Data Series -- data memiliki waktu

Harga Penutupan Saham dari 3 Emiten Rumus return ( Harga skrg-harga sebelumny
Date
AALI MGRO SGRO Return_AALI
1/3/2022 9,575 860 1,995 (1 = untung, 0=ga untung)
1/4/2022 9,575 855 2,000 0.000000 0
1/5/2022 9,575 845 2,000 0.000000 0
1/6/2022 9,675 840 1,990 0.010444 1
1/7/2022 9,950 845 2,060 0.028424 1
1/10/2022 9,875 835 2,040 -0.007538 0
1/11/2022 10,125 825 2,030 0.025316 1

1/12/2022 9,875 840 2,050 -0.024691 0

1/13/2022 9,925 850 2,050 0.005063 1
1/14/2022 9,975 840 2,030 0.005038 1
1/17/2022 9,800 850 2,010 -0.017544 0
1/18/2022 9,675 845 1,995 -0.012755 0
1/19/2022 9,700 850 2,000 0.002584 1
1/20/2022 9,825 855 2,020 0.012887 1

1/21/2022 9,925 840 2,010

0.010178 1
1/24/2022 9,875 850 2,010 -0.005038 0
1/25/2022 9,575 845 2,000 -0.030380 0
1/26/2022 9,800 845 2,000 0.023499 1
1/27/2022 9,725 850 1,990 -0.007653 0
1/28/2022 9,675 850 2,000 -0.005141 0
1/31/2022 9,900 865 2,000 0.023256 1
2/2/2022 9,850 880 1,995 -0.005051 0
2/3/2022 9,775 875 2,030 -0.007614 0
2/4/2022 9,725 875 2,020 -0.005115 0
2/7/2022 9,850 860 2,010 0.012853 1
2/8/2022 9,950 860 2,010 0.010152 1
2/9/2022 9,875 865 2,000 -0.007538 0
2/10/2022 9,975 875 2,010 0.010127 1
2/11/2022 10,075 875 2,010 0.010025 1
2/14/2022 10,300 875 2,010 0.022333 1
2/15/2022 10,900 885 2,040 0.058252 1
2/16/2022 11,000 870 2,040 0.009174 1
2/17/2022 11,000 880 2,060 0.000000 0
2/18/2022 11,400 880 2,110 0.036364 1
2/21/2022 11,250 885 2,160 -0.013158 0
2/22/2022 11,100 855 2,130 -0.013333 0
2/23/2022 11,475 855 2,160 0.033784 1
2/24/2022 11,600 880 2,200 0.010893 1
2/25/2022 11,350 880 2,160 -0.021552 0
3/1/2022 11,775 925 2,200 0.037445 1
3/2/2022 12,300 910 2,210 0.044586 1
3/4/2022 12,625 910 2,230 0.026423 1
3/7/2022 12,350 905 2,200 -0.021782 0
3/8/2022 11,650 895 2,090 -0.056680 0
3/9/2022 12,000 875 2,090 0.030043 1
3/10/2022 11,675 875 2,060 -0.027083 0
3/11/2022 11,750 885 2,080 0.006424 1
3/14/2022 11,900 875 2,080 0.012766 1
3/15/2022 11,650 865 1,995 -0.021008 0
3/16/2022 12,150 880 2,060 0.042918 1
3/17/2022 12,150 895 2,090 0.000000 0
3/18/2022 12,000 900 2,080 -0.012346 0
3/21/2022 11,900 880 2,050 -0.008333 0
3/22/2022 12,350 885 2,090 0.037815 1
3/23/2022 12,550 880 2,090 0.016194 1
3/24/2022 12,475 880 2,110 -0.005976 0
3/25/2022 12,700 880 2,100 0.018036 1
3/28/2022 12,950 880 2,100 0.019685 1
3/29/2022 12,350 880 2,190 -0.046332 0
3/30/2022 12,375 890 2,280 0.002024 1
3/31/2022 12,550 885 2,250 0.014141 1
4/1/2022 12,300 885 2,250 -0.019920 0
4/4/2022 12,525 880 2,220 0.018293 1
4/5/2022 12,650 870 2,210 0.009980 1
4/6/2022 12,425 875 2,170 -0.017787 0
4/7/2022 12,375 870 2,170 -0.004024 0
4/8/2022 12,750 875 2,340 0.030303 1
4/11/2022 12,675 895 2,430 -0.005882 0
4/12/2022 13,000 905 2,420 0.025641 1
4/13/2022 12,825 910 2,370 -0.013462 0
4/14/2022 12,875 895 2,390 0.003899 1
4/18/2022 13,050 895 2,420 0.013592 1
4/19/2022 12,625 895 2,410 -0.032567 0
4/20/2022 12,425 895 2,400 -0.015842 0
4/21/2022 12,975 895 2,430 0.044266 1
4/22/2022 13,150 890 2,410 0.013487 1
4/25/2022 12,250 890 2,350 -0.068441 0
4/26/2022 12,625 880 2,350 0.030612 1
4/27/2022 12,875 895 2,230 0.019802 1
4/28/2022 12,500 895 2,230 -0.029126 0
 5/9/2022 12,000 890 2,210 -0.040000 0
5/10/2022 11,800 870 2,310 -0.016667 0
5/11/2022 12,250 870 2,260 0.038136 1
5/12/2022 12,100 865 2,260 -0.012245 0
5/13/2022 12,175 875 2,280 0.006198 1
5/17/2022 12,025 890 2,270 -0.012320 0
5/18/2022 11,950 890 2,240 -0.006237 0
5/19/2022 12,200 880 2,230 0.020921 1
5/20/2022 12,925 880 2,290 0.059426 1
5/23/2022 12,325 885 2,260 -0.046422 0
5/24/2022 12,250 895 2,250 -0.006085 0
5/25/2022 12,000 890 2,290 -0.020408 0
5/27/2022 12,225 890 2,290 0.018750 1
5/30/2022 12,350 895 2,300 0.010225 1
5/31/2022 12,000 890 2,290 -0.028340 0
6/2/2022 11,875 900 2,300 -0.010417 0
6/3/2022 11,875 885 2,300 0.000000 0
6/6/2022 11,800 880 2,340 -0.006316 0
6/7/2022 12,050 870 2,340 0.021186 1
6/8/2022 12,050 850 2,240 0.000000 0
6/9/2022 11,475 835 2,230 -0.047718 0
6/10/2022 11,000 850 2,190 -0.041394 0
6/13/2022 10,825 860 2,110 -0.015909 0
6/14/2022 10,775 870 2,130 -0.004619 0
6/15/2022 10,425 885 2,110 -0.032483 0
6/16/2022 10,175 900 2,150 -0.023981 0
6/17/2022 10,050 885 2,120 -0.012285 0
6/20/2022 9,675 890 2,080 -0.037313 0
6/21/2022 9,900 880 2,050 0.023256 1
6/22/2022 9,750 890 2,090 -0.015152 0
6/23/2022 9,725 885 2,080 -0.002564 0
6/24/2022 9,800 885 2,100 0.007712 1
6/27/2022 9,725 890 2,070 -0.007653 0
6/28/2022 9,650 885 2,080 -0.007712 0
6/29/2022 9,650 900 2,120 0.000000 0

Tahap 1 52
AALI MGRO SGRO Return_AALI 46%
Rata-rata 11,304 876 2,153 0.000350
stdev 1,192 19.37 129.06 0.023811
Minimum 9,575 825 1,990 -0.06844
Maximum 13,150 925 2,430 0.059426

MGRO memiiki flukuasi harga yang lebih rendah

dibanding AALI dan SGRO
Tahap 2 -- menghitung perilaku Return (untung/rugi)
n ( Harga skrg-harga sebelumnya)/harga sebelumnya

Return_MGRO Return_SGRO
(1 = untung, 0=ga untung) (1 = untung, 0=ga untung)
-0.005814 0 0.002506 1
-0.011696 0 0.000000 0
-0.005917 0 -0.005000 0
0.005952 1 0.035176 1
-0.011834 0 -0.009709 0
-0.011976 0 -0.004902 0

0.018182 1 0.009852 1
0.011905 1 0.000000 0
-0.011765 0 -0.009756 0
0.011905 1 -0.009852 0
-0.005882 0 -0.007463 0
0.005917 1 0.002506 1
0.005882 1 0.010000 1

-0.017544 0 -0.004950 0
0.011905 1 0.000000 0
-0.005882 0 -0.004975 0
0.000000 0 0.000000 0
0.005917 1 -0.005000 0
0.000000 0 0.005025 1
0.017647 1 0.000000 0
0.017341 1 -0.002500 0
-0.005682 0 0.017544 1
0.000000 0 -0.004926 0
-0.017143 0 -0.004950 0
0.000000 0 0.000000 0
0.005814 1 -0.004975 0
0.011561 1 0.005000 1
0.000000 0 0.000000 0
0.000000 0 0.000000 0
0.011429 1 0.014925 1
-0.016949 0 0.000000 0
0.011494 1 0.009804 1
 0.000000 0 0.024272 1
0.005682 1 0.023697 1
-0.033898 0 -0.013889 0
0.000000 0 0.014085 1
0.029240 1 0.018519 1
0.000000 0 -0.018182 0
0.051136 1 0.018519 1
-0.016216 0 0.004545 1
0.000000 0 0.009050 1
-0.005495 0 -0.013453 0
-0.011050 0 -0.050000 0
-0.022346 0 0.000000 0
0.000000 0 -0.014354 0
0.011429 1 0.009709 1
-0.011299 0 0.000000 0
-0.011429 0 -0.040865 0
0.017341 1 0.032581 1
0.017045 1 0.014563 1
0.005587 1 -0.004785 0
-0.022222 0 -0.014423 0
0.005682 1 0.019512 1
-0.005650 0 0.000000 0
0.000000 0 0.009569 1
0.000000 0 -0.004739 0
0.000000 0 0.000000 0
0.000000 0 0.042857 1
0.011364 1 0.041096 1
-0.005618 0 -0.013158 0
0.000000 0 0.000000 0
-0.005650 0 -0.013333 0
-0.011364 0 -0.004505 0
0.005747 1 -0.018100 0
-0.005714 0 0.000000 0
0.005747 1 0.078341 1
0.022857 1 0.038462 1
0.011173 1 -0.004115 0
0.005525 1 -0.020661 0
-0.016484 0 0.008439 1
0.000000 0 0.012552 1
0.000000 0 -0.004132 0
0.000000 0 -0.004149 0
0.000000 0 0.012500 1
-0.005587 0 -0.008230 0
0.000000 0 -0.024896 0
-0.011236 0 0.000000 0
0.017045 1 -0.051064 0
0.000000 0 0.000000 0
 -0.005587 0 -0.008969 0
-0.022472 0 0.045249 1
0.000000 0 -0.021645 0
-0.005747 0 0.000000 0
0.011561 1 0.008850 1
0.017143 1 -0.004386 0
0.000000 0 -0.013216 0
-0.011236 0 -0.004464 0
0.000000 0 0.026906 1
0.005682 1 -0.013100 0
0.011299 1 -0.004425 0
-0.005587 0 0.017778 1
0.000000 0 0.000000 0
0.005618 1 0.004367 1
-0.005587 0 -0.004348 0
0.011236 1 0.004367 1
-0.016667 0 0.000000 0
-0.005650 0 0.017391 1
-0.011364 0 0.000000 0
-0.022989 0 -0.042735 0
-0.017647 0 -0.004464 0
0.017964 1 -0.017937 0
0.011765 1 -0.036530 0
0.011628 1 0.009479 1
0.017241 1 -0.009390 0
0.016949 1 0.018957 1
-0.016667 0 -0.013953 0
0.005650 1 -0.018868 0
-0.011236 0 -0.014423 0
0.011364 1 0.019512 1
-0.005618 0 -0.004785 0
0.000000 0 0.009615 1
0.005650 1 -0.014286 0
-0.005618 0 0.004831 1
0.016949 1 0.019231 1

44 42
Return_MGRO 39% Return_SGRO 37%
0.000475 0.000700
0.012407 0.018409
-0.03390 -0.05106
0.051136 0.078341
Melia memiliki uang 10 Juta
Mau Investasi di Saham AALI
Ada tiga pilihan Saham
14,000 yang menarik
Pertanyaan : Saham mana yang akan dipilih Melia????

Tahap Pertama : 12,000

Hitung Mean (rata-rata) , Stdev, Min, Max
Mean - untuk ukuran pemusatan (data banyak berkumpul)
10,000
stdev - untuk penyebaran data, semakin besar stdev artinya
data tersebut semakin sebaran luas dan sulit menemukan
8,000
titik kumpul (titik berpusatnya data)

6,000

Contoh A
rata-rata nilai ujian
4,000 89.5
stdev 0.5
2,000
kelas A memiliki homogenitas
data yang mirip disekitaran 89.5.
artinya - Dengan kata lain nilai 89.5 merata
1/3/2022 2/3/2022 3/3/2022
hampir sama semua 4/3/2022
murid di 5/3/2022 6/3/2
kelas A

Harga Saham
14,000

12,000

10,000

8,000

6,000

4,000

2,000

-
1/3/2022 2/3/2022 3/3/2022 4/3/2022 5/3/2022 6/3/2022

AALI MGRO SGRO

4,000

2,000

-
1/3/2022 2/3/2022 3/3/2022 4/3/2022 5/3/2022 6/3/2022

AALI MGRO SGRO

 12,000

10,000

8,000
0.000800 0.030000

6,000 0.000700
0.000700
0.025000

0.000600
4,000
0.020000
0.000500
0.000475
2,000
Return

Stdev)

0.000400 0.015000
0.000350
-
0.000300 AALI MGRO
0.010000
Rata-rata
0.000200
 4,000
0.020000
0.000500
0.000475
2,000

Return

Stdev)
0.000400 0.015000
0.000350
-
0.000300 AALI MGRO
0.010000
Rata-rata
0.000200

0.005000
0.000100

- -
Return_AALI 0.456140350877193 Return_MGRO 0.385964912280702 Return_SGRO
 MGRO
940

920

900

880

860

840
B
90 820
25
800
kelas B memiliki heterogenitas data
yang tinggi (karena stdev besar).
Begitu besar variasi nilai di Kelas B. 780
022 Dnegan kata lain nilai tidak
5/3/2022 merata ,
6/3/2022
bahkan ada yang nilai extreem 760
terendah dan tertinggi 1/3/2022 2/3/2022 3/3/2022 4/3/2022

5/3/2022 6/3/2022
5/3/2022 6/3/2022
 0.030000

0.000700
0.025000

0.020000
Stdev)

0.015000

AALI MGRO SGRO

0.010000
Rata-rata stdev
 0.020000

Stdev)
0.015000

AALI MGRO SGRO

0.010000
Rata-rata stdev

0.005000

-
Return_SGRO
MGRO

3,000

2,500

2,000

1,500

1,000

500

4/3/2022 5/3/2022 6/3/2022

-
1/3/2022 2/3/2022
 SGRO

2022 2/3/2022 3/3/2022 4/3/2022 5/3/2022 6/3/2022

6/3/2022
 Return_AALI Return_MGRO Return_SGRO 0.000800
Rata-rata 0.0350% 0.0475% 0.0700%
stdev (risk) 2.3811% 1.2407% 1.8409% 0.000700
Min -6.8441% -3.3898% -5.1064%
Max 5.9426% 5.1136% 7.8341% 0.000600

Emilia memutuskan untuk menginvestasikan 10 juta 0.000500

Pilihan pertama risk taker -- SGRO -- high risk high retun

Return
Pilihan kedua (aman) -- MGRO -- return tidak besar, dan risiko kecil 0.000400
0.000350

0.000300

0.000200

0.000100

-
Return_AALI 0.456140350877193 R
 0.030000

0.000700
0.025000

0.020000
0.000475

Stdev)
0.015000
000350

0.010000

0.005000

-
urn_AALI 0.456140350877193 Return_MGRO 0.385964912280702 Return_SGRO