Date rf Adj Close IHSG Return IHSG Persentase IHSG R IHSG (Excess Return)

2017-01-01 4.75 5347.021973

2017-01-08 4.75 5272.98291 -0.01384678 -1.38467848784 -6.1346784878361
2017-01-15 4.75 5254.311035 -0.00354105 -0.35410459921 -5.10410459921252
2017-01-22 4.75 5312.839844 0.011139198 1.11391976246 -3.63608023753964
2017-01-29 4.75 5360.76709 0.009021022 0.90210221665 -3.84789778334601
2017-02-05 4.75 5371.668945 0.002033637 0.20336371301 -4.54663628699078
2017-02-12 4.75 5350.932129 -0.0038604 -0.38604046922 -5.13604046921586
2017-02-19 4.75 5385.905762 0.006535989 0.65359889 -4.0964011099962
2017-02-26 4.75 5391.214844 0.000985736 0.09857361481 -4.65142638518747
2017-03-05 4.75 5390.676758 -9.98079E-05 -0.00998079312 -4.75998079311566
2017-03-12 4.75 5540.432129 0.02778044 2.77804397709 -1.97195602291017
2017-03-19 4.75 5567.133789 0.004819418 0.48194183014 -4.26805816986301
2017-03-26 4.75 5568.105957 0.000174626 0.01746263045 -4.73253736955415
2017-04-02 4.75 5653.48584 0.015333739 1.53337389158 -3.21662610842266
2017-04-09 4.75 5616.544922 -0.00653418 -0.65341842264 -5.40341842264171
2017-04-16 4.75 5664.475098 0.008533747 0.85337474667 -3.89662525332509
2017-04-23 4.75 5685.297852 0.003676025 0.36760253403 -4.38239746596553
2017-04-30 4.75 5683.376953 -0.00033787 -0.03378713042 -4.78378713041963
2017-05-07 4.75 5675.21582 -0.00143597 -0.14359654599 -4.89359654598824
2017-05-14 4.75 5791.883789 0.020557451 2.0557450624 -2.69425493760341
2017-05-21 4.75 5716.814941 -0.01296104 -1.2961041819 -6.04610418189972
2017-05-28 4.75 5742.445801 0.004483416 0.44834160743 -4.30165839257486
2017-06-04 4.75 5675.522949 -0.01165407 -1.16540676776 -5.91540676776341
2017-06-11 4.75 5723.63623 0.00847733 0.84773300068 -3.90226699931718
2017-06-18 4.75 5829.708008 0.018532236 1.85322361061 -2.89677638938631
2017-06-25 4.75 -1 -100 -104.75
2017-07-02 4.75 5814.792969 0 -4.75
2017-07-09 4.75 5831.794922 0.002923914 0.29239137301 -4.45760862698567
2017-07-16 4.75 5765.423828 -0.0113809 -1.13809032875 -5.88809032875316
2017-07-23 4.75 5831.026855 0.0113787 1.13786998072 -3.61213001928156
2017-07-30 4.75 5777.481934 -0.00918276 -0.91827601435 -5.6682760143539
2017-08-06 4.75 5766.138184 -0.00196344 -0.19634418817 -4.94634418817033
2017-08-13 4.75 5893.84082 0.022146995 2.21469954283 -2.5353004571699
2017-08-20 4.75 5915.362793 0.003651604 0.36516040486 -4.38483959514197
2017-08-27 4.5 5864.059082 -0.00867296 -0.8672961033 -5.36729610330428
2017-09-03 4.5 5857.119141 -0.00118347 -0.11834705113 -4.61834705112884
2017-09-10 4.5 5872.39209 0.002607587 0.26075872169 -4.23924127830883
2017-09-17 4.5 5911.708008 0.006695043 0.66950430757 -3.83049569242916
2017-09-24 4.25 5900.854004 -0.00183602 -0.18360182853 -4.43360182852928
2017-10-01 4.25 5905.37793 0.000766656 0.07666561479 -4.17333438521046
2017-10-08 4.25 5924.124023 0.00317441 0.31744103802 -3.93255896197992
2017-10-15 4.25 5929.548828 0.000915714 0.0915714286 -4.15842857139827
2017-10-22 4.25 5975.280762 0.007712549 0.77125486823 -3.47874513177041
2017-10-29 4.25 6039.541016 0.010754349 1.07543488849 -3.17456511150631
2017-11-05 4.25 6021.828125 -0.00293282 -0.29328207149 -4.54328207148648
2017-11-12 4.25 6051.731934 0.004965902 0.49659021113 -3.75340978886706
2017-11-19 4.25 6067.14209 0.002546404 0.25464042638 -3.99535957362186
2017-11-26 4.25 5952.138184 -0.0189552 -1.89552023496 -6.14552023496453
2017-12-03 4.25 6030.958008 0.013242271 1.32422705192 -2.92577294808317
2017-12-10 4.25 6119.418945 0.014667808 1.4667808478 -2.78321915220338
2017-12-17 4.25 6221.013184 0.016601942 1.66019420983 -2.58980579017213
2017-12-24 4.25 6355.653809 0.021642877 2.16428772963 -2.08571227036962
2017-12-31 4.25 6353.737793 -0.00030147 -0.03014663884 -4.28014663884441
2018-01-07 4.25 6370.064941 0.002569692 0.25696918148 -3.99303081852091
2018-01-14 4.25 6490.895996 0.018968575 1.89685750646 -2.35314249353584
2018-01-21 4.25 6660.618164 0.026147726 2.61477256922 -1.63522743078011
2018-01-28 4.25 6628.819824 -0.00477408 -0.47740824075 -4.7274082407526
2018-02-04 4.25 6505.522949 -0.01860012 -1.86001246487 -6.11001246486738
2018-02-11 4.25 6591.582031 0.013228619 1.32286186175 -2.92713813824562
2018-02-18 4.25 6619.804199 0.004281547 0.4281546959 -3.82184530409737
2018-02-25 4.25 6582.315918 -0.00566305 -0.56630498234 -4.81630498233865
2018-03-04 4.25 6433.321777 -0.02263552 -2.26355196038 -6.51355196037554
2018-03-11 4.25 6304.952148 -0.01995386 -1.99538641855 -6.2453864185519
2018-03-18 4.25 6210.698242 -0.01494919 -1.49491865739 -5.74491865739058
2018-03-25 4.25 6188.986816 -0.00349581 -0.34958108016 -4.59958108016224
2018-04-01 4.25 6175.051758 -0.00225159 -0.22515895435 -4.4751589543538
2018-04-08 4.25 6270.327148 0.015429084 1.5429083631 -2.70709163689895
2018-04-15 4.25 6337.694824 0.010743885 1.07438853524 -3.17561146476245
2018-04-22 4.25 5919.237793 -0.06602669 -6.60266930833 -10.8526693083321
2018-04-29 4.25 5792.345215 -0.02143732 -2.14373171745 -6.3937317174529
2018-05-06 4.25 5956.832031 0.028397274 2.83972743154 -1.41027256845741
2018-05-13 4.25 5783.310059 -0.02912991 -2.91299084978 -7.16299084978345
2018-05-20 4.75 5975.742188 0.033273701 3.32737008801 -1.42262991199069
2018-05-27 4.75 5983.586914 0.001312762 0.13127617881 -4.61872382118905
2018-06-03 4.75 5993.626953 0.00167793 0.16779298344 -4.58220701655543
2018-06-10 4.75 -1 -100 -104.75
2018-06-17 4.75 5821.812012 0 -4.75
2018-06-24 4.75 5799.236816 -0.00387769 -0.38776923668 -5.13776923668213
2018-07-01 5.25 5694.912109 -0.01798939 -1.79893855537 -7.04893855536593
2018-07-08 5.25 5944.074219 0.043751704 4.37517041933 -0.874829580666664
2018-07-15 5.25 5872.78418 -0.01199346 -1.1993463805 -6.4493463805032
2018-07-22 5.25 5989.13623 0.019812077 1.9812076595 -3.26879234050109
2018-07-29 5.25 6007.538086 0.003072539 0.30725392266 -4.94274607734212
2018-08-05 5.25 6077.172852 0.011591232 1.15912317164 -4.09087682835874
2018-08-12 5.25 5783.797852 -0.04827491 -4.82749145276 -10.0774914527641
2018-08-19 5.5 5968.75 0.03197763 3.19776300508 -2.30223699491771
2018-08-26 5.5 6018.459961 0.00832837 0.83283704293 -4.66716295706807
2018-09-02 5.5 5851.464844 -0.02774715 -2.77471509459 -8.2747150945946
2018-09-09 5.5 5931.280762 0.013640331 1.36403311184 -4.13596688815721
2018-09-16 5.5 5957.744141 0.004461664 0.44616635195 -5.05383364804541
2018-09-23 5.5 5976.553223 0.003157081 0.31570811963 -5.18429188036862
2018-09-30 5.75 5731.935059 -0.04092964 -4.09296386852 -9.84296386851568
2018-10-07 5.75 5756.490234 0.004283924 0.42839241456 -5.32160758544457
2018-10-14 5.75 5837.291016 0.014036466 1.40364664432 -4.34635335568259
2018-10-21 5.75 5784.920898 -0.00897165 -0.89716476113 -6.64716476112727
2018-10-28 5.75 5906.291992 0.020980597 2.09805969935 -3.6519403006537
2018-11-04 5.75 5874.153809 -0.00544135 -0.54413467948 -6.29413467948301
2018-11-11 5.75 6012.350098 0.023526161 2.35261611278 -3.39738388722025
2018-11-18 6 6006.202148 -0.00102255 -0.10225535606 -6.10225535605528
2018-11-25 6 6056.124023 0.008311721 0.83117207463 -5.16882792537005
2018-12-02 6 6126.355957 0.011596845 1.1596845397 -4.84031546029652
2018-12-09 6 6169.842773 0.007098317 0.70983168959 -5.29016831040788
2018-12-16 6 6163.596191 -0.00101244 -0.1012437793 -6.10124377929591
2018-12-23 6 6194.498047 0.005013608 0.50136081343 -5.49863918656574
2018-12-30 6 -1 -100 -106
Adj Close EXCL Return EXCL Persentase EXCL R EXCL (Excess Return) Beta ( β) S/TS
2650
2770 0.045283019 4.528301886792 -0.221698113207547 0.00671897953 TS
2660 -0.03971119 -3.971119133574 -8.72111913357401
2870 0.078947368 7.894736842105 3.14473684210526
2900 0.010452962 1.045296167247 -3.70470383275261
3070 0.05862069 5.862068965517 1.11206896551724
3130 0.019543974 1.954397394137 -2.79560260586319
3120 -0.00319489 -0.319488817891 -5.06948881789137
2890 -0.07371795 -7.371794871795 -12.1217948717949
2980 0.031141869 3.114186851211 -1.63581314878893
3250 0.090604027 9.060402684564 4.31040268456376
3270 0.006153846 0.615384615385 -4.13461538461539
3060 -0.06422018 -6.422018348624 -11.1720183486239
2940 -0.03921569 -3.921568627451 -8.67156862745098
3030 0.030612245 3.061224489796 -1.68877551020408
3000 -0.00990099 -0.990099009901 -5.74009900990099
3210 0.07 7 2.25
3140 -0.02180685 -2.180685358255 -6.93068535825545
3050 -0.02866242 -2.866242038217 -7.61624203821656
3060 0.003278689 0.327868852459 -4.42213114754098
2960 -0.03267974 -3.267973856209 -8.01797385620915
3040 0.027027027 2.702702702703 -2.0472972972973
3350 0.101973684 10.19736842105 5.44736842105263
3160 -0.05671642 -5.671641791045 -10.4216417910448
3410 0.079113924 7.911392405063 3.16139240506329
3410 0 0 -4.75
3200 -0.06158358 -6.158357771261 -10.908357771261
3300 0.03125 3.125 -1.625
3150 -0.04545455 -4.545454545455 -9.29545454545455
3300 0.047619048 4.761904761905 0.011904761904762
3430 0.039393939 3.939393939394 -0.810606060606061
3390 -0.01166181 -1.166180758018 -5.91618075801749
3440 0.014749263 1.474926253687 -3.27507374631268
3660 0.063953488 6.395348837209 1.6453488372093
3600 -0.01639344 -1.639344262295 -6.13934426229508
3820 0.061111111 6.111111111111 1.61111111111111
4000 0.047120419 4.712041884817 0.212041884816754
3850 -0.0375 -3.75 -8.25
3740 -0.02857143 -2.857142857143 -7.10714285714286
3680 -0.01604278 -1.604278074866 -5.85427807486631
3530 -0.04076087 -4.076086956522 -8.32608695652174
3400 -0.0368272 -3.682719546742 -7.93271954674221
3380 -0.00588235 -0.588235294118 -4.83823529411765
3560 0.053254438 5.325443786982 1.07544378698225
3500 -0.01685393 -1.685393258427 -5.93539325842697
3210 -0.08285714 -8.285714285714 -12.5357142857143
3010 -0.0623053 -6.230529595016 -10.4805295950156
3080 0.023255814 2.325581395349 -1.92441860465116
2940 -0.04545455 -4.545454545455 -8.79545454545455
3000 0.020408163 2.040816326531 -2.20918367346939
2880 -0.04 -4 -8.25
2960 0.027777778 2.777777777778 -1.47222222222222
3010 0.016891892 1.689189189189 -2.56081081081081
3200 0.063122924 6.312292358804 2.06229235880399
3150 -0.015625 -1.5625 -5.8125
3130 -0.00634921 -0.634920634921 -4.88492063492063
3000 -0.04153355 -4.153354632588 -8.40335463258786
2860 -0.04666667 -4.666666666667 -8.91666666666667
2910 0.017482517 1.748251748252 -2.50174825174825
2970 0.020618557 2.061855670103 -2.18814432989691
2840 -0.04377104 -4.377104377104 -8.62710437710438
2750 -0.03169014 -3.169014084507 -7.41901408450704
2500 -0.09090909 -9.090909090909 -13.3409090909091
2460 -0.016 -1.6 -5.85
2520 0.024390244 2.439024390244 -1.8109756097561
2560 0.015873016 1.587301587302 -2.66269841269841
2620 0.0234375 2.34375 -1.90625
2510 -0.04198473 -4.198473282443 -8.44847328244275
2420 -0.03585657 -3.585657370518 -7.83565737051793
1830 -0.24380165 -24.38016528926 -28.6301652892562
1975 0.079234973 7.92349726776 3.67349726775956
2140 0.083544304 8.354430379747 4.10443037974684
2280 0.065420561 6.542056074766 1.79205607476635
2100 -0.07894737 -7.894736842105 -12.6447368421053
2630 0.252380952 25.2380952381 20.4880952380952
2630 0 0 -4.75
2600 -0.01140684 -1.140684410646 -5.89068441064639
2520 -0.03076923 -3.076923076923 -7.82692307692308 0.00890007656 TS
2450 -0.02777778 -2.777777777778 -8.02777777777778
2790 0.13877551 13.87755102041 8.62755102040816
2850 0.021505376 2.150537634409 -3.0994623655914
2880 0.010526316 1.052631578947 -4.19736842105263
2730 -0.05208333 -5.208333333333 -10.4583333333333
3070 0.124542125 12.45421245421 7.20421245421245
2890 -0.05863192 -5.86319218241 -11.1131921824104
2950 0.020761246 2.076124567474 -3.42387543252595
3180 0.077966102 7.796610169492 2.29661016949153
2950 -0.07232704 -7.232704402516 -12.7327044025157
3030 0.027118644 2.71186440678 -2.78813559322034
2850 -0.05940594 -5.940594059406 -11.4405940594059
2760 -0.03157895 -3.157894736842 -8.65789473684211
2870 0.039855072 3.985507246377 -1.76449275362319
2770 -0.03484321 -3.484320557491 -9.23432055749129
2780 0.003610108 0.361010830325 -5.38898916967509
2760 -0.00719424 -0.719424460432 -6.46942446043165
2090 -0.24275362 -24.27536231884 -30.0253623188406
2270 0.086124402 8.612440191388 2.86244019138756
2200 -0.030837 -3.083700440529 -8.83370044052863
2220 0.009090909 0.909090909091 -5.09090909090909
2040 -0.08108108 -8.108108108108 -14.1081081081081
1960 -0.03921569 -3.921568627451 -9.92156862745098
1920 -0.02040816 -2.040816326531 -8.04081632653061
2050 0.067708333 6.770833333333 0.770833333333333
1980 -0.03414634 -3.414634146341 -9.41463414634146
1980 0 0 -6
SUMMARY OUTPUT EXCL 2017

Regression Statistics
Multiple R 0.02055954
R Square 0.00042269
Adjusted R S -0.01956885
Standard Erro 4.61193007
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 0.44972357 0.44972357 0.02114366 0.88497287992
Residual 50 1063.49495 21.269899
Total 51 1063.94467

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%
Intercept -4.19593738 0.70018444 -5.99261733 2.24752E-07 -5.60229921342 -2.78957555 -5.60229921
X Variable 1 0.00671898 0.04620758 0.14540861 0.88497288 -0.08609167268 0.09952963 -0.08609167
Upper 95,0%
-2.78957555
0.09952963
SUMMARY OUTPUT EXCL 2018

Regression Statistics
Multiple R 0.02207298
R Square 0.00048722
Adjusted R S -0.01950304
Standard Erro 7.98072387
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 1.55234483 1.55234483 0.0243727 0.87656897
Residual 50 3184.59767 63.6919535
Total 51 3186.15002

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%
Intercept -5.43477522 1.21612173 -4.46894014 4.51709E-05 -7.8774276 -2.99212284 -7.8774276
X Variable 1 0.00890008 0.0570088 0.15611758 0.87656897 -0.10560548 0.12340563 -0.10560548
Upper 95,0%
-2.99212284
0.12340563
Date Rf Adj Close Return AALI Persentase AALI R AALI (Excess Return)
2017-01-01 4.75 14609.1357
2017-01-08 4.75 14988.3037 0.02595417 2.59541683845 -2.1545831615492
2017-01-15 4.75 14453.0078 -0.03571424 -3.5714241473 -8.3214241472645
2017-01-22 4.75 14096.1436 -0.02469135 -2.4691348861 -7.2191348860893
2017-01-29 4.75 14274.5762 0.01265826 1.26582576507 -3.4841742349332
2017-02-05 4.75 14096.1436 -0.01250003 -1.2500029062 -6.0000029062159
2017-02-12 4.75 13583.1504 -0.03639245 -3.639244748 -8.3892447480293
2017-02-19 4.75 13360.1094 -0.01642042 -1.642041865 -6.3920418649549
2017-02-26 4.75 13627.7588 0.02003347 2.00334747634 -2.7466525236625
2017-03-05 4.75 13560.8477 -0.00490991 -0.4909914685 -5.2409914684872
2017-03-12 4.75 13605.4541 0.00328936 0.32893552919 -4.4210644708094
2017-03-19 4.75 13360.1094 -0.01803282 -1.8032821629 -6.5532821628786
2017-03-26 4.75 13293.1982 -0.00500828 -0.5008277337 -5.2508277336801
2017-04-02 4.75 13070.1582 -0.01677851 -1.6778508448 -6.4278508447674
2017-04-09 4.75 13003.248 -0.00511931 -0.5119307277 -5.2619307276988
2017-04-16 4.75 12936.334 -0.00514595 -0.5145949901 -5.2645949900989
2017-04-23 4.75 13516.749 0.04486704 4.48670419083 -0.2632958091692
2017-04-30 4.75 13282.083 -0.01736113 -1.7361128375 -6.4861128374929
2017-05-07 4.75 13798.3477 0.03886925 3.88692532406 -0.8630746759447
2017-05-14 4.75 13892.2139 0.00680271 0.68027138713 -4.0697286128736
2017-05-21 4.75 13798.3477 -0.00675675 -0.6756749637 -5.4256749636786
2017-05-28 4.75 13399.416 -0.02891155 -2.8911551582 -7.6411551581796
2017-06-04 4.75 13352.4834 -0.00350259 -0.3502586825 -5.1002586824975
2017-06-11 4.75 13563.6816 0.01581715 1.58171507655 -3.16828492345
2017-06-18 4.75 13798.3477 0.01730106 1.7301055953 -3.0198944046972
2017-06-25 4.75 13798.3477 0 0 -4.75
2017-07-02 4.75 14173.8135 0.02721093 2.72109262906 -2.0289073709363
2017-07-09 4.75 14244.2129 0.00496686 0.49668647125 -4.2533135287533
2017-07-16 4.75 14502.3457 0.01812194 1.81219428532 -2.9378057146766
2017-07-23 4.75 13681.0156 -0.05663429 -5.6634291777 -10.413429177737
2017-07-30 4.75 14197.2803 0.03773584 3.77358422906 -0.9764157709417
2017-08-06 4.75 14079.9473 -0.00826447 -0.8264470712 -5.5764470711559
2017-08-13 4.75 13939.1475 -0.01000002 -1.0000023604 -5.7500023603782
2017-08-20 4.75 14338.0791 0.02861952 2.86195150827 -1.8880484917305
2017-08-27 4.5 13845.2813 -0.03436987 -3.4369865621 -8.1869865621069
2017-09-03 4.5 14033.0137 0.01355931 1.35593072188 -3.144069278116
2017-09-10 4.5 14079.9473 0.00334451 0.33445128108 -4.165548718921
2017-09-17 4.5 13939.1475 -0.01000002 -1.0000023604 -5.5000023603782
2017-09-24 4.25 13962.6143 0.00168352 0.16835173791 -4.3316482620931
2017-10-01 4.25 14056.4805 0.00672268 0.67226816745 -3.5777318325526
2017-10-08 4.25 13982.7861 -0.00524273 -0.5242730295 -4.7742730295292
2017-10-15 4.25 14030.1855 0.00338984 0.33898404473 -3.9110159552671
2017-10-22 4.25 13816.8887 -0.01520271 -1.5202712344 -5.7702712343716
2017-10-29 4.25 13793.1895 -0.00171524 -0.1715235576 -4.4215235576011
2017-11-05 4.25 13840.5879 0.00343637 0.34363653281 -3.9063634671915
2017-11-12 4.25 13722.0908 -0.00856156 -0.856156342 -5.1061563420081
2017-11-19 4.25 13508.793 -0.01554412 -1.5544121796 -5.8044121795865
2017-11-26 4.25 13129.5986 -0.02807019 -2.807018635 -7.0570186349748
2017-12-03 4.25 12276.4121 -0.06498192 -6.4981919695 -10.748191969521
2017-12-10 4.25 12608.207 0.02702703 2.7027027038 -1.5472972961965
2017-12-17 4.25 12276.4121 -0.02631579 -2.6315789484 -6.881578948412
2017-12-24 4.25 12466.0098 0.01544406 1.54440609615 -2.7055939038491
2017-12-31 4.25 12276.4121 -0.01520917 -1.5209169619 -5.7709169618743
2018-01-07 4.25 12631.9063 0.02895749 2.8957494897 -1.3542505102987
2018-01-14 4.25 12300.1113 -0.02626642 -2.626641739 -6.8766417390487
2018-01-21 4.25 12418.6104 0.00963398 0.96339797942 -3.286602020583
2018-01-28 4.25 12323.8115 -0.00763361 -0.7633610067 -5.0133610066905
2018-02-04 4.25 12229.0127 -0.00769233 -0.7692330236 -5.0192330235908
2018-02-11 4.25 12679.3057 0.03682169 3.68216944598 -0.5678305540225
2018-02-18 4.25 13058.5 0.02990655 2.99065537222 -1.2593446277848
2018-02-25 4.25 14124.9844 0.08166975 8.16697457595 3.9169745759467
2018-03-04 4.25 13556.1924 -0.0402685 -4.0268504155 -8.2768504155425
2018-03-11 4.25 12300.1113 -0.09265736 -9.2657364215 -13.515736421498
2018-03-18 4.25 13034.7998 0.05973023 5.97302298661 1.7230229866095
2018-03-25 4.25 12774.1045 -0.01999995 -1.9999947594 -6.2499947594132
2018-04-01 4.25 12726.7051 -0.00371059 -0.3710586056 -4.6210586055538
2018-04-08 4.25 13034.7998 0.02420852 2.42085225604 -1.8291477439625
2018-04-15 4.25 12845.2041 -0.01454535 -1.4545348286 -5.7045348285846
2018-04-22 4.25 12497.9932 -0.02703039 -2.7030394787 -6.9530394787261
2018-04-29 4.25 11357.4004 -0.09126207 -9.1262073681 -13.376207368119
2018-05-06 4.25 12133.9746 0.06837605 6.83760536095 2.5876053609538
2018-05-13 4.25 12133.9746 0 0 -4.25
2018-05-20 4.75 12328.1182 0.016 1.5999996807 -2.6500003193018
2018-05-27 4.75 12182.5107 -0.011811 -1.181100149 -5.9311001489684
2018-06-03 4.75 11551.5439 -0.05179284 -5.1792837319 -9.9292837319216
2018-06-10 4.75 11551.5439 0 0 -4.75
2018-06-17 4.75 11163.2568 -0.03361344 -3.3613438242 -8.1113438242432
2018-06-24 4.75 10872.041 -0.02608699 -2.6086994528 -7.3586994528413
2018-07-01 5.25 10459.4863 -0.03794639 -3.7946388115 -8.5446388115429
2018-07-08 5.25 10046.9307 -0.03944321 -3.9443205054 -9.1943205054496
2018-07-15 5.25 10338.1465 0.02898555 2.89855508851 -2.3514449114944
2018-07-22 5.25 10677.8975 0.03286382 3.28638192084 -1.9636180791613
2018-07-29 5.25 11988.3672 0.12272732 12.2727318911 7.0227318911459
2018-08-05 5.25 11915.5625 -0.00607294 -0.6072944452 -5.8572944451758
2018-08-12 5.25 12522.2617 0.05091654 5.09165403648 -0.1583459635246
2018-08-19 5.5 13177.4961 0.05232556 5.23255614444 -0.0174438555631
2018-08-26 5.5 13104.6924 -0.00552485 -0.5524851647 -6.0524851647131
2018-09-02 5.5 12764.9414 -0.0259259 -2.5925902499 -8.092590249892
2018-09-09 5.5 12619.333 -0.0114069 -1.140689905 -6.6406899050203
2018-09-16 5.5 11891.2949 -0.05769228 -5.7692279421 -11.269227942067
2018-09-23 5.5 12036.9023 0.01224488 1.22448751759 -4.2755124824075
2018-09-30 5.75 11503.0078 -0.04435481 -4.4354811208 -9.9354811208228
2018-10-07 5.75 11343.5 -0.01386662 -1.3866617809 -7.1366617809277
2018-10-14 5.75 11711 0.03239741 3.23974082073 -2.5102591792657
2018-10-21 5.75 11515 -0.0167364 -1.6736401674 -7.423640167364
2018-10-28 5.75 11490.5 -0.00212766 -0.2127659574 -5.9627659574468
2018-11-04 5.75 11000.5 -0.04264392 -4.2643923241 -10.014392324094
2018-11-11 5.75 10584 -0.03786192 -3.7861915367 -9.5361915367483
2018-11-18 6 10780 0.01851852 1.85185185185 -3.8981481481482
2018-11-25 6 10755.5 -0.00227273 -0.2272727273 -6.2272727272727
2018-12-02 6 11221 0.04328018 4.32801822323 -1.6719817767654
2018-12-09 6 11637.5 0.0371179 3.71179039301 -2.2882096069869
2018-12-16 6 12250 0.05263158 5.26315789474 -0.7368421052632
2018-12-23 6 11588.5 -0.054 -5.4 -11.4
2018-12-30 6 11588.5 0 0 -6
Adj Close IHSG Return IHSG presentase IHSG R IHSG (Excess Return) Beta ( β) S/TS
5347.021973
5272.98291 -0.01384678 -1.38467848784 -1.3846784878361
5254.311035 -0.00354105 -0.35410459921 -0.354104599212517
5312.839844 0.011139198 1.11391976246 1.11391976246036
5360.76709 0.009021022 0.90210221665 0.902102216653987
5371.668945 0.002033637 0.20336371301 0.203363713009215
5350.932129 -0.0038604 -0.38604046922 -0.386040469215858
5385.905762 0.006535989 0.65359889 0.653598890003797
5391.214844 0.000985736 0.09857361481 0.098573614812531 -0.00214988
5390.676758 -9.98079E-05 -0.00998079312 -0.009980793115662
5540.432129 0.02778044 2.77804397709 2.77804397708983
5567.133789 0.004819418 0.48194183014 0.481941830136994
5568.105957 0.000174626 0.01746263045 0.017462630445854
5653.48584 0.015333739 1.53337389158 1.53337389157734
5616.544922 -0.00653418 -0.65341842264 -0.653418422641707
5664.475098 0.008533747 0.85337474667 0.853374746674907
5685.297852 0.003676025 0.36760253403 0.367602534034475
5683.376953 -0.00033787 -0.03378713042 -0.033787130419631
5675.21582 -0.00143597 -0.14359654599 -0.143596545988239 TS
5791.883789 0.020557451 2.0557450624 2.05574506239659
5716.814941 -0.01296104 -1.2961041819 -1.29610418189972
5742.445801 0.004483416 0.44834160743 0.448341607425144
5675.522949 -0.01165407 -1.16540676776 -1.16540676776341
5723.63623 0.00847733 0.84773300068 0.847733000682822
5829.708008 0.018532236 1.85322361061 1.85322361061369
-1 -100 -100
5814.792969 0 0
5831.794922 0.002923914 0.29239137301 0.292391373014332
5765.423828 -0.0113809 -1.13809032875 -1.13809032875316
5831.026855 0.0113787 1.13786998072 1.13786998071844
5777.481934 -0.00918276 -0.91827601435 -0.918276014353902
5766.138184 -0.00196344 -0.19634418817 -0.196344188170334
5893.84082 0.022146995 2.21469954283 2.2146995428301
5915.362793 0.003651604 0.36516040486 0.365160404858031
5864.059082 -0.00867296 -0.8672961033 -0.867296103304284
5857.119141 -0.00118347 -0.11834705113 -0.118347051128835
5872.39209 0.002607587 0.26075872169 0.260758721691165
5911.708008 0.006695043 0.66950430757 0.669504307570841
5900.854004 -0.00183602 -0.18360182853 -0.183601828529279
5905.37793 0.000766656 0.07666561479 0.076665614789541
5924.124023 0.00317441 0.31744103802 0.317441038020079
5929.548828 0.000915714 0.0915714286 0.091571428601735
5975.280762 0.007712549 0.77125486823 0.771254868229586
6039.541016 0.010754349 1.07543488849 1.07543488849369
6021.828125 -0.00293282 -0.29328207149 -0.293282071486475
6051.731934 0.004965902 0.49659021113 0.496590211132942
6067.14209 0.002546404 0.25464042638 0.254640426378144
5952.138184 -0.0189552 -1.89552023496 -1.89552023496453
6030.958008 0.013242271 1.32422705192 1.32422705191683
6119.418945 0.014667808 1.4667808478 1.46678084779662
6221.013184 0.016601942 1.66019420983 1.66019420982787
6355.653809 0.021642877 2.16428772963 2.16428772963038
6353.737793 -0.00030147 -0.03014663884 -0.030146638844409
6370.064941 0.002569692 0.25696918148 0.256969181479085
6490.895996 0.018968575 1.89685750646 1.89685750646416
6660.618164 0.026147726 2.61477256922 2.61477256921989
6628.819824 -0.00477408 -0.47740824075 -0.477408240752596
6505.522949 -0.01860012 -1.86001246487 -1.86001246486738
6591.582031 0.013228619 1.32286186175 1.32286186175438
6619.804199 0.004281547 0.4281546959 0.428154695902627
6582.315918 -0.00566305 -0.56630498234 -0.566304982338646
6433.321777 -0.02263552 -2.26355196038 -2.26355196037554
6304.952148 -0.01995386 -1.99538641855 -1.9953864185519
6210.698242 -0.01494919 -1.49491865739 -1.49491865739058
6188.986816 -0.00349581 -0.34958108016 -0.349581080162238
6175.051758 -0.00225159 -0.22515895435 -0.225158954353798
6270.327148 0.015429084 1.5429083631 1.54290836310105
6337.694824 0.010743885 1.07438853524 1.07438853523755 0.00812912 TS
5919.237793 -0.06602669 -6.60266930833 -6.6026693083321
5792.345215 -0.02143732 -2.14373171745 -2.1437317174529
5956.832031 0.028397274 2.83972743154 2.83972743154259
5783.310059 -0.02912991 -2.91299084978 -2.91299084978345
5975.742188 0.033273701 3.32737008801 3.32737008800931
5983.586914 0.001312762 0.13127617881 0.13127617881095
5993.626953 0.00167793 0.16779298344 0.167792983444571
-1 -100 -100
5821.812012 0 0
5799.236816 -0.00387769 -0.38776923668 -0.387769236682125
5694.912109 -0.01798939 -1.79893855537 -1.79893855536593
5944.074219 0.043751704 4.37517041933 4.37517041933334
5872.78418 -0.01199346 -1.1993463805 -1.1993463805032
5989.13623 0.019812077 1.9812076595 1.98120765949891
6007.538086 0.003072539 0.30725392266 0.307253922657884
6077.172852 0.011591232 1.15912317164 1.15912317164126
5783.797852 -0.04827491 -4.82749145276 -4.8274914527641
5968.75 0.03197763 3.19776300508 3.19776300508229
6018.459961 0.00832837 0.83283704293 0.83283704293193
5851.464844 -0.02774715 -2.77471509459 -2.7747150945946
5931.280762 0.013640331 1.36403311184 1.36403311184279
5957.744141 0.004461664 0.44616635195 0.44616635195459
5976.553223 0.003157081 0.31570811963 0.315708119631379
5731.935059 -0.04092964 -4.09296386852 -4.09296386851568
5756.490234 0.004283924 0.42839241456 0.428392414555433
5837.291016 0.014036466 1.40364664432 1.40364664431741
5784.920898 -0.00897165 -0.89716476113 -0.897164761127267
5906.291992 0.020980597 2.09805969935 2.0980596993463
5874.153809 -0.00544135 -0.54413467948 -0.544134679483012
6012.350098 0.023526161 2.35261611278 2.35261611277975
6006.202148 -0.00102255 -0.10225535606 -0.102255356055275
6056.124023 0.008311721 0.83117207463 0.831172074629946
6126.355957 0.011596845 1.1596845397 1.15968453970348
6169.842773 0.007098317 0.70983168959 0.709831689592119
6163.596191 -0.00101244 -0.1012437793 -0.101243779295908
6194.498047 0.005013608 0.50136081343 0.501360813434256
-1 -100 -100
SUMMARY OUTPUT AALI 2017

Regression Statistics
Multiple R 0.01336286
R Square 0.00017857
Adjusted R S -0.01981786
Standard Erro 2.26650647
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 0.04587331 0.04587331 0.00892989 0.92509118
Residual 50 256.852579 5.13705157
Total 51 256.898452

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%
Intercept -4.90821181 0.31635967 -15.5146571 9.49515E-21 -5.54363891 -4.27278471 -5.54363891
X Variable 1 -0.00214988 0.02275046 -0.0944981 0.92509118 -0.04784552 0.04354577 -0.04784552
Upper 95,0%
-4.27278471
0.04354577
SUMMARY OUTPUT AALI 2018

Regression Statistics
Multiple R 0.03751001
R Square 0.001407
Adjusted R S -0.01856486
Standard Erro 4.27194669
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 1.2856639 1.2856639 0.07044916 0.79177523
Residual 50 912.476428 18.2495286
Total 51 913.762092

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%

Intercept -4.98421811 0.60384444 -8.25414261 6.74565E-11 -6.19707536 -3.77136086
X Variable 1 0.00812912 0.0306271 0.2654226 0.79177523 -0.05338721 0.06964546
Lower 95,0% Upper 95,0%
-6.19707536 -3.77136086
-0.05338721 0.06964546
Date Rf Adj Close ACESReturn ACES Percentase ACES R ACES (Excess Return)
2017-01-01 4.75 754.6607
2017-01-08 4.75 716.6904 -0.0503144 -5.031439957056 -9.78143995705621
2017-01-15 4.75 697.7052 -0.0264901 -2.649009949066 -7.39900994906587
2017-01-22 4.75 707.1978 0.01360546 1.360545972712 -3.38945402728831
2017-01-29 4.75 721.4367 0.02013425 2.013425381131 -2.73657461886901
2017-02-05 4.75 730.9293 0.01315791 1.315791115146 -3.43420888485434
2017-02-12 4.75 740.4218 0.01298689 1.29868921659 -3.45131078340956
2017-02-19 4.75 735.6755 -0.00641027 -0.641026506783 -5.39102650678301
2017-02-26 4.75 711.944 -0.03225811 -3.225810836435 -7.97581083643537
2017-03-05 4.75 759.407 0.06666676 6.666676030699 1.91667603069905
2017-03-12 4.75 816.3625 0.07499997 7.499996707958 2.74999670795764
2017-03-19 4.75 768.8996 -0.05813949 -5.813949072869 -10.563949072869
2017-03-26 4.75 783.1385 0.01851854 1.851854260296 -2.89814573970385
2017-04-02 4.75 887.5569 0.13333325 13.33332482058 8.58332482057772
2017-04-09 4.75 854.3329 -0.03743309 -3.743309302198 -8.49330930219798
2017-04-16 4.75 854.3329 0 0 -4.75
2017-04-23 4.75 887.5569 0.03888882 3.888882191005 -0.861117808994591
2017-04-30 4.75 930.2736 0.04812841 4.812840731676 0.062840731675901
2017-05-07 4.75 939.7661 0.01020399 1.020398730008 -3.72960126999196
2017-05-14 4.75 920.781 -0.02020194 -2.020194173848 -6.77019417384816
2017-05-21 4.75 963.4976 0.0463917 4.639170443352 -0.110829556648097
2017-05-28 4.75 954.0051 -0.00985213 -0.985212625335 -5.73521262533504
2017-06-04 4.75 949.2587 -0.00497524 -0.497523545734 -5.24752354573366
2017-06-11 4.75 1042.28 0.09799362 9.799362386671 5.04936238667078
2017-06-18 4.75 1022.979 -0.01851806 -1.851805656829 -6.60180565682925
2017-06-25 4.75 1022.979 0 0 -4.75
2017-07-02 4.75 1076.058 0.0518867 5.188669562132 0.438669562131769
2017-07-09 4.75 1105.01 0.02690561 2.690561289447 -2.05943871055278
2017-07-16 4.75 1080.883 -0.02183419 -2.183419154578 -6.93341915457778
2017-07-23 4.75 1095.359 0.01339275 1.339275388733 -3.41072461126691
2017-07-30 4.75 1061.582 -0.03083647 -3.083646548757 -7.83364654875706
2017-08-06 4.75 1027.804 -0.03181855 -3.181855005077 -7.93185500507733
2017-08-13 4.75 1042.28 0.0140844 1.408439741429 -3.34156025857071
2017-08-20 4.75 1042.28 0 0 -4.75
2017-08-27 4.5 1051.931 0.00925951 0.925950800169 -3.57404919983113
2017-09-03 4.5 1022.979 -0.02752272 -2.75227177448 -7.25227177447951
2017-09-10 4.5 1047.106 0.02358504 2.358503938009 -2.1414960619915
2017-09-17 4.5 1119.486 0.06912385 6.912385183544 2.41238518354399
2017-09-24 4.25 1172.565 0.04741372 4.741372379824 0.491372379824307
2017-10-01 4.25 1244.946 0.06172877 6.172877409781 1.92287740978111
2017-10-08 4.25 1249.771 0.00387567 0.387567010939 -3.86243298906137
2017-10-15 4.25 1225.645 -0.01930434 -1.930433655446 -6.18043365544568
2017-10-22 4.25 1360.755 0.11023584 11.02358350093 6.77358350093217
2017-10-29 4.25 1162.915 -0.14538988 -14.53898754735 -18.7889875473542
2017-11-05 4.25 1211.168 0.04149314 4.149314438287 -0.100685561713459
2017-11-12 4.25 1167.74 -0.0358563 -3.585629739227 -7.83562973922692
2017-11-19 4.25 1085.709 -0.07024766 -7.024765786905 -11.2747657869046
2017-11-26 4.25 1148.439 0.05777791 5.777791286615 1.52779128661548
2017-12-03 4.25 1162.915 0.01260494 1.260493591736 -2.98950640826375
2017-12-10 4.25 1148.439 -0.01244803 -1.244802930567 -5.49480293056671
2017-12-17 4.25 1100.185 -0.04201703 -4.201703355598 -8.45170335559835
2017-12-24 4.25 1114.661 0.01315779 1.315778709944 -2.93422129005575
2017-12-31 4.25 1206.343 0.08225102 8.225101622825 3.97510162282524
2018-01-07 4.25 1244.946 0.03200002 3.200001989484 -1.04999801051609
2018-01-14 4.25 1187.042 -0.04651125 -4.65112543034 -8.90112543033995
2018-01-21 4.25 1235.295 0.04064978 4.064978324272 -0.185021675728393
2018-01-28 4.25 1302.85 0.05468734 5.468734188999 1.21873418899938
2018-02-04 4.25 1298.025 -0.00370342 -0.370341942664 -4.62034194266415
2018-02-11 4.25 1249.771 -0.03717494 -3.717493884941 -7.96749388494059
2018-02-18 4.25 1317.327 0.0540547 5.405470282156 1.15547028215569
2018-02-25 4.25 1302.85 -0.01098968 -1.098967834107 -5.3489678341065
2018-03-04 4.25 1254.597 -0.0370365 -3.703649691062 -7.9536496910619
2018-03-11 4.25 1302.85 0.03846096 3.846095598826 -0.403904401174247
2018-03-18 4.25 1283.549 -0.01481445 -1.481444525463 -5.7314445254634
2018-03-25 4.25 1283.549 0 0 -4.25
2018-04-01 4.25 1259.422 -0.0187971 -1.879710085084 -6.1297100850844
2018-04-08 4.25 1341.453 0.06513385 6.513384711399 2.26338471139935
2018-04-15 4.25 1293.2 -0.0359707 -3.597069744523 -7.84706974452328
2018-04-22 4.25 1254.597 -0.02985076 -2.985075781008 -7.23507578100836
2018-04-29 4.25 1254.597 0 0 -4.25
2018-05-06 4.25 1201.518 -0.04230761 -4.230760953517 -8.48076095351734
2018-05-13 4.25 1143.613 -0.0481932 -4.81932022658 -9.06932022658004
2018-05-20 4.75 1191.867 0.04219434 4.219434371592 -0.530565628407521
2018-05-27 4.75 1206.343 0.01214565 1.214565047946 -3.5354349520542
2018-06-03 4.75 1337.199 0.10847329 10.84732949087 6.09732949086619
2018-06-10 4.75 1337.199 0 0 -4.75
2018-06-17 4.75 1258.54 -0.05882371 -5.88237053722 -10.63237053722
2018-06-24 4.75 1248.708 -0.00781223 -0.781222686605 -5.53122268660511
2018-07-01 5.25 1214.294 -0.02755969 -2.755968569113 -8.00596856911303
2018-07-08 5.25 1302.786 0.07287527 7.287526743935 2.03752674393515
2018-07-15 5.25 1312.618 0.0075469 0.754690332871 -4.49530966712876
2018-07-22 5.25 1307.702 -0.00374519 -0.374518709937 -5.62451870993693
2018-07-29 5.25 1347.031 0.03007489 3.007489473902 -2.24251052609846
2018-08-05 5.25 1445.355 0.07299312 7.299312339508 2.04931233950815
2018-08-12 5.25 1278.205 -0.11564633 -11.56463291025 -16.8146329102539
2018-08-19 5.5 1351.947 0.05769184 5.769184129306 0.269184129306329
2018-08-26 5.5 1337.199 -0.01090871 -1.090871165808 -6.59087116580752
2018-09-02 5.5 1238.875 -0.07352982 -7.352981867321 -12.8529818673212
2018-09-09 5.5 1337.199 0.07936555 7.936555342549 2.43655534254869
2018-09-16 5.5 1533.846 0.14705889 14.70588895146 9.20588895145748
2018-09-23 5.5 1415.858 -0.07692298 -7.692297662216 -13.1922976622164
2018-09-30 5.75 1307.702 -0.07638902 -7.638901641266 -13.3889016412663
2018-10-07 5.75 1366.696 0.04511272 4.511272445863 -1.23872755413696
2018-10-14 5.75 1337.199 -0.02158271 -2.158270749311 -7.90827074931074
2018-10-21 5.75 1351.947 0.01102902 1.102902410187 -4.64709758981275
2018-10-28 5.75 1371.612 0.01454569 1.45456885514 -4.29543114485995
2018-11-04 5.75 1401.109 0.02150535 2.150535282573 -3.59946471742739
2018-11-11 5.75 1460.103 0.04210522 4.210521808082 -1.53947819191796
2018-11-18 6 1415.858 -0.03030266 -3.030265673038 -9.03026567303814
2018-11-25 6 1587.924 0.12152772 12.15277238254 6.15277238254119
2018-12-02 6 1528.929 -0.03715228 -3.715228184724 -9.7152281847242
2018-12-09 6 1469.935 -0.03858518 -3.858517956033 -9.85851795603329
2018-12-16 6 1450.271 -0.01337746 -1.337746226874 -7.33774622687398
2018-12-23 6 1465.019 0.01016913 1.01691339067 -4.98308660933025
2018-12-30 6 1465.019 0 0 -6
Adj Close IHSG Return IHSG Persentase IHSG R IHSG (Excess ReturnBeta ( β) S/TS
5347.021973
5272.98291 -0.01384678 -1.38467848784 -6.1346784878361
5254.311035 -0.00354105 -0.35410459921 -5.10410459921252
5312.839844 0.011139198 1.11391976246 -3.63608023753964
5360.76709 0.009021022 0.90210221665 -3.84789778334601 0.01381524 TS
5371.668945 0.002033637 0.20336371301 -4.54663628699078
5350.932129 -0.0038604 -0.38604046922 -5.13604046921586
5385.905762 0.006535989 0.65359889 -4.0964011099962
5391.214844 0.000985736 0.09857361481 -4.65142638518747
5390.676758 -9.98079E-05 -0.00998079312 -4.75998079311566
5540.432129 0.02778044 2.77804397709 -1.97195602291017
5567.133789 0.004819418 0.48194183014 -4.26805816986301
5568.105957 0.000174626 0.01746263045 -4.73253736955415
5653.48584 0.015333739 1.53337389158 -3.21662610842266
5616.544922 -0.00653418 -0.65341842264 -5.40341842264171
5664.475098 0.008533747 0.85337474667 -3.89662525332509
5685.297852 0.003676025 0.36760253403 -4.38239746596553
5683.376953 -0.00033787 -0.03378713042 -4.78378713041963
5675.21582 -0.00143597 -0.14359654599 -4.89359654598824
5791.883789 0.020557451 2.0557450624 -2.69425493760341
5716.814941 -0.01296104 -1.2961041819 -6.04610418189972
5742.445801 0.004483416 0.44834160743 -4.30165839257486
5675.522949 -0.01165407 -1.16540676776 -5.91540676776341
5723.63623 0.00847733 0.84773300068 -3.90226699931718
5829.708008 0.018532236 1.85322361061 -2.89677638938631
-1 -100 -104.75
5814.792969 0 -4.75
5831.794922 0.002923914 0.29239137301 -4.45760862698567
5765.423828 -0.0113809 -1.13809032875 -5.88809032875316
5831.026855 0.0113787 1.13786998072 -3.61213001928156
5777.481934 -0.00918276 -0.91827601435 -5.6682760143539
5766.138184 -0.00196344 -0.19634418817 -4.94634418817033
5893.84082 0.022146995 2.21469954283 -2.5353004571699
5915.362793 0.003651604 0.36516040486 -4.38483959514197
5864.059082 -0.00867296 -0.8672961033 -5.36729610330428
5857.119141 -0.00118347 -0.11834705113 -4.61834705112884
5872.39209 0.002607587 0.26075872169 -4.23924127830883
5911.708008 0.006695043 0.66950430757 -3.83049569242916
5900.854004 -0.00183602 -0.18360182853 -4.43360182852928
5905.37793 0.000766656 0.07666561479 -4.17333438521046
5924.124023 0.00317441 0.31744103802 -3.93255896197992
5929.548828 0.000915714 0.0915714286 -4.15842857139827
5975.280762 0.007712549 0.77125486823 -3.47874513177041
6039.541016 0.010754349 1.07543488849 -3.17456511150631
6021.828125 -0.00293282 -0.29328207149 -4.54328207148648
6051.731934 0.004965902 0.49659021113 -3.75340978886706
6067.14209 0.002546404 0.25464042638 -3.99535957362186
5952.138184 -0.0189552 -1.89552023496 -6.14552023496453
6030.958008 0.013242271 1.32422705192 -2.92577294808317
6119.418945 0.014667808 1.4667808478 -2.78321915220338
6221.013184 0.016601942 1.66019420983 -2.58980579017213
6355.653809 0.021642877 2.16428772963 -2.08571227036962
6353.737793 -0.00030147 -0.03014663884 -4.28014663884441
6370.064941 0.002569692 0.25696918148 -3.99303081852091
6490.895996 0.018968575 1.89685750646 -2.35314249353584
6660.618164 0.026147726 2.61477256922 -1.63522743078011
6628.819824 -0.00477408 -0.47740824075 -4.7274082407526
6505.522949 -0.01860012 -1.86001246487 -6.11001246486738
6591.582031 0.013228619 1.32286186175 -2.92713813824562
6619.804199 0.004281547 0.4281546959 -3.82184530409737 0.02129387 TS
6582.315918 -0.00566305 -0.56630498234 -4.81630498233865
6433.321777 -0.02263552 -2.26355196038 -6.51355196037554
6304.952148 -0.01995386 -1.99538641855 -6.2453864185519
6210.698242 -0.01494919 -1.49491865739 -5.74491865739058
6188.986816 -0.00349581 -0.34958108016 -4.59958108016224
6175.051758 -0.00225159 -0.22515895435 -4.4751589543538
6270.327148 0.015429084 1.5429083631 -2.70709163689895
6337.694824 0.010743885 1.07438853524 -3.17561146476245
5919.237793 -0.06602669 -6.60266930833 -10.8526693083321
5792.345215 -0.02143732 -2.14373171745 -6.3937317174529
5956.832031 0.028397274 2.83972743154 -1.41027256845741
5783.310059 -0.02912991 -2.91299084978 -7.16299084978345
5975.742188 0.033273701 3.32737008801 -1.42262991199069
5983.586914 0.001312762 0.13127617881 -4.61872382118905
5993.626953 0.00167793 0.16779298344 -4.58220701655543
-1 -100 -104.75
5821.812012 0 -4.75
5799.236816 -0.00387769 -0.38776923668 -5.13776923668213
5694.912109 -0.01798939 -1.79893855537 -7.04893855536593
5944.074219 0.043751704 4.37517041933 -0.87482958066667
5872.78418 -0.01199346 -1.1993463805 -6.4493463805032
5989.13623 0.019812077 1.9812076595 -3.26879234050109
6007.538086 0.003072539 0.30725392266 -4.94274607734212
6077.172852 0.011591232 1.15912317164 -4.09087682835874
5783.797852 -0.04827491 -4.82749145276 -10.0774914527641
5968.75 0.03197763 3.19776300508 -2.30223699491771
6018.459961 0.00832837 0.83283704293 -4.66716295706807
5851.464844 -0.02774715 -2.77471509459 -8.2747150945946
5931.280762 0.013640331 1.36403311184 -4.13596688815721
5957.744141 0.004461664 0.44616635195 -5.05383364804541
5976.553223 0.003157081 0.31570811963 -5.18429188036862
5731.935059 -0.04092964 -4.09296386852 -9.84296386851568
5756.490234 0.004283924 0.42839241456 -5.32160758544457
5837.291016 0.014036466 1.40364664432 -4.34635335568259
5784.920898 -0.00897165 -0.89716476113 -6.64716476112727
5906.291992 0.020980597 2.09805969935 -3.6519403006537
5874.153809 -0.00544135 -0.54413467948 -6.29413467948301
6012.350098 0.023526161 2.35261611278 -3.39738388722025
6006.202148 -0.00102255 -0.10225535606 -6.10225535605528
6056.124023 0.008311721 0.83117207463 -5.16882792537005
6126.355957 0.011596845 1.1596845397 -4.84031546029652
6169.842773 0.007098317 0.70983168959 -5.29016831040788
6163.596191 -0.00101244 -0.1012437793 -6.10124377929591
6194.498047 0.005013608 0.50136081343 -5.49863918656574
-1 -100 -106
SUMMARY OUTPUT ACES 2017

Regression Statistics
Multiple R 0.03952089
R Square 0.0015619
Adjusted R Square -0.01840686
Standard Error 4.93033694
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 1.9013216 1.9013216 0.07821722 0.7808818
Residual 50 1215.41112 24.3082224
Total 51 1217.31244

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%

Intercept -3.47841056 0.74852505 -4.64701956 2.48402E-05 -4.98186737 -1.97495374
X Variable 1 0.01381524 0.04939774 0.27967342 0.7808818 -0.08540305 0.11303352
Lower 95,0% Upper 95,0%
-4.98186737 -1.97495374
-0.08540305 0.11303352
SUMMARY OUTPUT ACES 2018

Regression Statistics
Multiple R 0.07953005
R Square 0.00632503
Adjusted R S -0.01354847
Standard Erro 5.28397579
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 8.88607141 8.88607141 0.31826447 0.5751745
Residual 50 1396.02001 27.9204002
Total 51 1404.90608

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%
Intercept -4.32860948 0.80518483 -5.37592032 2.0053E-06 -5.94587081 -2.71134816 -5.94587081
X Variable 1 0.02129387 0.03774509 0.56414933 0.5751745 -0.05451938 0.09710711 -0.05451938
Upper 95,0%
-2.71134816
0.09710711
Date rf Adj Close ASII r ASII Persentase ASIIR ASII (Excess Return) Adj Close IHSG
1/1/2017 4.75 7575.919434 5347.021973
1/8/2017 4.75 7413.744141 -0.02140668 -2.140668132 -6.89066813160886 5272.98291
### 4.75 7413.744141 0 0 -4.75 5254.311035
### 4.75 7506.415527 0.01249994 1.249994392 -3.50000560799634 5312.839844
### 4.75 7506.415527 0 0 -4.75 5360.76709
2/5/2017 4.75 7460.080078 -0.00617278 -0.617277965 -5.36727796487332 5371.668945
### 4.75 7321.071289 -0.01863369 -1.863368591 -6.61336859050536 5350.932129
### 4.75 7529.583008 0.02848104 2.8481039286 -1.90189607136744 5385.905762
### 4.75 7784.431152 0.03384625 3.3846249351 -1.36537506487105 5391.214844
3/5/2017 4.75 7552.751465 -0.02976193 -2.976192897 -7.72619289677289 5390.676758
### 4.75 7853.93457 0.03987727 3.9877269416 -0.762273058425072 5540.432129
### 4.75 7900.271484 0.00589983 0.5899834483 -4.16001655174217 5567.133789
### 4.75 7992.942871 0.01173015 1.1730152209 -3.57698477909673 5568.105957
4/2/2017 4.75 7946.605957 -0.00579723 -0.579722822 -5.3297228223427 5653.48584
4/9/2017 4.75 7877.102051 -0.00874636 -0.874636372 -5.62463637150368 5616.544922
### 4.75 8479.469727 0.07647072 7.6470721352 2.89707213515825 5664.475098
### 4.75 8294.125977 -0.02185794 -2.185794112 -6.9357941117454 5685.297852
### 4.75 8062.446289 -0.02793298 -2.793298397 -7.5432983974738 5683.376953
5/7/2017 4.75 8142.078125 0.00987688 0.9876882666 -3.76231173336751 5675.21582
### 4.75 8212.470703 0.00864553 0.8645529669 -3.88544703306319 5791.883789
### 4.75 8212.470703 0 0 -4.75 5716.814941
### 4.75 8447.112305 0.02857138 2.8571377663 -1.89286223372114 5742.445801
6/4/2017 4.75 8118.614258 -0.0388888 -3.888879834 -8.63887983418377 5675.522949
### 4.75 8189.006836 0.00867052 0.8670516391 -3.88294836085314 5723.63623
### 4.75 8376.720703 0.02292267 2.2922665808 -2.45773341921287 5829.708008
### 4.75 8376.720703 0 0 -4.75
7/2/2017 4.75 8235.935547 -0.01680671 -1.680671482 -6.43067148221358 5814.792969
7/9/2017 4.75 8189.006836 -0.00569804 -0.569804253 -5.31980425274326 5831.794922
### 4.75 7696.257813 -0.06017201 -6.017201266 -10.7672012658947 5765.423828
### 4.75 7461.616211 -0.03048775 -3.048775232 -7.79877523208305 5831.026855
### 4.75 7297.366699 -0.02201259 -2.201259182 -6.95125918239886 5777.481934
8/6/2017 4.75 7297.366699 0 0 -4.75 5766.138184
### 4.75 7414.6875 0.01607714 1.6077142049 -3.14228579514749 5893.84082
### 4.75 7508.544922 0.01265831 1.2658311224 -3.48416887764993 5915.362793
### 4.5 7391.223633 -0.01562504 -1.562503657 -6.06250365708341 5864.059082
9/3/2017 4.5 7344.29541 -0.00634918 -0.634918186 -5.13491818581266 5857.119141
### 4.5 7367.759277 0.00319484 0.3194842485 -4.18051575147628 5872.39209
### 4.5 7297.366699 -0.00955414 -0.955413652 -5.45541365228564 5911.708008
### 4.25 7414.6875 0.01607714 1.6077142049 -2.64228579514749 5900.854004
### 4.25 7485.080078 0.00949367 0.9493667535 -3.30063324651241 5905.37793
### 4.25 8009.953125 0.07012257 7.0122569369 2.76225693687228 5924.124023
### 4.25 7561.018555 -0.05604709 -5.604709079 -9.85470907874383 5929.548828
### 4.25 7466.505371 -0.01250006 -1.250005979 -5.50000597885716 5975.280762
### 4.25 7655.530762 0.02531645 2.5316447469 -1.71835525312582 6039.541016
 ### 4.25 7891.812012 0.03086412 3.0864123905 -1.1635876094596 6021.828125
### 4.25 7750.043945 -0.01796394 -1.796394374 -6.04639437412387 6051.731934
### 4.25 8080.838379 0.04268291 4.2682910748 0.018291074832085 6067.14209
### 4.25 7537.390137 -0.06725147 -6.725146779 -10.9751467794763 5952.138184
### 4.25 7797.300293 0.03448278 3.4482778691 -0.801722130925172 6030.958008
### 4.25 7844.556641 0.0060606 0.6060603828 -3.64393961724901 6119.418945
### 4.25 7750.043945 -0.01204819 -1.204818836 -5.45481883585395 6221.013184
### 4.25 7844.556641 0.01219512 1.219511743 -3.03048825696046 6355.653809
### 4.25 7844.556641 0 0 -4.25 6353.737793
1/7/2018 4.25 7726.415527 -0.01506027 -1.506026655 -5.75602665525454 6370.064941
### 4.25 7891.812012 0.02140663 2.1406625676 -2.10933743244819 6490.895996
### 4.25 8151.723145 0.03293428 3.2934278288 -0.956572171197334 6660.618164
### 4.25 8222.607422 0.00869562 0.8695618796 -3.38043812039327 6628.819824
2/4/2018 4.25 7750.043945 -0.05747124 -5.747124394 -9.99712439433301 6505.522949
### 4.25 7820.928223 0.00914631 0.9146306589 -3.33536934108959 6591.582031
### 4.25 7750.043945 -0.00906341 -0.906340986 -5.15634098637475 6619.804199
### 4.25 7702.787109 -0.00609762 -0.609762168 -4.85976216825827 6582.315918
3/4/2018 4.25 7348.364746 -0.04601222 -4.601222363 -8.85122236256393 6433.321777
### 4.25 7041.198242 -0.04180066 -4.180066105 -8.43006610473715 6304.952148
### 4.25 6875.80127 -0.02348989 -2.348988998 -6.59898899754626 6210.698242
### 4.25 6899.429199 0.00343639 0.3436389167 -3.90636108328069 6188.986816
4/1/2018 4.25 7112.083008 0.03082194 3.0821942347 -1.16780576528242 6175.051758
4/8/2018 4.25 7112.083008 0 0 -4.25 6270.327148
### 4.25 7112.083008 0 0 -4.25 6337.694824
### 4.25 6923.057617 -0.02657806 -2.657806311 -6.9078063105756 5919.237793
### 4.25 6852.172363 -0.01023901 -1.023900969 -5.27390096864047 5792.345215
5/6/2018 4.25 6784.380371 -0.0098935 -0.989350361 -5.23935036085868 5956.832031
### 4.25 6279.160645 -0.07446807 -7.446807201 -11.69680720084 5783.310059
### 4.75 6976.845215 0.11111112 11.111111969 6.36111196932915 5975.742188
### 4.75 6640.03125 -0.04827597 -4.827596924 -9.57759692412067 5983.586914
6/3/2018 4.75 6640.03125 0 0 -4.75 5993.626953
### 4.75 6640.03125 0 0 -4.75
### 4.75 6351.334473 -0.04347823 -4.347822565 -9.09782256484109 5821.812012
### 4.75 6351.334473 0 0 -4.75 5799.236816
7/1/2018 5.25 6062.637695 -0.04545451 -4.545450712 -9.79545071161456 5694.912109
7/8/2018 5.25 6543.799316 0.07936506 7.9365062734 2.68650627344637 5944.074219
### 5.25 6423.508789 -0.01838237 -1.838236798 -7.08823679778628 5872.78418
### 5.25 6712.206055 0.04494386 4.4943857864 -0.755614213615125 5989.13623
### 5.25 6856.554688 0.02150539 2.150539358 -3.09946064204222 6007.538086
8/5/2018 5.25 7121.193359 0.03859645 3.8596450118 -1.39035498815233 6077.172852
### 5.25 6832.496582 -0.04054051 -4.054050528 -9.30405052841509 5783.797852
### 5.5 7097.135254 0.03873235 3.8732353368 -1.62676466319526 5968.75
### 5.5 6976.845215 -0.0169491 -1.694909773 -7.19490977267487 6018.459961
9/2/2018 5.5 6904.670898 -0.01034484 -1.034483563 -6.53448356349984 5851.464844
9/9/2018 5.5 6952.786621 0.00696858 0.6968575869 -4.80314241314619 5931.280762
### 5.5 6976.845215 0.00346028 0.3460280793 -5.15397192073558 5957.744141
### 5.5 7073.077148 0.01379304 1.3793043995 -4.12069560045414 5976.553223
### 5.75 6688.147949 -0.05442174 -5.442174473 -11.1921744729427 5731.935059
### 5.75 6648.296875 -0.00595846 -0.595846179 -6.34584617900025 5756.490234
### 5.75 7085.046387 0.06569344 6.5693443029 0.819344302934733 5837.291016
### 5.75 7206.365723 0.01712329 1.7123294524 -4.03767054761134 5784.920898
### 5.75 7934.28125 0.10101007 10.10100729 4.35100728966292 5906.291992
### 5.75 7934.28125 0 0 -5.75 5874.153809
### 5.75 8298.239258 0.04587158 4.5871578853 -1.16284211471582 6012.350098
### 6 8152.655762 -0.0175439 -1.754390196 -7.75439019620515 6006.202148
### 6 8298.239258 0.01785719 1.7857186695 -4.21428133052579 6056.124023
### 6 7982.808594 -0.03801176 -3.801175818 -9.80117581806171 6126.355957
### 6 8201.183594 0.02735566 2.7355660283 -3.26443397172101 6169.842773
### 6 8176.919922 -0.00295856 -0.295855735 -6.29585573499112 6163.596191
### 6 7982.808594 -0.02373893 -2.37389298 -8.37389297989508 6194.498047
### 6 7982.808594 0 0 -6
Return IHSG Persentase IHSG R IHSG (Excess Return) Beta ( β) S/TS

-0.01384678 -1.38467848784 5.50598964377276

-0.00354105 -0.35410459921 4.39589540078748
0.011139198 1.11391976246 4.6139253704567 -0.03127459 TS
0.009021022 0.90210221665 5.65210221665399
0.002033637 0.20336371301 5.57064167788253
-0.0038604 -0.38604046922 6.2273281212895
0.006535989 0.65359889 2.55549496137124
0.000985736 0.09857361481 1.46394867968358
-9.98079E-05 -0.00998079312 7.71621210365723
0.02778044 2.77804397709 3.5403170355149
0.004819418 0.48194183014 4.64195838187917
0.000174626 0.01746263045 3.59444740954259
0.015333739 1.53337389158 6.86309671392003
-0.00653418 -0.65341842264 4.97121794886197
0.008533747 0.85337474667 -2.04369738848334
0.003676025 0.36760253403 7.30339664577988
-0.00033787 -0.03378713042 7.50951126705417
-0.00143597 -0.14359654599 3.61871518737927
0.020557451 2.0557450624 5.94119209545977
-0.01296104 -1.2961041819 3.45389581810028
0.004483416 0.44834160743 2.34120384114629
-0.01165407 -1.16540676776 7.47347306642036
0.00847733 0.84773300068 4.73068136153596
0.018532236 1.85322361061 4.31095702982657
-1 -100 -95.25
0 6.43067148221358
0.002923914 0.29239137301 5.61219562575759
-0.0113809 -1.13809032875 9.62911093714158
0.0113787 1.13786998072 8.93664521280149
-0.00918276 -0.91827601435 6.03298316804496
-0.00196344 -0.19634418817 4.55365581182967
0.022146995 2.21469954283 5.35698533797759
0.003651604 0.36516040486 3.84932928250796
-0.00867296 -0.8672961033 5.19520755377912
-0.00118347 -0.11834705113 5.01657113468382
0.002607587 0.26075872169 4.44127447316745
0.006695043 0.66950430757 6.12491795985648
-0.00183602 -0.18360182853 2.45868396661821
0.000766656 0.07666561479 3.37729886130195
0.00317441 0.31744103802 -2.4448158988522
0.000915714 0.0915714286 9.94628050734557
0.007712549 0.77125486823 6.27126084708675
0.010754349 1.07543488849 2.79379014161951
-0.00293282 -0.29328207149
0.004965902 0.49659021113
0.002546404 0.25464042638
-0.0189552 -1.89552023496
0.013242271 1.32422705192
0.014667808 1.4667808478
0.016601942 1.66019420983
0.021642877 2.16428772963
-0.00030147 -0.03014663884
0.002569692 0.25696918148
0.018968575 1.89685750646
0.026147726 2.61477256922
-0.00477408 -0.47740824075
-0.01860012 -1.86001246487
0.013228619 1.32286186175
0.004281547 0.4281546959
-0.00566305 -0.56630498234
-0.02263552 -2.26355196038
-0.01995386 -1.99538641855
-0.01494919 -1.49491865739
-0.00349581 -0.34958108016
-0.00225159 -0.22515895435
0.015429084 1.5429083631
0.010743885 1.07438853524
-0.06602669 -6.60266930833
-0.02143732 -2.14373171745
0.028397274 2.83972743154
-0.02912991 -2.91299084978
0.033273701 3.32737008801
0.001312762 0.13127617881
0.00167793 0.16779298344
-1 -100
0 9.09782256484109
-0.00387769 -0.38776923668
-0.01798939 -1.79893855537
0.043751704 4.37517041933
-0.01199346 -1.1993463805
0.019812077 1.9812076595
0.003072539 0.30725392266
0.011591232 1.15912317164
-0.04827491 -4.82749145276
0.03197763 3.19776300508
0.00832837 0.83283704293
-0.02774715 -2.77471509459
0.013640331 1.36403311184
0.870305537973124
6.54298458525681
0.236349351546059
9.07962654451172
2.125949182842
5.11072046504563
7.11501304568182
5.19477598659084
4.21985336115559
6.01299583673362
4.00619493891235
3.57134474041722
2.90302987964067
8.13711192946563
4.65823120284397
5.58449568227738
4.29345718591962
6.58767040218839
6.43467968618524
5.10407034015568 -0.01792378 TS
3.55678000311846
0.94264681092862
5.79290836310106
5.32438853523755
0.305137002243506
3.13016925118757
8.07907779240127
8.7838163510565
-3.03374188131984
9.70887310293162
4.91779298344457
-95.25
4.36223076331788
7.99651215624863
1.68866414588697
5.88889041728308
2.73682187311404
3.4067145647001
2.54947815979359
4.476559075651
4.82452766827755
8.0277468156068
3.75976846890524
6.16717552498899
0.004461664 0.44616635195 5.60013827269017
0.003157081 0.31570811963 4.43640372008552
-0.04092964 -4.09296386852 7.09921060442703
0.004283924 0.42839241456 6.77423859355568
0.014036466 1.40364664432 0.584302341382675
-0.00897165 -0.89716476113 3.14050578648407
0.020980597 2.09805969935 -2.25294759031662
-0.00544135 -0.54413467948 5.20586532051699
0.023526161 2.35261611278 3.51545822749557
-0.00102255 -0.10225535606 7.65213484014988
0.008311721 0.83117207463 5.04545340515573
0.011596845 1.1596845397 10.9608603577652
0.007098317 0.70983168959 3.97426566131313
-0.00101244 -0.1012437793 6.19461195569521
0.005013608 0.50136081343 8.87525379332933
-1 -100 -94
SUMMARY OUTPUT ASII 2017

Regression Statistics
Multiple R 0.1553772
R Square 0.02414207
Adjusted R S 0.00462491
Standard Erro 2.83281153
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 9.92643576 9.92643576 1.2369666 0.27137551
Residual 50 401.241059 8.02482117
Total 51 411.167494

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%
Intercept -4.39007903 0.40121275 -10.9420227 7.12953E-15 -5.19593856 -3.5842195 -5.19593856
X Variable 1 -0.03127459 0.02811983 -1.11219 0.27137551 -0.08775492 0.02520574 -0.08775492
Upper 95,0%
-3.5842195
0.02520574
SUMMARY OUTPUT ASII 2018

Regression Statistics
Multiple R 0.09433583
R Square 0.00889925
Adjusted R S -0.01092277
Standard Erro 3.73071481
Observations 52

ANOVA
df SS MS F Significance F
Regression 1 6.24869953 6.24869953 0.44895782 0.50591321
Residual 50 695.911649 13.918233
Total 51 702.160348

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%
Intercept -4.90120545 0.51819727 -9.45818469 1.01243E-12 -5.94203529 -3.86037561 -5.94203529
X Variable 1 -0.01792378 0.02675019 -0.67004315 0.50591321 -0.07165311 0.03580555 -0.07165311
Upper 95,0%
-3.86037561
0.03580555