Date tkim inru spma inkp ihsg

Dec, 2017 2920.00 286.00 212.00 5400.00 6355.654

Nov, 2017 3170.00 326.00 234.00 5225.00 5952.138
Oct, 2017 2900.00 308.00 248.00 5275.00 6005.784
Sep, 2017 2440.00 300.00 220.00 4190.00 5900.854
Aug, 2017 1590.00 332.00 224.00 3080.00 5864.059
Jul, 2017 1180.00 336.00 220.00 2770.00 5840.939
Jun, 2017 1200.00 334.00 226.00 2550.00 5829.708
May 01, 2017 1350.00 392.00 218.00 2530.00 5738.155
Apr 01, 2017 1275.00 530.00 212.00 2080.00 5685.298
Mar 01, 2017 1005.00 340.00 234.00 1310.00 5568.106
Feb 01, 2017 1025.00 230.00 188.00 1260.00 5386.692
Jan 01, 2017 845.00 310.00 191.00 1045.00 5294.103
Dec 01, 2016 730.00 300.00 194.00 965.00 5296.711
Nov 01, 2016 755.00 320.00 210.00 975.00 5148.91
Oct 01, 2016 795.00 328.00 189.00 1060.00 5422.542
Sep 01, 2016 670.00 360.00 177.00 985.00 5364.804
Aug 01, 2016 750.00 398.00 191.00 1040.00 5386.082
Jul 01, 2016 860.00 340.00 197.00 1050.00 5215.994
Jun 01, 2016 620.00 330.00 168.00 920.00 5016.647
May 01, 2016 615.00 370.00 158.00 900.00 4796.869
Apr 01, 2016 680.00 325.00 171.00 1000.00 4838.583
Mar 01, 2016 555.00 325.00 114.00 960.00 4845.371
Feb 01, 2016 493.00 350.00 98.00 885.00 4770.956
Jan 01, 2016 492.00 500.00 96.00 935.00 4615.163
Date tkim inru spma inkp ihsg
Dec, 2017 -0.07886 -0.1227 -0.09402 0.033493 0.067793 return E(R)
Nov, 2017 0.093103 0.058442 -0.05645 -0.00948 -0.00893 σ2
Oct, 2017 0.188525 0.026667 0.127273 0.25895 0.017782 risiko σ
Sep, 2017 0.534591 -0.09639 -0.01786 0.36039 0.006275 CV
Aug, 2017 0.347458 -0.0119 0.018182 0.111913 0.003958
Jul, 2017 -0.01667 0.005988 -0.02655 0.086275 0.001927
Jun, 2017 -0.11111 -0.14796 0.036697 0.007905 0.015955 tkim
kovarian
May 01, 2017 0.058824 -0.26038 0.028302 0.216346 0.009297 spma
Apr 01, 2017 0.268657 0.558824 -0.09402 0.587786 0.021047 inkp
Mar 01, 2017 -0.01951 0.478261 0.244681 0.039683 0.033678
Feb 01, 2017 0.213018 -0.25806 -0.01571 0.205742 0.017489
Jan 01, 2017 0.157534 0.033333 -0.01546 0.082902 -0.00049 tkim
varian
Dec 01, 2016 -0.03311 -0.0625 -0.07619 -0.01026 0.028705 spma
Nov 01, 2016 -0.05031 -0.02439 0.111111 -0.08019 -0.05046 inkp
Oct 01, 2016 0.186567 -0.08889 0.067797 0.076142 0.010762
Sep 01, 2016 -0.10667 -0.09548 -0.0733 -0.05288 -0.00395
Aug 01, 2016 -0.12791 0.170588 -0.03046 -0.00952 0.032609
Jul 01, 2016 0.387097 0.030303 0.172619 0.141304 0.039737
Jun 01, 2016 0.00813 -0.10811 0.063291 0.022222 0.045817
May 01, 2016 -0.09559 0.138462 -0.07602 -0.1 -0.00862
Apr 01, 2016 0.225225 0 0.5 0.041667 -0.0014
Mar 01, 2016 0.125761 -0.07143 0.163265 0.084746 0.015598
Feb 01, 2016 0.002033 -0.3 0.020833 -0.05348 0.033757
Jan 01, 2016 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
 tkim inru spma inkp ihsg Portfolio
0.09377297 -0.006405 0.042523 0.088768 0.014275 0.075021
0.03205898 0.0410735 0.018411 0.024431 0.000559
0.17905021 0.2026661 0.135689 0.156304 0.023636
1.9094011 -31.64139 3.190981 1.760818 1.655755

tkim spma inkp

0.03066511 0.0053266 0.018245
0.00532659 0.0176109 -0.00168
0.01824495 -0.001681 0.023369

tkim spma inkp 128.2511 varian

34.0723427 5.9184382 20.27217 11.3248 std dev
5.91843816 19.567717 -1.86768 150.9549 CV
20.2721682 -1.867681 25.96516
Date tkim inru spma inkp ihsg
Dec, 2017 -0.07886 -0.1227 -0.09402 0.033493 0.067793 E(R)
Nov, 2017 0.093103 0.058442 -0.05645 -0.00948 -0.00893 σ2
Oct, 2017 0.188525 0.026667 0.127273 0.25895 0.017782 σ
Sep, 2017 0.534591 -0.09639 -0.01786 0.36039 0.006275 CV
Aug, 2017 0.347458 -0.0119 0.018182 0.111913 0.003958 beta
Jul, 2017 -0.01667 0.005988 -0.02655 0.086275 0.001927 alpha
Jun, 2017 -0.11111 -0.14796 0.036697 0.007905 0.015955 var residual
May 01, 2017 0.058824 -0.26038 0.028302 0.216346 0.009297 risk free
Apr 01, 2017 0.268657 0.558824 -0.09402 0.587786 0.021047 ERB
Mar 01, 2017 -0.01951 0.478261 0.244681 0.039683 0.033678
Feb 01, 2017 0.213018 -0.25806 -0.01571 0.205742 0.017489 CI
Jan 01, 2017 0.157534 0.033333 -0.01546 0.082902 -0.00049
Dec 01, 2016 -0.03311 -0.0625 -0.07619 -0.01026 0.028705 proporsi dana (z)
Nov 01, 2016 -0.05031 -0.02439 0.111111 -0.08019 -0.05046 proporsis dana w
Oct 01, 2016 0.186567 -0.08889 0.067797 0.076142 0.010762
Sep 01, 2016 -0.10667 -0.09548 -0.0733 -0.05288 -0.00395
Aug 01, 2016 -0.12791 0.170588 -0.03046 -0.00952 0.032609
Jul 01, 2016 0.387097 0.030303 0.172619 0.141304 0.039737
Jun 01, 2016 0.00813 -0.10811 0.063291 0.022222 0.045817
May 01, 2016 -0.09559 0.138462 -0.07602 -0.1 -0.00862
Apr 01, 2016 0.225225 0 0.5 0.041667 -0.0014 C atas
Mar 01, 2016 0.125761 -0.07143 0.163265 0.084746 0.015598
Feb 01, 2016 0.002033 -0.3 0.020833 -0.05348 0.033757 C Bawah
Jan 01, 2016 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
 tkim inru spma inkp ihsg tkim spma
0.093773 -0.006405094 0.042523 0.088768 0.014275 -0.17264 -0.13654
0.032059 0.0410735296 0.018411 0.024431 0.000559 -0.00067 -0.09897
0.17905 0.2026660543 0.135689 0.156304 0.023636 0.094752 0.08475
-0.00015 -4.78511E-06 -0.00024 0.000501 0.000534 0.440818 -0.06038
-0.26125 -0.008565278 -0.43735 0.895896 0.253685 -0.02434
0.097502 -0.006282824 0.048766 0.075979 -0.11044 -0.06907
0.032059 0.0410735296 0.018411 0.024431 -0.20488 -0.00583
0.000178 0.0001780822 0.000178 0.000178 -0.03495 -0.01422
-0.35825 0.7685887472 -0.09682 0.098884 0.174884 -0.13654
3 2 1 -0.11329 0.202158
-0.02233 3.260889E-05 -0.05421 0.041133 0.119245 -0.05823
TIDAK 0 TIDAK YA 0.063761 -0.05799
0 0 0 0.331014 0.331014 -0.12689 -0.11871
0 0 0 1 -0.14409 0.068589
0.092794 0.025274
-0.20044 -0.11582
-0.22168 -0.07298
0.293324 0.130096
-0.08564 0.020769
-0.18936 -0.11855
-0.76272 0.0013728242 -1.00587 3.24864 0.131452 0.457477
-0.01803 3.244817E-05 -0.02377 0.076785 0.031988 0.120743
-0.19261 -0.004928953 -0.56146 0.866751 -0.09174 -0.02169
0.807387 0.995071047 0.438541 1.866751 #DIV/0! #DIV/0!
inkp ihsg
-0.05527 0.067793
-0.09825 -0.00893
0.170182 0.017782
0.271622 0.006275
0.023146 0.003958
-0.00249 0.001927
-0.08086 0.015955
0.127578 0.009297
0.499019 0.021047
-0.04909 0.033678
0.116974 0.017489
-0.00587 -0.00049
-0.09902 0.028705
-0.16896 -0.05046
-0.01263 0.010762
-0.14165 -0.00395
-0.09829 0.032609
0.052537 0.039737
-0.06655 0.045817
-0.18877 -0.00862
-0.0471 -0.0014
-0.00402 0.015598
-0.14224 0.033757
#DIV/0! #DIV/0!