Date PT PP JKSE Return Saham PT PP Return IHSG IHSG GEO Beta

11/30/2017 2640 6355 0.027237354085603 0.067708333 1.067708333 0.935632

10/31/2017 2570 5952 -0.098245614035088 -0.00882598 0.991174022
9/30/2017 2850 6005 0.233766233766234 0.01779661 1.01779661
8/31/2017 2310 5900 -0.177935943060498 0.006139154 1.006139154
7/31/2017 2810 5864 -0.072607260726073 0.004109589 1.004109589
6/30/2017 3030 5840 -0.035031847133758 0.001887116 1.001887116
5/31/2017 3140 5829 0.003194888178914 0.015859184 1.015859184
4/30/2017 3130 5738 -0.015723270440252 0.009322779 1.009322779
3/31/2017 3180 5685 -0.039274924471299 0.021012931 1.021012931
2/28/2017 3310 5568 -0.048850574712644 0.033791311 1.033791311
1/31/2017 3480 5386 -0.030640668523677 0.017378164 1.017378164
12/31/2016 3590 5294 -0.057742782152231 -0.00037764 0.999622356
11/30/2016 3810 5296 -0.056697202277792 0.028749029 1.028749029
10/31/2016 4039 5148 0.031673052362708 -0.05053486 0.949465142
9/30/2016 3915 5422 -0.016825715720743 0.010812826 1.010812826
8/31/2016 3982 5364 -0.036768263183358 -0.00408466 0.995915336
7/31/2016 4134 5386 0.127044711014177 0.032790029 1.032790029
6/30/2016 3668 5215 -0.0102536427415 0.039673046 1.039673046
5/31/2016 3706 5016 0.054038680318544 0.04587156 1.04587156
4/30/2016 3516 4796 0.00947459086994 -0.00868127 0.991318727
3/31/2016 3483 4838 -0.050436205016358 -0.00144479 0.998555212
2/29/2016 3668 4845 0.045908183632735 0.01572327 1.01572327
1/31/2016 3507 4770 -0.053696708041015 0.033586132 1.033586132
12/31/2015 3706 4615 0.006244909041542 0.004789898 1.004789898
11/30/2015 3683 4593 0.069085631349782 0.033063428 1.033063428
10/31/2015 3445 4446 -0.048605357636012 -0.0020202 0.997979798
9/30/2015 3621 4455 0.099605223200729 0.054937248 1.054937248
8/31/2015 3293 4223 -0.000606980273141 -0.0634287 0.936571302
7/31/2015 3295 4509 -0.112099164645648 -0.06101624 0.938983757
6/30/2015 3711 4802 0.12522741055185 -0.02199593 0.978004073
5/31/2015 3298 4910 -0.136649214659686 -0.05866564 0.941334356
4/30/2015 3820 5216 0.024128686327078 0.025560362 1.025560362
3/31/2015 3730 5086 0.034100360410313 -0.07828924 0.921710765
2/28/2015 3607 5518 -0.065059616381545 0.012477064 1.012477064
1/31/2015 3858 5450 0.036818059661381 0.030440537 1.030440537
12/31/2014 3721 5289 0.095378274948484 0.012055109 1.012055109
11/30/2014 3397 5226 0.168156808803301 0.01495436 1.01495436
10/31/2014 2908 5149 0.163665466186475 0.011790136 1.011790136
9/30/2014 2499 5089 0.223201174743025 -0.00934398 0.990656025
8/31/2014 2043 5137 -0.127668659265585 0.000194704 1.000194704
7/31/2014 2342 5136 0.090316573556797 0.009433962 1.009433962
6/30/2014 2148 5088 0.221843003412969 0.043050431 1.043050431
5/31/2014 1758 4878 -0.031404958677686 -0.0030656 0.996934396
4/30/2014 1815 4893 0.035367940673132 0.010950413 1.010950413
 3/31/2014 1753 4840 0.008050603795285 0.015100671 1.015100671
2/28/2014 1739 4768 0.302621722846442 0.032034632 1.032034632
1/31/2014 1335 4620 0.040530007794232 0.045722046 1.045722046
12/31/2013 1283 4418
CAPM
BETA 0.935631666544838
MONTHLY MARKET RETURN 0.78%
ANNUAL MARKET RETURN (RM) 9.73%
BI RATE (RF) 4.25%
CAPM (K/RR)=RF+B*(RM-RF) 9.37%

VALUASI DDM
D0 46.88
G -35.11% 21.97 0 49.52
K 9.37% -1 0 -0.053312
NILAI INTRINSIK 324.86 -35.11%
Nilai Pasar 2640
overvalued
 0.4

0.3

0.2

0.1
f(x) = 0.935631666544837 x + 0.012590928368422
0
-0.1 -0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08
-0.1

-0.2
46.88
-0.3
RISK VS RETURN Linear (RISK VS RETURN)

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.281757
R Square 0.079387
Adjusted R Square 0.058929
Standard Error 0.09904
Observations 47

ANOVA
df SS MS F Significance F
Regression 1 0.038064 0.038064 3.88048 0.055024
Residual 45 0.441406 0.009809
Total 46 0.479469

Coefficients
Standard Error t Stat P-value Lower 95%
Intercept 0.012591 0.014967 0.841273 0.404644 -0.017553
X Variable 1 0.935632 0.474966 1.969893 0.055024 -0.020998

50000
45000
40000
35000
30000
Date
25000
PT PP
20000
JKSE
15000
10000
5000
30000
Date
25000
PT PP
20000
JKSE
15000
10000
5000
0
1 4 7 10 13 1 6 1 9 2 2 2 5 28 31 34 37 4 0 4 3 4 6 49
 0.06 0.08

Significance F

Upper 95%Lower 95.0%

Upper 95.0%
0.042735 -0.017553 0.042735
1.892262 -0.020998 1.892262

Date
PT PP
JKSE
 Date
PT PP
JKSE

49