 HARGA SAHAM PT.

NYUD & PT NYID

Harga saham Bank Bekasam kongo Harga saham insurance Cripton Inc.

Periode PT. NYUD Periode PT. NYID

2 Maret 2020 184 2 Maret 2020 318

3 Maret 2020 180 3 Maret 2020 318
4 Maret 2020 180 4 Maret 2020 326
5 Maret 2020 190 5 Maret 2020 314
6 Maret 2020 170 6 Maret 2020 322
9 Maret 2020 170 9 Maret 2020 324
10 Maret 2020 173 10 Maret 2020 326
11 Maret 2020 172 11 Maret 2020 330
12 Maret 2020 155 12 Maret 2020 334
13 Maret 2020 178 13 Maret 2020 330

 DATA RETURN SAHAM PT. NYUD & PT. NYID

Periode RA RB
1 -3% 0%
2 0% 3%
3 6% -4%
4 -10% 3%
5 0% 7%
6 2% 7%
7 -6% 2%
8 -9% 2%
9 14% -2%

Dari data di atas risk portofolio dapat di hitung sebagai berikut:

E (RA)=(-3%) + 0% + 6% + (-10%) + 0% + 2% + (-6%) + (-9%) + 14%= -0,0360%

E (RB)= 0% + 3% + (-4%) + 3% + 7% + 7% + 2% + 2% + (-2%)= 0,0076%

9
σA² = ((-3%)-(- 0,0360%))² + (0% - (-0,0360))²+ (6% - (-0,0360%))² + ((-10%) - (-0,0360%))² + (0% -
(-0,0360%))² + (2% - (-0,0360%))² + ((-6%) - (-0,0360%))² + ((-9%) - (-0,0360%)) +
(14% - (-0,0360%))²
 = 8,78 + 0,00 + 36,43 + 99,28 + 0,00 + 4,14 + 35,56 + 80,35 + 197
= 461,54 / 9
= 51,28
σA= √51,28 = 7,16%

σB²= (0% - 0,0076%)² + (3% - 0,0076%)²+ ((-4%) - 0,0076%)²+ (3% - 0,0076%)²+ (7% - 0,0076%)² +
(7% - 0,0076%)²+ (2% - 0,0076%)²+ (2% - 0,0076%)²+ ((-2%) - 0,0076%)²
= 0,00 + 8,95 + 16,06 + 8,95 + 48,89 + 48,89 + 3,96 + 3,96 + 4,03
= 143,69 / 9
= 15,96
σB= √15,96 = 3,99%

Cov (A,B) =((-3%) - (- 0,0360%)) (0% - 0,0076%) = 0,022

(6% - (-0,0360%)) ((-4%) - 0,0076%) -24,189

((-10%) - (-0,0360%)) (3% - 0,0076%) -9,892
(0% - (-0,0360%))(7% - 0,0076%) -0,251
(2% - (-0,0360%)) (7% - 0,0076%) 14,23
((-6%) - (-0,0360%)) (2% - 0,0076%) -11,882
((-9%) - (-0,0360%)) (2% - 0,0076%) -18,003
(14% - (-0,0360%)) ((-2%) - 0,0076%) -28,178
Jumlah -41,524
Cov (A,B)= - 0,0360% / 9 = 0,004%

ϼ(A,B)= 0,004%= 0,0001

(7,16)(3,99)
 TUGAS ANALISIS INVESTASI & PORTOFOLIO

Nama Pengampu: Dr. Abdul Halim, MM.,Ak.,CA.,CBV.,ACPA

Disusun oleh:

Abdul Hafiz Akbar 18115001

PROGRAM STUDI AKUNTANSI

FAKULTAS EKONOMI DAN BISNIS

UNIVERSITAS GAJAYANA MALANG

2019