Scribd Logo
Upload

Welcome to Scribd!

  • 5 views

    LLY TMO SNY Antm Inaf Ihsg

    Uploaded by

    Alma Aulia
    This document contains stock market data from several companies (LLY, TMO, SNY, ANTM, INAF) and an index (IHSG) over several dates. It also includes the daily returns, betas, expected returns, variances and other metrics for creating an optimal portfolio. The optimal portfolio allocates 100% of funds to INAF, which has the highest expected return of 0.046867 and variance of 0.000569, providing the best risk-return tradeoff.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content

    You might also like

    LLY TMO SNY Antm Inaf Ihsg

    Uploaded by

    Alma Aulia
    5 views4 pages
    This document contains stock market data from several companies (LLY, TMO, SNY, ANTM, INAF) and an index (IHSG) over several dates. It also includes the daily returns, betas, expected returns, variances and other metrics for creating an optimal portfolio. The optimal portfolio allocates 100% of funds to INAF, which has the highest expected return of 0.046867 and variance of 0.000569, providing the best risk-return tradeoff.

    Original Description:

    A

    Original Title

    Book1

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This document contains stock market data from several companies (LLY, TMO, SNY, ANTM, INAF) and an index (IHSG) over several dates. It also includes the daily returns, betas, expected returns, variances and other metrics for creating an optimal portfolio. The optimal portfolio allocates 100% of funds to INAF, which has the highest expected return of 0.046867 and variance of 0.000569, providing the best risk-return tradeoff.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    5 views4 pages

    LLY TMO SNY Antm Inaf Ihsg

    Uploaded by

    Alma Aulia
    This document contains stock market data from several companies (LLY, TMO, SNY, ANTM, INAF) and an index (IHSG) over several dates. It also includes the daily returns, betas, expected returns, variances and other metrics for creating an optimal portfolio. The optimal portfolio allocates 100% of funds to INAF, which has the highest expected return of 0.046867 and variance of 0.000569, providing the best risk-return tradeoff.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 4

    tanggal LLY TMO SNY ANTM INAF IHSG

    3/4/2019 127.46 259.26 42.5 291.82 4840 6488.42


    3/11/2019 123.5 254.13 43.48 295.19 4940 6366.43
    3/18/2019 125.24 263.53 44.91 308.23 5200 6509.45
    3/25/2019 129.87 268.8 43.95 297.75 5550 6411.25

    LLY TMO SNY ANTM INAF IHSG


    -0.0310686 -0.0197871 0.0230588 0.011548215 0.0206612 -0.018801187
    0.0140891 0.0369889 0.0328887 0.044174938 0.0526316 0.022464709
    0.036969 0.0199977 -0.0213761 -0.034000584 0.0673077 -0.01508576

    LLY TMO SNY ANTM INAF IHSG


    E(Ri) 0.0066632 0.0123999 0.0115238 0.007240856 0.0468668 -0.003807413
    Beta 0.4020532 1.0006535 0.7286273 1.315330459 0.3011162
    Alpha 0.008194 0.0162098 0.014298 0.012248862 0.0480133
    Varian i 0.0011986 0.0008492 0.000836 0.001541768 0.0005689 0.000521119
    Varian ei 0.0011144 0.0003274 0.0005593 0.000640182 0.0005216
    rf 0.015
    var rm 0.000521

    nama sahamE(Ri) Beta Var ei ERBI Ai Bi Aj


    INAF 0.046867 0.301126 0.000522 0.1058261 18.383108 173.7104749 18.383108
    SNY 0.011524 0.728627 0.000559 -0.0047706 -4.5307826 949.7268428 13.852325
    TMO 0.0124 1.000653 0.000327 -0.0025983 -7.9562624 3062.099163 5.8960628
    LLY 0.006663 0.402053 0.001114 -0.0207361 -3.0089011 145.1046812 2.8871617
    ANTM 0.007241 1.31533 0.00064 -0.0058989 -15.946321 2703.270326 -13.059159
    -0.00381
    Bj Ci Xi Wi var i Return Risk
    173.71047 0.0087827 55.981399 100% 0.000569 0.046867 0.000569
    1123.4373 0.0045525 0 0% 0 0
    4185.5365 0.0009658 0 0% 0 0
    4330.6412 0.0004619 0 0% 0 0
    7033.9115 -0.0014586 0 0% 0 0
    0.0087827 55.981399 100% 0.046867 0.000569

    You might also like