Teori Portofolio

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astra int return (x) r2 (X2) Rport1 R2

2625 0.0188 0.00035344 0.1628 0.02650384


2675 -0.0878 0.00770884 -0.0718 0.00515524
2450 -0.0963 0.00927369 -0.07742 0.0059938564
2225 0.0963 0.00927369 0.21862 0.0477947044
2450 -0.0631 0.00398161 0.03306 0.0010929636
2300 -0.0109 0.00011881 0.00886 7.84996E-05
2275 0.0638 0.00407044 -0.08012 0.0064192144
2425 0.1074 0.01153476 -0.05596 0.0031315216
2700 0.315 0.099225 0.0354 0.00125316
3700 -0.0772 0.00595984 -0.15288 0.0233722944
3425 0.0358 0.00128164 -0.06244 0.0038987536
3550 -0.0141 0.00019881 0.0499 0.00249001
3500 -0.1967 0.03869089 -0.00598 3.57604E-05
2875 0.0086 0,00007396 0.12268 0.0150503824
2900 0.0255 0.00065025 0.07238 0.0052388644
2975 -0.0877 0.00769129 -0.00474 2.24676E-05
2725 -0.0762 0.00580644 -0.00268 7.1824E-06
2525 -0.1377 0.01896129 0.21806 0.0475501636
2700 0.0765 0.00585225 -0.03206 0.0010278436
2375 0.47 0.2209 0.054 0.002916
3800 0.0698 0.00487204 0.09204 0.0084713616
4075 0.2815 0.07924225 0.1359 0.01846881
5400 -0.0234 0.00054756 -0.06588 0.0043401744
5275 0.1696 0.02876416 0.03392 0.0011505664
6250 Err:502 Err:502 Err:502 Err:502
0.8675 0.56495899 0.62566 0.2314636348
\ 0.3914504356
RPORT2 R2 RPORT3 Rport4
0.1268 0.01607824 0.0908 0.00824464 0.0548
-0.0758 0.00574564 -0.0798 0.00636804 -0.0838
-0.08214 0.0067469796 -0.08686 0.0075446596 -0.09158
0.18804 0.0353590416 0.15746 0.0247936516 0.12688
0.00902 8.13604E-05 -0.01502 0.0002256004 -0.03906
0.00392 1.53664E-05 -0.00102 1.0404E-06 -0.00596
-0.04414 0.0019483396 -0.00816 6.65856E-05 0.02782
-0.01512 0.0002286144 0.02572 0.0006615184 0.06656
0.1053 0.01108809 0.1752 0.03069504 0.2451
-0.13396 0.0179452816 -0.11504 0.0132342016 -0.09612
-0.03788 0.0014348944 -0.01332 0.0001774224 0.01124
0.0339 0.00114921 0.0179 0.00032041 0.0019
-0.05366 0.0028793956 -0.10134 0.0102697956 -0.14902
0.09416 0.0088661056 0.06564 0.0043086096 0.03712
0.06066 0.0036796356 0.04894 0.0023951236 0.03722
-0.02548 0.0006492304 -0.04622 0.0021362884 -0.06696
-0.02106 0.0004435236 -0.03944 0.0015555136 -0.05782
0.12912 0.0166719744 0.04018 0.0016144324 -0.04876
-0.00492 2.42064E-05 0.02222 0.0004937284 0.04936
0.158 0.024964 0.262 0.068644 0.366
0.08648 0.0074787904 0.08092 0.0065480464 0.07536
0.1723 0.02968729 0.2087 0.04355569 0.2451
-0.05526 0.0030536676 -0.04464 0.0019927296 -0.03402
0.06784 0.0046022656 0.10176 0.0103550976 0.13568
Err:502 Err:502 Err:502 Err:502 Err:502
0.68612 0.2008211432 0.74658 0.2462018652 0.80704
Duta Anggada return (y) R2 (y2)
0.00300304 1250 0.1988 0.03952144
0.00702244 1525 -0.0678 0.00459684
0.0083868964 1425 -0.0727 0.00528529
0.0160985344 1325 0.2492 0.06210064
0.0015256836 1700 0.0571 0.00326041
3.55216E-05 1800 0.0138 0.00019044
0.0007739524 1825 -0.1161 0.01347921
0.0044302336 1625 -0.0968 0.00937024
0.06007401 1475 -0.0345 0.00119025
0.0092390544 1425 -0.1718 0.02951524
0.0001263376 1200 -0.087 0.007569
3.61E-06 1100 0.0659 0.00434281
0.0222069604 1175 0.0417 0.00173889
0.0013778944 1225 0.1512 0.02286144
0.0013853284 1425 0.0841 0.00707281
0.0044836416 1550 0.016 0.000256
0.0033431524 1575 0.0157 0.00024649
0.0023775376 1600 0.307 0.094249
0.0024364096 2175 -0.0592 0.00350464
0.133956 2050 -0.05 0.0025
0.0056791296 1950 0.0976 0.00952576
0.06007401 2150 0.0995 0.00990025
0.0011573604 2375 -0.0765 0.00585225
0.0184090624 2200 0 0
Err:502 2200 Err:502 Err:502
0.3676058008 0.5652 0.31945104
0.02355
X.Y
0.00373744
0.00595284
0.00700101
0.02399796
-0.00360301
-0.00015042
-0.00740718
-0.01039632
-0.0108675
0.01326296
-0.0031146 0
-0.00092919
-0.00820239
0.00130032
0.00214455
-0.0014032
-0.00119634
-0.0422739
-0.0045288
-0.0235
0.00681248
0.02800925
0.0017901
0
Err:502
-0.02356394

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