NAMA LENGKAP Dicky Wahyudi SEMESTER 01 / MM 2019 MATA KULIAH MANAJEMEN KEUANGAN

NPM 20192111008 KELAS 4.04 SEKTOR Properti, Real Estate & Kontruksi Bangunan
SUB SEKTOR Properti & Real Estate

SUMMARY REPORT
Time Period 01 Jan 2018 - 31 Dec 2018
Total Emiten 10 Emiten

Summary
PORTOFOLIO SAHAM Daily Berdasarkan Expected Return dan Resiko Harian (Daily), terlihat yang memiliki Portofolio Saham Paling Optimal adalah saham DILD
(Intiland Development Tbk) dengan nilai Expected Return sebesar -0.09 dan nilai Daily Risk sebesar -0.30

Weekly Berdasarkan Expected Return dan Resiko Mingguan (Weekly), terlihat yang memiliki Portofolio Saham Optimal adalah saham DILD (Intiland
Development Tbk) dengan nilai Expected Return sebesar -0.04 dan nilai Weekly Risk sebesar -0.97

Monthly Berdasarkan Expected Return dan Resiko Mingguan (Monthly), terlihat yang memiliki Portofolio Saham Optimal adalah saham ASRI (Alam
Sutra Reality Tbk) & BKSL (Sentul City Tbk) dengan nilai Expected Return sebesar -0.05 dan nilai Daily Risk sebesar -2.12

Tabel of Risk & Return Analysis (Daily)

No Code Return % Return Risk % Risk R IS K & R ETUR N ANALYS IS ( D AILY)
Emiten 1 APLN (0.33) 0.14 (0.07) 0.05 0.30
Emiten 2 ASRI (0.14) 0.06 (0.14) 0.10
Emiten 3 BKSL (0.14) 0.06 (0.14) 0.10 0.25
Emiten 4 BSDE (0.38) 0.17 (0.06) 0.04
Emiten 5 CTRA (0.18) 0.08 (0.16) 0.11 0.20
Emiten 6 DILD (0.09) 0.04 (0.30) 0.21
0.15
Emiten 7 LPKR (0.54) 0.24 (0.04) 0.03

RETURN
Emiten 8 MDLN (0.17) 0.07 (0.12) 0.09 0.10
Emiten 9 PWON (0.11) 0.05 (0.23) 0.16
Emiten 10 SMRA (0.18) 0.08 (0.16) 0.11 0.05
(2.26) (1.43)
-
- 0.05 0.10 0.15 0.20 0.25
Tabel of Risk & Return Analysis (Weekly)
(0.05) Tabel of Risk & Return Analysis (Dail y)
No Code Return % Return Risk % Risk
RISK
Emiten 1 APLN (0.43) 0.15 (0.11) 0.04 Linear (Tabel of Risk & Return Analysis (Daily))
Emiten 2 ASRI (0.17) 0.06 (0.24) 0.08
Emiten 3 BKSL (0.17) 0.06 (0.24) 0.08
Emiten 4 BSDE (0.53) 0.18 (0.10) 0.03 R IS K & R ETUR N ANALYS IS ( WEEK LY)
0.30
Emiten 5 CTRA (0.20) 0.07 (0.36) 0.12
Emiten 6 DILD (0.04) 0.01 (0.97) 0.34
0.25
Emiten 7 LPKR (0.74) 0.25 (0.06) 0.02
Emiten 8 MDLN (0.23) 0.08 (0.19) 0.07 0.20
Emiten 9 PWON (0.17) 0.06 (0.32) 0.11
Emiten 10 SMRA (0.23) 0.08 (0.30) 0.10 0.15
RETURN

(2.91) (2.87)
0.10
Tabel of Risk & Return Analysis (Monthly)
0.05
No Code Return % Return Risk % Risk
Emiten 1 APLN (0.56) 0.20 (0.17) (0.09) -
Emiten 2 ASRI (0.05) 0.02 (2.12) (1.18) - 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40
Emiten 3 BKSL (0.05) 0.02 (2.12) (1.18) (0.05) Tabel of Risk & Return Analysis (Weekly)
Emiten 4 BSDE (0.36) 0.13 (0.28) (0.16) RISK
Linear (Tabel of Risk & Return Analysis (Weekly))
Emiten 5 CTRA (0.23) 0.08 (0.54) (0.30)
Emiten 6 DILD 0.02 (0.01) 5.51 3.07
Emiten 7 LPKR (1.10) 0.40 (0.08) (0.05) R IS K & R ETUR N ANALYS IS ( MONTH LY)
Emiten 8 MDLN 0.02 (0.01) 3.11 1.73 0.45
Emiten 9 PWON (0.32) 0.11 (0.23) (0.13)
0.40
Emiten 10 SMRA (0.14) 0.05 (1.27) (0.71)
0.35
(2.78) 1.79
0.30
0.25
RETURN

0.20
0.15
0.10
0.05

-
(2 . 0 0 ) (1 . 5 0 ) (1 . 0 0 ) (0 . 5 0 ) - 0.50 1.00 1.50 2.00 2.50 3.00 3.50
(0.05)
Tabel of Risk & Return Analysis (Monthl y)
RISK
Linear (Tabel of Risk & Return Analysis (Monthly))