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Kode Nama Perusahaan Tanggal Publish IHSI 2010 2010 t-6 t-5
Kode Nama Perusahaan Tanggal Publish IHSI 2010 2010 t-6 t-5
IHSG 2010
t-4 t-3 t-2 t-1 t0 t1 t2 t3
E(Rit)2010
t4 t5 1 2 3 4 5
E(Rit)2010
6 7 8 9 10 11
rata-rata AR After
kode Nama Perusahaan tanggal publish
2011 t-6
1,760.00 1,770.00 1,770.00 1,780.00 1,780.00 1,780.00 1,770.00 1,790.00 1,780.00 1,770.00
5,050.00 5,000.00 4,975.00 4,925.00 4,900.00 4,875.00 4,875.00 4,825.00 4,825.00 4,825.00
14,600.06 14,649.99 14,800.03 14,750.09 14,900.01 15,200.08 15,250.01 15,800.10 16,550.03 16,500.10
5,950.00 5,950.00 6,000.00 5,900.00 5,900.00 5,750.00 6,200.00 6,200.00 6,200.00 6,250.00
14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,100.01 14,700.00 14,700.00
3,075.00 3,425.00 3,400.00 3,350.00 3,325.00 3,475.00 3,450.00 3,450.00 3,425.00 3,400.00
IHSG 2011
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4
4,028.54 4,024.73 4,022.17 4,036.23 4,041.56 4,031.71 4,079.38 4,090.57 4,105.17 4,121.55
4,008.64 4,054.33 4,039.98 4,028.54 4,024.73 4,022.17 4,036.23 4,041.56 4,031.71 4,079.38
3,894.56 3,861.02 3,903.56 3,985.21 3,962.29 4,004.87 3,984.90 3,967.08 3,942.52 3,967.67
4,154.07 4,149.80 4,130.01 4,139.54 4,159.28 4,028.54 4,157.37 4,166.24 4,163.72 4,181.37
4,155.49 4,170.35 4,163.64 4,180.31 4,163.98 4,180.73 4,195.98 4,219.29 4,224.00 4,216.68
4,041.56 4,031.71 4,079.38 4,090.57 4,105.17 4,121.55 4,166.07 4,215.44 4,134.04 4,166.37
E(Rit)2011
t5 1 2 3 4 5 6 7 8
9 10 11
2,500.00 2,475.00 2,500.00 2,525.00 2,500.00 2,500.00 2,525.00 2,550.00 2,550.00 2,525.00
7,750.00 7,400.00 7,250.00 7,500.00 7,400.00 7,450.00 7,350.00 7,200.00 7,350.00 7,350.00
26,200.02 26,200.02 27,000.13 27,100.11 27,100.11 26,500.09 27,150.04 27,150.04 28,000.08 29,500.07
6,700.00 6,700.00 6,700.00 6,700.00 6,700.00 6,750.00 6,700.00 6,700.00 6,700.00 6,700.00
10,999.99 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00 11,100.00
9,000.00 8,800.00 8,850.00 8,800.00 8,900.00 9,100.00 9,200.00 9,450.00 9,450.00 9,300.00
IHSG 2012
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4
4,822.63 4,831.50 4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25
4,835.44 4,786.37 4,819.32 4,802.83 4,822.63 4,831.50 4,802.67 4,723.16 4,777.90 4,842.52
4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25 4,981.47 4,922.61 4,926.07
4,831.50 4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25 4,981.47
4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25 4,981.47 4,922.61
4,822.63 4,831.50 4,802.67 4,723.16 4,777.90 4,842.52 4,928.10 4,940.99 4,937.58 4,957.25
E(Rit)2012
t5 1 2 3 4 5 6 7 8
- (0.0098) (0.0099)
0.0208 - 0.0272
0.0313 0.0536 0.0203
- - -
- - 0.0991
- (0.0159) 0.0054
9 10 11
3,700.00 3,615.00 3,770.00 3,770.00 3,800.00 4,000.00 4,000.00 4,050.00 4,250.00 4,250.00
7,750.00 7,675.00 7,500.00 7,475.00 7,225.00 7,325.00 7,050.00 7,025.00 7,075.00 7,250.00
30,000.00 30,000.00 30,000.00 30,250.00 30,000.00 30,000.00 30,000.00 30,075.00 30,000.00 30,300.00
6,825.00 6,900.00 6,900.00 6,800.00 6,825.00 6,875.00 7,150.00 7,150.00 6,850.00 6,900.00
2,400.00 2,500.00 2,500.00 2,500.00 2,500.00 2,500.00 2,500.00 2,500.00 2,490.00 2,425.00
1,535.00 1,520.00 1,535.00 1,535.00 1,510.00 1,435.00 1,410.00 1,410.00 1,445.00 1,425.00
IHSG 2013
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4
4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32 4,857.94
4,878.64 4,876.19 4,805.61 4,821.46 4,698.97 4,700.21 4,720.42 4,703.09 4,728.24 4,723.06
4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32 4,857.94
4,698.97 4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32
4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32 4,857.94
4,698.97 4,700.21 4,720.42 4,703.09 4,728.24 4,723.06 4,768.28 4,873.93 4,870.21 4,891.32
(0.0273) 0.0465 (0.0053) 0.0091 0.0431 (0.0222) 0.0133 0.0450 0.0068 (0.0130)
(0.0092) (0.0083) (0.0066) (0.0080) 0.0136 (0.0418) 0.0001 0.0018 0.0258 (0.0027)
(0.0043) 0.0037 0.0030 (0.0072) (0.0096) (0.0222) 0.0033 (0.0068) 0.0168 (0.0262)
0.0107 (0.0043) (0.0108) (0.0017) 0.0084 0.0304 (0.0222) (0.0412) 0.0030 0.0068
0.0374 0.0037 (0.0053) 0.0011 (0.0096) (0.0222) 0.0008 (0.0083) (0.0193) (0.0130)
(0.0100) 0.0056 0.0037 (0.0216) (0.0486) (0.0270) (0.0222) 0.0256 (0.0182) 0.0068
Rit 2013
t5 1 2 3 4 5 6 7 8
E(Rit)2013
t5 1 2 3 4 5 6 7 8
0.0494 - -
0.0071 0.0247 0.0069
(0.0025) 0.0100 (0.0132)
(0.0420) 0.0073 -
(0.0040) (0.0261) -
0.0248 (0.0138) -
9 10 11
4,650.00 4,565.00 4,525.00 4,480.00 4,500.00 4,450.00 4,395.00 4,405.00 4,405.00 4,450.00
7,400.00 7,425.00 7,400.00 7,475.00 7,425.00 7,400.00 7,475.00 7,425.00 7,375.00 7,425.00
29,000.00 28,725.00 28,725.00 28,925.00 28,900.00 29,000.00 28,900.00 28,900.00 28,850.00 28,850.00
6,400.00 6,400.00 6,325.00 6,300.00 6,275.00 6,400.00 6,500.00 6,475.00 6,475.00 6,450.00
1,590.00 1,615.00 1,610.00 1,585.00 1,590.00 1,600.00 1,620.00 1,615.00 1,615.00 1,615.00
825.00 810.00 820.00 870.00 880.00 900.00 885.00 860.00 885.00 870.00
IHSG 2014
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3 t4
5,447.65 5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40 5,480.03 5,523.29
5,435.27 5,439.15 5,413.15 5,453.85 5,443.06 5,437.10 5,447.65 5,405.49 5,368.80 5,396.85
5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40 5,480.03 5,523.29 5,486.58
5,443.06 5,437.10 5,447.65 5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40
5,437.10 5,447.65 5,405.49 5,368.80 5,396.85 5,438.66 5,518.67 5,466.87 5,456.40 5,480.03
5,400.10 5,403.28 5,417.31 5,445.11 5,454.80 5,450.29 5,477.83 5,474.62 5,448.06 5,450.95
E(Rit)2014
t5 1 2 3 4 5 6 7 8
- 0.0102 0.0180
(0.0067) 0.0068 0.0067
(0.0017) - -
- (0.0039) -
- - (0.0093)
0.0291 (0.0169) 0.0057
9 10 11
IHSG 2015
t-5 t-4 t-3 t-2 t-1 t0 t1 t2 t3
E(Rit)2012
t4 t5 1 2 3 4 5 6 7
2
8 9 10 11
1. TVA:
TVA=
t-4 t-3 t-2 t-1 t1 t2
t2 t3 t4 t5 tva after
t2 t3 t4 t5 tva after
t2 t3 t4 t5 tva after
t2 t3 t4 t5 tva after
t1 t2 t3 t4 t5 tva after
t1 t2 t3 t4 t5 tva after
idAA- idAA 4 4 4 4 4 3
idAA+ idAA+ 2 2 2 2 2 2
idAA- idAA- 4 4 4 4 4 4
idAA- idAA- 4 4 4 3 4 4
idAA idAA 3 3 3 3 3 3
idA+ idA 8 6 6 5 5 6
0.0064 -0.0426
0.0127 0.0191
-0.0105 -0.0167
-0.0109 0.0351
0.0013 0.0020
-0.0028 -0.0175
0.0013 0.0020
0.0133 -0.0059
-0.0088 0.0020
-0.0064 -0.0426
0.0012 -0.0052
0.0982 -0.0078
0.0012 0.0038
-0.0017 0.0109
-0.0039 -0.0140
0.0013 0.0020
0.0032 -0.0114
-0.0060 -0.0052
0.0032 -0.0204
-0.0130 0.0012
0.0185 -0.0114
0.0012 0.0038
0.0317 0.0265
-0.0135 -0.0035
-0.0138 -0.0007
0.0135 0.0222
0.0064 -0.0098
0.0032 -0.0204
-0.0451 -0.0119
-0.0043 0.0107
-0.0139 -0.0174
-0.0151 -0.0035
0.0027 0.0083
0.0200 0.0463
0.0062 -0.0036
0.0069 -0.0180
0.0066 0.0086
-0.0213 -0.0116
0.0120 0.0405
0.0010 -0.0021
-0.0036 -0.0056
0.1163 -0.0119
0.0006 -0.0092
-0.0015 0.0024
-0.0008 0.0537
0.0132 0.0006
0.0016 0.0414
-0.0191 0.0121
0.0022 -0.0096
-0.0072 -0.0118
-0.0243 -0.0094
-0.0190 0.0038
-0.0040 0.0017
-0.0174 -0.0151
-0.0013 -0.0052
-0.0041 0.0024
0.0159 -0.0030
-0.0048 0.0062
0.0039 0.0137
-0.0110 0.0250
-0.0041 -0.0077
0.0104 -0.0075
0.0242 0.0205
-0.0092 -0.0100
0.0060 0.0007
-0.0096 -0.0067
-0.0118 0.0073
-0.0350 -0.0039
-0.0116 -0.0049
0.0060 0.0007
0.0256 -0.0040
-0.0241 0.0246
0.0161 0.0007
-0.0272 0.0092
0.0170 0.0431
0.0166 -0.0040
-0.0116 -0.0049
0.0116 0.0007
0.0266 -0.0138
0.0379 -0.0135
-0.0140 0.0529
-0.0116 -0.0049
-0.0135 0.0118
0.0109 -0.0199
-0.0215 -0.0148
-0.0175 0.0095
-0.0026 0.0261
-0.0135 0.0118
-0.0177 0.0984
-0.0002 0.0005
0.0134 -0.0222
-0.0258 -0.0418
-0.0003 -0.0222
0.0218 0.0304
-0.0207 -0.0222
-0.0212 -0.0270
-0.0273 0.0133
-0.0092 0.0001
-0.0043 0.0033
0.0107 -0.0222
0.0374 0.0008
-0.0100 -0.0222
0.0465 0.0450
-0.0083 0.0018
0.0037 -0.0068
-0.0043 -0.0412
0.0037 -0.0083
0.0056 0.0256
-0.0053 0.0068
-0.0066 0.0258
0.0030 0.0168
-0.0108 0.0030
-0.0053 -0.0193
0.0037 -0.0182
0.0091 -0.0130
-0.0080 -0.0027
-0.0072 -0.0262
-0.0017 0.0068
0.0011 -0.0130
-0.0216 0.0068
-0.0115 -0.0030
-0.0016 0.0082
0.0147 -0.0015
0.0020 0.0079
0.0171 -0.0022
0.0295 -0.0217
-0.0105 0.0042
0.0027 0.0011
-0.0027 -0.0043
0.0011 -0.0186
0.0138 0.0063
-0.0188 -0.0277
-0.0020 -0.0043
0.0014 0.0001
-0.0052 -0.0096
-0.0137 0.0094
0.0046 0.0019
0.0097 0.0339
-0.0152 0.0023
0.0026 0.0016
-0.0008 0.0066
0.0038 -0.0019
-0.0087 -0.0043
0.0558 -0.0175
-0.0033 0.0246
-0.0047 -0.0010
-0.0156 -0.0026
0.0028 -0.0043
-0.0021 -0.0172
0.0097 -0.0060
-0.0063 -0.0008
0.0327 0.0057
-0.0061 0.0004
-0.0060 -0.0602
-0.0039 -0.0060
-0.0024 -0.0019
0.0056 0.0022
-0.0034 0.0395
0.0056 0.0152
0.0056 -0.0014
0.0103 0.0147
0.0116 -0.0118
0.0067 -0.0073
0.0095 -0.0094
0.0111 -0.0016
0.0111 0.0306
0.0056 0.0314
-0.0008 -0.0016
-0.0035 0.0027
-0.0172 0.0004
-0.0040 0.0049
-0.0016 0.0026
0.0111 -0.0016
-0.0001 -0.0014
0.0036 -0.0090
0.0056 -0.0014
-0.0033 -0.0006
-0.0074 0.0189
0.0180 0.0297
-0.0161 0.0040