Kuis Pmp Romual Ricardo s (Rrc1b013041)

8/16/2019 Kuis Pmp Romual Ricardo s (Rrc1b013041)

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Tabel 5.91

Return Market ( Indeks LQ-45 )

di BEI Periode ebruari !"1" # $uli !"1"

Periode Indeks LQ-45 R%

ebruari 49&."!' -

Maret 59."1 "."!49!!4

*+ril 5'.&5 "."&!1'4&95

Mei 54.5' -"."51955"4

$uni 5&&.1"" "."41415&&

$uli 59.9!5 "."4!"&!"9

RET,R P**R "."&9"&

Sumber : IDX-Monthly Statistic (Data Diolah)

uku Bun/a erti0ikat Bank Indonesia ( $an/ka 1 bulanan )

Periode ebruari !"1" # $uli !"1"Peritun/an Risk ree

*kir Period BI Rate(2) BI Rate R0

ebruari &.52 "."&5" ".""541&&&'

Maret &.52 "."&5" ".""541&&&'

*+ril &.52 "."&5" ".""541&&&'

Mei &.52 "."&5" ".""541&&&'

$uni &.52 "."&5" ".""541&&&'

$uli &.52 "."&5" ".""541&&&'

RI3REE ".""541&&&' ".""541'

Tabel 5.1" Return aa% Berlian lau Tanker BLT* Tbk Pada Indeks LQ-45 di BEI Peri

Periode Inde Return

ebruari &5"."''

Maret &'1.91 "."!'&5! RII36 ITEM*TI (B

*+ril '14."19 "."&49!"&5 3IER$* *7*M (R86

Mei 41".!95 -".4!5'!44

$uni 51.&1 -".14!51'

$uli .15 -".991"!"!'1

RET,R (Ri) -".!9!5949

RII36 T6T*L (TE8) ".4&"9"4!RI3 REE ".""541&&&&'

3IER$* *7*M (R8*R) -".&45"94

Tabel 5.11 Return aa% Bank Mandiri BMRI (Persero) Tbk Pada Indeks LQ-45 di BEI

Periode Inde Return

ebruari &&!.9&

Maret '9!.59 ".19551!'4 RII36 ITEM*TI (B

*+ril 59.!59 "."4111!&5! 3IER$* *7*M (R86


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Mei '9!.59 -"."''55454

$uni .9 ".1!14949"

$uli .9 "

RET,R (Ri) "."&4'1"951

RII36 T6T*L (TE8) ".1"&!4!5'&

RI3 REE ".""541&&&&'

3IER$* *7*M (R8*R) ".55"94"&4

Tabel 5.1! Return aa% Bakrie : Broters BBR Tbk Pada Indeks LQ

Periode Inde Return

ebruari !.&4

Maret !.51" -"."5!114"4 RII36 ITEM*TI (B

*+ril !.4"' -"."41"55' 3IER$* *7*M (R86

Mei !."9' -".1!'91"!&

$uni 1.9&" -"."&514!&

$uli 1.'19 -".1!!95914

RET,R -"."!"4&459RII36 T6T*L (TE8) "."4"9'5!"4

RI3 REE ".""541&&&&'

3IER$* *7*M (R8*R) -!.145"5''

Tabel 5.1 Return aa% Barito Pa;i0i; BRPT Tbk Pada

Periode Inde Return

ebruari 4'."

Maret 51.!9& "."!&5"9"'& RII36 ITEM*TI (B

*+ril 49. -"."1'"&1 3IER$* *7*M (R86

Mei 4".'! -".1'4&11&1$uni 4".! -".""9&"1454

$uli 41.5"& "."!91"4""

RET,R -"."!!1!49!5

RII36 T6T*L (TE8) "."9&5!&41&

RI3 REE ".""541&&&&'

3IER$* *7*M (R8*R) -".!5!&9

Tabel 5.14 Return aa% Bakrie Tele;o% BTEL Tbk Pad

Periode Inde Return

ebruari 1!.!95Maret 1!.!95 " RII36 ITEM*TI (B

*+ril 1".41 -"."141'99 3IER$* *7*M (R86

Mei 1'.9!5 "."5'5&1"'!9

$uni 159.5"5 ".15&4&145!

$uli 144.49! -"."941!!441

RET,R "."!114!49'&

RII36 T6T*L (TE8) "."9""'&5!

RI3 REE ".""541&&&&'


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3IER$* *7*M (R8*R) ".1&9"9"&

Tabel 5.15 Return aa% Bu%i Resour;es B,MI Tbk Pad

Periode Inde Return

ebruari 1".55

Maret 1".55 " RII36 ITEM*TI (B

*+ril 1'.4" "."5555'&!' 3IER$* *7*M (R86Mei 11'.5!' -".14'&&51!

$uni 1"9.111 -"."'1&"9"''

$uli 99.!5 -"."51"599

RET,R -"."49'"4'

RII36 T6T*L (TE8) "."'''4'59

RI3 REE ".""541&&&&'

3IER$* *7*M (R8*R) -".&99'!!

Tabel 5.1& Return aa% ar%a 7en


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*+ril 4.44 -"."!"1' 3IER$* *7*M (R86

Mei !9."&9 -".99995'!

$uni !9.&' "."!1!59'&1

$uli !'.419 -"."'&9'"'&

RET,R -"."''""9"

RII36 T6T*L (TE8) ".19"&11"4'5

RI3 REE ".""541&&&&'3IER$* *7*M (R8*R) -".4!4!9"5


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-45 di BEI Perode ebruari !"1" - $uli !"1"

T*) ".5'&411!5

) -".14'&5

Indeks LQ-45 di BEI Periode ebruari !"1" # $uli !"1"

T*) 1.&"'1

) -"."1&9""


T*) -".4&'9!&1

) -"."455&1


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a Indeks LQ-45 di BEI Periode ebruari !"1" # $uli !"1"

T*) 1.!14""&5

) -"."454!'!4


T*) 1.444!'455

) -"."&'&1'9

eks LQ-45 di BEI Periode ebruari !"1" # $uli !"1"

T*) .4!'199

) ".""!&'5

Pada Indeks LQ-45 di BEI Periode ebruari !"1" # $uli !"1"

T*) .494!"!454


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) -"."!59!9


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Periode Indeks LQ-45 Rm

Februari 49&."!' -

Maret 59."1 0.0882

April 5'.&5 0.0622

Mei 54.5' -0.0519

Juni 5&&.1"" 0.0414

Juli 59.9!5 0.0421

Rata-rata return E Rm! 0.0"64

#arian$e # Rm! 0.0028

Tabel 1.!

Indeks LQ # 45

Periode ebuari !"1" - $uli !"1"

Periode Indeks LQ-45

ebruari 49&."!'

Maret 59."1

*+ril 5'.&5

Mei 54.5'

$uni 5&&.1""

$uli 59.9!5

Rata-rata 551.4&


Tabel 5.94 Perhitungan Be

o 3ode E0ek

(Ri-E Ri)(R%-E R%) (Ri-E Ri)(R%-E R%)

ebruari Maret

1" BLT* - "."1&'1

11 BMRI - ".""&'

1! BBR - ".""155!

1 BRPT - ".""54

14 BTEL - -".""1"9&

15 B,MI - ".""!5''

1& E=* - ".""5"

1' EL* - "."!!44&

1 ELT? - ".""'"&

(R%- E R%)@! !.&9E-"

Tabel 1.!

Indeks LQ # 45

Periode ebuari !"1" - $uli !"1"

Periode Indeks LQ-45


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ebruari 49&."!'

Maret 59."1

*+ril 5'.&5

Mei 54 5'

$uni 5&&.1""

$uli 59.9!5Rata-rata 55."44


Perin%&at terbai& menurut R#AR 0.06200

Perin%&at terbai& menurut R#'( 0.0"51)

Alo&a*i terbe*ar menurut porto+olio optimal )".869924


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Return ,aam nde&* (/-45 no 10-18

di E Periode Februari 2009-Juli 2009

o ode E+e& ebruari Maret April Mei

10 (3A - 0.0"28 0.06"5 -0.4254

11MR - 0.1955 0.0841 -0.0))6

12R - -0.0521 -0.0410 -0.1288

1"RP3 - 0.082) -0.0"82 -0.1)46

143E( - 0.0000 -0.0142 0.05)6

15M - 0.0000 0.0556 -0.14)4

16EA - -0.02)8 0.0000 -0.2191

1)E(,A - 0.4688 0.1064 -0.1442

18 E(37 - 0.0909 -0.0208 -0.4000

a Periode Februari 2010 - Juli 2010

(Ri-E Ri)(R%-E R%) (Ri-E Ri)(R%-E R (Ri-E Ri)(R%-E R (Ri-E Ri)(R%-E R%)

A(Ri-E Ri)(R%-E R%) Beta*+ril Mei $uni $uli

".""91" "."11'!9 "."""'51 -".""9'! "."4559 ."14

"."""5"" "."1!5'" "."""!5 -"."""& "."19''" 1.'&"!5

".""1"5' ".""41!9 ".""""4 -"."""! ".""&59" ".5'&41

-"."""414 "."14'" ".""""& "."""!91 "."14 1.&"'

-"."""911 -".""!1' "."""&'9 -"."""&5& -".""5!"1 -".4&'9

".""!'14 ".""&!' -"."""11" -"."""!"1 "."1&"& 1.!14"1

".""!45' "."1"91 "."""1'! -"."""41 "."1&&4& 1.444!'

".""11 "."159" -"."""'44 -"."""99& "."4! .4!'19

".""1449 "."!51 "."""49 ".""""" "."91! .494!"!

&.&5E-"4 '."E-" !.5!E-"5 .!E-"5 Rata-rata beta

A(R%-E R%)@! 1.1!E-"! 1.1E""

-0.46")9"

Tabel 1.

uku Bun/a erti0ikat Bank Indonesia ( $an/ka

Periode ebruari !"1" # $uli !"1"

Peritun/an Risk ree


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*kir Periode BI Rate(2) BI Rate

ebruari &.5"2 "."&5

Maret &.5"2 "."&5

*+ril &.5"2 "."&5

Mei &.5"2 "."&5

$uni &.5"2 "."&5$uli &.5"2 "."&5

Rata-rata R0

'E EFE

MR

MR

R


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Juni Juli E Ri! o ode E+e&

-0.1429 -0.9910 -0.2926 10 (3A

0.1215 0.0000 0.064) 11 MR

-0.065" -0.12"0 -0.0820 12 R

-0.0096 0.0291 -0.0221 1" RP3

0.1565 -0.0941 0.0211 14 3E(

-0.0)16 -0.0851 -0.049) 15 M

-0.0610 -0.1688 -0.095" 16 EA

-0.1124 -0.1"92 0.0"59 1) E(,A

0.021" -0.0)64 -0.0))0 18 E(37

-0.0552

3abel ,

Rate!

Februari .!52

Maret '.'52

April '.5"2

Mei '.!52

Juni '.""2

Juli &.'52

Rata-rata R+

eta *lope! *kir Periode

ebruari

Maret

*+ril

Mei

$uni

$uli

$u%la

Rata-rata R0Ctaun

Rata-rata R0Cbulan

bulanan )


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R0

".""54!

".""54!

".""54!

".""54!

".""54!".""54!

".""54!


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ata *tati*ti& *e$ara Rin%&a* Ma*in%-ma*in% ,aam inde&* (/-45

Return 2! #arian$e"! eta4! R-Rf (5) Ri-Rf)! (" )! 8:

-0.2926 0.1901 ".0819 -0.295"0 -0.09582 -4.)86665 49.955""2

0.064) 0.011" Err;502 0.06200 0.0"51) 9.684155 2)5."68"1

-0.0820 0.001) Err;502 -0.084)5 -0.1442" -29.66"41 205.6691

-0.0221 0.009" Err;502 -0.0248" -0.014)8 -4.4)868) "0".05841

0.0211 0.008) Err;502 0.0184" -0.0"9)5 -0.98)85) 24.85"895

-0.049) 0.0062 Err;502 -0.05241 -0.04"20 -10.2488" 2").26)6"

-0.095" 0.0089 Err;502 -0.0980" -0.06604 -16.")42" 24).954"

0.0"59 0.0694 Err;502 0.0""15 0.0096) 1.6"82248 169."6242

-0.0))0 0.0"6" Err;502 -0.0)9)2 -0.02281 -).666642 ""6.04698

Rate R+

"."!5 0.00688 Retur

"."''5 0.00646 di E Peri

"."'5" 0.00625 Periode

"."'!5 0.00604 Februari

"."'"" 0.0058" Maret

"."&'5 0.0056" April

0.00618 Mei

Juni

BI Rate Juli

&.52 Rata-ra

&.52

&.52

&.52

&.52

&.52

9."2

"."!5

".""!'"


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9: 10: 11: o 3ode

-4.)866646 49.955""21 0.000268! 1" (3A

9.68415501 2)5."68"1 0.000098 11MR

-29.66"414 205.6691 0.00040"! 1! R

-4.4)86868 "0".058406 0.000041! 1 RP3

-0.98)85) 24.85"895 0.000111! 14 3E(

-10.248829 2").26)6" 0.000121! 15 M

-16.")42" 24).954296 0.000185! 1& EA

1.6"8224)6 169."62422 0.00002) 1' E(,A

-).666641) ""6.0469)) 0.000064! 1 E(37

0.000098

3abel 5.91 M

Market ( Indeks LQ-45 )

de Februari 2008 < Juli 2008 No Kode Efek

Indeks LQRm 1" BLT*

249.008 - 11 BMRI

28".0)8 0.1"682291 1! BBR

"41.)25 0.20)1)611 1 BRPT

")".0)0 0.091)258 14 BTEL

"92.12" 0.0510)084 15 B,MI

454.415 0.158858"2 1& E=*

a return 0.1291"08 1' EL*

1 ELT?


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23/26

Peritun%an =ut '> Point Alo&a*i @

(Ri-R0)CD (&) F 3andidat 3ode E0ek G(i)

-"."95 "."""1" bukan +orto0olio o+ti%al (3A -1.55

ErrH5"! "."""1" ErrH5"! MR 5.4

ErrH5"! "."""1" ErrH5"! R -5".51

ErrH5"! "."""1" ErrH5"! RP3 -!.&

ErrH5"! "."""1" ErrH5"! 3E( !.14

ErrH5"! "."""1" ErrH5"! M -.4'

ErrH5"! "."""1" ErrH5"! EA -11."5

ErrH5"! "."""1" ErrH5"! E(,A ".4'

ErrH5"! "."""1" ErrH5"! E(37 -!.!"

$,ML*7 -&.

en%u&ur iner?a ,aam-,aam nde&* (/-45

Return (2) Variance (3) Beta (4)

-".!9!59 ".19"1 ."1

"."&4'1 "."11!9 1.'&"!

-"."!"5 ".""1& ".5'&4

-"."!!1! ".""9! 1.&"9

"."!114 ".""&5 -".4&'9

-"."49'" ".""&!1 1.!14"

-"."95! ".""9 1.444

"."5& "."&9& .4!'!

-"."''"1 "."& .494!"

Rata-Rata R86L -"."4!4!


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diterima

=(i) =(i) 2

"."! !.!'

-"." -."1

".'4 '.'

"."4 .9!

-"." -.1!

".1! 1!.

".1& 1&.1&

-"."1 -".&9

"." .!!

1."" 1"".""


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Kuis Pmp Romual Ricardo s (Rrc1b013041)