contoh cara mengitung portofolio dengan excel
DESCRIPTION
emnggunakan rumus-rumus excel dalam memilihkombinasi saham yang terabaik untuk mencapai keuntungan yang maksimum.file ini digunakan untuk tugas investasi saat kuliah atau perkiraan saja.menggunakan alfa dan beta yang sudah dihitung di excel.TRANSCRIPT
Daftar Saham Anggota Portofolio
No Kode Nama Perusahaan Tanggal IPO Kapitalisasi Pasar
1 Gudang Garam Tbk 27-Aug-90 112,559,148,000,0002 Bank Negara Indonesia (Persero) Tbk 25-Nov-96 114,465,453,336,6003 Perusahaan Gas Negara (Persero) Tbk 15-Dec-03 127,873,955,733,9004 Bank Mandiri (Persero) Tbk 14-Jul-03 255,832,499,988,9255 Unilever Indonesia Tbk 11-Jan-82 271,055,750,000,0006 Telekomunikasi Indonesia (Persero) Tbk 14-Nov-95 285,263,989,812,0007 Bank Rakyat Indonesia (Persero) Tbk 10-Nov-03 291,237,959,281,5008 Astra International Tbk 4-Apr-90 316,783,803,320,5009 Bank Central Asia Tbk 31-May-00 322,191,660,384,000
10 Media Nusantara Citra Tbk 22-Jun-07 40,829,613,110,00011 LPPF Matahari Department Store Tbk 10-Oct-89 44,862,990,480,00012 JSMR Jasa Marga (Persero) Tbk 12-Nov-07 48,280,000,000,00013 Surya Citra Media Tbk 16-Jul-02 51,394,928,337,51014 Indofood Sukses Makmur Tbk 14-Jul-94 65,633,688,087,50015 Charoen Pokphand Indonesia Tbk 18-Mar-91 66,001,950,000,00016 United Tractors Tbk 19-Sep-89 67,888,459,475,20017 Indocement Tunggal Prakasa Tbk 5-Dec-89 84,668,329,077,00018 Indofood CBP Sukses Makmur Tbk 7-Oct-10 86,152,345,350,00019 Semen Indonesia (Persero) Tbk 8-Jul-91 86,155,328,000,00020 Kalbe Farma Tbk 30-Jul-91 86,953,351,514,050
GGRMBBNIPGASBMRIUNVRTLKMBBRIASIIBBCAMNCN
SCMAINDFCPINUNTRINTPICBPSMGRKLBF
TanggalCLOSING CLOSING CLOSING
27 April 2015 52,000 6,500 4,41528 April 2015 53,225 2.36% 6,650 2.31% 4,400 -0.34%29 April 2015 52,225 -1.88% 6,525 -1.88% 4,265 -3.07%30 April 2015 50,000 -4.26% 6,425 -1.53% 4,200 -1.52%04 Mei 2015 50,000 0.00% 6,475 0.78% 3,950 -5.95%05 Mei 2015 48,500 -3.00% 6,500 0.39% 3,915 -0.89%06 Mei 2015 48,175 -0.67% 6,550 0.77% 4,000 2.17%07 Mei 2015 45,975 -4.57% 6,700 2.29% 3,980 -0.50%08 Mei 2015 46,200 0.49% 6,650 -0.75% 4,045 1.63%11 Mei 2015 45,950 -0.54% 6,650 0.00% 4,075 0.74%12 Mei 2015 47,150 2.61% 6,750 1.50% 4,175 2.45%13 Mei 2015 47,125 -0.05% 6,825 1.11% 4,280 2.51%15 Mei 2015 46,500 -1.33% 6,725 -1.47% 4,225 -1.29%18 Mei 2015 45,050 -3.12% 6,675 -0.74% 4,225 0.00%19 Mei 2015 45,850 1.78% 6,750 1.12% 4,200 -0.59%20 Mei 2015 47,450 3.49% 6,775 0.37% 4,210 0.24%21 Mei 2015 47,600 0.32% 7,000 3.32% 4,200 -0.24%22 Mei 2015 47,075 -1.10% 7,075 1.07% 4,200 0.00%25 Mei 2015 46,300 -1.65% 7,050 -0.35% 4,185 -0.36%26 Mei 2015 46,350 0.11% 6,950 -1.42% 4,360 4.18%27 Mei 2015 45,800 -1.19% 6,850 -1.44% 4,300 -1.38%28 Mei 2015 46,200 0.87% 6,900 0.73% 4,300 0.00%29 Mei 2015 47,100 1.95% 6,875 -0.36% 4,295 -0.12%01 Juni 2015 47,000 -0.21% 6,650 -3.27% 4,315 0.47%03 Juni 2015 46,000 -2.13% 6,375 -4.14% 4,365 1.16%04 Juni 2015 45,000 -2.17% 6,200 -2.75% 4,255 -2.52%05 Juni 2015 45,200 0.44% 6,225 0.40% 4,300 1.06%
EXPECTED RETURN E(Ri) -0.0052 -0.0015 -0.0008VARIAN 0.0004 0.0003 0.0004STANDAR DEVIASI 0.0196 0.0170 0.0192Alpha (αi) -0.0052 -0.0013 0.0001Beta (βi) 1.0496 1.1105 0.7298Variance (α2i) 0.0004 0.0003 0.0004Variance (σei) 0.0004 0.0003 0.0004
Excess Return to Beta (ERB) 1.0033 0.0119 -0.1575Ai -0.0153 -0.0059 -0.0025Bi 2,747.8010 4,115.2542 1,397.7552Titik Pembatas (Ci) -0.0024 -0.0013 -0.0004Cut-Off Point (C*) 0.0006 0.0006 0.0006Proporsi dana (Xi) 2624.80 41.70 -302.84
-13.5806 -0.0630 0.2490
GGRM BBNI PGAS
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
Expected return portofolio E(Rp)
51.5747 0.7083 -5.8015Beta portofolio (βp) 2,755.0167
Risiko atau standar deviasi portofolio (σp)
CLOSING CLOSING CLOSING CLOSING CLOSING
11,250 42,075 2,810 12,025 7,45010,900 -3.11% 44,500 5.76% 2,790 -0.71% 11,875 -1.25% 7,37510,550 -3.21% 42,250 -5.06% 2,700 -3.23% 11,625 -2.11% 7,10010,750 1.90% 42,600 0.83% 2,615 -3.15% 11,625 0.00% 6,85011,175 3.95% 43,000 0.94% 2,765 5.74% 11,625 0.00% 7,10011,225 0.45% 44,175 2.73% 2,750 -0.54% 11,700 0.65% 7,27511,400 1.56% 45,175 2.26% 2,770 0.73% 11,750 0.43% 7,35011,175 -1.97% 43,400 -3.93% 2,830 2.17% 11,625 -1.06% 7,20011,175 0.00% 44,000 1.38% 2,860 1.06% 11,650 0.22% 7,40011,125 -0.45% 43,650 -0.80% 2,845 -0.52% 11,775 1.07% 7,32511,275 1.35% 42,500 -2.63% 2,800 -1.58% 12,025 2.12% 7,37511,250 -0.22% 42,300 -0.47% 2,835 1.25% 12,175 1.25% 7,52510,950 -2.67% 43,500 2.84% 2,840 0.18% 11,800 -3.08% 7,50011,100 1.37% 43,850 0.80% 2,830 -0.35% 12,000 1.69% 7,55011,200 0.90% 43,850 0.00% 2,830 0.00% 12,275 2.29% 7,70011,275 0.67% 43,350 -1.14% 2,835 0.18% 12,475 1.63% 7,85011,625 3.10% 43,350 0.00% 2,865 1.06% 12,700 1.80% 7,82511,425 -1.72% 43,775 0.98% 2,870 0.17% 12,600 -0.79% 7,57511,150 -2.41% 44,400 1.43% 2,830 -1.39% 12,350 -1.98% 7,57511,125 -0.22% 45,725 2.98% 2,870 1.41% 12,375 0.20% 7,50011,000 -1.12% 44,500 -2.68% 2,830 -1.39% 11,950 -3.43% 7,42510,800 -1.82% 44,950 1.01% 2,855 0.88% 11,825 -1.05% 7,37510,775 -0.23% 43,300 -3.67% 2,845 -0.35% 11,775 -0.42% 7,30010,700 -0.70% 43,200 -0.23% 2,845 0.00% 11,725 -0.42% 7,32510,550 -1.40% 43,600 0.93% 2,875 1.05% 11,250 -4.05% 7,05010,525 -0.24% 42,650 -2.18% 2,825 -1.74% 11,125 -1.11% 7,02510,675 1.43% 42,150 -1.17% 2,855 1.06% 11,300 1.57% 7,000
-0.0019 0.0004 0.0008 -0.00220.0003 0.0006 0.0003 0.00030.0177 0.0235 0.0170 0.01670.0008 -0.0006 0.0023 -0.00021.4389 1.2927 1.1319 1.58150.0003 0.0006 0.0003 0.00030.0003 0.0006 0.0003 0.0003
-0.0226 -0.0054 0.0031 0.1479-0.0067 0.0007 0.0030 -0.0091
6,350.7626 2,922.5186 4,273.8590 8,652.9661-0.0013 0.0001 0.0006 -0.00200.0006 0.0006 0.0006 0.0006
-102.32 -13.55 9.36 805.91
0.1896 -0.0048 0.0071 -1.8078
BMRI UNVR TLKM BBRI ASII
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
-1.8128 -0.3179 0.1591 13.4460
LPPF JSMR
CLOSING CLOSING CLOSING CLOSING
14,200 2,370 18000 6825-1.01% 14,050 -1.06% 2,365 -0.21% 17000 -5.56% 6675-3.73% 13,500 -3.91% 2,250 -4.86% 17000 0.00% 6150-3.52% 13,475 -0.19% 2,205 -2.00% 17500 2.94% 62003.65% 13,725 1.86% 2,250 2.04% 17,250 -1.43% 63752.46% 13,850 0.91% 2,315 2.89% 17,125 -0.72% 63251.03% 13,700 -1.08% 2,305 -0.43% 17,000 -0.73% 6300
-2.04% 13,700 0.00% 2,270 -1.52% 17,075 0.44% 63002.78% 13,775 0.55% 2,295 1.10% 16,875 -1.17% 6375
-1.01% 13,700 -0.54% 2,280 -0.65% 16,875 0.00% 64000.68% 13,725 0.18% 2,245 -1.54% 16,500 -2.22% 63752.03% 13,725 0.00% 2,250 0.22% 16,925 2.58% 6375
-0.33% 13,525 -1.46% 2,235 -0.67% 17,350 2.51% 61500.67% 13,600 0.55% 2,160 -3.36% 17,475 0.72% 61501.99% 13,650 0.37% 2,115 -2.08% 18,025 3.15% 63501.95% 13,875 1.65% 2,230 5.44% 17,975 -0.28% 6300
-0.32% 14,125 1.80% 2,220 -0.45% 17,500 -2.64% 6400-3.19% 14,350 1.59% 2,145 -3.38% 17,550 0.29% 65750.00% 14,300 -0.35% 2,190 2.10% 17,325 -1.28% 6450
-0.99% 14,350 0.35% 2,210 0.91% 17,700 2.16% 6450-1.00% 14,250 -0.70% 2,175 -1.58% 17,500 -1.13% 6400-0.67% 14,150 -0.70% 2,130 -2.07% 17,450 -0.29% 6400-1.02% 14,125 -0.18% 2,060 -3.29% 17,450 0.00% 64750.34% 14,125 0.00% 2,100 1.94% 17,325 -0.72% 7000
-3.75% 13,600 -3.72% 2,025 -3.57% 17,375 0.29% 6550-0.35% 13,625 0.18% 2,030 0.25% 17,350 -0.14% 6475-0.36% 13,650 0.18% 2,020 -0.49% 17,500 0.86% 6250
-0.0022 -0.0014 -0.0059 -0.00090.0004 0.0002 0.0005 0.00030.0193 0.0134 0.0223 0.01810.0001 0.0004 -0.0044 0.00131.8660 1.3440 1.5300 -0.00630.0004 0.0002 0.0005 0.00030.0004 0.0002 0.0005 0.0003
-0.2342 -0.0401 0.0135 -0.0076-0.0067 -0.0090 -0.0133 -0.0031
9,002.6535 9,738.7027 4,519.9253 0.1164-0.0011 -0.0031 -0.0016 -0.00060.0006 0.0006 0.0006 0.0006
-1132.91 -295.40 37.94 0.15
2.4916 0.4207 -0.2227 -0.0001
ASII BBCA MNCN
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
-21.8643 -3.9478 0.8473 0.0028
JSMR
CLOSING CLOSING CLOSING CLOSING
3100 7200 3230 22700-2.20% 3035 -2.10% 7125 -1.04% 3130 -3.10% 22500-7.87% 2880 -5.11% 6700 -5.96% 2950 -5.75% 220000.81% 2900 0.69% 6750 0.75% 2835 -3.90% 214002.82% 3170 9.31% 6875 1.85% 2815 -0.71% 21300
-0.78% 3170 0.00% 6875 0.00% 2880 2.31% 21300-0.40% 3175 0.16% 6800 -1.09% 2865 -0.52% 212250.00% 3165 -0.31% 6750 -0.74% 2700 -5.76% 228001.19% 3100 -2.05% 6650 -1.48% 2790 3.33% 239250.39% 3055 -1.45% 6650 0.00% 2920 4.66% 23550
-0.39% 3145 2.95% 6925 4.14% 3150 7.88% 238000.00% 3100 -1.43% 7200 3.97% 3215 2.06% 23700
-3.53% 2990 -3.55% 7175 -0.35% 3190 -0.78% 228000.00% 3050 2.01% 7050 -1.74% 3110 -2.51% 22,1003.25% 2985 -2.13% 7050 0.00% 3135 0.80% 25250
-0.79% 3050 2.18% 6925 -1.77% 3150 0.48% 228501.59% 3065 0.49% 6850 -1.08% 3175 0.79% 227002.73% 3025 -1.31% 6875 0.36% 3205 0.94% 23275
-1.90% 3000 -0.83% 6875 0.00% 3290 2.65% 226250.00% 3105 3.50% 7025 2.18% 3365 2.28% 22625
-0.78% 2950 -4.99% 7200 2.49% 3240 -3.71% 221000.00% 3000 1.69% 7300 1.39% 3230 -0.31% 211001.17% 3090 3.00% 7300 0.00% 3140 -2.79% 203008.11% 3700 19.74% 7100 -2.74% 3190 1.59% 20525
-6.43% 3005 -18.78% 6975 -1.76% 3055 -4.23% 21550-1.15% 3000 -0.17% 6975 0.00% 3015 -1.31% 21700-3.47% 3000 0.00% 7050 1.08% 2955 -1.99% 22200
-0.0029 0.0006 -0.0006 -0.00290.0009 0.0037 0.0004 0.00100.0295 0.0595 0.0201 0.03120.0003 0.0054 0.0012 0.00092.3092 3.7317 1.2999 2.53320.0009 0.0035 0.0004 0.00100.0009 0.0037 0.0004 0.0010
-0.1030 0.0010 -0.0055 -0.0330-0.0038 0.0002 -0.0017 -0.0034
5,892.6353 3,791.7279 4,007.8027 6,335.4588-0.0003 0.0000 -0.0002 -0.00020.0006 0.0006 0.0006 0.0006
-264.33 0.36 -18.98 -84.00
0.7729 0.0002 0.0113 0.2446
SCMA INDF CPIN UNTR
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
-7.8028 0.0212 -0.3824 -2.6233
CLOSING CLOSING CLOSING CLOSING
13325 13800 13325 1850-0.88% 13225 -0.75% 13100 -5.07% 13225 -0.75% 1875-2.22% 12975 -1.89% 12650 -3.44% 12975 -1.89% 1785-2.73% 12500 -3.66% 13200 4.35% 12500 -3.66% 1795-0.47% 12725 1.80% 13600 3.03% 12725 1.80% 18250.00% 13000 2.16% 13725 0.92% 13000 2.16% 1825
-0.35% 13100 0.77% 13675 -0.36% 13100 0.77% 18207.42% 12875 -1.72% 13900 1.65% 12875 -1.72% 18204.93% 13325 3.50% 13775 -0.90% 13325 3.50% 1845
-1.57% 13275 -0.38% 13725 -0.36% 13275 -0.38% 18501.06% 13225 -0.38% 13675 -0.36% 13225 -0.38% 1795
-0.42% 13025 -1.51% 13625 -0.37% 13025 -1.51% 1780-3.80% 13300 2.11% 13600 -0.18% 13300 2.11% 1795-3.07% 13375 0.56% 13750 1.10% 13375 0.56% 180514.25% 13325 -0.37% 13700 -0.36% 13325 -0.37% 1760-9.50% 13150 -1.31% 14000 2.19% 13150 -1.31% 1800-0.66% 13200 0.38% 13800 -1.43% 13200 0.38% 18302.53% 13125 -0.57% 13925 0.91% 13125 -0.57% 1840
-2.79% 13150 0.19% 13975 0.36% 13150 0.19% 18300.00% 13250 0.76% 14125 1.07% 13250 0.76% 1830
-2.32% 13175 -0.57% 14200 0.53% 13175 -0.57% 1740-4.52% 13350 1.33% 14150 -0.35% 13350 1.33% 1755-3.79% 13450 0.75% 14100 -0.35% 13450 0.75% 18401.11% 13475 0.19% 14100 0.00% 13475 0.19% 17904.99% 13300 -1.30% 13750 -2.48% 13300 -1.30% 17600.70% 13250 -0.38% 13675 -0.55% 13250 -0.38% 17652.30% 13225 -0.19% 13450 -1.65% 13225 -0.19% 1740
0.0001 -0.0002 -0.0008 -0.00020.0019 0.0002 0.0003 0.00020.0431 0.0144 0.0183 0.01440.0010 0.0009 0.0021 0.00090.5430 0.7745 0.8347 0.77450.0019 0.0002 0.0003 0.00020.0019 0.0002 0.0003 0.0002
0.0003 -0.0025 -0.0042 -0.00250.0000 -0.0010 -0.0027 -0.0010
153.0693 2,783.5575 2,004.9098 2,783.55750.0000 -0.0003 -0.0005 -0.00030.0006 0.0006 0.0006 0.0006
-0.10 -11.27 -11.55 -11.27
0.0000 0.0021 0.0094 0.0021
UNTR INTP ICBP SMGR KLBF
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
Realized Return (Rt)
-0.0042 -0.1624 -0.2113 -0.1624
IHSG RETURN MARKET (Rm) SBI Risk Free (Rf) SBIRm-Rf
5,245 6.65%1.35% 5,242 -0.0006 6.65% 0.0000% -0.0627%
-4.80% 5,106 -0.0261 6.65% 0.0000% -2.6057%0.56% 5,086 -0.0037 6.65% 0.0000% -0.3748%1.67% 5,141 0.0108 6.65% 0.0000% 1.0756%0.00% 5,160 0.0037 6.65% 0.0000% 0.3729%
-0.27% 5,185 0.0048 6.65% 0.0000% 0.4775%0.00% 5,150 -0.0066 6.65% 0.0000% -0.6647%1.37% 5,182 0.0062 6.65% 0.0000% 0.6160%0.27% 5,172 -0.0019 6.65% 0.0000% -0.1878%
-2.97% 5,206 0.0064 6.65% 0.0000% 0.6405%-0.84% 5,246 0.0078 6.65% 0.0000% 0.7784%0.84% 5,227 -0.0036 6.65% 0.0000% -0.3629%0.56% 5,238 0.0020 6.65% 0.0000% 0.2050%
-2.49% 5,269 0.0060 6.65% 0.0000% 0.6025%2.27% 5,293 0.0044 6.65% 0.0000% 0.4437%1.67% 5,313 0.0039 6.65% 0.0000% 0.3865%0.55% 5,315 0.0004 6.66% 0.1355% -0.0988%
-0.54% 5,288 -0.0050 6.66% 0.0000% -0.5040%0.00% 5,321 0.0062 6.66% 0.0000% 0.6153%
-4.92% 5,253 -0.0127 6.66% 0.0000% -1.2688%0.86% 5,237 -0.0030 6.66% 0.0000% -0.3043%4.84% 5,216 -0.0040 6.66% 0.0000% -0.4014%
-2.72% 5,214 -0.0005 6.66% 0.0000% -0.0491%-1.68% 5,130 -0.0160 6.66% 0.0000% -1.5980%0.28% 5,096 -0.0068 6.66% 0.0000% -0.6759%
-1.42% 5,101 0.0009 6.66% 0.0000% 0.0932%
-0.0021 -0.0010 0.00010.0004 0.0001 0.00000.0206 0.0078 0.0003
-0.00161.10940.00040.0004
0.0138-0.0057
2,787.4060-0.00080.0006
33.14
-0.0707 -11.3491
KLBF
Realized Return (Rt)
0.6834 22.3496
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.4352299938R Square 0.1894251475Adjusted R Square 0.1541827626Standard Error 0.0183608125Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.001811991408 0.0018119914 5.3749242023 0.02967087631Residual 23 0.007753746995 0.0003371194Total 24 0.009565738403
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0052091248 0.003703473217 -1.4065512313 0.1729290144 -0.0128703429 0.0024520932 -0.0128703429 0.0024520932R_IHSG 1.0496118859 0.452733433997 2.3183882769 0.0296708763 0.11306142219 1.9861623496 0.1130614222 1.9861623496
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.5321461201R Square 0.2831794932Adjusted R Square 0.2520133842Standard Error 0.0149411123Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.002028360165 0.0020283602 9.0861356245 0.00617890064Residual 23 0.005134447219 0.0002232368Total 24 0.007162807384
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.001315352 0.003013701555 -0.4364572717 0.6665747863 -0.0075496686 0.0049189647 -0.0075496686 0.0049189647R_IHSG 1.1105118815 0.368411859397 3.014321752 0.0061789006 0.34839388476 1.8726298782 0.3483938848 1.8726298782
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.2974605875R Square 0.0884828011Adjusted R Square 0.0488516185Standard Error 0.0198093133Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.000876114106 0.0008761141 2.2326560903 0.14871524107Residual 23 0.009025404555 0.0003924089Total 24 0.009901518662
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 5.5510064E-05 0.003995643516 0.0138926469 0.9890354358 -0.0082101083 0.0083211284 -0.0082101083 0.0083211284R_IHSG 0.7298456259 0.488449977557 1.4942075124 0.1487152411 -0.2805901375 1.7402813893 -0.2805901375 1.7402813893
GGRM
BBNI
PGAS
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.6699964494R Square 0.4488952422Adjusted R Square 0.4249341658Standard Error 0.0134819786Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.003405226056 0.0034052261 18.73435209 0.00024839848Residual 23 0.004180566209 0.0001817637Total 24 0.007585792265
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0008446977 0.002719386569 0.3106206814 0.7588864709 -0.004780782 0.0064701774 -0.004780782 0.0064701774R_IHSG 1.4388769218 0.332433137118 4.3283197768 0.0002483985 0.75118658278 2.1265672609 0.7511865828 2.1265672609
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.4898512211R Square 0.2399542189Adjusted R Square 0.2069087501Standard Error 0.0194550936Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.002748420143 0.0027484201 7.2613350019 0.01293391748Residual 23 0.008705515345 0.0003785007Total 24 0.011453935487
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0005642894 0.003924195524 -0.1437974798 0.8869128875 -0.0086821064 0.0075535275 -0.0086821064 0.0075535275R_IHSG 1.2926835863 0.479715772425 2.6946864385 0.0129339175 0.30031590283 2.2850512698 0.3003159028 2.2850512698
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.5221293337R Square 0.2726190411Adjusted R Square 0.240993782Standard Error 0.0156349134Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.002107235416 0.0021072354 8.6202943161 0.00742221671Residual 23 0.005622361926 0.0002444505Total 24 0.007729597342
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0022762446 0.003153644933 0.7217821515 0.4777028254 -0.004247567 0.0088000562 -0.004247567 0.0088000562
BMRI
UNVR
TLKM
R_IHSG 1.1318977625 0.385519326407 2.936033773 0.0074222167 0.33439027394 1.929405251 0.3343902739 1.929405251
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.7452694093R Square 0.5554264924Adjusted R Square 0.5360972095Standard Error 0.0119653672Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.004113986948 0.0041139869 28.734976573 1.9159704E-05Residual 23 0.003292910282 0.00014317Total 24 0.00740689723
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0001551576 0.002413478 -0.0642879673 0.9492964235 -0.0051478172 0.004837502 -0.0051478172 0.004837502R_IHSG 1.5815470916 0.295037149959 5.3605015225 1.91597E-05 0.97121624594 2.1918779372 0.9712162459 2.1918779372
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.757081266R Square 0.5731720433Adjusted R Square 0.5546143061Standard Error 0.0136172933Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.005727189625 0.0057271896 30.885879877 1.1829593E-05Residual 23 0.004264905578 0.0001854307Total 24 0.009992095204
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 9.613285E-05 0.002746680256 0.0349996509 0.9723820046 -0.0055858082 0.0057780739 -0.0055858082 0.0057780739R_IHSG 1.8660421718 0.335769671191 5.5575066241 1.182959E-05 1.17144968615 2.5606346575 1.1714496861 2.5606346575
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.7920641112R Square 0.6273655563Adjusted R Square 0.6111640587Standard Error 0.008759045Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.002970838406 0.0029708384 38.722689317 2.3852958E-06Residual 23 0.001764580006 7.672087E-05Total 24 0.004735418412
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%
BBRI
ASII
BBCA
Intercept 0.0003678366 0.001766745819 0.2082000904 0.8369054075 -0.0032869555 0.0040226288 -0.0032869555 0.0040226288R_IHSG 1.3439718982 0.215976964035 6.2227557655 2.385296E-06 0.89718950783 1.7907542885 0.8971895078 1.7907542885
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.5350142052R Square 0.2862401997Adjusted R Square 0.255207165Standard Error 0.0204314608Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.003850394402 0.0038503944 9.2237256733 0.0058569552Residual 23 0.009601225621 0.0004174446Total 24 0.013451620023
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0043944727 0.004121133972 -1.0663261003 0.2973422338 -0.0129196879 0.0041307424 -0.0129196879 0.0041307424R_IHSG 1.5300417507 0.503790638056 3.0370587208 0.0058569552 0.48787141327 2.5722120882 0.4878714133 2.5722120882
SUMMARY OUTPUT LPPF
Regression StatisticsMultiple R 0.0033686046R Square 1.1347497E-05Adjusted R Square -0.04346642Standard Error 0.0157984313Observations 25
ANOVAdf SS MS F Significance F
Regression 1 6.514195096E-08 6.5141951E-08 0.0002609954 0.98724978064Residual 23 0.005740579892 0.0002495904Total 24 0.005740645034
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0012676534 0.003186627341 0.3978041082 0.6944427934 -0.0053243875 0.0078596943 -0.0053243875 0.0078596943R_IHSG -0.0062933379 0.389551281832 -0.0161553517 0.9872497806 -0.8121415618 0.7995548859 -0.8121415618 0.7995548859
SUMMARY OUTPUT JSMR
Regression StatisticsMultiple R 0.6155032884R Square 0.378844298Adjusted R Square 0.3518375283Standard Error 0.0250044882Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.008770493987 0.008770494 14.027753147 0.0010564305Residual 23 0.014380161924 0.0006252244Total 24 0.023150655911
MNCN
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.000289086 0.00504353784 0.057318091 0.9547868676 -0.010144267 0.0107224389 -0.010144267 0.0107224389R_IHSG 2.3092061243 0.616550484289 3.7453642209 0.0010564305 1.03377427272 3.5846379758 1.0337742727 3.5846379758
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.4910009227R Square 0.2410819061Adjusted R Square 0.2080854672Standard Error 0.0559892925Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.022903797996 0.022903798 7.3063007513 0.01269175408Residual 23 0.072100420149 0.0031348009Total 24 0.095004218144
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0054047093 0.011293337134 0.4785750431 0.6367590369 -0.0179573385 0.0287667571 -0.0179573385 0.0287667571R_IHSG 3.7316802618 1.380561165674 2.7030169721 0.0126917541 0.87577189977 6.5875886238 0.8757718998 6.5875886238
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.5058378617R Square 0.2558719423Adjusted R Square 0.2235185485Standard Error 0.0187458094Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.002779145056 0.0027791451 7.908658478 0.00988796886Residual 23 0.008082323503 0.0003514054Total 24 0.010861468559
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0011750883 0.003781129137 0.3107770849 0.7587690786 -0.0066467733 0.0089969499 -0.0066467733 0.0089969499R_IHSG 1.2998890359 0.462226531206 2.8122337168 0.0098879689 0.34370060435 2.2560774674 0.3437006043 2.2560774674
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.643139566R Square 0.4136285014Adjusted R Square 0.3881340884Standard Error 0.0255051683Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.010554115095 0.0105541151 16.224280264 0.00052482699
SCMA
INDF
CPIN
Residual 23 0.014961812988 0.0006505136Total 24 0.025515928083
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0008992262 0.005144527658 0.1747927649 0.8627720412 -0.0097430401 0.0115414925 -0.0097430401 0.0115414925R_IHSG 2.5331539594 0.62889604868 4.0279374702 0.000524827 1.23218336209 3.8341245566 1.2321833621 3.8341245566
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.0984834841R Square 0.0096989966Adjusted R Square -0.0333575687Standard Error 0.046400131Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.000484982244 0.0004849822 0.2252617353 0.63953513519Residual 23 0.04951835964 0.0021529722Total 24 0.050003341884
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0010124672 0.009359152422 0.1081793639 0.9147916165 -0.0183484147 0.020373349 -0.0183484147 0.020373349R_IHSG 0.5430172082 1.144115527948 0.4746174621 0.6395351352 -1.8237660859 2.9098005023 -1.8237660859 2.9098005023
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.4217302195R Square 0.177856378Adjusted R Square 0.1421110031Standard Error 0.0140819906Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.000986683097 0.0009866831 4.9756473014 0.03574798693Residual 23 0.004560956569 0.0001983025Total 24 0.005547639666
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0009331019 0.002840412163 0.3285093411 0.7454987999 -0.0049427383 0.0068089422 -0.0049427383 0.0068089422R_IHSG 0.7745322708 0.347227987663 2.2306159018 0.0357479869 0.05623645161 1.4928280901 0.0562364516 1.4928280901
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.4216844643R Square 0.1778177875Adjusted R Square 0.1420707347Standard Error 0.0151779567Observations 25
ANOVA
UNTR
INTP
ICBP
df SS MS F Significance FRegression 1 0.001145939216 0.0011459392 4.9743342159 0.03577014758Residual 23 0.005298518521 0.0002303704Total 24 0.006444457737
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0020694685 0.00306147434 0.6759712144 0.5057997494 -0.0042636737 0.0084026107 -0.0042636737 0.0084026107R_IHSG 0.8347020192 0.374251873796 2.2303215499 0.0357701476 0.06050303227 1.6089010062 0.0605030323 1.6089010062
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.4217302195R Square 0.177856378Adjusted R Square 0.1421110031Standard Error 0.0140819906Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.000986683097 0.0009866831 4.9756473014 0.03574798693Residual 23 0.004560956569 0.0001983025Total 24 0.005547639666
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0009331019 0.002840412163 0.3285093411 0.7454987999 -0.0049427383 0.0068089422 -0.0049427383 0.0068089422R_IHSG 0.7745322708 0.347227987663 2.2306159018 0.0357479869 0.05623645161 1.4928280901 0.0562364516 1.4928280901
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.4246512329R Square 0.1803286696Adjusted R Square 0.1446907857Standard Error 0.0200016121Observations 25
ANOVAdf SS MS F Significance F
Regression 1 0.002024337266 0.0020243373 5.060027413 0.03435568984Residual 23 0.009201483176 0.0004000645Total 24 0.011225820442
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0015806921 0.004034431198 -0.391800477 0.6988123308 -0.0099265489 0.0067651647 -0.0099265489 0.0067651647R_IHSG 1.1094100815 0.493191602431 2.2494504691 0.0343556898 0.08916551969 2.1296546432 0.0891655197 2.1296546432
SMGR
KLBF
PENGUMUMAN
Pemenang lelang SBIS ditetapkan sbb:
Tanggal Lelang 22-May-15
Piranti SBIS
Jangka Waktu 9 bulan (273 hari)
Tanggal Setelmen 22-May-15
Tanggal Jatuh Waktu 19-Feb-16
Target Indikatif (miliar) Rp1,000.00
Nominal Penawaran (miliar) Rp797.50
Frekuensi Penawaran 10
Nominal Pemenang (miliar) Rp797.50
Tingkat Imbalan SBIS 6.66%
Jakarta, 22 Mei 2015
Grup Operasi Moneter
Departemen Pengelolaan Moneter
HASIL LELANG SERTIFIKAT BANK INDONESIA SYARIAH (SBIS)
PENGUMUMAN
HASIL LELANG SERTIFIKAT BANK INDONESIA SYARIAH (SBIS)
Pemenang lelang SBIS ditetapkan sbb:
Tanggal Lelang 22-May-15
Piranti SBIS
Jangka Waktu 9 bulan (273 hari)
Tanggal Setelmen 22-May-15
Tanggal Jatuh Waktu 19-Feb-16
Target Indikatif (miliar) Rp1,000.00
Nominal Penawaran (miliar) Rp797.50
Frekuensi Penawaran 10
Nominal Pemenang (miliar) Rp797.50
Tingkat Imbalan SBIS 6.66%
Jakarta, 22 Mei 2015
Grup Operasi Moneter
Departemen Pengelolaan Moneter
Pemenang lelang SBI dan SBIS ditetapkan sbb:
Tanggal Lelang 19-Mar-15
Piranti SBI SBIS
Jangka Waktu 9 bulan (273 hari) 9 bulan (274 hari)
Tanggal Setelmen 20-Mar-15 19-Mar-15
Tanggal Jatuh Waktu 18-Dec-15 18-Dec-15
Target Indikatif (miliar) Rp8,000.00 Rp750.00
Nominal Penawaran (miliar) Rp9,996.00 Rp770.00
Kisaran Bid Rate 6,50%-6,90% -
Frekuensi Penawaran 83 6
Nominal Pemenang (miliar) Rp8,000.00 Rp770.00
Stop Out Rate (SOR) SBI -
Diskonto rrt SBI 6.65% -
Tingkat Imbalan SBIS - 6.65%
Jakarta, 19 Maret 2015
Grup Operasi Moneter
Departemen Pengelolaan Moneter
6,68% (propo 22,34%)