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    TLKM. Olah Data Baru

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    syahrul oikos
    The document contains monthly stock market and bond yield data from December 2016 to December 2022. It shows that the TLKM stock fluctuated between 3,160-4,620 over this period, while the IHSG index fluctuated between 4,538-7,228. Bond yields trended downward over time, from around 8% to under 7%. Years 2017, 2021 and 2022 saw positive returns for both TLKM and IHSG, while 2018 and 2020 saw negative returns.

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    TLKM. Olah Data Baru

    Uploaded by

    syahrul oikos
    5 views5 pages
    The document contains monthly stock market and bond yield data from December 2016 to December 2022. It shows that the TLKM stock fluctuated between 3,160-4,620 over this period, while the IHSG index fluctuated between 4,538-7,228. Bond yields trended downward over time, from around 8% to under 7%. Years 2017, 2021 and 2022 saw positive returns for both TLKM and IHSG, while 2018 and 2020 saw negative returns.

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    TLKM. olah data baru - Copy.xlsx

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    The document contains monthly stock market and bond yield data from December 2016 to December 2022. It shows that the TLKM stock fluctuated between 3,160-4,620 over this period, while the IHSG index fluctuated between 4,538-7,228. Bond yields trended downward over time, from around 8% to under 7%. Years 2017, 2021 and 2022 saw positive returns for both TLKM and IHSG, while 2018 and 2020 saw negative returns.

    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 views5 pages

    TLKM. Olah Data Baru

    Uploaded by

    syahrul oikos
    The document contains monthly stock market and bond yield data from December 2016 to December 2022. It shows that the TLKM stock fluctuated between 3,160-4,620 over this period, while the IHSG index fluctuated between 4,538-7,228. Bond yields trended downward over time, from around 8% to under 7%. Years 2017, 2021 and 2022 saw positive returns for both TLKM and IHSG, while 2018 and 2020 saw negative returns.

    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 5

    Date TLKM IHSG YIELD SUN Return TLKM Return IHSG

    10 tahun bulanan bulanan


    30-Dec-16 3980 5296.710938 7.941
    31-Jan-17 3870 5294.103027 7.638 -0.02763819 -0.05%
    28-Feb-17 3850 5386.691895 7.542 -0.00516796 1.75%
    31-Mar-17 4130 5568.105957 7.029 0.072727273 3.37%
    28-Apr-17 4370 5685.297852 7.031 0.05811138 2.10%
    31-May-17 4350 5738.154785 6.951 -0.00457666 0.93%
    30-Jun-17 4520 5829.708008 6.811 0.03908046 1.60%
    31-Jul-17 4690 5840.938965 6.948 0.037610619 0.19%
    31-Aug-17 4690 5864.059082 6.683 0 0.40%
    29-Sep-17 4680 5900.854004 6.496 -0.0021322 0.63%
    31-Oct-17 4030 6005.78418 6.805 -0.13888889 1.78%
    30-Nov-17 4150 5952.138184 6.511 0.029776675 -0.89%
    29-Dec-17 4440 6355.653809 6.307 0.069879518 6.78%
    31-Jan-18 3990 6605.630859 6.318 -0.10135135 3.93%
    28-Feb-18 4000 6597.217773 6.595 0.002506266 -0.13%
    30-Mar-18 3600 6188.986816 6.669 -0.1 -6.19%
    30-Apr-18 3830 5994.595215 6.906 0.063888889 -3.14%
    31-May-18 3520 5983.586914 7.06 -0.08093995 -0.18%
    29-Jun-18 3750 5799.236816 7.803 0.065340909 -3.08%
    31-Jul-18 3570 5936.442871 7.755 -0.048 2.37%
    31-Aug-18 3490 6018.459961 8.127 -0.02240896 1.38%
    28-Sep-18 3640 5976.553223 8.208 0.042979943 -0.70%
    31-Oct-18 3850 5976.553223 8.601 0.057692308 0.00%
    30-Nov-18 3680 6056.124023 7.866 -0.04415584 1.33%
    28-Dec-18 3750 6194.498047 7.997 0.019021739 2.28%
    31-Jan-19 3870 6532.969238 8.051 0.032 5.46%
    28-Feb-19 3840 6443.348145 7.801 -0.00775194 -1.37%
    29-Mar-19 3880 6468.754883 7.665 0.010416667 0.39%
    30-Apr-19 3750 6455.352051 7.801 -0.03350515 -0.21%
    31-May-19 3780 6209.117188 8.023 0.008 -3.81%
    28-Jun-19 4090 6358.628906 7.369 0.082010582 2.41%
    31-Jul-19 4210 6390.504883 7.378 0.029339853 0.50%
    30-Aug-19 4420 6328.470215 7.354 0.049881235 -0.97%
    30-Sep-19 4270 6169.102051 7.296 -0.03393665 -2.52%
    31-Oct-19 4080 6228.316895 7.005 -0.04449649 0.96%
    29-Nov-19 3840 6011.830078 7.074 -0.05882353 -3.48%
    30-Dec-19 3970 6299.539063 7.047 0.033854167 4.79%
    30-Jan-20 3860 5940.047852 6.645 -0.02770781 -5.71%
    28-Feb-20 3490 5452.704102 6.887 -0.09585492 -8.20%
    31-Mar-20 3160 4538.930176 7.907 -0.09455587 -16.76%
    30-Apr-20 3500 4716.402832 7.892 0.107594937 3.91%
    29-May-20 3150 4753.611816 7.34 -0.1 0.79%
    30-Jun-20 3050 4905.39209 7.215 -0.03174603 3.19%
    30-Jul-20 3050 5149.626953 6.825 0 4.98%
    31-Aug-20 2860 5238.486816 6.864 -0.06229508 1.73%
    30-Sep-20 2560 4870.039063 6.93 -0.1048951 -7.03%
    27-Oct-20 2620 5128.225098 6.787 0.0234375 5.30%
    30-Nov-20 3230 5612.415039 6.188 0.232824427 9.44%
    30-Dec-20 3310 5979.073242 5.942 0.024767802 6.53%
    29-Jan-21 3110 5862.352051 6.257 -0.06042296 -1.95%
    26-Feb-21 3490 6241.795898 6.598 0.122186495 6.47%
    31-Mar-21 3420 5985.521973 6.814 -0.02005731 -4.11%
    30-Apr-21 3200 5995.616211 6.476 -0.06432749 0.17%
    31-May-21 3440 5947.462891 6.445 0.075 -0.80%
    30-Jun-21 3150 5985.48877 6.63 -0.08430233 0.64%
    30-Jul-21 3240 6070.039063 6.307 0.028571429 1.41%
    31-Aug-21 3400 6150.298828 6.077 0.049382716 1.32%
    30-Sep-21 3690 6286.942871 6.353 0.085294118 2.22%
    29-Oct-21 3800 6591.346191 6.169 0.029810298 4.84%
    30-Nov-21 3990 6533.932129 6.267 0.05 -0.87%
    30-Dec-21 4040 6581.481934 6.368 0.012531328 0.73%
    31-Jan-22 4190 6631.150879 6.449 0.037128713 0.75%
    25-Feb-22 4340 6888.170898 6.51 0.035799523 3.88%
    31-Mar-22 4580 7071.441895 6.749 0.055299539 2.66%
    28-Apr-22 4620 7228.914063 6.998 0.008733624 2.23%
    31-May-22 4310 7148.970215 7.047 -0.06709957 -1.11%
    30-Jun-22 4000 6911.582031 7.249 -0.07192575 -3.32%
    29-Jul-22 4230 6951.123047 7.197 0.0575 0.57%
    31-Aug-22 4560 7178.589844 7.117 0.078014184 3.27%
    30-Sep-22 4460 7040.797852 7.38 -0.02192982 -1.92%
    31-Oct-22 4390 7098.890137 7.541 -0.01569507 0.83%
    30-Nov-22 4040 7081.312988 6.949 -0.07972665 -0.25%
    30-Dec-22 3750 6850.619141 6.925 -0.07178218 -3.26%
    tahun return return risk free beta std. deviasi risiko tahunan
    tlkm ihsg tlkm bulanan tlkm tlkm
    2017 11.56% 19.99% 6.90% 0.96 5.73% 19.85%
    2018 -15.54% -2.54% 7.49% -0.44 6.30% 21.84%
    2019 5.87% 1.70% 7.49% 0.76 4.24% 14.70%
    2020 -16.62% -5.09% 6.95% 0.91 10.02% 34.70%
    2021 22.05% 10.08% 6.40% 1.22 6.45% 22.34%
    2022 -7.18% 4.09% 7.01% 1.92 5.79% 20.05%
    std. dev risiko
    tahun sharphe treynor
    bulanan ihsg tahunan ihsg
    2.00% 6.93% 2017 0.8137361416 0.048324097189
    2.82% 9.79% 2018 -3.65375968078 0.528220906971
    2.94% 10.20% 2019 -0.38213653297 -0.02127141215
    7.65% 26.50% 2020 -2.35380019829 -0.25878055118
    2.84% 9.83% 2021 2.42762462604 0.128037123396
    2.42% 8.38% 2022 -2.45153790753 -0.07382202841
    return jensen
    SML TLKM alpha
    0.195300565 -0.079722675
    0.118645818 -0.274051224
    0.030713915 0.0279527515
    -0.04016413 -0.126082726
    0.108952225 0.1115915813
    0.013975709 -0.085757888

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