 6,265 5,675 6,240 5,881 1,503,022,500
8/1/2020 6,220 6,600 5,825 6,275 5,914 1,099,871,500
9/1/2020 6,280 6,560 5,390 5,420 5,108 2,821,163,000
10/1/2020 5,485 5,900 5,440 5,790 5,457 1,463,911,000
11/1/2020 5,760 6,650 5,720 6,205 5,848 2,529,672,000
12/1/2020 6,220 7,000 6,220 6,770 6,381 2,005,640,000
1/1/2021 6,770 7,380 6,705 6,760 6,391 1,834,336,000
2/1/2021 6,760 7,055 6,595 6,710 6,344 1,413,109,500
3/1/2021 6,830 7,160 6,145 6,215 5,876 2,371,572,500
4/1/2021 6,215 6,460 5,980 6,405 6,055 1,974,207,500
5/1/2021 6,480 6,500 6,260 6,375 6,111 1,683,020,000
6/1/2021 6,375 6,620 6,000 6,025 5,776 1,580,537,000
7/1/2021 6,060 6,190 5,960 5,970 5,723 1,220,667,000
8/1/2021 6,060 6,760 5,905 6,550 6,279 1,771,916,500
9/1/2021 6,550 7,000 6,410 7,000 6,710 1,465,856,000
10/1/2021 6,900 8,250 6,710 7,475 7,166 2,017,737,600
11/1/2021 7,550 7,750 7,175 7,275 6,974 1,544,359,400
12/1/2021 7,275 7,525 7,275 7,300 7,022 1,280,505,100
Ri Rm
Saham Individu (Ri) 0.007462
-0.029321 -0.029321 Regression β BMRI 0.998228
-0.121622 -0.121622 Market Return (Rm) 0.91%
-0.064253 -0.064253 Risk Free Rate (Rf) 3.50%
0.003868 0.021223 Cost of Equity = Rf + β*(Rm – Rf) 0.009147
0.097303 0.097303
0.095698 0.095698
0.005609 0.005609
-0.136255 -0.136255
0.068266 0.068266
0.071675 0.071675
0.091056 0.091056
-0.001477 0.001548
-0.007396 -0.007396
-0.07377 -0.073771
0.030571 0.030571
-0.004684 0.009268
-0.054902 -0.054902
-0.009129 -0.009129
0.097152 0.097152
0.068702 0.068702
0.067857 0.067857
-0.026756 -0.026756
0.003436 0.006804
0.007462 0.009101
Date Open High Low Close Adj Close Volume
1/1/2020 3,150 3,390 2,840 2,900 2,785 147,566,500
2/1/2020 2,950 2,950 2,290 2,590 2,487 374,705,500
3/1/2020 2,600 2,610 1,315 2,000 1,921 451,733,900
4/1/2020 1,990 2,730 1,895 2,540 2,439 329,902,700
5/1/2020 2,540 2,660 2,250 2,590 2,487 354,184,800
6/1/2020 2,590 2,820 2,430 2,770 2,660 278,877,000
7/1/2020 2,800 3,070 2,410 2,500 2,420 288,400,400
8/1/2020 2,500 2,640 2,330 2,440 2,361 439,143,100
9/1/2020 2,490 2,490 1,920 2,030 1,965 422,289,100
10/1/2020 2,050 2,240 2,000 2,030 1,965 295,828,300
11/1/2020 2,020 2,600 1,980 2,410 2,332 1,378,625,800
12/1/2020 2,470 2,980 2,380 2,730 2,642 1,877,033,500
1/1/2021 2,730 2,880 2,200 2,220 2,149 892,035,900
2/1/2021 2,220 2,450 2,120 2,200 2,129 742,007,200
3/1/2021 2,200 2,320 2,010 2,090 2,023 495,676,700
4/1/2021 2,090 2,240 2,010 2,090 2,023 396,813,400
5/1/2021 2,080 2,550 1,980 2,460 2,381 633,503,300
6/1/2021 2,480 2,800 2,370 2,670 2,624 930,029,100
7/1/2021 2,670 2,720 2,360 2,690 2,644 575,062,700
8/1/2021 2,700 2,770 2,500 2,670 2,624 414,664,500
9/1/2021 2,680 3,080 2,550 3,040 2,988 538,885,000
10/1/2021 3,030 3,270 2,820 3,080 3,027 633,864,900
11/1/2021 3,080 3,160 2,860 3,070 3,018 434,488,600
12/1/2021 3,070 3,240 3,020 3,170 3,116 286,257,100
Ri Rm
Saham Individu (Ri) 0.010985
-0.106897 -0.106897 Regression β BMRI 0.997521
-0.227799 -0.227799 Market Return (Rm) 0.012028
0.27 0.27 Risk Free Rate (Rf) 3.50%
0.019685 0.019685 Cost of Equity = Rf + β*(Rm – Rf) 0.012085
0.069498 0.069498
-0.097473 -0.090449
-0.024 -0.024
-0.168033 -0.168033
0 0
0.187192 0.187192
0.13278 0.13278
-0.186813 -0.186813
-0.009009 -0.009009
-0.05 -0.05
0 0
0.177033 0.177033
0.085366 0.102329
0.007491 0.007491
-0.007435 -0.007435
0.138577 0.138577
0.013158 0.013158
-0.003247 -0.003247
0.032573 0.032573
0.010985 0.012028
Date Open High Low Close Adj Close Volume
1/1/2020 53,000 59,075 52,600 55,775 52,164 29,375,600
2/1/2020 55,700 57,000 50,025 51,000 47,698 18,743,100
3/1/2020 50,850 52,900 30,625 41,100 38,439 29,225,500
4/1/2020 41,100 53,025 39,850 45,300 42,367 25,651,600
5/1/2020 45,300 51,500 43,475 48,750 45,594 21,558,500
6/1/2020 48,750 49,800 45,800 47,175 44,121 24,664,400
7/1/2020 47,225 50,600 46,500 49,975 46,739 26,629,700
8/1/2020 49,975 55,000 47,175 47,500 44,425 37,553,500
9/1/2020 47,500 48,350 39,700 40,050 37,457 37,211,900
10/1/2020 40,450 44,900 39,800 40,975 38,322 37,910,000
11/1/2020 40,975 45,300 40,325 42,250 39,515 43,629,000
12/1/2020 42,500 49,975 40,825 41,000 38,346 81,165,900
1/1/2021 41,000 41,800 37,400 37,725 35,283 38,138,600
2/1/2021 37,725 40,700 36,325 36,500 34,137 26,377,500
3/1/2021 36,650 38,775 35,600 36,175 33,833 38,208,600
4/1/2021 37,000 38,550 36,000 36,100 33,763 18,175,300
5/1/2021 36,100 36,200 32,750 33,150 31,004 21,685,500
6/1/2021 33,200 44,750 32,825 44,200 41,338 58,689,600
7/1/2021 44,200 47,250 32,800 32,800 30,676 55,862,700
8/1/2021 33,700 33,800 29,925 33,075 33,073 21,954,100
9/1/2021 33,075 33,700 31,025 32,550 32,548 10,590,600
10/1/2021 32,500 36,050 31,925 33,500 33,498 20,865,100
11/1/2021 33,525 34,350 31,400 31,400 31,398 16,938,100
12/1/2021 31,700 32,450 30,475 30,600 30,598 10,979,200
Ri Rm
Saham Individu (Ri)
-0.085612 -0.085612 Regression β BMRI
-0.194118 -0.194118 Market Return (Rm)
0.10219 0.10219 Risk Free Rate (Rf)
0.076159 0.076159 Cost of Equity = Rf + β*(Rm – Rf)
-0.032308 -0.032308
0.059353 0.059354
-0.049525 -0.049525
-0.156842 -0.156842
0.023096 0.023096
0.031117 0.031116
-0.029586 -0.029586
-0.079878 -0.079878
-0.032472 -0.032472
-0.008904 -0.008904
-0.002073 -0.002073
-0.081717 -0.081717
0.333333 0.333333
-0.257919 -0.257919
0.008384 0.078113
-0.015873 -0.015873
0.029186 0.029186
-0.062687 -0.062687
-0.025478 -0.025478
-0.01966 -0.016628
Date Open High Low Close Adj Close Volume
1/1/2020 7,925 8,300 7,800 7,825 6,890 152,007,900
2/1/2020 7,725 7,875 6,375 6,500 5,723 153,891,300
3/1/2020 6,600 7,300 5,000 6,350 5,591 255,782,500
4/1/2020 6,350 6,925 6,050 6,525 5,745 214,630,600
5/1/2020 6,525 6,750 5,225 5,750 5,063 267,950,100
6/1/2020 5,750 6,800 5,750 6,525 5,745 310,729,400
7/1/2020 6,500 6,800 6,350 6,450 5,679 254,386,900
8/1/2020 6,475 7,850 6,300 7,625 7,004 265,375,900
9/1/2020 7,600 8,000 7,000 7,150 6,567 219,215,700
10/1/2020 7,100 7,375 7,000 7,000 6,430 132,927,700
11/1/2020 7,000 7,425 6,825 7,100 6,521 283,087,900
12/1/2020 7,125 7,275 6,700 6,850 6,292 297,337,500
1/1/2021 6,850 7,025 6,050 6,050 5,557 267,417,900
2/1/2021 6,100 6,475 6,000 6,050 5,557 214,484,700
3/1/2021 6,100 6,825 6,050 6,600 6,062 273,509,800
4/1/2021 6,600 6,800 6,500 6,525 5,993 129,703,400
5/1/2021 6,525 6,650 6,125 6,350 5,833 123,430,200
6/1/2021 6,400 6,675 5,750 6,175 5,672 162,538,700
7/1/2021 6,300 6,700 6,075 6,075 5,580 174,739,500
8/1/2021 6,175 6,525 6,050 6,175 5,672 155,076,700
9/1/2021 6,275 6,575 6,100 6,350 5,833 153,214,800
10/1/2021 6,325 6,950 6,175 6,350 6,094 218,373,300
11/1/2021 6,325 6,650 6,200 6,300 6,046 209,962,400
12/1/2021 6,400 6,650 6,300 6,325 6,070 140,005,900
Ri Rm
Saham Individu (Ri) -0.006491
-0.169329 -0.169329 Regression β BMRI 0.905429
-0.023077 -0.023077 Market Return (Rm) -0.002324
0.027559 0.027559 Risk Free Rate (Rf) 3.50%
-0.118774 -0.118774 Cost of Equity = Rf + β*(Rm – Rf) 0.001206
0.134783 0.134783
-0.011494 -0.011494
0.182171 0.233147
-0.062295 -0.062295
-0.020979 -0.020979
0.014286 0.014286
-0.035211 -0.035211
-0.116788 -0.116788
0 0
0.090909 0.090909
-0.011364 -0.011364
-0.02682 -0.02682
-0.027559 -0.027559
-0.016194 -0.016194
0.016461 0.016461
0.02834 0.02834
0 0.04486
-0.007874 -0.007874
0.003968 0.003968
-0.006491 -0.002324
Date Open High Low Close Adj Close
1/1/2020 19,025 19,350 16,475 16,475 14,085
2/1/2020 16,550 17,975 14,550 14,925 12,760
3/1/2020 14,925 15,775 8,650 12,500 10,687
4/1/2020 12,500 13,900 10,200 11,650 9,960
5/1/2020 11,650 12,550 10,400 12,100 10,345
6/1/2020 12,100 14,250 11,625 11,800 10,088
7/1/2020 11,875 12,700 11,400 12,375 10,580
8/1/2020 12,425 12,475 11,600 11,875 10,152
9/1/2020 11,900 12,350 10,125 10,400 9,266
10/1/2020 10,600 12,500 10,500 12,225 10,893
11/1/2020 12,000 15,500 11,850 14,300 12,741
12/1/2020 14,650 15,200 13,200 14,475 12,897
1/1/2021 14,475 15,975 12,800 13,375 12,106
2/1/2021 13,350 14,600 12,300 12,500 11,314
3/1/2021 12,700 13,875 12,050 12,225 11,065
4/1/2021 12,225 13,225 11,900 12,850 11,631
5/1/2021 12,850 12,875 11,450 12,100 10,952
6/1/2021 12,500 12,700 10,300 10,300 9,323
7/1/2021 10,300 11,100 8,800 8,800 7,965
8/1/2021 8,950 11,450 8,825 11,250 10,682
9/1/2021 11,250 11,350 10,200 10,500 9,970
10/1/2021 10,425 11,975 9,900 11,825 11,228
11/1/2021 11,950 12,950 10,350 10,575 10,041
12/1/2021 10,525 12,500 10,450 12,100 11,489
Volume Ri Rm
39,071,800 Saham Individu (Ri) -0.006859749
33,022,600 -0.094082 -0.094082 Regression β BMRI 0.9485987896
62,184,800 -0.162479 -0.162479 Market Return (Rm) 99.81%
63,639,900 -0.068 -0.068 Risk Free Rate (Rf) 3.50%
78,411,400 0.038627 0.038627 Cost of Equity = Rf + β*(Rm – Rf) -0.051396792
77,537,300 -0.024793 -0.024793
92,634,800 0.048729 0.048729
84,536,000 -0.040404 -0.040404
73,255,000 -0.124211 -0.087257
50,820,800 0.175481 0.175481
80,348,000 0.169734 0.169734
89,840,000 0.012238 0.012238
110,905,100 -0.075993 -0.061352
53,733,000 -0.065421 -0.065421
87,923,800 -0.022 -0.022
51,558,400 0.051125 0.051125
32,274,100 -0.058366 -0.058366
58,385,200 -0.14876 -0.14876
78,114,000 -0.145631 -0.145631
66,771,000 0.278409 0.341076
42,087,100 -0.066667 -0.066667
116,028,300 0.12619 0.12619
88,212,200 -0.105708 -0.105708
100,309,200 0.144208 0.144208
-0.00686 -0.001892
Date Open High Low Close Adj Close Volume
1/1/2020 1,620 1,680 1,430 1,430 1,348 359,837,100
2/1/2020 1,410 1,490 1,175 1,220 1,150 441,323,900
3/1/2020 1,220 1,340 830 1,200 1,131 1,182,501,600
4/1/2020 1,200 1,500 1,085 1,440 1,358 1,146,748,900
5/1/2020 1,440 1,460 1,310 1,415 1,334 707,736,900
6/1/2020 1,415 1,520 1,320 1,460 1,376 635,977,300
7/1/2020 1,470 1,695 1,450 1,565 1,497 2,083,450,100
8/1/2020 1,575 1,640 1,470 1,580 1,511 790,818,700
9/1/2020 1,585 1,610 1,410 1,550 1,482 586,818,300
10/1/2020 1,600 1,650 1,515 1,525 1,458 498,413,600
11/1/2020 1,530 1,545 1,440 1,505 1,439 975,329,700
12/1/2020 1,505 1,590 1,455 1,480 1,415 999,311,700
1/1/2021 1,480 1,960 1,455 1,465 1,407 3,303,562,900
2/1/2021 1,450 1,610 1,420 1,470 1,411 1,040,953,200
3/1/2021 1,490 1,635 1,485 1,570 1,508 891,980,700
4/1/2021 1,570 1,580 1,440 1,440 1,383 369,476,600
5/1/2021 1,450 1,480 1,415 1,450 1,392 492,527,700
6/1/2021 1,455 1,525 1,280 1,400 1,344 850,085,400
7/1/2021 1,400 1,420 1,260 1,260 1,233 532,289,100
8/1/2021 1,280 1,395 1,240 1,345 1,316 699,788,600
9/1/2021 1,345 1,495 1,345 1,430 1,399 526,216,600
10/1/2021 1,430 1,610 1,355 1,600 1,566 1,084,153,700
11/1/2021 1,600 1,650 1,555 1,600 1,566 1,512,793,600
12/1/2021 1,605 1,635 1,545 1,615 1,580 758,672,000
Ri Rm
Saham Individu (Ri) 0.007727
-0.146853 -0.146853 Regression β BMRI 1.003982
-0.016393 -0.016393 Market Return (Rm) 0.93%
0.2 0.2 Risk Free Rate (Rf) 3.50%
-0.017361 -0.017361 Cost of Equity = Rf + β*(Rm – Rf) 0.009217
0.031802 0.031802
0.071918 0.087286
0.009585 0.009585
-0.018987 -0.018987
-0.016129 -0.016129
-0.013115 -0.013115
-0.016611 -0.016611
-0.010135 -0.006064
0.003413 0.003413
0.068027 0.068027
-0.082803 -0.082803
0.006944 0.006944
-0.034483 -0.034483
-0.1 -0.082822
0.06746 0.06746
0.063197 0.063197
0.118881 0.118881
0 0
0.009375 0.009375
0.007727 0.00932
Date Open High Low Close Adj Close Volume
1/1/2020 2,660 2,870 2,200 2,210 1,581 581,240,900
2/1/2020 2,180 2,510 2,160 2,240 1,603 432,746,300
3/1/2020 2,290 2,540 1,385 2,180 1,560 684,371,800
4/1/2020 2,120 2,250 1,770 1,875 1,341 390,591,200
5/1/2020 1,875 2,160 1,780 1,945 1,392 1,001,825,200
6/1/2020 1,945 2,510 1,945 2,020 1,445 2,561,096,200
7/1/2020 2,020 2,200 1,995 2,030 1,676 1,181,684,800
8/1/2020 2,030 2,170 1,895 2,040 1,684 692,750,900
9/1/2020 2,050 2,170 1,810 1,970 1,626 507,720,500
10/1/2020 1,980 2,080 1,950 1,960 1,618 372,752,600
11/1/2020 1,960 2,530 1,935 2,360 1,948 1,223,782,700
12/1/2020 2,400 3,180 2,320 2,810 2,319 1,566,414,800
1/1/2021 2,810 3,100 2,480 2,580 2,130 1,570,413,700
2/1/2021 2,590 2,760 2,400 2,710 2,237 921,378,500
3/1/2021 2,740 2,870 2,580 2,620 2,163 673,099,800
4/1/2021 2,650 2,720 2,340 2,370 1,956 457,100,100
5/1/2021 2,350 2,370 2,120 2,210 1,881 292,375,300
6/1/2021 2,240 2,370 1,995 2,000 1,703 524,985,600
7/1/2021 2,030 2,310 2,000 2,230 1,898 374,519,700
8/1/2021 2,250 2,390 2,070 2,110 1,796 496,536,400
9/1/2021 2,150 2,790 2,150 2,760 2,350 931,182,100
10/1/2021 2,760 3,000 2,560 2,680 2,281 1,317,570,700
11/1/2021 2,630 2,740 2,500 2,600 2,213 530,069,900
12/1/2021 2,580 2,830 2,580 2,710 2,307 549,977,800
Ri Rm
Saham Individu (Ri) 0.013831
0.013575 0.013575 Regression β BMRI 0.925415
-0.026786 -0.026786 Market Return (Rm) 0.021818
-0.139908 -0.139908 Risk Free Rate (Rf) 3.50%
0.037333 0.037333 Cost of Equity = Rf + β*(Rm – Rf) 0.022801
0.03856 0.03856
0.00495 0.159448
0.004926 0.004926
-0.034314 -0.034314
-0.005076 -0.005076
0.204082 0.204082
0.190678 0.190678
-0.081851 -0.08185
0.050388 0.050388
-0.03321 -0.03321
-0.09542 -0.09542
-0.067511 -0.03831
-0.095023 -0.095023
0.115 0.115
-0.053812 -0.053812
0.308057 0.308057
-0.028986 -0.028986
-0.029851 -0.029851
0.042308 0.042308
0.013831 0.021818
Date Open High Low Close Adj Close Volume
1/1/2020 2,120 2,180 1,855 1,870 1,781 247,950,100
2/1/2020 1,865 1,935 1,620 1,700 1,619 391,795,800
3/1/2020 1,685 1,795 815 840 800 816,458,200
4/1/2020 840 1,100 795 880 840 967,611,100
5/1/2020 880 900 720 760 725 1,219,265,100
6/1/2020 760 1,295 760 1,245 1,188 5,334,148,800
7/1/2020 1,250 1,365 1,220 1,265 1,207 1,713,274,300
8/1/2020 1,275 1,620 1,180 1,575 1,503 1,210,622,800
9/1/2020 1,530 1,600 1,130 1,200 1,145 1,091,182,800
10/1/2020 1,220 1,490 1,180 1,390 1,327 1,129,330,100
11/1/2020 1,375 1,770 1,370 1,645 1,570 1,415,141,600
12/1/2020 1,655 2,000 1,645 1,725 1,646 1,443,980,500
1/1/2021 1,725 1,950 1,515 1,570 1,498 1,017,910,900
2/1/2021 1,550 2,150 1,505 2,070 1,976 1,718,380,300
3/1/2021 2,100 2,180 1,705 1,720 1,642 1,046,716,100
4/1/2021 1,750 1,770 1,570 1,590 1,517 1,388,606,500
5/1/2021 1,600 1,660 1,525 1,635 1,560 589,374,600
6/1/2021 1,650 1,675 1,325 1,370 1,307 660,001,500
7/1/2021 1,380 1,410 1,220 1,315 1,255 627,110,300
8/1/2021 1,320 1,465 1,270 1,405 1,341 789,047,000
9/1/2021 1,420 1,475 1,320 1,420 1,355 521,322,600
10/1/2021 1,405 1,850 1,400 1,780 1,699 1,327,606,400
11/1/2021 1,795 1,880 1,690 1,710 1,632 815,955,100
12/1/2021 1,715 1,790 1,660 1,730 1,651 357,432,200
Ri Rm
Saham Individu (Ri) 0.020918
-0.090909 -0.090909 Regression β BMRI 0.99995
-0.505882 -0.505882 Market Return (Rm) 2.10%
0.047619 0.049569 Risk Free Rate (Rf) 3.50%
-0.136364 -0.136364 Cost of Equity = Rf + β*(Rm – Rf) 0.021003
0.638158 0.638158
0.016064 0.016064
0.245059 0.245059
-0.238095 -0.238095
0.158333 0.158333
0.183453 0.183453
0.048632 0.048632
-0.089855 -0.089855
0.318471 0.318471
-0.169082 -0.169082
-0.075581 -0.075581
0.028302 0.028302
-0.16208 -0.16208
-0.040146 -0.040146
0.068441 0.068441
0.010676 0.010676
0.253521 0.253521
-0.039326 -0.039326
0.011696 0.011696
0.020918 0.021002
Date Open High Low Close Adj Close Volume
1/1/2020 4,400 4,760 4,320 4,460 3,816 2,351,590,900
2/1/2020 4,460 4,690 3,910 4,190 3,585 2,435,595,500
3/1/2020 4,190 4,300 2,440 3,020 2,675 5,387,621,200
4/1/2020 3,010 3,240 2,560 2,730 2,418 5,683,052,300
5/1/2020 2,730 2,950 2,160 2,950 2,613 6,235,053,200
6/1/2020 2,950 3,370 2,800 3,030 2,684 5,568,797,700
7/1/2020 3,040 3,250 3,030 3,160 2,799 3,111,289,700
8/1/2020 3,170 3,820 2,970 3,510 3,109 3,445,986,500
9/1/2020 3,550 3,690 3,000 3,040 2,693 4,003,400,300
10/1/2020 3,090 3,400 3,060 3,360 2,976 2,782,132,900
11/1/2020 3,360 4,390 3,290 4,090 3,623 4,865,113,600
12/1/2020 4,130 4,450 3,950 4,170 3,693 2,856,556,400
1/1/2021 4,170 4,950 4,150 4,180 3,702 3,599,743,200
2/1/2021 4,180 4,870 3,960 4,710 4,172 2,715,917,800
3/1/2021 4,800 4,880 4,260 4,400 3,897 2,469,002,800
4/1/2021 4,350 4,460 4,050 4,050 3,587 2,752,110,600
5/1/2021 4,060 4,280 3,820 4,260 3,856 2,769,409,500
6/1/2021 4,350 4,390 3,860 3,940 3,566 3,325,217,700
7/1/2021 3,940 4,030 3,700 3,710 3,358 2,132,270,600
8/1/2021 3,770 4,090 3,482 3,573 3,234 2,290,574,201
9/1/2021 3,573 3,880 3,464 3,850 3,485 6,073,477,827
10/1/2021 3,850 4,460 3,830 4,250 3,847 4,745,652,300
11/1/2021 4,330 4,340 4,080 4,090 3,702 2,919,948,500
12/1/2021 4,090 4,250 4,050 4,110 3,720 2,371,759,500
Ri Rm
Saham Individu (Ri) 0.002073
-0.060538 -0.060538 Regression β BMRI 1.020961
-0.279236 -0.253766 Market Return (Rm) 0.42%
-0.096026 -0.096027 Risk Free Rate (Rf) 3.50%
0.080586 0.080586 Cost of Equity = Rf + β*(Rm – Rf) 0.003535
0.027119 0.027119
0.042904 0.042904
0.110759 0.11076
-0.133903 -0.133903
0.105263 0.105263
0.217262 0.217262
0.01956 0.01956
0.002398 0.002398
0.126794 0.126794
-0.065817 -0.065818
-0.079545 -0.079545
0.051852 0.074862
-0.075117 -0.075117
-0.058376 -0.058376
-0.037017 -0.037017
0.077627 0.077627
0.103896 0.103896
-0.037647 -0.037647
0.00489 0.00489
0.002073 0.004181
Date Open High Low Close Adj Close Volume
1/1/2020 7,850 7,875 7,100 7,200 6,528 396,134,700
2/1/2020 7,100 7,950 6,675 7,025 6,369 482,149,600
3/1/2020 6,950 7,050 2,970 3,820 3,464 1,491,008,200
4/1/2020 3,830 4,650 3,470 4,100 3,830 974,432,000
5/1/2020 4,100 4,100 3,270 3,830 3,578 1,035,969,700
6/1/2020 3,830 5,150 3,830 4,580 4,278 2,262,927,400
7/1/2020 4,600 4,860 4,510 4,600 4,297 1,042,761,700
8/1/2020 4,650 5,425 4,300 5,100 4,764 1,269,685,300
9/1/2020 5,150 5,375 4,310 4,440 4,147 1,340,867,500
10/1/2020 4,490 4,950 4,380 4,740 4,428 730,232,300
11/1/2020 4,700 6,375 4,590 6,000 5,605 1,697,437,600
12/1/2020 6,075 6,750 5,925 6,175 5,768 903,454,500
1/1/2021 6,175 6,675 5,450 5,550 5,184 934,270,000
2/1/2021 5,550 6,400 5,250 5,950 5,558 774,506,900
3/1/2021 6,000 6,375 5,550 5,725 5,348 637,976,900
4/1/2021 5,725 6,100 5,625 5,700 5,324 415,956,500
5/1/2021 5,700 5,775 5,150 5,400 5,083 410,996,800
6/1/2021 5,500 5,750 4,560 4,630 4,358 720,665,700
7/1/2021 4,630 5,250 4,560 4,780 4,499 567,312,500
8/1/2021 4,780 5,475 4,750 5,400 5,083 442,775,900
9/1/2021 5,400 5,500 5,025 5,375 5,059 422,104,300
10/1/2021 5,375 7,575 5,325 7,000 6,589 1,261,014,500
11/1/2021 7,025 7,275 6,725 6,800 6,401 670,971,900
12/1/2021 6,800 7,075 6,550 6,750 6,354 450,234,000
Ri Rm
Saham Individu (Ri) 0.009838
-0.024306 -0.024305 Regression β BMRI 0.994853
-0.456228 -0.456228 Market Return (Rm) 1.16%
0.073298 0.105762 Risk Free Rate (Rf) 3.50%
-0.065854 -0.065854 Cost of Equity = Rf + β*(Rm – Rf) 0.011686
0.195822 0.195823
0.004367 0.004367
0.108696 0.108696
-0.129412 -0.129412
0.067568 0.067567
0.265823 0.265823
0.029167 0.029167
-0.101215 -0.101215
0.072072 0.072072
-0.037815 -0.037815
-0.004367 -0.004367
-0.052632 -0.045354
-0.142593 -0.142593
0.032397 0.032397
0.129707 0.129707
-0.00463 -0.00463
0.302326 0.302326
-0.028571 -0.028571
-0.007353 -0.007353
0.009838 0.011566
Date Open High Low Close Adj Close Volume
1/1/2020 3,838 4,000 3,688 3,775 3,156 1,974,173,600
2/1/2020 3,700 4,025 3,275 3,638 3,041 2,232,867,200
3/1/2020 3,575 3,825 1,890 2,340 2,055 3,498,227,800
4/1/2020 2,325 2,800 2,000 2,230 1,958 3,137,682,800
5/1/2020 2,230 2,245 1,830 2,235 1,963 2,824,536,600
6/1/2020 2,235 2,725 2,215 2,475 2,173 3,937,606,200
7/1/2020 2,500 3,000 2,450 2,900 2,547 1,802,590,000
8/1/2020 2,925 3,175 2,725 2,975 2,613 1,960,545,400
9/1/2020 2,988 3,100 2,430 2,480 2,178 2,492,304,200
10/1/2020 2,500 2,925 2,490 2,888 2,536 1,767,891,000
11/1/2020 2,838 3,400 2,800 3,163 2,777 3,153,225,200
12/1/2020 3,163 3,438 3,100 3,163 2,777 2,169,395,400
1/1/2021 3,163 3,725 3,113 3,288 2,887 2,594,266,000
2/1/2021 3,325 3,400 3,050 3,075 2,700 2,383,024,400
3/1/2021 3,113 3,425 3,063 3,075 2,700 2,358,185,800
4/1/2021 3,125 3,275 2,975 3,088 2,804 1,620,743,800
5/1/2021 3,050 3,075 2,800 3,000 2,724 1,526,738,600
6/1/2021 3,000 3,175 2,838 2,950 2,679 1,968,827,600
7/1/2021 2,975 3,050 2,825 2,850 2,588 1,349,325,400
8/1/2021 2,888 3,088 2,813 3,050 2,770 1,452,176,000
9/1/2021 3,050 3,175 2,950 3,075 2,793 1,541,881,600
10/1/2021 3,075 3,663 3,025 3,588 3,258 2,592,267,200
11/1/2021 3,625 3,750 3,425 3,500 3,178 1,888,179,800
12/1/2021 3,500 3,675 3,475 3,513 3,190 1,233,945,400
Ri Rm
Saham Individu (Ri) 0.0037
- 0.0364 -0.0364238258 Regression β BMRI 1.037741 0.957824
- 0.3567 -0.3242134328 Market Return (Rm) 0.66%
- 0.0470 -0.0470086084 Risk Free Rate (Rf) 3.50%
0.0022 0.0022421555 Cost of Equity = Rf + β*(Rm – Rf) 0.005504
0.1074 0.1073826974 0.55%
0.1717 0.1717170471
0.0259 0.0258620078
- 0.1664 -0.1663865077
0.1643 0.1643145691
0.0952 0.0952381225
- 0
0.0395 0.0395256544
- 0.0646 -0.0646388259
- 0
0.0041 0.0383293737
- 0.0283 -0.0283400231
- 0.0167 -0.0166667337
- 0.0339 -0.0338982619
0.0702 0.0701754403
0.0082 0.0081967544
0.1667 0.1666666375
- 0.0244 -0.0243902676
0.0036 0.0035714432
0.0037 0.66%
 BI-7Day-RR
NO Tanggal BI-7Day-RR BI-7Day-RR
1 16 Desem3.50 % 3.50%
2 18 Novem3.50 % 3.50%
3 19 Oktobe3.50 % 3.50%
4 21 Septe 3.50 % 3.50%
5 19 Agustu3.50 % 3.50%
6 22 Juli 203.50 % 3.50%
7 17 Juni 2 3.50 % 3.50%
8 25 Mei 203.50 % 3.50%
9 20 April 3.50 % 3.50%
10 18 Maret 3.50 % 3.50%
11 18 Februa3.50 % 3.50%
12 21 Januar3.75 % 3.75%
13 17 Desem3.75 % 3.75%
14 19 Novem3.75 % 3.75%
15 13 Oktobe4.00 % 4.00%
16 17 Septe 4.00 % 4.00%
17 19 Agustu4.00 % 4.00%
18 16 Juli 204.00 % 4.00%
19 18 Juni 2 4.25 % 4.25%
20 19 Mei 204.50 % 4.50%
21 14 April 4.50 % 4.50%
22 19 Maret 4.50 % 4.50%
23 20 Februa4.75 % 4.75%
24 23 Januar5.00 % 5.00%
3.89%
 Market BBRI BBTN
Date Close Return Date Close Return Date Close
1/1/2020 5,940 0 1/1/2020 4,460 1/1/2020 1,870
2/1/2020 5,453 -0.08204 2/1/2020 4,190 -0.06054 2/1/2020 1,700
3/1/2020 4,539 -0.16758 3/1/2020 3,020 -0.27924 3/1/2020 840
4/1/2020 4,716 0.03910 4/1/2020 2,730 -0.09603 4/1/2020 880
5/1/2020 4,754 0.00789 5/1/2020 2,950 0.08059 5/1/2020 760
6/1/2020 4,905 0.03193 6/1/2020 3,030 0.02712 6/1/2020 1,245
7/1/2020 5,150 0.04979 7/1/2020 3,160 0.04290 7/1/2020 1,265
8/1/2020 5,238 0.01726 8/1/2020 3,510 0.11076 8/1/2020 1,575
9/1/2020 4,870 -0.07033 9/1/2020 3,040 -0.13390 9/1/2020 1,200
10/1/2020 5,128 0.05302 10/1/2020 3,360 0.10526 10/1/2020 1,390
11/1/2020 5,612 0.09442 11/1/2020 4,090 0.21726 11/1/2020 1,645
12/1/2020 5,979 0.06533 12/1/2020 4,170 0.01956 12/1/2020 1,725
1/1/2021 5,862 -0.01952 1/1/2021 4,180 0.00240 1/1/2021 1,570
2/1/2021 6,242 0.06473 2/1/2021 4,710 0.12679 2/1/2021 2,070
3/1/2021 5,986 -0.04106 3/1/2021 4,400 -0.06582 3/1/2021 1,720
4/1/2021 5,996 0.00169 4/1/2021 4,050 -0.07955 4/1/2021 1,590
5/1/2021 5,947 -0.00803 5/1/2021 4,260 0.05185 5/1/2021 1,635
6/1/2021 5,985 0.00639 6/1/2021 3,940 -0.07512 6/1/2021 1,370
7/1/2021 6,070 0.01413 7/1/2021 3,710 -0.05838 7/1/2021 1,315
8/1/2021 6,150 0.01322 8/1/2021 3,573 -0.03702 8/1/2021 1,405
9/1/2021 6,287 0.02222 9/1/2021 3,850 0.07763 9/1/2021 1,420
10/1/2021 6,591 0.04842 10/1/2021 4,250 0.10390 10/1/2021 1,780
11/1/2021 6,534 -0.00871 11/1/2021 4,090 -0.03765 11/1/2021 1,710
12/1/2021 6,581 0.00728 12/1/2021 4,110 0.00489 12/1/2021 1,730
1/1/2022 6,631 0.00755 1/1/2022 4,070 -0.00973 1/1/2022 1,690
2/1/2022 6,888 0.03876 2/1/2022 4,550 0.11794 2/1/2022 1,775
3/1/2022 7,071 0.02661 3/1/2022 4,660 0.02418 3/1/2022 1,715
4/1/2022 7,229 0.02227 4/1/2022 4,870 0.04506 4/1/2022 1,845
5/1/2022 7,149 -0.01106 5/1/2022 4,630 -0.04928 5/1/2022 1,700
6/1/2022 6,912 -0.03321 6/1/2022 4,150 -0.10367 6/1/2022 1,455
7/1/2022 6,951 0.00572 7/1/2022 4,360 0.05060 7/1/2022 1,470
8/1/2022 7,179 0.03272 8/1/2022 4,340 -0.00459 8/1/2022 1,505
9/1/2022 7,041 -0.01919 9/1/2022 4,490 0.03456 9/1/2022 1,485
10/1/2022 7,099 0.00825 10/1/2022 4,650 0.03563 10/1/2022 1,545
11/1/2022 7,081 -0.00248 11/1/2022 4,980 0.07097 11/1/2022 1,535
12/1/2022 6,851 -0.03258 12/1/2022 4,940 -0.00803 12/1/2022 1,350
Rata-rata Return Market 0.00508 Rata-rata Return BBRI 0.00718 Rata-rata Return BBTN
Rata-rata Return Market 0.51% Rata-rata Return BBRI 0.72% Rata-rata Return BBTN
Beta Saham BBRI 0.402243 Beta Saham BBTN
Return Expectasi BBRI 0.025497 Return Expectasi BBTN
2.55%

Risk Free 0.03924 Beta Saham BBRI 0.03924

 Risk Free 3.92 0.402243
Rf + B(ERM - RF) -0.03416
RF 0.0509 -0.013739
Beta 1.72 0.02550
ERM 0.0024 2.55%

1.7709 2.55%
-0.0485
-0.08588865
Beta Saham BBRI 0.66 Beta Saham BBTN
0.016693
1.67%
No Effisien
BBTN BMRI BBNI
Return Date Close Return Date Close Return
0 1/1/2020 3,775 0 1/1/2020 7,200 0
-0.09091 2/1/2020 3,638 -0.03642 2/1/2020 7,025 -0.02431
-0.50588 3/1/2020 2,340 -0.35670 3/1/2020 3,820 -0.45623
0.04762 4/1/2020 2,230 -0.04701 4/1/2020 4,100 0.07330
-0.13636 5/1/2020 2,235 0.00224 5/1/2020 3,830 -0.06585
0.63816 6/1/2020 2,475 0.10738 6/1/2020 4,580 0.19582
0.01606 7/1/2020 2,900 0.17172 7/1/2020 4,600 0.00437
0.24506 8/1/2020 2,975 0.02586 8/1/2020 5,100 0.10870
-0.23810 9/1/2020 2,480 -0.16639 9/1/2020 4,440 -0.12941
0.15833 10/1/2020 2,888 0.16431 10/1/2020 4,740 0.06757
0.18345 11/1/2020 3,163 0.09524 11/1/2020 6,000 0.26582
0.04863 12/1/2020 3,163 0.00000 12/1/2020 6,175 0.02917
-0.08986 1/1/2021 3,288 0.03953 1/1/2021 5,550 -0.10121
0.31847 2/1/2021 3,075 -0.06464 2/1/2021 5,950 0.07207
-0.16908 3/1/2021 3,075 0.00000 3/1/2021 5,725 -0.03782
-0.07558 4/1/2021 3,088 0.00407 4/1/2021 5,700 -0.00437
0.02830 5/1/2021 3,000 -0.02834 5/1/2021 5,400 -0.05263
-0.16208 6/1/2021 2,950 -0.01667 6/1/2021 4,630 -0.14259
-0.04015 7/1/2021 2,850 -0.03390 7/1/2021 4,780 0.03240
0.06844 8/1/2021 3,050 0.07018 8/1/2021 5,400 0.12971
0.01068 9/1/2021 3,075 0.00820 9/1/2021 5,375 -0.00463
0.25352 10/1/2021 3,588 0.16667 10/1/2021 7,000 0.30233
-0.03933 11/1/2021 3,500 -0.02439 11/1/2021 6,800 -0.02857
0.01170 12/1/2021 3,513 0.00357 12/1/2021 6,750 -0.00735
-0.02312 1/1/2022 3,738 0.06406 1/1/2022 7,325 0.08519
0.05030 2/1/2022 3,850 0.03010 2/1/2022 8,000 0.09215
-0.03380 3/1/2022 3,950 0.02597 3/1/2022 8,250 0.03125
0.07580 4/1/2022 4,475 0.13291 4/1/2022 9,225 0.11818
-0.07859 5/1/2022 4,250 -0.05028 5/1/2022 9,175 -0.00542
-0.14412 6/1/2022 3,963 -0.06765 6/1/2022 7,850 -0.14441
0.01031 7/1/2022 4,138 0.04416 7/1/2022 7,850 0.00000
0.02381 8/1/2022 4,425 0.06949 8/1/2022 8,525 0.08599
-0.01329 9/1/2022 4,713 0.06497 9/1/2022 8,975 0.05279
0.04040 10/1/2022 5,275 0.11936 10/1/2022 9,400 0.04735
-0.00647 11/1/2022 5,263 -0.00237 11/1/2022 9,900 0.05319
-0.12052 12/1/2022 4,963 -0.05701 12/1/2022 9,225 -0.06818
0.00727 Rata-rata Return BMRI 0.01273 Rata-rata Return BBNI 0.01595
0.73% Rata-rata Return BMRI 1.27% Rata-rata Return BBNI 1.595%
0.186581 Beta Saham BMRI 0.35313 Beta Saham BBNI 0.291537
0.032863 Return Expectasi BMRI 0.027175 Return Expectasi BBNI 0.029278
3.29% 2.72% 2.93%

0.0509
 0.75
-0.0045
-0.0554
-0.04155
0.0509
0.00935
0.94%

Beta Saham BMRI 0.58 Beta Saham BBNI 1.0

0.019425 0.00508
1.94% 0.51%
No Effisien Effisien
 TLKM Adhi TINS
Date Close Return Date Close Return Date
1/1/2020 3,800 0 1/1/2020 1,030 0 1/1/2020
2/1/2020 3,490 -0.08158 2/1/2020 755 -0.26699 2/1/2020
3/1/2020 3,160 -0.09456 3/1/2020 535 -0.29139 3/1/2020
4/1/2020 3,500 0.10759 4/1/2020 550 0.02804 4/1/2020
5/1/2020 3,150 -0.10000 5/1/2020 500 -0.09091 5/1/2020
6/1/2020 3,050 -0.03175 6/1/2020 610 0.22000 6/1/2020
7/1/2020 3,050 0.00000 7/1/2020 600 -0.01639 7/1/2020
8/1/2020 2,860 -0.06230 8/1/2020 595 -0.00833 8/1/2020
9/1/2020 2,560 -0.10490 9/1/2020 500 -0.15966 9/1/2020
10/1/2020 2,620 0.02344 10/1/2020 575 0.15000 10/1/2020
11/1/2020 3,230 0.23282 11/1/2020 1,090 0.89565 11/1/2020
12/1/2020 3,310 0.02477 12/1/2020 1,535 0.40826 12/1/2020
1/1/2021 3,110 -0.06042 1/1/2021 1,365 -0.11075 1/1/2021
2/1/2021 3,490 0.12219 2/1/2021 1,385 0.01465 2/1/2021
3/1/2021 3,420 -0.02006 3/1/2021 1,095 -0.20939 3/1/2021
4/1/2021 3,200 -0.06433 4/1/2021 1,155 0.05479 4/1/2021
5/1/2021 3,440 0.07500 5/1/2021 975 -0.15584 5/1/2021
6/1/2021 3,150 -0.08430 6/1/2021 755 -0.22564 6/1/2021
7/1/2021 3,240 0.02857 7/1/2021 685 -0.09272 7/1/2021
8/1/2021 3,400 0.04938 8/1/2021 735 0.07299 8/1/2021
9/1/2021 3,690 0.08529 9/1/2021 965 0.31293 9/1/2021
10/1/2021 3,800 0.02981 10/1/2021 1,050 0.08808 10/1/2021
11/1/2021 3,990 0.05000 11/1/2021 1,025 -0.02381 11/1/2021
12/1/2021 4,040 0.01253 12/1/2021 895 -0.12683 12/1/2021
1/1/2022 4,190 0.03713 1/1/2022 830 -0.07263 1/1/2022
2/1/2022 4,340 0.03580 2/1/2022 760 -0.08434 2/1/2022
3/1/2022 4,580 0.05530 3/1/2022 740 -0.02632 3/1/2022
4/1/2022 4,620 0.00873 4/1/2022 720 -0.02703 4/1/2022
5/1/2022 4,310 -0.06710 5/1/2022 725 0.00694 5/1/2022
6/1/2022 4,000 -0.07193 6/1/2022 770 0.06207 6/1/2022
7/1/2022 4,230 0.05750 7/1/2022 740 -0.03896 7/1/2022
8/1/2022 4,560 0.07801 8/1/2022 810 0.09459 8/1/2022
9/1/2022 4,460 -0.02193 9/1/2022 715 -0.11728 9/1/2022
10/1/2022 4,390 -0.01570 10/1/2022 555 -0.22378 10/1/2022
11/1/2022 4,040 -0.07973 11/1/2022 520 -0.06306 11/1/2022
12/1/2022 3,750 -0.07178 12/1/2022 484 -0.06923 12/1/2022
Rata-rata Return TLKM 0.00226 Rata-rata Return Adhikarya -0.00256 Rata-rata Return TINS
Rata-rata Return TLKM 0.23% Rata-rata Return Adhikarya -0.26% Rata-rata Return TINS
Beta Saham TLKM 0.412497 Beta Saham Adhikarya 0.142482 Beta Saham TINS
Return Expectasi TLKM 0.025147 Return Expectasi Adhikarya 0.034369 Return Expectasi TINS
2.51% 3.44%
Beta Saham TLKM 0.2 Beta Saham Adhikarya 1.6
0.032405 -0.01541
3.24% -1.54%
Effisien
 TINS
Close Return
710 0
575 -0.19014
428 -0.25565
466 0.08879
444 -0.04721
595 0.34009
760 0.27731
795 0.04605
675 -0.15094
830 0.22963
1,070 0.28916
1,485 0.38785
1,690 0.13805
2,220 0.31361
1,615 -0.27252
1,730 0.07121
1,600 -0.07514
1,490 -0.06875
1,665 0.11745
1,525 -0.08408
1,510 -0.00984
1,590 0.05298
1,580 -0.00629
1,455 -0.07911
1,380 -0.05155
1,590 0.15217
1,820 0.14465
1,855 0.01923
1,900 0.02426
1,450 -0.23684
1,460 0.00690
1,495 0.02397
1,335 -0.10702
1,355 0.01498
1,225 -0.09594
1,170 -0.04490
Rata-rata Return TINS 0.02673
Rata-rata Return TINS 2.67%
Beta Saham TINS 0.221133
Return Expectasi TINS 0.031683
3.17%
 BI-7Day-RR
NO Tanggal BI-7Day-RR
1 22 Desember 2022 5.50 % 5.50
2 17 November 2022 5.25 % 5.25
3 20 Oktober 2022 4.75 % 4.75
4 22 September 2022 4.25 % 4.25
5 23 Agustus 2022 3.75 % 3.75
6 21 Juli 2022 3.50 % 3.50
7 23 Juni 2022 3.50 % 3.50
8 24 Mei 2022 3.50 % 3.50
9 19 April 2022 3.50 % 3.50
10 17 Maret 2022 3.50 % 3.50
11 10 Februari 2022 3.50 % 3.50
12 20 Januari 2022 3.50 % 3.50
13 16 Desember 2021 3.50 % 3.50
14 18 November 2021 3.50 % 3.50
15 19 Oktober 2021 3.50 % 3.50
16 21 September 2021 3.50 % 3.50
17 19 Agustus 2021 3.50 % 3.50
18 22 Juli 2021 3.50 % 3.50
19 17 Juni 2021 3.50 % 3.50
20 25 Mei 2021 3.50 % 3.50
21 20 April 2021 3.50 % 3.50
22 18 Maret 2021 3.50 % 3.50
23 18 Februari 2021 3.50 % 3.50
24 21 Januari 2021 3.75 % 3.75
25 17 Desember 2020 3.75 % 3.75
26 19 November 2020 3.75 % 3.75
27 13 Oktober 2020 4.00 % 4.00
28 17 September 2020 4.00 % 4.00
29 19 Agustus 2020 4.00 % 4.00
30 16 Juli 2020 4.00 % 4.00
31 18 Juni 2020 4.25 % 4.25
32 19 Mei 2020 4.50 % 4.50
33 14 April 2020 4.50 % 4.50
34 19 Maret 2020 4.50 % 4.50
35 20 Februari 2020 4.75 % 4.75
36 23 Januari 2020 5.00 % 5.00
Rata-rata BI 7Day 3.92 3.92 0.0392
Maksimal 5.50
Minimal 3.50