Date SBI Ri(SBI) AALI Ri(AALI) SGRO

Jan 2016 8277 16269.9 1810

Feb 2016 8244 -0.40% 14149.8 -13.03% 1820
Mar 2016 7713 -6.44% 17341.9 22.56% 1950
Apr 2016 7715 0.03% 15340.9 -11.54% 1990
May 2016 7865 1.94% 13482.8 -12.11% 1905
Jun 2016 7462 -5.12% 14700 9.03% 1950
Jul 2016 6944 -6.94% 14500 -1.36% 1990
Aug 2016 7138 2.79% 16400 13.10% 1985
Sep 2016 7069 -0.97% 14825 -9.60% 1905
Oct 2016 7259 2.69% 15250 2.87% 1915
Nov 2016 8184 12.74% 16550 8.52% 1910
Dec 2016 7941 -2.97% 16775 1.36% 1910
Rf -0.24% E(R-AALI) 0.89% E(R-SGRO)
Var 0.31% Var (AALI) 1.38% Var (SGRO)
StDev 5.54% SD (AALI) 11.75% SD (SGRO)
Cov(i, m) 0.03% Cov(i, m)
β(AALI) 0.43 β(SGRO)
σei2 1.37% σei
2

ERB(AALI) 2.64% ERB(SGRO)

Ci Pemb 35.49% Ci Pemb
Ci Peny 1343.82% Ci Peny
Zi 82.80% Zi
Wi 1.9111010461394100% Wi
 Ri(SGRO) MRAT Ri(MRAT) ASII Ri(ASII)
211 6450
0.55% 204 -3.32% 6800 5.43%
7.14% 205 0.49% 7250 6.62%
2.05% 214 4.39% 6725 -7.24%
-4.27% 218 1.87% 6600 -1.86%
2.36% 208 -4.59% 7400 12.12%
2.05% 236 13.46% 7725 4.39%
-0.25% 206 -12.71% 8150 5.50%
-4.03% 210 1.94% 8250 1.23%
0.52% 208 -0.95% 8225 -0.30%
-0.26% 210 0.96% 7550 -8.21%
0.00% 220 4.76% 8275 9.60%
0.53% E(R-MRAT) 0.57% E(R-ASII) 2.48%
0.10% Var (MRAT) 0.42% Var (ASII) 0.42%
3.12% SD (MRAT) 6.50% SD (ASII) 6.47%
0.03% Cov(i, m) -0.02% Cov(i, m) 0.14%
0.35 β(MRAT) -0.26 β(ASII) 1.79
0.09% σei
2
0.42% σei
2
0.17%
2.20% ERB(MRAT) -3.09% ERB(ASII) 1.52%
312.14% Ci Pemb -51.47% Ci Pemb 2933.59%
14192.12% Ci Peny 1667.46% Ci Peny 193435.70%
886.09% Zi 195.25% Zi 1634.12%
20.4506031193197000% Wi 4.5063894119912400% Wi 37.7146730308993000%
 AUTO Ri(AUTO) LPCK Ri(LPCK) TLKM Ri(TLKM)
1620 5809.06006 3340
1795 10.80% 5881.08008 1.24% 3236 -3.11%
1910 6.41% 6793.24023 15.51% 3310 2.29%
1990 4.19% 7033.29004 3.53% 3550 7.25%
1815 -8.79% 6937.27002 -1.37% 3700 4.23%
1870 3.03% 7441.35986 7.27% 3980 7.57%
1945 4.01% 7201.31982 -3.23% 4230 6.28%
2300 18.25% 6289.1499 -12.67% 4210 -0.47%
2340 1.74% 5641.02979 -10.31% 4310 2.38%
2220 -5.13% 5809.06006 2.98% 4220 -2.09%
2060 -7.21% 5256.95996 -9.50% 3780 -10.43%
2050 -0.49% 4848.89014 -7.76% 3980 5.29%
E(R-AUTO) 2.44% E(R-LPCK) -1.30% E(R-TLKM) 1.74%
Var (AUTO) 0.63% Var (LPCK) 0.73% Var (TLKM) 0.30%
SD (AUTO) 7.92% SD (LPCK) 8.53% SD (TLKM) 5.44%
Cov(i, m) 0.12% Cov(i, m) 0.05% Cov(i, m) 0.08%
β(AUTO) 1.58 β(LPCK) 0.69 β(TLKM) 1.00
σei2 0.43% σei
2
0.69% σei
2
0.22%
ERB(AUTO) 1.69% ERB(LPCK) -1.53% ERB(TLKM) 1.99%
Ci Pemb 985.70% Ci Pemb -106.17% Ci Pemb 911.37%
Ci Peny 58270.94% Ci Peny 6925.46% Ci Peny 45854.86%
Zi 622.11% Zi -153.74% Zi 912.46%
Wi 14.3581222431476000% Wi Wi 21.0591111485028000%
 WIKA Ri(WIKA) IHSG Ri(IHSG)
2593.01001 4615.163086
2412.419922 -6.96% 4770.956055 3.38%
2417.050049 0.19% 4845.371094 1.56%
2454.090088 1.53% 4838.583008 -0.14%
2222.580078 -9.43% 4796.869141 -0.86%
2741.179932 23.33% 5016.646973 4.58%
2759.699951 0.68% 5215.994141 3.97%
3000.47998 8.72% 5386.082031 3.26%
2593.01001 -13.58% 5364.804199 -0.40%
2380.01001 -8.21% 5422.541992 1.08%
2430 2.10% 5148.910156 -5.05%
2360 -2.88% 5296.710938 2.87%
E(R-WIKA) -0.41% E(R-IHSG) 1.30%
Var (WIKA) 1.02% Var (IHSG) 0.08%
SD (WIKA) 10.12% SD (IHSG) 2.80%
Cov(i, m) 0.10%
β(WIKA) 1.23
σei2 0.90%
ERB(WIKA) -0.14%
Ci Pemb -23.08% Total Ci Pembila 3.9256657649642900%
Ci Peny 16711.84% Total Ci Penyebu 338402.28812390500%
Zi -18.92% C* 0.0012%
wi total Wi 100.00%
 16269.900391 15465.4417319167
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