Tugas Mip Portofolio Tambang - 2009 2013
41
AALI ASII BBC High Low High Low High 1 Des '05 4,900 4,900 ### 9,150 3,575 2 Jan '06 5,300 4,900 ### ### 3,700 3 Feb 6,350 5,050 ### 9,300 3,725 4 Mar 6,450 5,800 ### 9,600 4,250 5 Apr 6,900 6,050 ### ### 4,925 6 May 7,250 5,850 ### 9,700 4,700 7 Jun 7,050 5,900 9,950 8,550 4,175 8 Jul 8,850 6,450 ### 9,100 4,400 9 Aug 9,300 8,250 ### 9,650 4,550 10 Sep 9,900 8,300 ### ### 4,925 11 Oct 9,950 8,850 ### ### 4,850 12 Nov 10,900 9,700 ### ### 5,550 13 Dec 12,700 10,650 ### ### 5,400 14 Jan '07 14,500 11,400 ### ### 5,400 15 Feb 13,800 12,150 ### ### 5,450 16 Mar 12,800 11,850 ### ### 5,250 17 Apr 16,200 12,650 ### ### 5,550 18 May 16,000 14,300 ### ### 5,650 19 Jun 15,850 13,400 ### ### 5,500 20 Jul 15,700 13,650 ### ### 6,550 21 Aug 15,500 11,900 ### ### 6,200 22 Sep 17,600 14,300 ### ### 6,500 23 Oct 25,000 16,750 ### ### 7,400 24 Nov 26,000 21,000 ### ### 7,550 25 Dec 28,600 24,000 ### ### 7,600 26 Jan '08 34,800 24,000 ### ### 7,300 27 Feb 35,300 28,700 ### ### 3,675 28 Mar 33,500 22,650 ### ### 3,625 29 Apr 26,900 20,300 ### ### 3,325 30 May 27,300 23,350 ### ### 3,250 31 Jun 31,050 24,000 ### ### 2,825 32 Jul 30,300 19,100 ### ### 3,125 33 Aug 21,700 15,700 ### ### 3,250 34 Sep 18,450 10,000 ### ### 3,400 35 Oct 12,000 4,600 ### 6,600 3,250 36 Nov 9,000 5,900 ### 7,800 3,000 37 Dec 10,300 7,500 ### 8,500 3,325 38 Jan '09 13,400 10,250 ### ### 3,700 39 Feb 13,300 10,550 ### ### 2,850 40 Mar 14,700 11,800 ### ### 3,250 41 Apr 16,300 14,100 ### ### 3,625
-
Upload
arthursa1403 -
Category
Documents
-
view
31 -
download
0
description
hhh
Transcript of Tugas Mip Portofolio Tambang - 2009 2013
DAFTAR HARGA SAHAM TERTINGGI-TERENDAH
AALI ASII BBCA BBRI High Low High Low High Low High
1 Des '05 4,900 4,900 10,650 9,150 3,575 3,275 3,125 2 Jan '06 5,300 4,900 11,550 10,050 3,700 3,350 3,525 3 Feb 6,350 5,050 10,850 9,300 3,725 3,475 3,425 4 Mar 6,450 5,800 11,500 9,600 4,250 3,575 4,150 5 Apr 6,900 6,050 13,050 10,600 4,925 4,075 5,050 6 May 7,250 5,850 12,450 9,700 4,700 3,875 4,625 7 Jun 7,050 5,900 9,950 8,550 4,175 3,675 4,250 8 Jul 8,850 6,450 10,800 9,100 4,400 3,900 4,350 9 Aug 9,300 8,250 12,050 9,650 4,550 4,075 4,600 10 Sep 9,900 8,300 12,650 11,100 4,925 4,400 5,075 11 Oct 9,950 8,850 13,850 12,100 4,850 4,525 5,050 12 Nov 10,900 9,700 16,500 13,400 5,550 4,650 5,750 13 Dec 12,700 10,650 17,250 15,450 5,400 4,900 5,400 14 Jan '07 14,500 11,400 16,900 14,600 5,400 4,600 5,450 15 Feb 13,800 12,150 15,500 12,800 5,450 4,700 5,300 16 Mar 12,800 11,850 14,750 12,500 5,250 4,775 5,150 17 Apr 16,200 12,650 15,050 13,050 5,550 5,100 5,650 18 May 16,000 14,300 16,850 14,400 5,650 5,150 6,300 19 Jun 15,850 13,400 17,300 15,850 5,500 5,200 6,500 20 Jul 15,700 13,650 20,050 16,900 6,550 5,450 6,750 21 Aug 15,500 11,900 18,750 14,800 6,200 5,250 6,400 22 Sep 17,600 14,300 19,600 17,700 6,500 5,800 7,050 23 Oct 25,000 16,750 26,800 19,150 7,400 6,200 8,100 24 Nov 26,000 21,000 27,250 21,800 7,550 6,600 8,700 25 Dec 28,600 24,000 28,800 24,900 7,600 6,950 8,000 26 Jan '08 34,800 24,000 30,250 21,400 7,300 3,450 7,800 27 Feb 35,300 28,700 28,450 24,750 3,675 3,225 7,600 28 Mar 33,500 22,650 27,650 21,950 3,625 2,825 7,100 29 Apr 26,900 20,300 24,700 17,300 3,325 2,675 6,400 30 May 27,300 23,350 22,200 19,600 3,250 2,750 6,950 31 Jun 31,050 24,000 22,000 19,000 2,825 2,275 6,050 32 Jul 30,300 19,100 23,050 19,150 3,125 2,475 6,400 33 Aug 21,700 15,700 22,550 19,350 3,250 2,800 6,250 34 Sep 18,450 10,000 21,650 14,150 3,400 2,500 6,450 35 Oct 12,000 4,600 17,000 6,600 3,250 2,000 5,100 36 Nov 9,000 5,900 13,500 7,800 3,000 2,450 4,125 37 Dec 10,300 7,500 11,650 8,500 3,325 2,525 4,650 38 Jan '09 13,400 10,250 13,700 10,800 3,700 2,700 5,100 39 Feb 13,300 10,550 13,100 10,550 2,850 2,300 4,550 40 Mar 14,700 11,800 16,000 10,600 3,250 2,275 4,650 41 Apr 16,300 14,100 18,700 14,350 3,625 3,025 5,900 42 May 19,500 15,800 22,300 17,000 3,600 3,125 6,900 43 Jun 19,500 15,300 25,800 20,800 4,025 3,375 6,950
AALI ASII BBCA BBRI BDMN BLTA BMRI Des '05 4,900 9,900 3,425 3,013 4,525 1,005 1,475 Jan '06 5,100 10,800 3,525 3,263 4,700 1,140 1,815 Feb 5,700 10,075 3,600 3,263 4,413 1,350 1,710 Mar 6,125 10,550 3,913 3,688 4,450 1,400 1,650 Apr 6,475 11,825 4,500 4,500 5,463 1,545 1,835 May 6,550 11,075 4,288 4,138 5,050 1,885 1,993 Jun 6,475 9,250 3,925 3,850 4,325 1,695 1,635 Jul 7,650 9,950 4,150 4,125 4,213 1,800 1,720 Aug 8,775 10,850 4,313 4,425 4,650 1,900 1,988 Sep 9,100 11,875 4,663 4,713 5,050 2,050 2,225 Oct 9,400 12,975 4,688 4,900 5,650 2,025 2,525 Nov 10,300 14,950 5,100 5,300 6,275 1,845 2,763 Dec 11,675 16,350 5,150 5,175 6,425 1,735 2,838 Jan '07 12,950 15,750 5,000 4,975 6,325 1,740 2,650 Feb 12,975 14,150 5,075 4,850 5,700 1,790 2,388 Mar 12,325 13,625 5,013 4,925 6,050 1,805 2,388 Apr 14,425 14,050 5,325 5,350 6,650 1,978 2,900 May 15,150 15,625 5,400 5,750 6,950 1,973 3,163 Jun 14,625 16,575 5,350 6,050 7,200 2,020 3,163 Jul 14,675 18,475 6,000 6,225 7,975 1,945 3,463 Aug 13,700 16,775 5,725 5,750 7,225 1,525 3,050 Sep 15,950 18,650 6,150 6,575 8,225 1,755 3,350 Oct 20,875 22,975 6,800 7,350 8,675 2,105 3,738 Nov 23,500 24,525 7,075 7,875 8,550 2,225 3,575 Dec 26,300 26,850 7,275 7,625 7,975 2,450 3,500 Jan '08 29,400 25,825 5,375 6,950 7,050 2,300 3,050 Feb 32,000 26,600 3,450 7,125 7,225 2,363 3,325 Mar 28,075 24,800 3,225 6,200 7,100 2,188 3,100 Apr 23,600 21,000 3,000 5,850 6,075 2,000 2,913 May 25,325 20,900 3,000 6,325 6,075 2,125 2,913 Jun 27,525 20,500 2,550 5,350 5,188 1,980 2,750 Jul 24,700 21,100 2,800 5,750 5,200 1,850 2,838 Aug 18,700 20,950 3,025 5,925 5,225 1,805 2,900 Sep 14,225 17,900 2,950 5,513 4,775 1,440 2,450 Oct 8,300 11,800 2,625 3,800 3,388 955 1,845 Nov 7,450 10,650 2,725 3,263 2,615 563 1,645 Dec 8,900 10,075 2,925 3,800 2,800 583 1,815 Jan '09 11,825 12,250 3,200 4,675 2,750 570 2,023 Feb 11,925 11,825 2,575 4,125 2,438 513 1,760 Mar 13,250 13,300 2,763 4,100 2,838 525 1,978 Apr 15,200 16,525 3,325 5,050 2,763 630 2,500 May 17,650 19,650 3,363 6,200 3,600 820 2,750 Jun 17,400 23,300 3,700 6,250 4,375 895 3,350
KERTAS KERJA UNTUK INPUT PORTFOLIO OPTIMIZATION PROGRAM Paste Value
AALI ASII BBCA BBRI BDMN BLTA BMRI
Des '05 4,900 9,900 3,425 3,013 4,525 1,005 1,475 Jan '06 5,100 10,800 3,525 3,263 4,700 1,140 1,815 Feb 5,700 10,075 3,600 3,263 4,413 1,350 1,710 Mar 6,125 10,550 3,913 3,688 4,450 1,400 1,650 Apr 6,475 11,825 4,500 4,500 5,463 1,545 1,835 May 6,550 11,075 4,288 4,138 5,050 1,885 1,993 Jun 6,475 9,250 3,925 3,850 4,325 1,695 1,635 Jul 7,650 9,950 4,150 4,125 4,213 1,800 1,720 Aug 8,775 10,850 4,313 4,425 4,650 1,900 1,988 Sep 9,100 11,875 4,663 4,713 5,050 2,050 2,225 Oct 9,400 12,975 4,688 4,900 5,650 2,025 2,525 Nov 10,300 14,950 5,100 5,300 6,275 1,845 2,763 Dec 11,675 16,350 5,150 5,175 6,425 1,735 2,838 Jan '07 12,950 15,750 5,000 4,975 6,325 1,740 2,650 Feb 12,975 14,150 5,075 4,850 5,700 1,790 2,388 Mar 12,325 13,625 5,013 4,925 6,050 1,805 2,388 Apr 14,425 14,050 5,325 5,350 6,650 1,978 2,900 May 15,150 15,625 5,400 5,750 6,950 1,973 3,163 Jun 14,625 16,575 5,350 6,050 7,200 2,020 3,163 Jul 14,675 18,475 6,000 6,225 7,975 1,945 3,463 Aug 13,700 16,775 5,725 5,750 7,225 1,525 3,050 Sep 15,950 18,650 6,150 6,575 8,225 1,755 3,350 Oct 20,875 22,975 6,800 7,350 8,675 2,105 3,738 Nov 23,500 24,525 7,075 7,875 8,550 2,225 3,575 Dec 26,300 26,850 7,275 7,625 7,975 2,450 3,500 Jan '08 29,400 25,825 5,375 6,950 7,050 2,300 3,050 Feb 32,000 26,600 3,450 7,125 7,225 2,363 3,325 Mar 28,075 24,800 3,225 6,200 7,100 2,188 3,100 Apr 23,600 21,000 3,000 5,850 6,075 2,000 2,913 May 25,325 20,900 3,000 6,325 6,075 2,125 2,913 Jun 27,525 20,500 2,550 5,350 5,188 1,980 2,750 Jul 24,700 21,100 2,800 5,750 5,200 1,850 2,838 Aug 18,700 20,950 3,025 5,925 5,225 1,805 2,900 Sep 14,225 17,900 2,950 5,513 4,775 1,440 2,450 Oct 8,300 11,800 2,625 3,800 3,388 955 1,845 Nov 7,450 10,650 2,725 3,263 2,615 563 1,645 Dec 8,900 10,075 2,925 3,800 2,800 583 1,815 Jan '09 11,825 12,250 3,200 4,675 2,750 570 2,023 Feb 11,925 11,825 2,575 4,125 2,438 513 1,760 Mar 13,250 13,300 2,763 4,100 2,838 525 1,978 Apr 15,200 16,525 3,325 5,050 2,763 630 2,500 May 17,650 19,650 3,363 6,200 3,600 820 2,750 Jun 17,400 23,300 3,700 6,250 4,375 895 3,350
AALI ASII BBCA BBRI BDMN BLTA BMRI Jan '06 4.08 9.09 2.92 8.30 3.87 13.43 23.05
Feb 11.76 (6.71) 2.13 - (6.12) 18.42 (5.79)
Mar 7.46 4.71 8.68 13.03 0.85 3.70 (3.51)
Apr 5.71 12.09 15.02 22.03 22.75 10.36 11.21
May 1.16 (6.34) (4.72) (8.06) (7.55) 22.01 8.58
Jun (1.15) (16.48) (8.45) (6.95) (14.36) (10.08) (17.94)
Jul 18.15 7.57 5.73 7.14 (2.60) 6.19 5.20
Aug 14.71 9.05 3.92 7.27 10.39 5.56 15.55
Sep 3.70 9.45 8.12 6.50 8.60 7.89 11.95
Oct 3.30 9.26 0.54 3.98 11.88 (1.22) 13.48
Nov 9.57 15.22 8.80 8.16 11.06 (8.89) 9.41
Dec 13.35 9.36 0.98 (2.36) 2.39 (5.96) 2.71
Jan '07 10.92 (3.67) (2.91) (3.86) (1.56) 0.29 (6.61)
Feb 0.19 (10.16) 1.50 (2.51) (9.88) 2.87 (9.91)
Mar (5.01) (3.71) (1.23) 1.55 6.14 0.84 -
Apr 17.04 3.12 6.23 8.63 9.92 9.56 21.47
May 5.03 11.21 1.41 7.48 4.51 (0.25) 9.05
Jun (3.47) 6.08 (0.93) 5.22 3.60 2.41 -
Jul 0.34 11.46 12.15 2.89 10.76 (3.71) 9.49
Aug (6.64) (9.20) (4.58) (7.63) (9.40) (21.59) (11.91)
Sep 16.42 11.18 7.42 14.35 13.84 15.08 9.84
Oct 30.88 23.19 10.57 11.79 5.47 19.94 11.57
Nov 12.57 6.75 4.04 7.14 (1.44) 5.70 (4.35)
Dec 11.91 9.48 2.83 (3.17) (6.73) 10.11 (2.10)
Jan '08 11.79 (3.82) (26.12) (8.85) (11.60) (6.12) (12.86)
Feb 8.84 3.00 (35.81) 2.52 2.48 2.72 9.02
Mar (12.27) (6.77) (6.52) (12.98) (1.73) (7.41) (6.77)
Apr (15.94) (15.32) (6.98) (5.65) (14.44) (8.57) (6.05)
May 7.31 (0.48) - 8.12 - 6.25 -
Jun 8.69 (1.91) (15.00) (15.42) (14.61) (6.82) (5.58)
Jul (10.26) 2.93 9.80 7.48 0.24 (6.57) 3.18
Aug (24.29) (0.71) 8.04 3.04 0.48 (2.43) 2.20
Sep (23.93) (14.56) (2.48) (6.96) (8.61) (20.22) (15.52)
Oct (41.65) (34.08) (11.02) (31.07) (29.06) (33.68) (24.69)
Nov (10.24) (9.75) 3.81 (14.14) (22.80) (41.10) (10.84)
Dec 19.46 (5.40) 7.34 16.48 7.07 3.56 10.33
Jan '09 32.87 21.59 9.40 23.03 (1.79) (2.15) 11.43
Feb 0.85 (3.47) (19.53) (11.76) (11.36) (10.09) (12.98)
Mar 11.11 12.47 7.28 (0.61) 16.41 2.44 12.36
Apr 14.72 24.25 20.36 23.17 (2.64) 20.00 26.42
May 16.12 18.91 1.13 22.77 30.32 30.16 10.00
Jun (1.42) 18.58 10.04 0.81 21.53 9.15 21.82
DAFTAR HARGA SAHAM TERTINGGI-TERENDAH
BBRI BDMN BLTA BMRI BNBR Low High Low High Low High Low High Low
2,900 4,900 4,150 1,060 950 1,670 1,280 120 100 3,000 5,050 4,350 1,260 1,020 2,010 1,620 135 110 3,100 4,750 4,075 1,570 1,130 1,830 1,590 135 120 3,225 4,850 4,050 1,490 1,310 1,800 1,500 180 130 3,950 6,100 4,825 1,680 1,410 2,010 1,660 175 155 3,650 5,750 4,350 2,130 1,640 2,375 1,610 215 150 3,450 4,750 3,900 1,860 1,530 1,750 1,520 165 140 3,900 4,550 3,875 1,880 1,720 1,840 1,600 180 150 4,250 5,050 4,250 2,020 1,780 2,225 1,750 175 145 4,350 5,350 4,750 2,150 1,950 2,400 2,050 165 145 4,750 6,050 5,250 2,200 1,850 2,825 2,225 155 140 4,850 6,600 5,950 1,970 1,720 2,925 2,600 155 130 4,950 6,800 6,050 1,810 1,660 2,950 2,725 160 130 4,500 6,950 5,700 1,840 1,640 2,950 2,350 191 150 4,400 6,200 5,200 1,930 1,650 2,625 2,150 194 167 4,700 6,800 5,300 1,940 1,670 2,575 2,200 191 169 5,050 6,900 6,400 2,075 1,880 3,325 2,475 245 185 5,200 7,550 6,350 2,075 1,870 3,350 2,975 325 225 5,600 7,600 6,800 2,100 1,940 3,300 3,025 310 270 5,700 9,050 6,900 2,050 1,840 3,800 3,125 350 295 5,100 8,300 6,150 1,880 1,170 3,475 2,625 300 190 6,100 8,550 7,900 2,010 1,500 3,625 3,075 305 255 6,600 9,150 8,200 2,270 1,940 4,050 3,425 350 295 7,050 9,050 8,050 2,500 1,950 3,900 3,250 325 275 7,250 8,600 7,350 2,700 2,200 3,775 3,225 330 285 6,100 8,000 6,100 2,675 1,925 3,550 2,550 310 245 6,650 7,800 6,650 2,475 2,250 3,475 3,175 375 300 5,300 7,750 6,450 2,375 2,000 3,275 2,925 650 310 5,300 6,900 5,250 2,075 1,925 3,225 2,600 550 455 5,700 6,500 5,650 2,300 1,950 3,125 2,700 560 500 4,650 5,750 4,625 2,100 1,860 2,925 2,575 540 490 5,100 5,750 4,650 1,930 1,770 3,050 2,625 530 390 5,600 5,500 4,950 1,880 1,730 3,150 2,650 395 265 4,575 5,500 4,050 1,790 1,090 2,925 1,975 345 200 2,500 4,950 1,825 1,300 610 2,550 1,140 230 145 2,400 3,450 1,780 750 375 2,050 1,240 131 59 2,950 3,250 2,350 790 375 2,250 1,380 54 50 4,250 3,375 2,125 670 470 2,275 1,770 50 50 3,700 2,800 2,075 580 445 1,830 1,690 50 50 3,550 3,225 2,450 580 470 2,275 1,680 50 50 4,200 3,200 2,325 740 520 2,875 2,125 101 50 5,500 4,200 3,000 1,000 640 3,075 2,425 109 65 5,550 4,900 3,850 1,020 770 3,750 2,950 102 84
BNBR BNGA BNII BUMI ENRG INCO INDF KIJA PGAS 110 395 150 735 740 13,350 6,785 470 3,715 123 430 150 805 790 13,850 6,995 463 4,843 128 410 163 840 885 15,100 7,465 475 5,420 155 438 158 950 895 16,850 7,945 475 5,203 165 560 155 935 875 19,575 9,195 513 6,593 183 590 178 890 810 19,750 8,870 525 7,028 153 545 185 800 685 18,100 8,365 490 6,475 165 590 175 820 675 21,925 10,150 505 6,060 160 680 180 790 585 22,225 10,585 575 6,883 155 710 188 730 545 22,675 11,440 625 6,755 148 805 188 745 520 25,000 12,170 680 6,183 143 940 198 780 505 27,250 13,750 725 6,185 145 960 225 845 525 30,125 14,465 715 6,110 171 915 240 990 550 30,900 13,515 732 5,916 181 800 240 1,130 690 38,200 17,005 824 4,909 180 765 208 1,235 660 46,200 19,790 800 4,863 215 815 191 1,350 615 60,075 28,045 878 5,598 275 830 204 1,600 655 60,050 27,565 940 5,472 290 865 200 2,025 760 54,025 25,125 990 5,303 323 910 186 2,563 895 55,625 27,138 1,113 4,905 245 795 192 2,375 800 48,600 20,600 908 5,502 280 865 175 3,113 820 60,700 28,045 1,030 6,175 323 895 220 4,188 1,155 77,400 33,000 1,068 7,610 300 870 240 5,088 1,350 104,050 46,975 1,185 8,640 308 875 280 5,925 1,435 95,950 47,888 1,320 8,572 278 765 293 5,625 1,295 54,000 5,138 1,353 7,929 338 745 303 7,300 1,315 8,800 5,538 1,433 7,587 480 680 328 6,300 1,230 8,075 4,850 1,162 7,461 503 695 405 5,925 1,020 6,800 4,113 1,019 7,425 530 820 455 7,500 1,105 6,525 4,513 1,220 7,654 515 960 470 7,925 1,055 6,425 4,400 1,223 7,413 460 920 415 6,975 855 5,000 3,150 1,070 6,707 330 920 470 5,650 755 4,025 2,875 993 6,133 273 780 390 4,238 575 2,775 2,038 937 1,349 188 540 453 2,525 420 2,095 1,525 514 1,070 95 488 465 1,308 230 2,025 1,495 451 1,025 52 445 418 900 98 2,000 1,415 461 1,200 50 450 375 693 79 2,428 1,580 572 1,125 50 415 318 660 72 2,250 1,515 515 1,125 50 438 323 770 70 2,175 1,475 506 1,150 76 610 408 1,190 162 2,975 1,750 668 1,325 87 740 435 1,870 363 3,525 2,425 946 1,473 93 655 395 1,988 408 4,188 2,808 877 1,696
BNBR BNGA BNII BUMI ENRG INCO INDF KIJA PGAS
110 395 150 735 740 13,350 6,785 470 3,715 123 430 150 805 790 13,850 6,995 463 4,843 128 410 163 840 885 15,100 7,465 475 5,420 155 438 158 950 895 16,850 7,945 475 5,203 165 560 155 935 875 19,575 9,195 513 6,593 183 590 178 890 810 19,750 8,870 525 7,028 153 545 185 800 685 18,100 8,365 490 6,475 165 590 175 820 675 21,925 10,150 505 6,060 160 680 180 790 585 22,225 10,585 575 6,883 155 710 188 730 545 22,675 11,440 625 6,755 148 805 188 745 520 25,000 12,170 680 6,183 143 940 198 780 505 27,250 13,750 725 6,185 145 960 225 845 525 30,125 14,465 715 6,110 171 915 240 990 550 30,900 13,515 732 5,916 181 800 240 1,130 690 38,200 17,005 824 4,909 180 765 208 1,235 660 46,200 19,790 800 4,863 215 815 191 1,350 615 60,075 28,045 878 5,598 275 830 204 1,600 655 60,050 27,565 940 5,472 290 865 200 2,025 760 54,025 25,125 990 5,303 323 910 186 2,563 895 55,625 27,138 1,113 4,905 245 795 192 2,375 800 48,600 20,600 908 5,502 280 865 175 3,113 820 60,700 28,045 1,030 6,175 323 895 220 4,188 1,155 77,400 33,000 1,068 7,610 300 870 240 5,088 1,350 104,050 46,975 1,185 8,640 308 875 280 5,925 1,435 95,950 47,888 1,320 8,572 278 765 293 5,625 1,295 54,000 5,138 1,353 7,929 338 745 303 7,300 1,315 8,800 5,538 1,433 7,587 480 680 328 6,300 1,230 8,075 4,850 1,162 7,461 503 695 405 5,925 1,020 6,800 4,113 1,019 7,425 530 820 455 7,500 1,105 6,525 4,513 1,220 7,654 515 960 470 7,925 1,055 6,425 4,400 1,223 7,413 460 920 415 6,975 855 5,000 3,150 1,070 6,707 330 920 470 5,650 755 4,025 2,875 993 6,133 273 780 390 4,238 575 2,775 2,038 937 1,349 188 540 453 2,525 420 2,095 1,525 514 1,070 95 488 465 1,308 230 2,025 1,495 451 1,025 52 445 418 900 98 2,000 1,415 461 1,200 50 450 375 693 79 2,428 1,580 572 1,125 50 415 318 660 72 2,250 1,515 515 1,125 50 438 323 770 70 2,175 1,475 506 1,150 76 610 408 1,190 162 2,975 1,750 668 1,325 87 740 435 1,870 363 3,525 2,425 946 1,473 93 655 395 1,988 408 4,188 2,808 877 1,696
BNBR BNGA BNII BUMI ENRG INCO INDF KIJA PGAS 11.36 8.86 - 9.52 6.76 3.75 3.10 (1.60) 30.35
4.08 (4.65) 8.33 4.35 12.03 9.03 6.72 2.70 11.93
21.57 6.71 (3.08) 13.10 1.13 11.59 6.43 - (4.01)
6.45 28.00 (1.59) (1.58) (2.23) 16.17 15.73 7.89 26.72
10.61 5.36 14.52 (4.81) (7.43) 0.89 (3.53) 2.44 6.60
(16.44) (7.63) 4.23 (10.11) (15.43) (8.35) (5.69) (6.67) (7.86)
8.20 8.26 (5.41) 2.50 (1.46) 21.13 21.34 3.06 (6.41)
(3.03) 15.25 2.86 (3.66) (13.33) 1.37 4.29 13.86 13.57
(3.13) 4.41 4.17 (7.59) (6.84) 2.02 8.08 8.70 (1.85)
(4.84) 13.38 - 2.05 (4.59) 10.25 6.38 8.80 (8.48)
(3.39) 16.77 5.33 4.70 (2.88) 9.00 12.98 6.62 0.04
1.75 2.13 13.92 8.33 3.96 10.55 5.20 (1.38) (1.21)
17.59 (4.69) 6.67 17.16 4.76 2.57 (6.57) 2.31 (3.18)
5.87 (12.57) - 14.14 25.45 23.62 25.82 12.58 (17.02)
(0.28) (4.38) (13.54) 9.29 (4.35) 20.94 16.38 (2.85) (0.94)
19.44 6.54 (8.19) 9.31 (6.82) 30.03 41.71 9.69 15.12
27.91 1.84 7.09 18.52 6.50 (0.04) (1.71) 7.12 (2.24)
5.45 4.22 (2.21) 26.56 16.03 (10.03) (8.85) 5.32 (3.10)
11.21 5.20 (6.77) 26.54 17.76 2.96 8.01 12.37 (7.50)
(24.03) (12.64) 2.96 (7.32) (10.61) (12.63) (24.09) (18.43) 12.16
14.29 8.81 (8.88) 31.05 2.50 24.90 36.14 13.50 12.24
15.18 3.47 25.79 34.54 40.85 27.51 17.67 3.64 23.24
(6.98) (2.79) 9.34 21.49 16.88 34.43 42.35 11.01 13.53
2.50 0.57 16.67 16.46 6.30 (7.78) 1.94 11.39 (0.79)
(9.76) (12.57) 4.46 (5.06) (9.76) (43.72) (89.27) 2.46 (7.50)
21.62 (2.61) 3.42 29.78 1.54 (83.70) 7.79 5.91 (4.32)
42.22 (8.72) 8.26 (13.70) (6.46) (8.24) (12.42) (18.92) (1.65)
4.69 2.21 23.66 (5.95) (17.07) (15.79) (15.21) (12.27) (0.48)
5.47 17.99 12.35 26.58 8.33 (4.04) 9.73 19.68 3.08
(2.83) 17.07 3.30 5.67 (4.52) (1.53) (2.49) 0.29 (3.15)
(10.68) (4.17) (11.70) (11.99) (18.96) (22.18) (28.41) (12.51) (9.52)
(28.26) - 13.25 (19.00) (11.70) (19.50) (8.73) (7.24) (8.57)
(17.42) (15.22) (17.02) (25.00) (23.84) (31.06) (29.13) (5.59) (78.00)
(31.19) (30.77) 16.03 (40.41) (26.96) (24.50) (25.15) (45.20) (20.68)
(49.33) (9.72) 2.76 (48.22) (45.36) (3.34) (1.97) (12.27) (4.21)
(45.26) (8.72) (10.22) (31.17) (57.52) (1.23) (5.35) 2.22 17.07
(3.85) 1.12 (10.18) (23.06) (18.97) 21.38 11.66 24.21 (6.25)
- (7.78) (15.33) (4.69) (9.49) (7.31) (4.11) (9.97) -
- 5.42 1.57 16.67 (2.10) (3.33) (2.64) (1.84) 2.22
51.00 39.43 26.36 54.55 131.43 36.78 18.64 32.15 15.22
15.23 21.31 6.75 57.14 123.77 18.49 38.57 41.62 11.13
6.90 (11.49) (9.20) 6.28 12.41 18.79 15.77 (7.29) 15.14
DAFTAR HARGA SAHAM TERTINGGI-TERENDAH
BNGA BNII BUMI ENRG INCO High Low High Low High Low High Low High
425 365 160 140 800 670 770 710 14,100 455 405 160 140 860 750 850 730 14,700 430 390 175 150 860 820 960 810 16,200 480 395 170 145 1,070 830 980 810 18,700 650 470 165 145 990 880 920 830 21,900 690 490 195 160 970 810 910 710 23,000 580 510 205 165 830 770 740 630 20,500 640 540 185 165 880 760 720 630 24,600 730 630 190 170 840 740 670 500 24,500 750 670 200 175 760 700 580 510 23,750 890 720 195 180 770 720 540 500 27,000 1,020 860 215 180 830 730 520 490 28,450 1,050 870 250 200 900 790 560 490 32,750 1,010 820 255 225 1,110 870 610 490 36,500 900 700 260 220 1,260 1,000 770 610 44,200 820 710 230 185 1,340 1,130 710 610 54,400 890 740 200 181 1,410 1,290 660 570 65,800 870 790 220 188 1,800 1,400 730 580 66,800 930 800 210 189 2,300 1,750 840 680 60,000 1,010 810 194 178 2,850 2,275 1,000 790 59,250 920 670 210 173 2,725 2,025 950 650 58,000 910 820 203 146 3,700 2,525 870 770 67,300 960 830 250 189 4,950 3,425 1,480 830 91,000 960 780 265 215 6,400 3,775 1,500 1,200 117,000 910 840 315 245 6,350 5,500 1,540 1,330 98,850 900 630 320 265 6,900 4,350 1,530 1,060 101,000 800 690 345 260 8,150 6,450 1,390 1,240 9,600 770 590 365 290 7,550 5,050 1,390 1,070 9,400 760 630 480 330 7,000 4,850 1,140 900 7,850 960 680 465 445 8,550 6,450 1,190 1,020 6,950 990 930 485 455 8,750 7,100 1,140 970 6,900 970 870 470 360 8,450 5,500 1,000 710 6,150 960 880 485 455 6,500 4,800 850 660 4,575 900 660 470 310 5,450 3,025 720 430 3,750 720 360 490 415 2,875 2,175 490 350 3,050 590 385 520 410 1,975 640 315 144 2,350 500 390 490 345 1,100 700 130 65 2,200 510 390 420 330 1,000 385 94 64 2,825 440 390 350 285 830 490 78 65 2,500 495 380 370 275 840 700 73 67 2,400 750 470 490 325 1,570 810 255 69 3,750 820 660 480 390 2,300 1,440 520 205 4,150 720 590 430 360 2,325 1,650 500 315 4,750
PTBA SMCB TLKM UNSP UNTR 4,265 1,100 5,825 425 3,700 4,395 1,190 6,275 428 3,863 5,213 1,315 6,200 518 3,938 5,600 1,353 6,625 660 4,250 6,550 1,390 7,425 755 5,075 7,263 1,773 7,650 1,005 5,425 6,725 1,670 7,175 880 5,238 6,788 1,820 7,275 1,010 5,450 7,738 1,928 7,800 985 5,675 7,825 1,945 8,050 905 5,975 7,113 1,925 8,375 865 6,450 6,788 1,870 9,200 875 6,600 7,088 1,943 10,200 930 6,525 5,538 1,753 9,875 995 7,050 5,950 1,833 9,150 1,090 6,925 5,988 1,860 9,425 1,095 7,050 6,650 2,078 10,350 1,300 7,800 7,300 2,348 9,900 1,435 7,425 8,400 3,140 9,725 1,650 7,700 7,825 3,735 10,650 1,705 8,675 7,725 2,800 10,400 1,515 7,575 8,400 3,430 10,975 1,505 8,150 10,925 4,020 11,650 1,770 9,875 13,050 5,570 10,725 2,175 11,025 13,775 6,520 10,525 2,163 10,675 11,300 5,270 9,275 2,475 12,275 12,100 6,165 9,675 2,513 13,150 12,225 5,190 9,425 2,098 11,750 11,150 5,000 9,225 1,525 11,775 13,525 5,840 8,450 1,830 13,450 14,825 7,435 7,750 1,860 12,850 14,175 6,610 7,325 1,565 10,975 8,338 6,435 7,650 1,190 10,550 8,235 4,335 6,950 895 9,025 5,025 2,275 6,350 418 5,675 4,475 2,700 5,800 288 4,138 4,835 3,350 6,450 245 4,125 5,025 3,820 6,825 285 5,088 4,885 3,835 6,200 293 5,325 4,550 3,525 7,025 303 5,950 5,813 3,745 7,425 458 7,750 6,913 5,070 7,550 735 9,550 8,375 5,660 7,650 745 10,500
PTBA SMCB TLKM UNSP UNTR
4,265 1,100 5,825 425 3,700 4,395 1,190 6,275 428 3,863 5,213 1,315 6,200 518 3,938 5,600 1,353 6,625 660 4,250 6,550 1,390 7,425 755 5,075 7,263 1,773 7,650 1,005 5,425 6,725 1,670 7,175 880 5,238 6,788 1,820 7,275 1,010 5,450 7,738 1,928 7,800 985 5,675 7,825 1,945 8,050 905 5,975 7,113 1,925 8,375 865 6,450 6,788 1,870 9,200 875 6,600 7,088 1,943 10,200 930 6,525 5,538 1,753 9,875 995 7,050 5,950 1,833 9,150 1,090 6,925 5,988 1,860 9,425 1,095 7,050 6,650 2,078 10,350 1,300 7,800 7,300 2,348 9,900 1,435 7,425 8,400 3,140 9,725 1,650 7,700 7,825 3,735 10,650 1,705 8,675 7,725 2,800 10,400 1,515 7,575 8,400 3,430 10,975 1,505 8,150 10,925 4,020 11,650 1,770 9,875 13,050 5,570 10,725 2,175 11,025 13,775 6,520 10,525 2,163 10,675 11,300 5,270 9,275 2,475 12,275 12,100 6,165 9,675 2,513 13,150 12,225 5,190 9,425 2,098 11,750 11,150 5,000 9,225 1,525 11,775 13,525 5,840 8,450 1,830 13,450 14,825 7,435 7,750 1,860 12,850 14,175 6,610 7,325 1,565 10,975 8,338 6,435 7,650 1,190 10,550 8,235 4,335 6,950 895 9,025 5,025 2,275 6,350 418 5,675 4,475 2,700 5,800 288 4,138 4,835 3,350 6,450 245 4,125 5,025 3,820 6,825 285 5,088 4,885 3,835 6,200 293 5,325 4,550 3,525 7,025 303 5,950 5,813 3,745 7,425 458 7,750 6,913 5,070 7,550 735 9,550 8,375 5,660 7,650 745 10,500
PTBA SMCB TLKM UNSP UNTR 3.05 8.18 7.73 0.59 4.39
18.60 10.50 (1.20) 21.05 1.94
7.43 2.85 6.85 27.54 7.94
16.96 2.77 12.08 14.39 19.41
10.88 27.52 3.03 33.11 6.90
(7.40) (5.78) (6.21) (12.44) (3.46)
0.93 8.98 1.39 14.77 4.06
14.00 5.91 7.22 (2.48) 4.13
1.13 0.91 3.21 (8.12) 5.29
(9.11) (1.03) 4.04 (4.42) 7.95
(4.57) (2.86) 9.85 1.16 2.33
4.42 3.88 10.87 6.29 (1.14)
(21.87) (9.78) (3.19) 6.99 8.05
7.45 4.56 (7.34) 9.55 (1.77)
0.63 1.50 3.01 0.46 1.81
11.06 11.69 9.81 18.72 10.64
9.77 13.00 (4.35) 10.38 (4.81)
15.07 33.76 (1.77) 14.98 3.70
(6.85) 18.95 9.51 3.33 12.66
(1.28) (25.03) (2.35) (11.14) (12.68)
8.74 22.50 5.53 (0.66) 7.59
30.06 17.20 6.15 17.61 21.17
19.45 38.56 (7.94) 22.88 11.65
5.56 17.06 (1.86) (0.57) (3.17)
(17.97) (19.17) (11.88) 14.45 14.99
7.08 16.98 4.31 1.52 7.13
1.03 (15.82) (2.58) (16.52) (10.65)
(8.79) (3.66) (2.12) (27.29) 0.21
21.30 16.80 (8.40) 20.00 14.23
9.61 27.31 (8.28) 1.64 (4.46)
(4.38) (11.10) (5.48) (15.86) (14.59)
(41.18) (2.65) 4.44 (23.96) (3.87)
(1.23) (32.63) (9.15) (24.79) (14.45)
(38.98) (47.52) (8.63) (53.35) (37.12)
(10.95) 18.68 (8.66) (31.14) (27.09)
8.04 24.07 11.21 (14.78) (0.30)
3.93 14.03 5.81 16.33 23.33
(2.79) 0.39 (9.16) 2.63 4.67
(6.86) (8.08) 13.31 3.42 11.74
27.75 6.24 5.69 51.24 30.25
18.92 35.38 1.68 60.66 23.23
21.16 11.64 1.32 1.36 9.95
DAFTAR HARGA SAHAM TERTINGGI-TERENDAH
INCO INDF KIJA PGAS PTBA SMCB Low High Low High Low High Low High Low High
12,600 970 840 100 80 7,350 6,650 1,880 1,670 530 13,000 990 820 105 85 9,600 6,800 1,990 1,780 600 14,000 930 830 120 90 10,750 8,300 2,125 1,960 670 15,000 890 810 140 105 10,300 8,950 2,250 2,025 680 17,250 1,140 860 165 135 13,050 9,800 3,300 2,050 730 16,500 1,240 880 170 105 13,950 10,500 4,025 2,825 720 15,700 1,030 840 140 100 12,850 9,950 3,500 2,750 590 19,250 1,050 870 140 120 12,000 10,150 3,425 3,050 590 19,950 1,220 1,010 140 115 13,650 11,650 3,825 3,275 580 21,600 1,280 1,120 130 110 13,400 12,000 3,650 3,300 590 23,000 1,340 1,230 130 115 12,250 10,700 3,525 3,250 600 26,050 1,450 1,310 140 120 12,250 10,100 3,475 3,150 590 27,500 1,430 1,270 160 120 12,100 10,550 3,625 3,175 710 25,300 1,730 1,280 183 131 11,700 7,400 3,675 2,725 780 32,200 1,810 1,450 197 167 9,650 8,400 3,500 2,925 740 38,000 1,580 1,370 230 175 9,550 8,450 3,525 3,050 670 54,350 1,740 1,520 235 195 11,000 9,250 4,050 3,425 730 53,300 1,830 1,630 250 194 10,750 9,350 5,250 3,875 820 48,050 2,200 1,750 230 205 10,400 9,250 7,550 5,300 980 52,000 2,275 1,950 275 210 9,600 8,600 7,050 6,400 1,070 39,200 2,000 1,560 255 153 10,850 8,850 6,600 4,550 1,050 54,100 1,990 1,770 290 200 12,150 10,150 6,650 5,650 1,210 63,800 2,200 1,850 285 220 15,000 11,900 9,950 6,600 1,440 91,100 2,850 2,125 245 180 17,100 13,650 12,450 9,100 2,040 93,050 2,725 2,400 240 194 16,950 14,750 12,800 11,200 1,840 7,000 3,275 2,475 230 158 15,700 10,200 12,400 8,750 1,790 8,000 3,075 2,675 190 173 15,000 12,100 12,100 10,750 1,580 6,750 2,950 2,150 173 122 14,800 12,550 11,900 9,000 1,380 5,750 2,475 1,900 138 100 14,750 11,600 10,700 8,800 1,200 6,100 2,925 2,275 164 107 15,200 12,000 15,050 10,400 1,280 5,950 2,850 2,300 146 125 14,700 12,700 16,950 13,650 1,220 3,850 2,450 2,000 140 114 13,300 11,100 17,250 12,000 1,220 3,475 2,275 1,850 135 115 12,150 1,975 14,700 11,700 1,170 1,800 2,275 1,750 124 73 2,625 1,670 14,800 7,500 1,170 1,140 1,910 940 87 50 2,090 1,050 9,000 3,750 800 1,700 1,290 840 61 50 2,000 1,450 7,500 4,800 600 1,800 1,030 870 51 50 2,350 1,620 8,050 6,000 700 2,030 1,130 1,090 54 50 2,200 1,850 8,200 6,900 740 2,000 1,030 980 50 50 2,200 1,870 7,900 7,050 620 1,950 1,000 960 51 50 2,250 1,750 7,350 6,450 600 2,200 1,300 1,240 96 50 2,600 2,125 9,500 6,750 740 2,900 1,950 1,780 112 70 2,875 2,375 11,450 9,100 1,040 3,625 1,990 1,620 134 91 3,300 2,700 14,050 10,100 1,220
DAFTAR HARGA SAHAM TERTINGGI-TERENDAH
SMCB TLKM UNSP UNTR Low High Low High Low High Low
445 6,250 5,400 455 395 3,875 3,525 475 6,600 5,950 455 400 4,100 3,625 580 6,450 5,950 620 415 4,100 3,775 600 7,200 6,050 740 580 4,525 3,975 630 8,000 6,850 850 660 5,750 4,400 500 8,500 6,800 1,170 840 6,150 4,700 500 7,700 6,650 970 790 5,600 4,875 520 7,550 7,000 1,120 900 5,750 5,150 520 8,150 7,450 1,110 860 5,950 5,400 520 8,450 7,650 1,000 810 6,300 5,650 560 8,600 8,150 910 820 6,950 5,950 530 10,050 8,350 930 820 7,000 6,200 530 10,850 9,550 1,020 840 6,800 6,250 640 10,450 9,300 1,070 920 7,750 6,350 610 9,750 8,550 1,220 960 7,550 6,300 600 9,900 8,950 1,190 1,000 7,450 6,650 640 10,850 9,850 1,460 1,140 8,250 7,350 690 10,500 9,300 1,560 1,310 7,850 7,000 720 9,900 9,550 1,800 1,500 8,250 7,150 950 11,500 9,800 1,890 1,520 9,200 8,150 770 11,250 9,550 1,840 1,190 8,600 6,550 1,000 11,350 10,600 1,640 1,370 8,650 7,650 1,130 12,750 10,550 2,010 1,530 11,550 8,200 1,300 11,600 9,850 2,425 1,925 11,700 10,350 1,610 11,250 9,800 2,350 1,975 11,250 10,100 1,220 10,300 8,250 2,950 2,000 14,250 10,300 1,370 10,250 9,100 2,675 2,350 13,900 12,400 1,010 10,000 8,850 2,575 1,620 13,100 10,400 870 9,850 8,600 1,800 1,250 12,950 10,600 900 9,100 7,800 2,050 1,610 14,700 12,200 1,050 8,300 7,200 2,000 1,720 14,450 11,250 1,010 8,100 6,550 1,910 1,220 12,850 9,100 1,080 8,100 7,200 1,400 980 11,700 9,400 620 8,000 5,900 1,180 610 10,750 7,300 330 7,850 4,850 650 185 9,000 2,350 395 6,450 5,150 390 185 5,425 2,850 400 7,400 5,500 285 205 4,975 3,275 560 7,450 6,200 335 235 5,800 4,375 480 6,650 5,750 345 240 5,950 4,700 490 7,900 6,150 325 280 7,000 4,900 550 8,000 6,850 610 305 9,250 6,250 680 8,100 7,000 940 530 10,500 8,600 920 8,000 7,300 880 610 11,450 9,550
DAFTAR HARGA SAHAM TERTINGGI-TERENDAH
INCO ITMG PTBA High Low High Low High Low
60 Jan-09 2,825 2,030 12,800 9,100 8,200 6,900 59 Feb-09 2,500 2,000 10,400 9,350 7,900 7,050 58 Mar-09 2,400 1,950 10,300 9,050 7,350 6,450 57 Apr-09 3,750 2,200 15,950 9,850 9,500 6,750 56 May-09 4,150 2,900 19,700 14,850 11,450 9,100 55 Jun-09 4,750 3,625 23,700 18,100 14,050 10,100 54 Jul-09 4,400 3,525 26,950 17,450 13,600 10,500 53 Aug-09 5,100 4,175 27,800 23,150 14,150 12,750 52 Sep-09 4,400 4,075 25,300 22,750 15,100 12,450 51 Oct-09 4,375 3,650 24,600 20,000 16,000 13,700 50 Nov-09 4,100 3,425 29,100 21,600 16,550 14,350 49 Dec-09 3,850 3,275 32,300 28,200 18,100 16,450 48 Jan-10 4,025 3,500 34,500 30,150 18,600 16,400 47 Feb-10 3,900 3,350 32,300 28,100 17,150 15,050 46 Mar-10 4,775 3,800 39,750 31,500 17,950 15,500 45 Apr-10 5,200 4,525 40,600 37,500 19,350 17,250 44 May-10 5,100 3,200 39,300 29,850 18,650 15,550 43 Jun-10 4,100 3,575 39,450 33,200 17,650 16,050 42 Jul-10 4,225 3,600 39,200 36,750 17,500 16,300 41 Aug-10 4,475 4,050 41,000 37,500 18,500 15,950 40 Sep-10 4,900 4,125 41,750 36,550 20,700 17,400 39 Oct-10 5,100 4,650 50,100 40,900 21,000 19,100 38 Nov-10 5,000 4,475 55,300 45,200 21,900 18,700 37 Dec-10 4,875 4,425 53,000 46,000 23,450 18,700 36 Jan-11 5,000 4,475 57,950 43,700 26,000 19,350 35 Feb-11 5,200 4,675 48,650 43,650 20,700 18,750 34 Mar-11 5,150 4,525 51,400 39,900 21,550 19,800 33 Apr-11 5,100 4,675 50,250 46,650 22,800 21,000 32 May-11 5,000 4,775 48,000 44,400 22,450 20,600 31 Jun-11 4,850 4,375 47,500 44,000 21,500 20,350 30 Jul-11 4,600 4,225 52,000 44,550 21,650 20,550 29 Aug-11 4,325 3,275 51,350 40,000 21,500 17,450 28 Sep-11 4,050 2,850 47,000 37,500 19,950 13,700 27 Oct-11 3,725 2,525 45,100 34,300 18,800 13,600 26 Nov-11 3,650 3,000 45,000 36,250 18,500 16,500 25 Dec-11 3,300 2,975 40,400 34,950 17,700 16,200 24 Jan-12 4,050 3,150 41,000 36,200 20,250 17,300 23 Feb-12 4,050 3,425 44,800 36,650 21,150 19,900 22 Mar-12 3,625 3,300 44,000 41,050 21,100 20,050 21 Apr-12 3,375 3,025 45,100 39,700 20,550 18,000 20 May-12 3,125 2,250 40,000 33,750 18,550 15,000 19 Jun-12 2,675 2,200 37,700 30,150 15,250 12,950 18 Jul-12 2,900 2,400 38,400 34,600 16,450 14,450 17 Aug-12 2,475 2,250 38,500 35,600 16,000 13,500 16 Sep-12 3,100 2,250 42,400 37,750 17,000 13,800 15 Oct-12 2,950 2,500 43,350 40,000 16,900 15,550
14 Nov-12 2,750 2,025 42,450 38,350 16,900 13,800 13 Dec-12 2,475 2,100 42,350 38,100 16,000 13,650 12 Jan-13 2,900 2,325 42,900 39,800 17,000 15,000 11 Feb-13 3,075 2,600 41,350 39,550 15,800 14,700 10 Mar-13 2,850 2,350 40,750 33,250 15,550 13,500
9 Apr-13 2,850 2,375 39,500 35,100 15,500 14,550 8 May-13 2,850 2,450 36,400 29,150 15,650 12,100 7 Jun-13 2,575 1,920 30,100 24,600 13,350 11,200 6 Jul-13 2,175 1,770 28,650 24,200 13,700 9,700 5 Aug-13 2,525 1,770 32,050 24,300 12,650 9,900 4 Sep-13 2,725 2,200 32,950 25,350 14,150 12,000 3 Oct-13 2,750 2,250 34,000 25,300 14,100 12,100 2 Nov-13 2,650 2,300 33,150 27,700 12,750 11,500 1 Dec-13 2,800 2,300 30,600 27,150 12,100 10,150
Penghitungan Return dan beberapa parameter Penting lainnya 21 Saham LQ45SAHAM INCO SAHAM ITMG SAHAM PTBA
NO BULANHARGA SAHAM
Ri Ri-RI (Ri-RI)^2 NO BULANHARGA SAHAM
Ri Ri-RI (Ri-RI)^2 NO BULANHARGA SAHAM
Ri Ri-RIHIGH LOW RERATA HIGH LOW RERATA HIGH LOW RERATA
1 Jan-09 2,825 2,030 2,428 1 Jan-09 12,800 9,100 10,950 1 Jan-09 8,200 6,900 7,550 2 Feb-09 2,500 2,000 2,250 (0.0731) (0.0791) 0.0063 2 Feb-09 10,400 9,350 9,875 (0.0982) (0.1194) 0.0143 2 Feb-09 7,900 7,050 7,475 (0.0099) (0.0201)3 Mar-09 2,400 1,950 2,175 (0.0333) (0.0393) 0.0015 3 Mar-09 10,300 9,050 9,675 (0.0203) (0.0415) 0.0017 3 Mar-09 7,350 6,450 6,900 (0.0769) (0.0870)4 Apr-09 3,750 2,200 2,975 0.3678 0.3618 0.1309 4 Apr-09 15,950 9,850 12,900 0.3333 0.3121 0.0974 4 Apr-09 9,500 6,750 8,125 0.1775 0.1674 5 May-09 4,150 2,900 3,525 0.1849 0.1789 0.0320 5 May-09 19,700 14,850 17,275 0.3391 0.3179 0.1011 5 May-09 11,450 9,100 10,275 0.2646 0.2545 6 Jun-09 4,750 3,625 4,188 0.1879 0.1820 0.0331 6 Jun-09 23,700 18,100 20,900 0.2098 0.1886 0.0356 6 Jun-09 14,050 10,100 12,075 0.1752 0.1651 7 Jul-09 4,400 3,525 3,963 (0.0537) (0.0597) 0.0036 7 Jul-09 26,950 17,450 22,200 0.0622 0.0410 0.0017 7 Jul-09 13,600 10,500 12,050 (0.0021) (0.0122)8 Aug-09 5,100 4,175 4,638 0.1703 0.1644 0.0270 8 Aug-09 27,800 23,150 25,475 0.1475 0.1263 0.0159 8 Aug-09 14,150 12,750 13,450 0.1162 0.1061 9 Sep-09 4,400 4,075 4,238 (0.0863) (0.0922) 0.0085 9 Sep-09 25,300 22,750 24,025 (0.0569) (0.0782) 0.0061 9 Sep-09 15,100 12,450 13,775 0.0242 0.0140
10 Oct-09 4,375 3,650 4,013 (0.0531) (0.0591) 0.0035 10 Oct-09 24,600 20,000 22,300 (0.0718) (0.0930) 0.0087 10 Oct-09 16,000 13,700 14,850 0.0780 0.0679 11 Nov-09 4,100 3,425 3,763 (0.0623) (0.0683) 0.0047 11 Nov-09 29,100 21,600 25,350 0.1368 0.1155 0.0133 11 Nov-09 16,550 14,350 15,450 0.0404 0.0303 12 Dec-09 3,850 3,275 3,563 (0.0532) (0.0591) 0.0035 12 Dec-09 32,300 28,200 30,250 0.1933 0.1721 0.0296 12 Dec-09 18,100 16,450 17,275 0.1181 0.1080 13 Jan-10 4,025 3,500 3,763 0.0561 0.0502 0.0025 13 Jan-10 34,500 30,150 32,325 0.0686 0.0474 0.0022 13 Jan-10 18,600 16,400 17,500 0.0130 0.0029 14 Feb-10 3,900 3,350 3,625 (0.0365) (0.0425) 0.0018 14 Feb-10 32,300 28,100 30,200 (0.0657) (0.0870) 0.0076 14 Feb-10 17,150 15,050 16,100 (0.0800) (0.0901)15 Mar-10 4,775 3,800 4,288 0.1828 0.1768 0.0312 15 Mar-10 39,750 31,500 35,625 0.1796 0.1584 0.0251 15 Mar-10 17,950 15,500 16,725 0.0388 0.0287 16 Apr-10 5,200 4,525 4,863 0.1341 0.1281 0.0164 16 Apr-10 40,600 37,500 39,050 0.0961 0.0749 0.0056 16 Apr-10 19,350 17,250 18,300 0.0942 0.0840 17 May-10 5,100 3,200 4,150 (0.1465) (0.1525) 0.0233 17 May-10 39,300 29,850 34,575 (0.1146) (0.1358) 0.0185 17 May-10 18,650 15,550 17,100 (0.0656) (0.0757)18 Jun-10 4,100 3,575 3,838 (0.0753) (0.0813) 0.0066 18 Jun-10 39,450 33,200 36,325 0.0506 0.0294 0.0009 18 Jun-10 17,650 16,050 16,850 (0.0146) (0.0247)19 Jul-10 4,225 3,600 3,913 0.0195 0.0136 0.0002 19 Jul-10 39,200 36,750 37,975 0.0454 0.0242 0.0006 19 Jul-10 17,500 16,300 16,900 0.0030 (0.0072)20 Aug-10 4,475 4,050 4,263 0.0895 0.0835 0.0070 20 Aug-10 41,000 37,500 39,250 0.0336 0.0123 0.0002 20 Aug-10 18,500 15,950 17,225 0.0192 0.0091 21 Sep-10 4,900 4,125 4,513 0.0587 0.0527 0.0028 21 Sep-10 41,750 36,550 39,150 (0.0025) (0.0238) 0.0006 21 Sep-10 20,700 17,400 19,050 0.1060 0.0958 22 Oct-10 5,100 4,650 4,875 0.0803 0.0743 0.0055 22 Oct-10 50,100 40,900 45,500 0.1622 0.1410 0.0199 22 Oct-10 21,000 19,100 20,050 0.0525 0.0424 23 Nov-10 5,000 4,475 4,738 (0.0282) (0.0342) 0.0012 23 Nov-10 55,300 45,200 50,250 0.1044 0.0832 0.0069 23 Nov-10 21,900 18,700 20,300 0.0125 0.0023 24 Dec-10 4,875 4,425 4,650 (0.0185) (0.0245) 0.0006 24 Dec-10 53,000 46,000 49,500 (0.0149) (0.0362) 0.0013 24 Dec-10 23,450 18,700 21,075 0.0382 0.0281 25 Jan-11 5,000 4,475 4,738 0.0188 0.0128 0.0002 25 Jan-11 57,950 43,700 50,825 0.0268 0.0055 0.0000 25 Jan-11 26,000 19,350 22,675 0.0759 0.0658 26 Feb-11 5,200 4,675 4,938 0.0422 0.0362 0.0013 26 Feb-11 48,650 43,650 46,150 (0.0920) (0.1132) 0.0128 26 Feb-11 20,700 18,750 19,725 (0.1301) (0.1402)27 Mar-11 5,150 4,525 4,838 (0.0203) (0.0262) 0.0007 27 Mar-11 51,400 39,900 45,650 (0.0108) (0.0321) 0.0010 27 Mar-11 21,550 19,800 20,675 0.0482 0.0380 28 Apr-11 5,100 4,675 4,888 0.0103 0.0043 0.0000 28 Apr-11 50,250 46,650 48,450 0.0613 0.0401 0.0016 28 Apr-11 22,800 21,000 21,900 0.0593 0.0491 29 May-11 5,000 4,775 4,888 - (0.0060) 0.0000 29 May-11 48,000 44,400 46,200 (0.0464) (0.0677) 0.0046 29 May-11 22,450 20,600 21,525 (0.0171) (0.0272)30 Jun-11 4,850 4,375 4,613 (0.0563) (0.0623) 0.0039 30 Jun-11 47,500 44,000 45,750 (0.0097) (0.0310) 0.0010 30 Jun-11 21,500 20,350 20,925 (0.0279) (0.0380)31 Jul-11 4,600 4,225 4,413 (0.0434) (0.0493) 0.0024 31 Jul-11 52,000 44,550 48,275 0.0552 0.0340 0.0012 31 Jul-11 21,650 20,550 21,100 0.0084 (0.0018)32 Aug-11 4,325 3,275 3,800 (0.1388) (0.1448) 0.0210 32 Aug-11 51,350 40,000 45,675 (0.0539) (0.0751) 0.0056 32 Aug-11 21,500 17,450 19,475 (0.0770) (0.0871)33 Sep-11 4,050 2,850 3,450 (0.0921) (0.0981) 0.0096 33 Sep-11 47,000 37,500 42,250 (0.0750) (0.0962) 0.0093 33 Sep-11 19,950 13,700 16,825 (0.1361) (0.1462)34 Oct-11 3,725 2,525 3,125 (0.0942) (0.1002) 0.0100 34 Oct-11 45,100 34,300 39,700 (0.0604) (0.0816) 0.0067 34 Oct-11 18,800 13,600 16,200 (0.0371) (0.0473)35 Nov-11 3,650 3,000 3,325 0.0640 0.0580 0.0034 35 Nov-11 45,000 36,250 40,625 0.0233 0.0021 0.0000 35 Nov-11 18,500 16,500 17,500 0.0802 0.0701 36 Dec-11 3,300 2,975 3,138 (0.0564) (0.0624) 0.0039 36 Dec-11 40,400 34,950 37,675 (0.0726) (0.0939) 0.0088 36 Dec-11 17,700 16,200 16,950 (0.0314) (0.0416)37 Jan-12 4,050 3,150 3,600 0.1474 0.1414 0.0200 37 Jan-12 41,000 36,200 38,600 0.0246 0.0033 0.0000 37 Jan-12 20,250 17,300 18,775 0.1077 0.0975 38 Feb-12 4,050 3,425 3,738 0.0382 0.0322 0.0010 38 Feb-12 44,800 36,650 40,725 0.0551 0.0338 0.0011 38 Feb-12 21,150 19,900 20,525 0.0932 0.0831 39 Mar-12 3,625 3,300 3,463 (0.0736) (0.0796) 0.0063 39 Mar-12 44,000 41,050 42,525 0.0442 0.0230 0.0005 39 Mar-12 21,100 20,050 20,575 0.0024 (0.0077)40 Apr-12 3,375 3,025 3,200 (0.0758) (0.0818) 0.0067 40 Apr-12 45,100 39,700 42,400 (0.0029) (0.0242) 0.0006 40 Apr-12 20,550 18,000 19,275 (0.0632) (0.0733)41 May-12 3,125 2,250 2,688 (0.1602) (0.1661) 0.0276 41 May-12 40,000 33,750 36,875 (0.1303) (0.1515) 0.0230 41 May-12 18,550 15,000 16,775 (0.1297) (0.1398)42 Jun-12 2,675 2,200 2,438 (0.0930) (0.0990) 0.0098 42 Jun-12 37,700 30,150 33,925 (0.0800) (0.1012) 0.0102 42 Jun-12 15,250 12,950 14,100 (0.1595) (0.1696)43 Jul-12 2,900 2,400 2,650 0.0872 0.0812 0.0066 43 Jul-12 38,400 34,600 36,500 0.0759 0.0547 0.0030 43 Jul-12 16,450 14,450 15,450 0.0957 0.0856 44 Aug-12 2,475 2,250 2,363 (0.1085) (0.1145) 0.0131 44 Aug-12 38,500 35,600 37,050 0.0151 (0.0062) 0.0000 44 Aug-12 16,000 13,500 14,750 (0.0453) (0.0554)45 Sep-12 3,100 2,250 2,675 0.1323 0.1263 0.0159 45 Sep-12 42,400 37,750 40,075 0.0816 0.0604 0.0036 45 Sep-12 17,000 13,800 15,400 0.0441 0.0339 46 Oct-12 2,950 2,500 2,725 0.0187 0.0127 0.0002 46 Oct-12 43,350 40,000 41,675 0.0399 0.0187 0.0003 46 Oct-12 16,900 15,550 16,225 0.0536 0.0434 47 Nov-12 2,750 2,025 2,388 (0.1239) (0.1298) 0.0169 47 Nov-12 42,450 38,350 40,400 (0.0306) (0.0518) 0.0027 47 Nov-12 16,900 13,800 15,350 (0.0539) (0.0641)48 Dec-12 2,475 2,100 2,288 (0.0419) (0.0479) 0.0023 48 Dec-12 42,350 38,100 40,225 (0.0043) (0.0256) 0.0007 48 Dec-12 16,000 13,650 14,825 (0.0342) (0.0443)49 Jan-13 2,900 2,325 2,613 0.1421 0.1361 0.0185 49 Jan-13 42,900 39,800 41,350 0.0280 0.0067 0.0000 49 Jan-13 17,000 15,000 16,000 0.0793 0.0691 50 Feb-13 3,075 2,600 2,838 0.0861 0.0801 0.0064 50 Feb-13 41,350 39,550 40,450 (0.0218) (0.0430) 0.0018 50 Feb-13 15,800 14,700 15,250 (0.0469) (0.0570)51 Mar-13 2,850 2,350 2,600 (0.0837) (0.0897) 0.0080 51 Mar-13 40,750 33,250 37,000 (0.0853) (0.1065) 0.0113 51 Mar-13 15,550 13,500 14,525 (0.0475) (0.0577)52 Apr-13 2,850 2,375 2,613 0.0048 (0.0012) 0.0000 52 Apr-13 39,500 35,100 37,300 0.0081 (0.0131) 0.0002 52 Apr-13 15,500 14,550 15,025 0.0344 0.0243 53 May-13 2,850 2,450 2,650 0.0144 0.0084 0.0001 53 May-13 36,400 29,150 32,775 (0.1213) (0.1426) 0.0203 53 May-13 15,650 12,100 13,875 (0.0765) (0.0867)54 Jun-13 2,575 1,920 2,248 (0.1519) (0.1579) 0.0249 54 Jun-13 30,100 24,600 27,350 (0.1655) (0.1868) 0.0349 54 Jun-13 13,350 11,200 12,275 (0.1153) (0.1254)55 Jul-13 2,175 1,770 1,973 (0.1224) (0.1283) 0.0165 55 Jul-13 28,650 24,200 26,425 (0.0338) (0.0551) 0.0030 55 Jul-13 13,700 9,700 11,700 (0.0468) (0.0570)56 Aug-13 2,525 1,770 2,148 0.0887 0.0827 0.0068 56 Aug-13 32,050 24,300 28,175 0.0662 0.0450 0.0020 56 Aug-13 12,650 9,900 11,275 (0.0363) (0.0465)57 Sep-13 2,725 2,200 2,463 0.1467 0.1407 0.0198 57 Sep-13 32,950 25,350 29,150 0.0346 0.0134 0.0002 57 Sep-13 14,150 12,000 13,075 0.1596 0.1495 58 Oct-13 2,750 2,250 2,500 0.0152 0.0092 0.0001 58 Oct-13 34,000 25,300 29,650 0.0172 (0.0041) 0.0000 58 Oct-13 14,100 12,100 13,100 0.0019 (0.0082)59 Nov-13 2,650 2,300 2,475 (0.0100) (0.0160) 0.0003 59 Nov-13 33,150 27,700 30,425 0.0261 0.0049 0.0000 59 Nov-13 12,750 11,500 12,125 (0.0744) (0.0846)60 Dec-13 2,800 2,300 2,550 0.0303 0.0243 0.0006 60 Dec-13 30,600 27,150 28,875 (0.0509) (0.0722) 0.0052 60 Dec-13 12,100 10,150 11,125 (0.0825) (0.0926)
TOTAL 0.3532 0.0000 0.6385 TOTAL 1.2532 - 0.5921 TOTAL 0.5974 - RERATA Ri (RI) 0.0060 RERATA Ri (RI) 0.0212 RERATA Ri (RI) 0.0101
VARIANCE 0.0108 VARIANCE 0.0100 VARIANCE 0.0072 STANDAR DEVIASI (δ) 0.1040 STANDAR DEVIASI (δ) 0.1002 STANDAR DEVIASI (δ) 0.0851 EXPECTED RETURN 0.9256 EXPECTED RETURN 1.0163 EXPECTED RETURN 0.7838 COVARIANCE 0.0029 COVARIANCE 0.0032 COVARIANCE 0.0024 KOEFISIEN KORELASI 0.4429 KOEFISIEN KORELASI 0.5050 KOEFISIEN KORELASI 0.4584 BETA (β) 0.7377 BETA (β) 0.8099 BETA (β) 0.6247
SAHAM PTBA
(Ri-RI)^2
0.0004 0.0076 0.0280 0.0648 0.0272 0.0001 0.0112 0.0002 0.0046 0.0009 0.0117 0.0000 0.0081 0.0008 0.0071 0.0057 0.0006 0.0001 0.0001 0.0092 0.0018 0.0000 0.0008 0.0043 0.0197 0.0014 0.0024 0.0007 0.0014 0.0000 0.0076 0.0214 0.0022 0.0049 0.0017 0.0095 0.0069 0.0001 0.0054 0.0196 0.0288 0.0073 0.0031 0.0012 0.0019 0.0041 0.0020 0.0048 0.0032 0.0033 0.0006 0.0075 0.0157 0.0032 0.0022 0.0224 0.0001 0.0071 0.0086 0.4274
Tabel x: Data untuk Pembuatan Efficient FrontierNO BETA RERATA RETURNEXPECTED RETURN
INCO 0.737687398855752 0.00598661043064 0.925611538ITMG 0.80992476285379 0.02124117133189 1.016251201PTBA 0.624678540124346 0.01012580962162 0.783813937
Rf0.06457627118644
Gambar x: Efficient Frontier
R
0.6 0.65 0.7 0.75 0.8 0.850
0.2
0.4
0.6
0.8
1
1.2
0.6 0.65 0.7 0.75 0.8 0.850
0.2
0.4
0.6
0.8
1
1.2
Lampiran 2TABEL PENGHITUNGAN RETURN IHSG DAN SERTIFIKAT BANK INDONESIA
IHSG (Rm) SBI (Rf)
NO BULAN Rm Rm-RM (Rm-RM)^2 NO BULAN Rf (Desimal)
1 2 3 4 5 6 1 2 3 41 Jan-09 1310.64 1 Jan-09 8.75 0.0875 2 Feb-09 1256.11 (0.0416) (0.0640) 0.0041 2 Feb-09 8.25 0.0825 3 Mar-09 1461.75 0.1637 0.1413 0.0200 3 Mar-09 7.75 0.0775 4 Apr-09 1729.58 0.1832 0.1609 0.0259 4 Apr-09 7.5 0.0750 5 May-09 1998.58 0.1555 0.1332 0.0177 5 May-09 7.25 0.0725 6 Jun-09 2059.88 0.0307 0.0083 0.0001 6 Jun-09 7 0.0700 7 Jul-09 2338.80 0.1354 0.1130 0.0128 7 Jul-09 6.75 0.0675 8 Aug-09 2326.91 (0.0051) (0.0274) 0.0008 8 Aug-09 6.5 0.0650 9 Sep-09 2477.97 0.0649 0.0426 0.0018 9 Sep-09 6.5 0.0650
10 Oct-09 2371.64 (0.0429) (0.0653) 0.0043 10 Oct-09 6.5 0.0650 11 Nov-09 2452.50 0.0341 0.0117 0.0001 11 Nov-09 6.5 0.0650 12 Dec-09 2575.41 0.0501 0.0278 0.0008 12 Dec-09 6.5 0.0650 13 Jan-10 2587.55 0.0047 (0.0176) 0.0003 13 Jan-10 6.5 0.0650 14 Feb-10 2554.67 (0.0127) (0.0351) 0.0012 14 Feb-10 6.5 0.0650 15 Mar-10 2830.00 0.1078 0.0854 0.0073 15 Mar-10 6.5 0.0650 16 Apr-10 2960.90 0.0463 0.0239 0.0006 16 Apr-10 6.5 0.0650 17 May-10 2724.61 (0.0798) (0.1022) 0.0104 17 May-10 6.5 0.0650 18 Jun-10 2874.25 0.0549 0.0326 0.0011 18 Jun-10 6.5 0.0650 19 Jul-10 3058.98 0.0643 0.0419 0.0018 19 Jul-10 6.5 0.0650 20 Aug-10 3135.32 0.0250 0.0026 0.0000 20 Aug-10 6.5 0.0650 21 Sep-10 3547.11 0.1313 0.1090 0.0119 21 Sep-10 6.5 0.0650 22 Oct-10 3645.15 0.0276 0.0053 0.0000 22 Oct-10 6.5 0.0650 23 Nov-10 3619.09 (0.0071) (0.0295) 0.0009 23 Nov-10 6.5 0.0650 24 Dec-10 3727.52 0.0300 0.0076 0.0001 24 Dec-10 6.5 0.0650 25 Jan-11 3442.50 (0.0765) (0.0988) 0.0098 25 Jan-11 6.5 0.0650 26 Feb-11 3512.62 0.0204 (0.0020) 0.0000 26 Feb-11 6.75 0.0675 27 Mar-11 3707.49 0.0555 0.0331 0.0011 27 Mar-11 6.75 0.0675 28 Apr-11 3849.30 0.0383 0.0159 0.0003 28 Apr-11 6.75 0.0675 29 May-11 3837.76 (0.0030) (0.0254) 0.0006 29 May-11 6.75 0.0675 30 Jun-11 3927.10 0.0233 0.0009 0.0000 30 Jun-11 6.75 0.0675 31 Jul-11 4193.44 0.0678 0.0455 0.0021 31 Jul-11 6.75 0.0675 32 Aug-11 3866.17 (0.0780) (0.1004) 0.0101 32 Aug-11 6.75 0.0675 33 Sep-11 3348.71 (0.1338) (0.1562) 0.0244 33 Sep-11 6.75 0.0675 34 Oct-11 3685.01 0.1004 0.0781 0.0061 34 Oct-11 6.5 0.0650 35 Nov-11 3781.10 0.0261 0.0037 0.0000 35 Nov-11 6 0.0600 36 Dec-11 3809.14 0.0074 (0.0149) 0.0002 36 Dec-11 6 0.0600 37 Jan-12 3964.98 0.0409 0.0185 0.0003 37 Jan-12 6 0.0600 38 Feb-12 3962.29 (0.0007) (0.0230) 0.0005 38 Feb-12 5.75 0.0575 39 Mar-12 4166.07 0.0514 0.0291 0.0008 39 Mar-12 5.75 0.0575 40 Apr-12 4195.98 0.0072 (0.0152) 0.0002 40 Apr-12 5.75 0.0575 41 May-12 3799.77 (0.0944) (0.1168) 0.0136 41 May-12 5.75 0.0575 42 Jun-12 3991.54 0.0505 0.0281 0.0008 42 Jun-12 5.75 0.0575 43 Jul-12 4130.46 0.0348 0.0124 0.0002 43 Jul-12 5.75 0.0575 44 Aug-12 4117.95 (0.0030) (0.0254) 0.0006 44 Aug-12 5.75 0.0575 45 Sep-12 4236.29 0.0287 0.0064 0.0000 45 Sep-12 5.75 0.0575 46 Oct-12 4335.36 0.0234 0.0010 0.0000 46 Oct-12 5.75 0.0575 47 Nov-12 4302.44 (0.0076) (0.0300) 0.0009 47 Nov-12 5.75 0.0575 48 Dec-12 4346.48 0.0102 (0.0121) 0.0001 48 Dec-12 5.75 0.0575 49 Jan-13 4481.63 0.0311 0.0087 0.0001 49 Jan-13 5.75 0.0575 50 Feb-13 4811.61 0.0736 0.0513 0.0026 50 Feb-13 5.75 0.0575 51 Mar-13 4937.58 0.0262 0.0038 0.0000 51 Mar-13 5.75 0.0575 52 Apr-13 5060.92 0.0250 0.0026 0.0000 52 Apr-13 5.75 0.0575 53 May-13 4971.35 (0.0177) (0.0401) 0.0016 53 May-13 5.75 0.0575 54 Jun-13 4777.45 (0.0390) (0.0614) 0.0038 54 Jun-13 6 0.0600 55 Jul-13 4624.34 (0.0320) (0.0544) 0.0030 55 Jul-13 6.5 0.0650 56 Aug-13 4101.23 (0.1131) (0.1355) 0.0184 56 Aug-13 7 0.0700 57 Sep-13 4345.90 0.0597 0.0373 0.0014 57 Sep-13 7.25 0.0725 58 Oct-13 4432.59 0.0199 (0.0024) 0.0000 58 Oct-13 7.25 0.0725 59 Nov-13 4321.98 (0.0250) (0.0473) 0.0022 59 Nov-13 7.5 0.0750 60 Dec-13 4327.27 0.0012 (0.0211) 0.0004 60 Dec-13 7.5 0.0750
TOTAL 1.3193 0.0000 0.2302 TOTAL 3.8100 RERATA Rm (RM) 0.0224 RERATA Rf (RF) 0.0646 VARIANCE 0.0039 STANDAR DEVIASI 0.0625
IHSG RERATA BULANAN
SBI RERATA BULANAN (%)
Lampiran 3 - 1
KOVARIAN TERHADAP PASAR
NO (Rm-RM)*INCO - Rm ITMG - Rm PTBA - Rm
INCO ITMG PTBA 0.0051 0.0076 0.0013
1 (0.0791) (0.1194) (0.0201) (0.0640) (0.0056) (0.0059) (0.0123)2 (0.0393) (0.0415) (0.0870) 0.1413 0.0582 0.0502 0.0269 3 0.3618 0.3121 0.1674 0.1609 0.0238 0.0423 0.0339 4 0.1789 0.3179 0.2545 0.1332 0.0015 0.0016 0.0014 5 0.1820 0.1886 0.1651 0.0083 (0.0068) 0.0046 (0.0014)6 (0.0597) 0.0410 (0.0122) 0.1130 (0.0045) (0.0035) (0.0029)7 0.1644 0.1263 0.1061 (0.0274) (0.0039) (0.0033) 0.0006 8 (0.0922) (0.0782) 0.0140 0.0426 0.0039 0.0061 (0.0044)9 (0.0591) (0.0930) 0.0679 (0.0653) (0.0008) 0.0014 0.0004
10 (0.0683) 0.1155 0.0303 0.0117 (0.0016) 0.0048 0.0030 11 (0.0591) 0.1721 0.1080 0.0278 (0.0009) (0.0008) (0.0001)12 0.0502 0.0474 0.0029 (0.0176) 0.0015 0.0031 0.0032 13 (0.0425) (0.0870) (0.0901) (0.0351) 0.0151 0.0135 0.0025 14 0.1768 0.1584 0.0287 0.0854 0.0031 0.0018 0.0020 15 0.1281 0.0749 0.0840 0.0239 0.0156 0.0139 0.0077 16 (0.1525) (0.1358) (0.0757) (0.1022) (0.0026) 0.0010 (0.0008)17 (0.0813) 0.0294 (0.0247) 0.0326 0.0006 0.0010 (0.0003)18 0.0136 0.0242 (0.0072) 0.0419 0.0002 0.0000 0.0000 19 0.0835 0.0123 0.0091 0.0026 0.0057 (0.0026) 0.0104 20 0.0527 (0.0238) 0.0958 0.1090 0.0004 0.0007 0.0002 21 0.0743 0.1410 0.0424 0.0053 0.0010 (0.0025) (0.0001)22 (0.0342) 0.0832 0.0023 (0.0295) (0.0002) (0.0003) 0.0002 23 (0.0245) (0.0362) 0.0281 0.0076 (0.0013) (0.0005) (0.0065)24 0.0128 0.0055 0.0658 (0.0988) (0.0001) 0.0002 0.0003 25 0.0362 (0.1132) (0.1402) (0.0020) (0.0009) (0.0011) 0.0013 26 (0.0262) (0.0321) 0.0380 0.0331 0.0001 0.0006 0.0008 27 0.0043 0.0401 0.0491 0.0159 0.0002 0.0017 0.0007 28 (0.0060) (0.0677) (0.0272) (0.0254) (0.0001) (0.0000) (0.0000)29 (0.0623) (0.0310) (0.0380) 0.0009 (0.0022) 0.0015 (0.0001)30 (0.0493) 0.0340 (0.0018) 0.0455 0.0145 0.0075 0.0087 31 (0.1448) (0.0751) (0.0871) (0.1004) 0.0153 0.0150 0.0228 32 (0.0981) (0.0962) (0.1462) (0.1562) (0.0078) (0.0064) (0.0037)33 (0.1002) (0.0816) (0.0473) 0.0781 0.0002 0.0000 0.0003 34 0.0580 0.0021 0.0701 0.0037 0.0009 0.0014 0.0006 35 (0.0624) (0.0939) (0.0416) (0.0149) 0.0026 0.0001 0.0018 36 0.1414 0.0033 0.0975 0.0185 (0.0007) (0.0008) (0.0019)37 0.0322 0.0338 0.0831 (0.0230) (0.0023) 0.0007 (0.0002)38 (0.0796) 0.0230 (0.0077) 0.0291 0.0012 0.0004 0.0011 39 (0.0818) (0.0242) (0.0733) (0.0152) 0.0194 0.0177 0.0163 40 (0.1661) (0.1515) (0.1398) (0.1168) (0.0028) (0.0028) (0.0048)41 (0.0990) (0.1012) (0.1696) 0.0281 0.0010 0.0007 0.0011 42 0.0812 0.0547 0.0856 0.0124 0.0029 0.0002 0.0014 43 (0.1145) (0.0062) (0.0554) (0.0254) 0.0008 0.0004 0.0002 44 0.1263 0.0604 0.0339 0.0064 0.0000 0.0000 0.0000 45 0.0127 0.0187 0.0434 0.0010 0.0039 0.0016 0.0019 46 (0.1298) (0.0518) (0.0641) (0.0300) 0.0006 0.0003 0.0005 47 (0.0479) (0.0256) (0.0443) (0.0121) 0.0012 0.0001 0.0006 48 0.1361 0.0067 0.0691 0.0087 0.0041 (0.0022) (0.0029)49 0.0801 (0.0430) (0.0570) 0.0513 (0.0003) (0.0004) (0.0002)50 (0.0897) (0.1065) (0.0577) 0.0038 (0.0000) (0.0000) 0.0001 51 (0.0012) (0.0131) 0.0243 0.0026 (0.0003) 0.0057 0.0035 52 0.0084 (0.1426) (0.0867) (0.0401) 0.0097 0.0115 0.0077 53 (0.1579) (0.1868) (0.1254) (0.0614) 0.0070 0.0030 0.0031 54 (0.1283) (0.0551) (0.0570) (0.0544) (0.0112) (0.0061) 0.0063 55 0.0827 0.0450 (0.0465) (0.1355) 0.0052 0.0005 0.0056 56 0.1407 0.0134 0.1495 0.0373 (0.0000) 0.0000 0.0000 57 0.0092 (0.0041) (0.0082) (0.0024) 0.0008 (0.0002) 0.0040 58 (0.0160) 0.0049 (0.0846) (0.0473) (0.0005) 0.0015 0.0020 59 0.0243 (0.0722) (0.0926) (0.0211) 0.1698 0.1864 0.1438
TOTAL 0.0000 - - 0.0000 0.0029 0.0032 0.0024
RERATA 0.0000 - - 0.0000 0.29% 0.32% 0.24%
MATRIX KOVARIAN
INCO ITMG PTBAINCO 100.00% 0.74% 0.62%ITMG 100.00% 0.66%PTBA 100.00%
MATRIX KOEFISIEN KORELASI
INCO ITMG PTBAINCO 100.00% 109.52% 74.84%ITMG 100.00% 197.45%PTBA 100.00%
Tabel x: Data untuk Pembuatan Efficient FrontierNO EXPECTED RETURN STANDAR DEVIASI BETA RERATA RETURN
INCO 0.925611537954899 0.10403022466035 0.737687 0.016640519292ITMG 1.01625120143803 0.1001756269639 0.809925 0.028746269193PTBA 0.783813936836652 0.08510892803633 0.624679 0.026199178636
Rm Rf1.3193239317682 0.06457627118644
BETA 1 0SDTV 0.062459038262346 0
1.3193239317682 0.0053813559322
0 0.02 0.04 0.06 0.08 0.1 0.120
0.2
0.4
0.6
0.8
1
1.2
1.4
Column FRow 13
Gambar x: Efficient Frontier
R
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.90
0.2
0.4
0.6
0.8
1
1.2
0 0.02 0.04 0.06 0.08 0.1 0.120
0.2
0.4
0.6
0.8
1
1.2
1.4
Column FRow 13
0 0.02 0.04 0.06 0.08 0.1 0.120
0.2
0.4
0.6
0.8
1
1.2
1.4
Column FRow 16
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.90
0.2
0.4
0.6
0.8
1
1.2
KOVARIAN ANTAR SAHAM
NOKOVARIAN = (Ri-RI)n x (Ri-RI)m/n
INCO ITMG PTBA 12 13 23
1 (0.0791) (0.1194) (0.0201) 0.0094 0.0016 0.0024 2 (0.0393) (0.0415) (0.0870) 0.0016 0.0034 0.0036 3 0.3618 0.3121 0.1674 0.1129 0.0606 0.0522 4 0.1789 0.3179 0.2545 0.0569 0.0455 0.0809 5 0.1820 0.1886 0.1651 0.0343 0.0300 0.0311 6 (0.0597) 0.0410 (0.0122) (0.0024) 0.0007 (0.0005)7 0.1644 0.1263 0.1061 0.0208 0.0174 0.0134 8 (0.0922) (0.0782) 0.0140 0.0072 (0.0013) (0.0011)9 (0.0591) (0.0930) 0.0679 0.0055 (0.0040) (0.0063)
10 (0.0683) 0.1155 0.0303 (0.0079) (0.0021) 0.0035 11 (0.0591) 0.1721 0.1080 (0.0102) (0.0064) 0.0186 12 0.0502 0.0474 0.0029 0.0024 0.0001 0.0001 13 (0.0425) (0.0870) (0.0901) 0.0037 0.0038 0.0078 14 0.1768 0.1584 0.0287 0.0280 0.0051 0.0045 15 0.1281 0.0749 0.0840 0.0096 0.0108 0.0063 16 (0.1525) (0.1358) (0.0757) 0.0207 0.0115 0.0103 17 (0.0813) 0.0294 (0.0247) (0.0024) 0.0020 (0.0007)18 0.0136 0.0242 (0.0072) 0.0003 (0.0001) (0.0002)19 0.0835 0.0123 0.0091 0.0010 0.0008 0.0001 20 0.0527 (0.0238) 0.0958 (0.0013) 0.0050 (0.0023)21 0.0743 0.1410 0.0424 0.0105 0.0031 0.0060 22 (0.0342) 0.0832 0.0023 (0.0028) (0.0001) 0.0002 23 (0.0245) (0.0362) 0.0281 0.0009 (0.0007) (0.0010)24 0.0128 0.0055 0.0658 0.0001 0.0008 0.0004 25 0.0362 (0.1132) (0.1402) (0.0041) (0.0051) 0.0159 26 (0.0262) (0.0321) 0.0380 0.0008 (0.0010) (0.0012)27 0.0043 0.0401 0.0491 0.0002 0.0002 0.0020 28 (0.0060) (0.0677) (0.0272) 0.0004 0.0002 0.0018 29 (0.0623) (0.0310) (0.0380) 0.0019 0.0024 0.0012 30 (0.0493) 0.0340 (0.0018) (0.0017) 0.0001 (0.0001)31 (0.1448) (0.0751) (0.0871) 0.0109 0.0126 0.0065 32 (0.0981) (0.0962) (0.1462) 0.0094 0.0143 0.0141 33 (0.1002) (0.0816) (0.0473) 0.0082 0.0047 0.0039 34 0.0580 0.0021 0.0701 0.0001 0.0041 0.0001 35 (0.0624) (0.0939) (0.0416) 0.0059 0.0026 0.0039 36 0.1414 0.0033 0.0975 0.0005 0.0138 0.0003 37 0.0322 0.0338 0.0831 0.0011 0.0027 0.0028 38 (0.0796) 0.0230 (0.0077) (0.0018) 0.0006 (0.0002)39 (0.0818) (0.0242) (0.0733) 0.0020 0.0060 0.0018 40 (0.1661) (0.1515) (0.1398) 0.0252 0.0232 0.0212
41 (0.0990) (0.1012) (0.1696) 0.0100 0.0168 0.0172 42 0.0812 0.0547 0.0856 0.0044 0.0070 0.0047 43 (0.1145) (0.0062) (0.0554) 0.0007 0.0063 0.0003 44 0.1263 0.0604 0.0339 0.0076 0.0043 0.0021 45 0.0127 0.0187 0.0434 0.0002 0.0006 0.0008 46 (0.1298) (0.0518) (0.0641) 0.0067 0.0083 0.0033 47 (0.0479) (0.0256) (0.0443) 0.0012 0.0021 0.0011 48 0.1361 0.0067 0.0691 0.0009 0.0094 0.0005 49 0.0801 (0.0430) (0.0570) (0.0034) (0.0046) 0.0025 50 (0.0897) (0.1065) (0.0577) 0.0096 0.0052 0.0061 51 (0.0012) (0.0131) 0.0243 0.0000 (0.0000) (0.0003)52 0.0084 (0.1426) (0.0867) (0.0012) (0.0007) 0.0124 53 (0.1579) (0.1868) (0.1254) 0.0295 0.0198 0.0234 54 (0.1283) (0.0551) (0.0570) 0.0071 0.0073 0.0031 55 0.0827 0.0450 (0.0465) 0.0037 (0.0038) (0.0021)56 0.1407 0.0134 0.1495 0.0019 0.0210 0.0020 57 0.0092 (0.0041) (0.0082) (0.0000) (0.0001) 0.0000 58 (0.0160) 0.0049 (0.0846) (0.0001) 0.0014 (0.0004)60 0.0243 (0.0722) (0.0926) (0.0018) (0.0023) 0.0067
TOTAL 0.0000 - - 0.4349 0.3672 0.3868
RERATA 0.0000 - - 0.0074 0.0062 0.0066
0.74% 0.62% 0.66%
NOStandar deviasi dua saham
8 10 14 12 13 231 (0.1298) (0.0518) (0.0641) 0.0067 0.0083 0.0033
Korelasi 2 saham12 13 912109.52% 74.84% 197.45%
