L1 LAMPIRAN 1 : Bagan Prosedur Penelitian
Data
Analisis Kinerja Tingkat Laba Harian (MDS dan LQ45) Ri
Hitung Korelasi
Klasifikasi Korelasi
⎛ P ⎞ = Ln ⎜⎜ t ⎟⎟ x 100 % ⎝ Pt −1 ⎠
Rata-rata Tingkat Laba Harian (GMR)
CAPM
[(1+ R1)(1+ R2 )...(1+ Ri )]1/ n −1
(
Ri =Rf + β Rm −Rf
)
CV i =
Uji Korelasi
Kesimpulan Statistik
Sumber : Penelitian
Analisis Perbandingan
∑(R − R) n
σi =
σi Ri
i=1
2
i
n −1
L2 LAMPIRAN 2 : Laporan Portofolio Reksa Dana Periode 1 September 200628 Desember 2006
LAPORAN PORTOFOLIO REKSADANA 10 Terbesar Per 29 Sebtember 2006
Manajer investasi
PT Manulife Aset Manajemen Indonesia
Bank kustodian
Deutsche Bank AG
Nama reksadana
Manulife Dana Saham
Jenis reksadana (Terbuka/tertutup)-(Perseroan/KIK)
Terbuka – KIK
Tipe reksadana
Saham
No. 1 2 3 4 5 6 7 8 9 10
Nama Efek TELEKOMUNIKASI INDONESIA Tbk BANK CENTRAL ASIA Tbk PERUSAHAAN GAS NEGARA (PERSERO) Tbk BANK RAKYAT INDONESIA (PERSERO) Tbk UNITED TRACTORS Tbk ASTRA INTERNATIONAL Tbk BANK NIAGA Tbk BANK DANAMON INDONESIA Tbk TAMBANG BATUBARA BUKIT ASAM (PERSERO) Tbk ASTRA AGRO LESTARI Tbk
Sumber : http://www.Bapepam.go.id
Tipe Efek Saham Saham Saham Saham Saham Saham Saham Saham Saham Saham
L3 LAPORAN PORTOFOLIO REKSADANA 10 Terbesar Per 31 Oktober 2006
Manajer investasi
PT Manulife Aset Manajemen Indonesia
Bank kustodian
Deutsche Bank AG
Nama reksadana
Manulife Dana Saham
Jenis reksadana (Terbuka/tertutup)-(Perseroan/KIK)
Terbuka – KIK
Tipe reksadana
Saham
No.
Nama Efek
Tipe Efek
1 2 3
TELEKOMUNIKASI INDONESIA Tbk BANK CENTRAL ASIA Tbk UNITED TRACTORS Tbk
Saham Saham Saham
4
DEUTSCHE BANK 31OCT06-OPEN 4.12%
Pasar Uang
5 6
Saham Saham
7
BANK RAKYAT INDONESIA (PERSERO) Tbk ASTRA INTERNATIONAL Tbk PERUSAHAAN GAS NEGARA (PERSERO) Tbk
8 9 10
BANK DANAMON INDONESIA Tbk BANK NIAGA Tbk BANK MANDIRI ( PERSERO ) Tbk
Saham Saham Saham
Sumber : http://www.Bapepam.go.id
Saham
L4 LAPORAN PORTOFOLIO REKSADANA 10 Terbesar Per 30 November 2006
Manajer investasi
PT Manulife Aset Manajemen Indonesia
Bank kustodian
Deutsche Bank AG
Nama reksadana
Manulife Dana Saham
Jenis reksadana (Terbuka/tertutup)-(Perseroan/KIK)
Terbuka – KIK
Tipe reksadana
Saham
No.
Nama Efek
Tipe Efek
1 2 3
TELEKOMUNIKASI INDONESIA Tbk BANK CENTRAL ASIA Tbk ASTRA INTERNATIONAL Tbk
Saham Saham Saham
4
BANK RAKYAT INDONESIA (PERSERO) Tbk
Saham
5 6
UNITED TRACTORS Tbk PERUSAHAAN GAS NEGARA (PERSERO) Tbk
Saham Saham
7
BANK NIAGA Tbk
Saham
8 9 10
BANK DANAMON INDONESIA Tbk BANK MANDIRI ( PERSERO ) Tbk DEUTSCHE BANK 29NOV'06-OPEN 3.68%
Sumber : http://www.Bapepam.go.id
Saham Saham Pasar Uang
L5 LAPORAN PORTOFOLIO REKSADANA 10 Terbesar Per 1 Desember 2006
Manajer investasi
PT Manulife Aset Manajemen Indonesia
Bank kustodian
Deutsche Bank AG
Nama reksadana
Manulife Dana Saham
Jenis reksadana (Terbuka/tertutup)-(Perseroan/KIK)
Terbuka – KIK
Tipe reksadana
Saham
No.
Nama Efek
Tipe Efek
1 2 3
TELEKOMUNIKASI INDONESIA Tbk BANK CENTRAL ASIA Tbk ASTRA INTERNATIONAL Tbk
Saham Saham Saham
4
UNITED TRACTORS Tbk
Saham
5 6
BANK RAKYAT INDONESIA (PERSERO) Tbk PERUSAHAAN GAS NEGARA (PERSERO) Tbk
Saham Saham
7
BANK NIAGA Tbk
Saham
8 9 10
BANK DANAMON INDONESIA Tbk BANK MANDIRI ( PERSERO ) Tbk ASTRA AGRO LESTARI Tbk
Saham Saham Saham
Sumber : http://www.Bapepam.go.id
L6 LAMPIRAN 3 : Daftar Nama Saham Dalam Jajaran Indeks LQ45
DAFTAR SAHAM PERUSAHAAN TERCATAT YANG MASUK DALAM PENGHITUNGAN INDEKS LQ45 Periode Agustus 2006 s.d.Januari 2007 (Lampiran pengumuman BEJ No Peng-317/BEJ-DAG/U/07-2006 tanggal 27 Juli 2006)
No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
Kode Efek AALI ADHI ADMG ANTM APOL ASII BBCA BBRI BDMN BLTA BMRI BNBR BNGA BNII BRPT BTEL BUMI CMNP CTRS ENRG GGRM GJTL INCO INDF INKP INTP ISAT KIJA KLBF LPKR
Nama Emiten Astra Agro Lestari Tbk Adhi Karya (Persero) Tbk Polychem Indonesia Tbk Aneka Tambang (Persero) Tbk Arpen Pratama Ocean Line Tbk Astra International Tbk Bank Central Asia Tbk Bank Rakyat Indonesia (Persero) Tbk Bank Danamon Indonesia Tbk Berlian Laju Tanker Tbk Bank Mandiri (Persero) Tbk Bakrie & Brothers Tbk Bank Niaga Tbk Bank International Indonesia Tbk Barito Pasific Timber Tbk Bakrie Telecom Tbk Bumi Resources Tbk Citra Marga Nusaphala Persada Tbk Ciputra Surya Tbk Energi Mega Persada Tbk Gudang Garam Tbk Gajah Tunggal Tbk International Nickel Indonesia Tbk Indofood Sukses Makmur Tbk Indah Kiat Pulp & Paper Tbk Indocement Tunggal Prakasa Tbk Indosat Tbk Kawasan Industri Jababeka Tbk Kalbe Farma Tbk Lippo Karawaci Tbk
Keterangan
Baru
Baru Baru
Baru
L7 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45
LSIP MEDC MPPA PGAS PNBN PNLF PTBA RALS SMCB SMRA TKIM TLKM UNSP UNTR UNVR
Sumber : http://www.jsx.go.id
PP London Sumatera Tbk Medco Energi International Tbk Matahari Putra Prima Tbk Perusahaan Gas Negara (Persero) Tbk Bank Pan Indonesia Tbk Panin Life Tbk Tambang Batubara Bukit Asam Tbk Ramayana Lestari Sentosa Tbk Holcim Indonesia Tbk Summarecon Agung Tbk Pabrik Kertas Tjiwi Kimia Tbk Telekomunikasi Indonesia Tbk Bakrie Sumatra Plantations Tbk United Tractors Tbk Unilever Indonesia Tbk
Baru
Baru
L8 LAMPIRAN 4 : Hasil Perhitungan NAB/unit
Dalam mata uang Rupiah (Rp) No.
Tanggal
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34
09/01/06 09/04/06 09/05/06 09/06/06 09/07/06 09/08/06 09/11/06 09/12/06 09/13/06 09/14/06 09/15/06 09/18/06 09/19/06 09/20/06 09/21/06 09/22/06 09/25/06 09/26/06 09/27/06 09/28/06 09/29/06 10/02/06 10/03/06 10/04/06 10/05/06 10/06/06 10/09/06 10/10/06 10/11/06 10/12/06 10/13/06 10/16/06 10/17/06 10/18/06
Redemption 1,369,991,915 86,064,554 1,178,911,188 3,914,408,437 1,195,670,485 889,103,816 842,103,426 1,393,934,881 1,039,450,411 284,437,079 188,661,758 484,417,334 1,966,917,761 1,637,102,701 10,249,174,977 960,596,895 5,678,380,133 2,084,337,555 1,344,588,896 943,500,038 3,210,456,083 2,191,334,249 680,119,917 231,664,106 2,600,748,887 312,042,654 5,918,936,972 629,506,210 2,731,032,133 2,105,030,516 2,481,254,122 3,645,480,688 4,226,396,224 2,847,856,920
Subscription 1,630,979,651 3,927,124,720 1,419,374,161 1,572,886,000 4,300,015,337 443,032,034 1,600,914,619 1,074,963,859 4,969,686,071 4,745,643,970 5,514,765,461 3,101,707,605 1,667,203,500 1,021,700,896 3,608,177,000 822,850,000 6,059,425,382 2,774,209,233 2,197,949,951 2,120,685,000 1,465,450,000 5,968,984,427 1,047,986,834 3,843,487,502 3,968,467,500 3,282,739,558 1,427,830,887 2,939,116,619 5,551,528,889 3,175,672,880 1,836,400,815 2,684,788,383 1,731,150,000 4,003,263,926
Total NAB 532,010,572,806 546,095,396,164 545,538,208,380 542,463,653,535 543,493,183,968 542,006,512,237 534,763,145,663 527,862,267,148 536,276,543,060 544,735,397,468 551,535,423,497 556,607,524,856 561,022,146,826 558,873,037,939 561,522,650,268 563,588,303,157 562,910,783,354 559,177,445,825 567,363,108,678 570,414,155,789 568,491,719,532 568,727,111,661 576,029,332,922 578,120,473,530 582,108,691,591 587,191,776,628 580,090,130,574 586,853,109,871 590,504,188,414 589,445,976,390 597,891,532,514 592,849,127,900 591,498,329,694 590,690,200,108
Jumlah Unit NAB/unit 150,146,643 3,543 151,231,066 3,611 151,297,658 3,606 150,648,269 3,601 151,510,381 3,587 151,386,029 3,580 151,597,970 3,528 151,507,546 3,484 152,635,605 3,513 153,905,360 3,539 155,410,155 3,549 156,147,649 3,565 156,063,568 3,595 155,892,378 3,585 154,039,932 3,645 154,002,145 3,660 154,106,267 3,653 154,295,131 3,624 154,530,601 3,672 154,851,226 3,684 154,377,507 3,682 155,403,351 3,660 155,503,869 3,704 156,478,910 3,695 156,849,108 3,711 157,649,561 3,725 156,443,785 3,708 157,066,660 3,736 157,821,545 3,742 158,107,691 3,728 157,934,721 3,786 157,680,952 3,760 157,017,287 3,767 157,323,998 3,755
L9 35 36 37 38
10/19/06
39
11/01/06
40
11/02/06
41
11/03/06
42
11/06/06
43
11/07/06
44
11/08/06
45
11/09/06
46
11/10/06
47
11/13/06
48
11/14/06
49
11/15/06
50
11/16/06
51
11/17/06
52
11/20/06
53
11/21/06
54
11/22/06
55
11/23/06
56
11/24/06
57
11/27/06
58
11/28/06
59
11/29/06
60
11/30/06
61
12/01/06
62
12/04/06
63
12/05/06
64
12/06/06
65
12/07/06
66
12/08/06
67
12/11/06
68
12/12/06
69
12/13/06
70
12/14/06
71
12/15/06
72
12/18/06
73
12/19/06
10/20/06 10/30/06 10/31/06
530,029,458 45,232,800 814,599,869 255,705,415 620,602,652 175,344,837 316,652,857 804,708,994 1,522,737,247 1,955,400,461 3,021,836,849 3,374,358,843 1,028,270,314 2,678,159,090 971,830,555 609,514,102 1,683,919,857 2,028,687,384 1,656,047,667 481,174,938 1,129,362,241 1,532,476,469 1,339,512,094 3,463,379,607 1,424,835,099 1,053,780,903 979,610,419 707,040,183 279,929,521 2,183,147,359 2,806,448,483 1,824,854,308 1,916,928,556 2,603,217,017 5,065,001,805 2,980,842,299 1,389,617,971 2,271,206,553 5,477,710,300
2,489,448,195 6,990,636,475 9,943,201,672 4,734,309,627 4,916,527,762 5,577,429,397 5,517,296,623 3,079,628,508 3,753,310,586 8,881,377,092 4,470,681,528 5,180,802,420 5,470,350,000 4,840,721,252 5,792,907,688 11,885,421,443 5,344,840,909 6,132,597,356 2,921,212,397 13,426,448,177 11,175,811,610 6,254,652,317 7,794,585,145 7,009,296,886 5,681,888,130 6,278,042,402 7,624,123,176 4,977,728,621 5,380,577,648 19,840,300,309 16,096,403,556 9,594,053,029 6,525,513,708 9,261,173,552 17,769,475,889 5,791,060,403 7,597,348,966 9,330,772,464 7,969,636,162
594,984,198,964 605,061,804,249 619,233,841,923 623,702,455,735 630,259,894,916 643,692,832,485 652,527,168,368 664,233,189,511 670,576,105,609 673,450,347,193 678,014,899,043 681,144,406,775 672,678,226,050 688,694,645,203 695,277,148,198 706,701,988,979 711,664,562,009 718,089,143,611 719,430,360,266 741,544,798,840 751,657,015,027 762,088,090,643 775,527,977,989 758,729,963,548 771,095,863,936 781,094,230,273 796,531,401,382 794,547,816,349 820,369,259,731 843,406,762,732 854,892,420,319 858,674,471,829 857,675,910,936 862,356,245,696 873,467,512,792 879,807,186,254 894,778,877,848 902,987,813,169 880,494,915,181
157,845,868 159,688,444 162,097,675 163,270,045 164,394,618 165,803,678 167,143,270 167,725,985 168,289,766 170,027,930 170,393,724 170,847,706 171,961,889 172,514,721 173,722,378 176,539,784 177,454,313 178,477,627 178,792,078 182,009,222 184,475,080 185,634,019 187,206,383 188,062,339 189,117,512 190,398,803 192,018,464 193,047,992 194,287,277 198,469,009 201,596,395 203,428,490 204,520,310 206,107,957 209,144,399 209,817,283 211,297,708 212,964,791 213,552,498
3,769 3,789 3,820 3,820 3,834 3,882 3,904 3,960 3,985 3,961 3,979 3,987 3,912 3,992 4,002 4,003 4,010 4,023 4,024 4,074 4,075 4,105 4,143 4,034 4,077 4,102 4,148 4,116 4,222 4,250 4,241 4,221 4,194 4,184 4,176 4,193 4,235 4,240 4,123
L10 74
12/20/06
75
12/21/06
76
12/22/06
77
12/26/06
78
12/27/06
79
12/28/06
3,857,701,729 9,399,404,672 899,880,879,576 2,758,615,146 6,789,708,245 916,252,364,041 1,978,764,559 3,985,031,163 917,898,372,206 1,499,901,398 8,632,079,853 924,121,959,026 615,234,977 12,853,274,000 945,214,083,410 600,514,918 4,411,415,368 949,061,741,514
Max (total NAB) Min(total NAB) Average
Rp949,061,741,514 Rp527,862,267,148 Rp681,675,016,649
Max(Redemption) Min(Redemption) Average
Rp10,249,174,977 Rp45,232,800 Rp1,871,621,038
Max(Subsciption) Rp19,840,300,309 Min(Subscription) Rp443,032,034 Average Rp5,530,033,785 Max(jumlah unit) Min (jumlah unit) Average
221,790,615 unit 150,146,643 unit 173,959,534 unit
Max(NAB/unit) Min(NAB/unit) Average
Rp 4,279 Rp 3,484 Rp 3,889
Sumber : http://www.Bapepam.go.id dan Penelitian
214,896,567 215,859,214 216,331,949 218,012,873 220,899,993 221,790,615
4,188 4,245 4,243 4,239 4,279 4,279
L11 LAMPIRAN 5 : Perhitungan GMR (tingkat laba rata-rata) MDS
No
Tanggal
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34
09/01/06 09/04/06 09/05/06 09/06/06 09/07/06 09/08/06 09/11/06 09/12/06 09/13/06 09/14/06 09/15/06 09/18/06 09/19/06 09/20/06 09/21/06 09/22/06 09/25/06 09/26/06 09/27/06 09/28/06 09/29/06 10/02/06 10/03/06 10/04/06 10/05/06 10/06/06 10/09/06 10/10/06 10/11/06 10/12/06 10/13/06 10/16/06 10/17/06 10/18/06
NAB/ unit 3,543.27 3,611.00 3,605.73 3,600.86 3,587.17 3,580.29 3,527.51 3,484.07 3,513.44 3,539.42 3,548.90 3,564.62 3,594.83 3,584.99 3,645.31 3,659.61 3,652.74 3,624.08 3,671.53 3,683.63 3,682.48 3,659.68 3,704.28 3,694.56 3,711.27 3,724.66 3,707.98 3,736.33 3,741.59 3,728.13 3,785.69 3,759.80 3,767.09 3,754.61
Tingkat Laba Harian (MDS)
1.89% -0.15% -0.14% -0.38% -0.19% -1.49% -1.24% 0.84% 0.74% 0.27% 0.44% 0.84% -0.27% 1.67% 0.39% -0.19% -0.79% 1.30% 0.33% -0.03% -0.62% 1.21% -0.26% 0.45% 0.36% -0.45% 0.76% 0.14% -0.36% 1.53% -0.69% 0.19% -0.33%
(1+Ri)
101.89% 99.85% 99.86% 99.62% 99.81% 98.51% 98.76% 100.84% 100.74% 100.27% 100.44% 100.84% 99.73% 101.67% 100.39% 99.81% 99.21% 101.30% 100.33% 99.97% 99.38% 101.21% 99.74% 100.45% 100.36% 99.55% 100.76% 100.14% 99.64% 101.53% 99.31% 100.19% 99.67%
Multi
101.74% 101.61% 101.22% 101.03% 99.53% 98.29% 99.12% 99.85% 100.11% 100.56% 101.41% 101.13% 102.81% 103.22% 103.02% 102.21% 103.54% 103.88% 103.85% 103.21% 104.45% 104.18% 104.65% 105.03% 104.56% 105.35% 105.50% 105.12% 106.73% 106.00% 106.20% 105.85%
Estimasi 3543.27 3551.69 3560.14 3568.60 3577.08 3585.58 3594.10 3602.64 3611.21 3619.79 3628.39 3637.02 3645.66 3654.32 3663.01 3671.72 3680.44 3689.19 3697.96 3706.75 3715.56 3724.39 3733.24 3742.11 3751.01 3759.92 3768.86 3777.81 3786.79 3795.79 3804.81 3813.86 3822.92 3832.01
L12 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74
10/19/06 10/20/06 10/30/06 10/31/06 11/01/06 11/02/06 11/03/06 11/06/06 11/07/06 11/08/06 11/09/06 11/10/06 11/13/06 11/14/06 11/15/06 11/16/06 11/17/06 11/20/06 11/21/06 11/22/06 11/23/06 11/24/06 11/27/06 11/28/06 11/29/06 11/30/06 12/01/06 12/04/06 12/05/06 12/06/06 12/07/06 12/08/06 12/11/06 12/12/06 12/13/06 12/14/06 12/15/06 12/18/06 12/19/06 12/20/06
3,769.40 3,789.01 3,820.13 3,820.07 3,833.82 3,882.26 3,904.00 3,960.23 3,984.65 3,960.82 3,979.11 3,986.85 3,911.79 3,992.09 4,002.23 4,003.07 4,010.41 4,023.41 4,023.84 4,074.22 4,074.57 4,105.33 4,142.64 4,034.46 4,077.34 4,102.41 4,148.20 4,115.80 4,222.45 4,249.56 4,240.61 4,221.01 4,193.60 4,184.00 4,176.38 4,193.21 4,234.68 4,240.08 4,123.08 4,187.51
0.39% 0.52% 0.82% 0.00% 0.36% 1.26% 0.56% 1.43% 0.61% -0.60% 0.46% 0.19% -1.90% 2.03% 0.25% 0.02% 0.18% 0.32% 0.01% 1.24% 0.01% 0.75% 0.90% -2.65% 1.06% 0.61% 1.11% -0.78% 2.56% 0.64% -0.21% -0.46% -0.65% -0.23% -0.18% 0.40% 0.98% 0.13% -2.80% 1.55%
100.39% 100.52% 100.82% 100.00% 100.36% 101.26% 100.56% 101.43% 100.61% 99.40% 100.46% 100.19% 98.10% 102.03% 100.25% 100.02% 100.18% 100.32% 100.01% 101.24% 100.01% 100.75% 100.90% 97.35% 101.06% 100.61% 101.11% 99.22% 102.56% 100.64% 99.79% 99.54% 99.35% 99.77% 99.82% 100.40% 100.98% 100.13% 97.20% 101.55%
106.27% 106.82% 107.69% 107.69% 108.08% 109.44% 110.05% 111.62% 112.31% 111.63% 112.15% 112.36% 110.23% 112.47% 112.75% 112.78% 112.98% 113.35% 113.36% 114.77% 114.78% 115.65% 116.69% 113.60% 114.81% 115.51% 116.79% 115.88% 118.84% 119.60% 119.35% 118.80% 118.02% 117.75% 117.54% 118.01% 119.17% 119.32% 115.98% 117.78%
3841.12 3850.24 3859.40 3868.57 3877.76 3886.98 3896.22 3905.48 3914.76 3924.06 3933.39 3942.74 3952.11 3961.50 3970.92 3980.36 3989.82 3999.30 4008.80 4018.33 4027.88 4037.45 4047.05 4056.67 4066.31 4075.97 4085.66 4095.37 4105.11 4114.86 4124.64 4134.45 4144.27 4154.12 4163.99 4173.89 4183.81 4193.75 4203.72 4213.71
L13 75 76 77 78 79
12/21/06 12/22/06 12/26/06 12/27/06 12/28/06
4,244.68 4,243.01 4,238.84 4,278.92 4,279.09
GMR
= 0.24%
Deviasi Standar ( σ )
= 0.93%
Koefisien Variasi (CV) = 3.90 Beta ( β )
= 0.89
Max (Return MDS)
= 2.56%
Min (Return MDS)
= -2.80%
Sumber : Penelitian
1.36% -0.04% -0.10% 0.94% 0.00%
101.36% 99.96% 99.90% 100.94% 100.00%
119.38% 119.33% 119.21% 120.34% 120.34%
4223.73 4233.77 4243.83 4253.92 4264.03
L14
LAMPIRAN 6 : Perhitungan GMR (tingkat laba rata-rata) Indeks LQ45
No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34
Tanggal 09/01/06 09/04/06 09/05/06 09/06/06 09/07/06 09/08/06 09/11/06 09/12/06 09/13/06 09/14/06 09/15/06 09/18/06 09/19/06 09/20/06 09/21/06 09/22/06 09/25/06 09/26/06 09/27/06 09/28/06 09/29/06 10/02/06 10/03/06 10/04/06 10/05/06 10/06/06 10/09/06 10/10/06 10/11/06 10/12/06 10/13/06 10/16/06 10/17/06 10/18/06
Tingkat Laba LQ45 Harian (LQ45) 320.608 326.821 1.92% 326.584 -0.07% 327.205 0.19% 326.070 -0.35% 325.107 -0.30% 320.205 -1.52% 315.961 -1.33% 319.896 1.24% 322.802 0.90% 324.362 0.48% 326.438 0.64% 329.514 0.94% 327.562 -0.59% 334.110 1.98% 334.537 0.13% 333.420 -0.33% 330.905 -0.76% 335.189 1.29% 336.456 0.38% 336.465 0.00% 334.663 -0.54% 336.592 0.57% 336.133 -0.14% 337.562 0.42% 338.719 0.34% 337.388 -0.39% 340.003 0.77% 339.222 -0.23% 338.834 -0.11% 344.622 1.69% 341.261 -0.98% 341.943 0.20% 341.323 -0.18%
(1+Ri)
101.92% 99.93% 100.19% 99.65% 99.70% 98.48% 98.67% 101.24% 100.90% 100.48% 100.64% 100.94% 99.41% 101.98% 100.13% 99.67% 99.24% 101.29% 100.38% 100.00% 99.46% 100.57% 99.86% 100.42% 100.34% 99.61% 100.77% 99.77% 99.89% 101.69% 99.02% 100.20% 99.82%
Multi
101.85% 102.04% 101.68% 101.38% 99.84% 98.51% 99.73% 100.63% 101.12% 101.76% 102.72% 102.11% 104.13% 104.26% 103.91% 103.13% 104.45% 104.85% 104.85% 104.29% 104.88% 104.74% 105.19% 105.55% 105.13% 105.94% 105.70% 105.58% 107.37% 106.31% 106.53% 106.33%
Estimasi 320.608 321.430 322.254 323.080 323.908 324.739 325.571 326.406 327.243 328.082 328.923 329.766 330.612 331.459 332.309 333.161 334.015 334.871 335.730 336.591 337.454 338.319 339.186 340.056 340.927 341.801 342.678 343.556 344.437 345.320 346.205 347.093 347.983 348.875
L15 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74
10/19/06 10/20/06 10/30/06 10/31/06 11/01/06 11/02/06 11/03/06 11/06/06 11/07/06 11/08/06 11/09/06 11/10/06 11/13/06 11/14/06 11/15/06 11/16/06 11/17/06 11/20/06 11/21/06 11/22/06 11/23/06 11/24/06 11/27/06 11/28/06 11/29/06 11/30/06 12/01/06 12/04/06 12/05/06 12/06/06 12/07/06 12/08/06 12/11/06 12/12/06 12/13/06 12/14/06 12/15/06 12/18/06 12/19/06 12/20/06
342.193 343.072 344.812 345.845 347.379 351.777 352.938 360.213 363.501 361.615 364.921 365.978 359.248 367.373 367.037 366.136 366.459 369.582 368.417 373.470 372.707 376.173 379.408 369.906 374.878 376.925 380.332 379.047 390.352 392.230 390.753 388.359 384.526 383.399 382.580 384.834 390.477 389.133 377.618 384.202
0.25% 0.26% 0.51% 0.30% 0.44% 1.26% 0.33% 2.04% 0.91% -0.52% 0.91% 0.29% -1.86% 2.24% -0.09% -0.25% 0.09% 0.85% -0.32% 1.36% -0.20% 0.93% 0.86% -2.54% 1.34% 0.54% 0.90% -0.34% 2.94% 0.48% -0.38% -0.61% -0.99% -0.29% -0.21% 0.59% 1.46% -0.34% -3.00% 1.73%
100.25% 100.26% 100.51% 100.30% 100.44% 101.26% 100.33% 102.04% 100.91% 99.48% 100.91% 100.29% 98.14% 102.24% 99.91% 99.75% 100.09% 100.85% 99.68% 101.36% 99.80% 100.93% 100.86% 97.46% 101.34% 100.54% 100.90% 99.66% 102.94% 100.48% 99.62% 99.39% 99.01% 99.71% 99.79% 100.59% 101.46% 99.66% 97.00% 101.73%
106.60% 106.88% 107.42% 107.74% 108.22% 109.58% 109.94% 112.18% 113.20% 112.61% 113.64% 113.97% 111.85% 114.35% 114.25% 113.97% 114.07% 115.03% 114.67% 116.23% 116.00% 117.07% 118.07% 115.08% 116.61% 117.25% 118.30% 117.90% 121.37% 121.95% 121.49% 120.74% 119.55% 119.20% 118.94% 119.64% 121.38% 120.96% 117.33% 119.36%
349.769 350.666 351.565 352.466 353.370 354.276 355.184 356.095 357.008 357.923 358.841 359.760 360.683 361.608 362.535 363.464 364.396 365.330 366.267 367.206 368.147 369.091 370.037 370.986 371.937 372.890 373.846 374.805 375.766 376.729 377.695 378.663 379.634 380.607 381.583 382.561 383.542 384.525 385.511 386.499
L16 75 76 77 78 79
12/21/06 12/22/06 12/26/06 12/27/06 12/28/06
389.695 388.655 388.285 392.428 393.112
GMR
= 0.26%
Deviasi Standar ( σ )
= 1%
Koefisien Variasi (CV) = 3.93 Beta ( β )
= 0.89
Max (Return LQ45)
= 2.94%
Min (Return LQ45)
= -3.00%
Sumber :Penelitian
1.42% -0.27% -0.10% 1.06% 0.17%
101.42% 99.73% 99.90% 101.06% 100.17%
121.05% 120.73% 120.61% 121.89% 122.11%
387.490 388.484 389.480 390.478 391.479
L17 LAMPIRAN 7 : Perhitungan Deposito
Suku Bunga Bulan Deposito September Oktober November Desember Sumber : http://www.BI.go.id
10.28 9.9 9.41 8.71
GMR per 4 bulan
= 1.55%
GMR per hari
= 1.55% / 25 hari (asumsi 1 bulan = 25 hari) = 0.062%/hari
Deviasi Standar( σ )
= 0.134%/hari
Koefisien Variasi (CV)
= 2.16
L18 LAMPIRAN 8 : Perhitungan Korelasi
Correlations MDS MDS
LQ45
Pearson Correlation Sig. (1-tailed) N Pearson Correlation Sig. (1-tailed) N
1 . 78 .972** .000 78
**. Correlation is significant at the 0.01 level (1 il d)
LQ45 .972** .000 78 1 . 78
L19 LAMPIRAN 9 : Tabel Distribusi Normal
Z 1.51 1.52 1.53 1.54 1.55 1.56 1.57 1.58 1.59 1.6 1.61 1.62 1.63 1.64 1.65 1.66 1.67 1.68 1.69 1.7 1.71 1.72 1.73 1.74 1.75 1.76 1.77 1.78 1.79 1.8 1.81 1.82 1.83
Luas antara rata-rata dengan Z 0.4345 0.4357 0.437 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633 0.4641 0.4649 0.4656 0.4664
Luas di luar Z 0.0655 0.0643 0.063 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367 0.0359 0.0351 0.0344 0.0336
Sumber : Buku Statistik:Konsep dasar dan aplikasinya (2004)
