RESIKO PORTOFOLIO

Bank Harda Internasional Tbk PT (BBHI)

& Bali Towerindo Sentra Tbk ( BALI)

Bali Towerindo Sentra T
Tanggal
Close Price Periode pengamatan Return Close Price
08/03/2019 167 1 1165
11/03/2019 165 2 -0.0120 1455
12/03/2019 165 3 0.000% 1380
13/03/2019 164 4 -0.606% 1400
14/03/2019 166 5 1.220% 1310
15/03/2019 166 6 0.000% 1330
18/03/2019 164 7 -1.205% 1220
19/03/2019 166 8 1.220% 1385
20/03/2019 170 9 2.410% 1410
21/03/2019 166 10 -2.353% 1400
22/03/2019 165 11 -0.602% 1375
25/03/2019 162 12 -1.818% 1400
26/03/2019 162 13 0.000% 1410
27/03/2019 162 14 0.000% 1410
28/03/2019 161 15 -0.617% 1415
29/03/2019 161 16 0.000% 1450
01/04/2019 163 17 1.242% 1445
02/04/2019 163 18 0.000% 1445
04/04/2019 160 19 -1.840% 1445
05/04/2019 160 20 0.000% 1445
URAIAN Bali Towerindo Sentra Tbk ( BAL
E (Ri) -0.218% 1.361%
Risk 1.194% 7.169%
Variance 0.014% 0.514%

Rp A
11.8475%
-2.5773%
0.4216%
-2.6045%
0.7634%
-4.7377%
7.3721%
2.1073%
-1.5311%
-1.1941%
0.0000%
0.3571%
0.0000%
-0.1313%
1.2367%
0.4487%
 0.0000%
-0.9202%
0.0000%
BBHI)

ALI)
Bali Towerindo Sentra Tbk ( BALI) KOLERASI ANTAR SAHAM
Periode pengamatan Return
1 URAIAN
2 24.893%
3 -5.155%
4 1.449%
5 -6.429% COVARIANCE
6 1.527% URAIAN
7 -8.271%
8 13.525%
9 1.805% KOEFISIEN KOLERASI
10 -0.709% Risk
11 -1.786%
12 1.818% 1.194%
13 0.714%
14 0.000% �("A,B)"
15 0.355%
16 2.473%
17 -0.345%
18 0.000%
19 0.000%
20 0.000%
ali Towerindo Sentra Tbk ( BALI)
1.361%
7.169%
0.514%
RASI ANTAR SAHAM

Bali Towerindo Sentra Tbk ( BALI)

-0.0213110012

COVARIANCE
Bali Towerindo Sentra Tbk ( BALI)
-0.000017277

FISIEN KOLERASI
Risk
Bali Towerindo Sentra Tbk ( BALI)
7.169%

-0.0202
 RESIKO PORTOFOLIO
Saranacentral Bajatama Tbk (BAJA) & Bank Mestika Dharma Tbk (BBMD)
Saranacentral Bajatama Tbk (BAJA) Bank Mestika Dharma Tbk
Tanggal
Close Price Periode pengamatan Return Close Price
08/03/2019 108 1 1380
11/03/2019 107 2 -0.0093 1380
12/03/2019 105 3 -1.869% 1380
13/03/2019 106 4 0.952% 1380
14/03/2019 107 5 0.943% 1380
15/03/2019 106 6 -0.935% 1380
18/03/2019 105 7 -0.943% 1375
19/03/2019 105 8 0.000% 1375
20/03/2019 105 9 0.000% 1375
21/03/2019 105 10 0.000% 1375
22/03/2019 103 11 -1.905% 1375
25/03/2019 105 12 1.942% 1375
26/03/2019 104 13 -0.952% 1520
27/03/2019 104 14 0.000% 1520
28/03/2019 102 15 -1.923% 1520
29/03/2019 102 16 0.000% 1520
01/04/2019 102 17 0.000% 1520
02/04/2019 101 18 -0.980% 1520
04/04/2019 99 19 -1.980% 1520
05/04/2019 100 1.010% 1520
URAIAN Saranacentral Bajatama Tbk (BAJA)Bank Mestika Dharma Tbk (BBM
E (Ri) -0.398% 0.536%
Risk 1.126% 2.425%
Variance 0.013% 0.059%

Rp A
-0.4630%
-0.9346%
0.4762%
0.4717%
-0.4673%
-0.6529%
0.0000%
0.0000%
0.0000%
-0.9524%
0.9709%
4.7965%
0.0000%
-0.9615%
0.0000%
0.0000%
-0.4902%
-0.9901%
0.5051%
arma Tbk (BBMD)
Bank Mestika Dharma Tbk (BBMD) KOLERASI ANTAR SAHAM
Periode pengamatan Return
1 URAIAN
2 0.000% Saranacentral Bajatama Tbk (BAJA)
3 0.000%
4 0.000%
5 0.000% COVARIANCE
6 0.000% URAIAN
7 -0.362% Saranacentral Bajatama Tbk (BAJA)
8 0.000%
9 0.000% KOEFISIEN KOLERASI
10 0.000% Risk
11 0.000% Saranacentral Bajatama Tbk (BAJA)
12 0.000% 1.126%
13 10.545%
14 0.000% �("A,B)"
15 0.000%
16 0.000%
17 0.000%
18 0.000%
19 0.000%
0.000%
Mestika Dharma Tbk (BBMD)
0.536%
2.425%
0.059%
SI ANTAR SAHAM

Bank Mestika Dharma Tbk (BBMD)

-0.1149062606

OVARIANCE
Bank Mestika Dharma Tbk (BBMD)
-2.9717457148893E-05

SIEN KOLERASI
Risk
Bank Mestika Dharma Tbk (BBMD)
2.425%

-0.1089
 RESIKO PORTOFOLIO
Bekasi Asri Pemula Tbk (BAPA) & Buana Finance Tbk (BBLD)
Bekasi Asri Pemula Tbk (BAPA) Buana Finance Tbk (BBLD)
Tanggal
Close Price Periode pengamatan Return Close Price Periode pengamatan Return
08/03/2019 101 1 440 1
11/03/2019 100 2 -0.990% 440 2 0.000%
12/03/2019 102 3 2.000% 442 3 0.455%
13/03/2019 102 4 0.000% 442 4 0.000%
14/03/2019 101 5 -0.980% 442 5 0.000%
15/03/2019 100 6 -0.990% 442 6 0.000%
18/03/2019 102 7 2.000% 442 7 0.000%
19/03/2019 100 8 -1.961% 496 8 12.217%
20/03/2019 101 9 1.000% 496 9 0.000%
21/03/2019 100 10 -0.990% 458 10 -7.661%
22/03/2019 100 11 0.000% 452 11 -1.310%
25/03/2019 100 12 0.000% 448 12 -0.885%
26/03/2019 100 13 0.000% 448 13 0.000%
27/03/2019 101 14 1.000% 448 14 0.000%
28/03/2019 99 15 -1.980% 448 15 0.000%
29/03/2019 99 16 0.000% 448 16 0.000%
01/04/2019 99 17 0.000% 448 17 0.000%
02/04/2019 98 18 -1.010% 468 18 4.464%
04/04/2019 98 19 0.000% 462 19 -1.282%
05/04/2019 95 -3.061% 462 0.000%
URAIAN Bekasi Asri Pemula Tbk (BAPA) Buana Finance Tbk (BBLD)
E (Ri) -0.314% 0.316%
Risk 1.295% 3.577%
Variance 0.017% 0.128%

Rp A
-0.4950%
1.2273%
0.0000%
-0.4902%
-0.4950%
1.0000%
5.1282%
0.5000%
-4.3257%
-0.6550%
-0.4425%
0.0000%
0.5000%
-0.9901%
0.0000%
0.0000%
1.7271%
-0.6410%
-1.5306%
 KOLERASI ANTAR SAHAM

URAIAN Buana Finance Tbk (BBLD)

Bekasi Asri Pemula Tbk (BAPA) -0.217

COVARIANCE
URAIAN Buana Finance Tbk (BBLD)
Bekasi Asri Pemula Tbk (BAPA) -9.5199E-05

KOEFISIEN KOLERASI
Risk
Bekasi Asri Pemula Tbk (BAPA) Buana Finance Tbk (BBLD)
1.295% 3.577%

�("A,B)" -0.205
 Periode Pengamatan Rp A Rp B Rp C Rf
08/03/2019 0.118 -0.005 -0.005 0.002
11/03/2019 -0.026 -0.009 0.012 0.002
12/03/2019 0.004 0.005 0.000 0.002
13/03/2019 -0.026 0.005 -0.005 0.002
14/03/2019 0.008 -0.005 -0.005 0.002
15/03/2019 -0.047 -0.007 0.010 0.002
18/03/2019 0.074 0.000 0.051 0.002
19/03/2019 0.021 0.000 0.005 0.002
20/03/2019 -0.015 0.000 -0.043 0.002
21/03/2019 -0.012 -0.010 -0.007 0.002
22/03/2019 0.000 0.010 -0.004 0.002
25/03/2019 0.004 0.048 0.000 0.002
26/03/2019 0.000 0.000 0.005 0.002
27/03/2019 -0.001 -0.010 -0.010 0.002
28/03/2019 0.012 0.000 0.000 0.002
29/03/2019 0.004 0.000 0.000 0.002
01/04/2019 0.000 -0.005 0.017 0.002
02/04/2019 -0.009 -0.010 -0.006 0.002
04/04/2019 0.000 0.005 -0.015 0.002
Rerata 0.006 0.001 0.000 0.002
Sdpi 0.036 0.013 0.018
Spi 0.108 -0.087 -0.101
bank DBS indonesia
suku bunga=5.4%
https://www.seputarforex.com/data/suku_bunga_deposito/