GDST MLBI MLPT

NO TANGGAL
CLOSE P RI CLOSE P RI CLOSE P RI
1 109.00 9,000.00 11.45
2 Feb-13 107.00 (0.02) 10,000.00 0.11 11.47 0.00
3 Mar-13 109.00 0.02 10,250.00 0.03 11.96 0.04
4 Apr-13 105.00 (0.04) 14,500.00 0.41 12.02 0.01
5 May-13 102.00 (0.03) 12,000.00 (0.17) 11.79 (0.02)
6 Jun-13 97.00 (0.05) 14,000.00 0.17 12.20 0.03
7 Jul-13 95.00 (0.02) 11,500.00 (0.18) 12.21 0.00
8 Aug-13 93.00 (0.02) 13,400.00 0.17 11.83 (0.03)
9 Sep-13 99.00 0.06 12,000.00 (0.10) 12.03 0.02
10 Oct-13 94.00 (0.05) 12,000.00 - 12.20 0.01
11 Nov-13 86.00 (0.09) 12,000.00 - 12.15 (0.00)
12 Dec-13 84.00 (0.02) 10,800.00 (0.10) 12.28 0.01
13 Jan-14 91.00 0.08 10,850.00 0.00 12.37 0.01
14 Feb-14 95.00 0.04 10,900.00 0.00 12.35 (0.00)
15 Mar-14 93.00 (0.02) 11,300.00 0.04 12.57 0.02
16 Apr-14 92.00 (0.01) 11,180.00 (0.01) 12.93 0.03
17 May-14 84.00 (0.09) 10,850.00 (0.03) 13.11 0.01
18 Jun-14 85.00 0.01 10,400.00 (0.04) 13.69 0.04
19 Jul-14 91.00 0.07 10,300.00 (0.01) 13.29 (0.03)
20 Aug-14 90.00 (0.01) 13,850.00 0.34 13.82 0.04
21 Sep-14 89.00 (0.01) 12,500.00 (0.10) 13.65 (0.01)
22 Oct-14 87.00 (0.02) 11,850.00 (0.05) 13.12 (0.04)
23 Nov-14 103.00 0.18 11,975.00 0.01 12.74 (0.03)
24 Dec-14 94.00 (0.09) 11,900.00 (0.01) 12.38 (0.03)
25 Jan-15 92.00 (0.02) 10,400.00 (0.13) 12.18 (0.02)
26 Feb-15 77.00 (0.16) 9,800.00 (0.06) 12.27 0.01
27 Mar-15 64.00 (0.17) 9,525.00 (0.03) 11.98 (0.02)
28 Apr-15 72.00 0.13 7,075.00 (0.26) 12.49 0.04
29 May-15 63.00 (0.13) 7,000.00 (0.01) 12.13 (0.03)
30 Jun-15 59.00 (0.06) 7,000.00 - 11.54 (0.05)
31 Jul-15 57.00 (0.03) 5,900.00 (0.16) 11.24 (0.03)
32 Aug-15 69.00 0.21 7,800.00 0.32 10.70 (0.05)
33 Sep-15 62.00 (0.10) 9,350.00 0.20 9.52 (0.11)
34 Oct-15 62.00 - 8,400.00 (0.10) 10.13 0.06
35 Nov-15 59.00 (0.05) 8,200.00 (0.02) 9.53 (0.06)
36 Dec-15 57.00 (0.03) 7,600.00 (0.07) 9.18 (0.04)
37 Jan-16 57.00 - 7,900.00 0.04 8.21 (0.11)
38 Feb-16 60.00 0.05 7,850.00 (0.01) 8.20 (0.00)
39 Mar-16 63.00 0.05 10,750.00 0.37 8.70 0.06
40 Apr-16 60.00 (0.05) 11,500.00 0.07 9.35 0.07
41 May-16 61.00 0.02 11,050.00 (0.04) 9.44 0.01
42 Jun-16 71.00 0.16 11,150.00 0.01 9.60 0.02
 43 Jul-16 94.00 0.32 11,200.00 0.00 9.59 (0.00)
44 Aug-16 122.00 0.30 13,000.00 0.16 9.60 0.00
45 Sep-16 113.00 (0.07) 12,100.00 (0.07) 9.69 0.01
46 Oct-16 113.00 - 11,525.00 (0.05) 9.34 (0.04)
47 Nov-16 113.00 - 11,750.00 0.02 9.40 0.01
48 Dec-16 114.00 0.01 11,800.00 0.00 9.75 0.04
49 Jan-17 102.00 (0.11) 11,500.00 (0.03) 9.98 0.02
50 Feb-17 100.00 (0.02) 11,775.00 0.02 9.95 (0.00)
51 Mar-17 100.00 - 11,875.00 0.01 9.84 (0.01)
52 Apr-17 124.00 0.24 11,900.00 0.00 9.68 (0.02)
53 May-17 104.00 (0.16) 12,000.00 0.01 9.30 (0.04)
54 Jun-17 99.00 (0.05) 12,300.00 0.03 9.19 (0.01)
55 Jul-17 96.00 (0.03) 12,900.00 0.05 9.27 0.01
56 Aug-17 93.00 (0.03) 14,500.00 0.12 8.95 (0.03)
57 Sep-17 87.00 (0.06) 14,425.00 (0.01) 8.95 -
58 Oct-17 86.00 (0.01) 14,000.00 (0.03) 8.64 (0.03)
59 Nov-17 82.00 (0.05) 13,675.00 (0.02) 8.43 (0.02)
60 Dec-17 86.00 0.05 14,500.00 0.06 8.70 0.03
61 Jan-18 95.00 0.10 14,650.00 0.01 8.99 0.03
MAX 0.324 0.415 0.075
MIN (0.169) (0.257) (0.110)
AVERAGE 0.005 0.015 (0.003)
ST. DEVIASI 0.109 0.125 0.036
R ADJ RISK 0.043 0.122 (0.095)
return dipengaruhi oleh ramai tidaknya pasar
ramai tidaknya pasar diukur oleh indeks
ri = f(rm)
ri=return individual
rm=return pasar
 MNCN MPPA MRAT MSKY
CLOSE P RI CLOSE P RI CLOSE P RI CLOSE P RI
2,950.00 1,780.00 530.00 2,125.00
2,825.00 (0.04) 1,820.00 0.02 590.00 0.11 2,200.00 0.04
3,125.00 0.11 1,990.00 0.09 570.00 (0.03) 2,375.00 0.08
3,350.00 0.07 2,425.00 0.22 550.00 (0.04) 2,700.00 0.14
3,125.00 (0.07) 2,925.00 0.21 520.00 (0.05) 2,350.00 (0.13)
3,100.00 (0.01) 2,425.00 (0.17) 495.00 (0.05) 2,325.00 (0.01)
2,950.00 (0.05) 2,150.00 (0.11) 475.00 (0.04) 1,860.00 (0.20)
2,700.00 (0.08) 2,050.00 (0.05) 480.00 0.01 1,790.00 (0.04)
2,500.00 (0.07) 2,400.00 0.17 485.00 0.01 2,325.00 0.30
2,675.00 0.07 1,990.00 (0.17) 465.00 (0.04) 2,375.00 0.02
2,625.00 (0.02) 1,940.00 (0.03) 465.00 - 2,000.00 (0.16)
2,235.00 (0.15) 2,005.00 0.03 470.00 0.01 1,920.00 (0.04)
2,535.00 0.13 2,165.00 0.08 470.00 - 2,100.00 0.09
2,630.00 0.04 2,685.00 0.24 485.00 0.03 2,385.00 0.14
2,715.00 0.03 2,770.00 0.03 449.00 (0.07) 2,230.00 (0.06)
2,830.00 0.04 3,100.00 0.12 400.00 (0.11) 2,070.00 (0.07)
2,760.00 (0.02) 3,125.00 0.01 371.00 (0.07) 2,160.00 0.04
2,615.00 (0.05) 2,945.00 (0.06) 374.00 0.01 1,915.00 (0.11)
2,805.00 0.07 3,080.00 0.05 397.00 0.06 1,630.00 (0.15)
3,195.00 0.14 3,150.00 0.02 368.00 (0.07) 1,700.00 0.04
2,800.00 (0.12) 3,145.00 (0.00) 365.00 (0.01) 1,900.00 0.12
2,405.00 (0.14) 3,265.00 0.04 359.00 (0.02) 1,800.00 (0.05)
2,540.00 0.06 3,050.00 (0.07) 350.00 (0.03) 1,600.00 (0.11)
2,860.00 0.13 3,800.00 0.25 318.00 (0.09) 1,700.00 0.06
3,150.00 0.10 4,180.00 0.10 292.00 (0.08) 1,705.00 0.00
2,865.00 (0.09) 3,960.00 (0.05) 292.00 - 1,650.00 (0.03)
2,205.00 (0.23) 3,960.00 - 260.00 (0.11) 1,600.00 (0.03)
2,060.00 (0.07) 3,650.00 (0.08) 263.00 0.01 1,285.00 (0.20)
1,940.00 (0.06) 2,950.00 (0.19) 259.00 (0.02) 1,450.00 0.13
2,045.00 0.05 2,900.00 (0.02) 221.00 (0.15) 1,400.00 (0.03)
1,895.00 (0.07) 2,500.00 (0.14) 224.00 0.01 1,500.00 0.07
1,640.00 (0.13) 1,920.00 (0.23) 190.00 (0.15) 1,485.00 (0.01)
1,785.00 0.09 2,245.00 0.17 202.00 0.06 1,290.00 (0.13)
1,625.00 (0.09) 1,875.00 (0.16) 200.00 (0.01) 1,395.00 0.08
1,855.00 0.14 1,825.00 (0.03) 208.00 0.04 1,335.00 (0.04)
1,190.00 (0.36) 1,670.00 (0.08) 211.00 0.01 1,195.00 (0.10)
1,860.00 0.56 1,800.00 0.08 204.00 (0.03) 1,055.00 (0.12)
2,180.00 0.17 1,620.00 (0.10) 205.00 0.00 1,110.00 0.05
2,350.00 0.08 1,475.00 (0.09) 214.00 0.04 1,295.00 0.17
2,100.00 (0.11) 1,275.00 (0.14) 218.00 0.02 1,165.00 (0.10)
2,200.00 0.05 1,550.00 0.22 208.00 (0.05) 1,025.00 (0.12)
2,150.00 (0.02) 1,735.00 0.12 236.00 0.13 1,000.00 (0.02)
1,920.00 (0.11) 1,910.00 0.10 206.00 (0.13) 845.00 (0.16)
2,020.00 0.05 1,770.00 (0.07) 210.00 0.02 494.00 (0.42)
2,100.00 0.04 1,805.00 0.02 208.00 (0.01) 985.00 0.99
1,735.00 (0.17) 1,700.00 (0.06) 210.00 0.01 1,030.00 0.05
1,755.00 0.01 1,700.00 - 220.00 0.05 1,030.00 -
1,695.00 (0.03) 1,225.00 (0.28) 218.00 (0.01) 1,025.00 (0.00)
1,660.00 (0.02) 1,205.00 (0.02) 210.00 (0.04) 1,015.00 (0.01)
1,850.00 0.11 1,105.00 (0.08) 208.00 (0.01) 1,015.00 -
1,825.00 (0.01) 945.00 (0.14) 218.00 0.05 1,020.00 0.00
1,900.00 0.04 810.00 (0.14) 204.00 (0.06) 1,010.00 (0.01)
1,840.00 (0.03) 700.00 (0.14) 204.00 - 980.00 (0.03)
1,800.00 (0.02) 640.00 (0.09) 210.00 0.03 990.00 0.01
1,490.00 (0.17) 665.00 0.04 216.00 0.03 975.00 (0.02)
1,320.00 (0.11) 655.00 (0.02) 198.00 (0.08) 965.00 (0.01)
1,560.00 0.18 580.00 (0.11) 200.00 0.01 965.00 -
1,440.00 (0.08) 408.00 (0.30) 214.00 0.07 935.00 (0.03)
1,285.00 (0.11) 452.00 0.11 206.00 (0.04) 780.00 (0.17)
1,525.00 0.19 484.00 0.07 204.00 (0.01) 820.00 0.05
1,555.00 0.02 460.00 (0.05) 204.00 - 825.00 0.01
0.563 0.246 0.135 0.994
(0.358) (0.297) (0.152) (0.415)
(0.003) (0.014) (0.014) (0.004)
0.130 0.126 0.057 0.170
(0.020) (0.114) (0.250) (0.024)
 MTDL MTLA MTRA MTSM MYOH
CLOSE P RI CLOSE P RI CLOSE P RI CLOSE P RI CLOSE P
168.31 623.76 18.17 700.00 720.00
265.27 0.58 594.06 (0.05) 18.33 0.01 700.00 - 730.00
320.15 0.21 613.86 0.03 18.63 0.02 700.00 - 700.00
278.99 (0.13) 643.56 0.05 19.23 0.03 700.00 - 600.00
237.83 (0.15) 504.95 (0.22) 19.03 (0.01) 700.00 - 455.00
237.83 - 475.25 (0.06) 18.40 (0.03) 700.00 - 455.00
182.95 (0.23) 391.09 (0.18) 19.09 0.04 700.00 - 420.00
201.24 0.10 396.04 0.01 18.67 (0.02) 690.00 (0.01) 470.00
292.71 0.45 430.69 0.09 19.03 0.02 690.00 - 630.00
256.12 (0.13) 391.09 (0.09) 19.83 0.04 690.00 - 475.00
260.70 0.02 376.24 (0.04) 19.94 0.01 690.00 - 490.00
275.33 0.06 396.04 0.05 19.51 (0.02) 690.00 - 469.00
280.82 0.02 410.89 0.04 19.14 (0.02) 690.00 - 460.00
304.60 0.08 485.15 0.18 19.86 0.04 690.00 - 441.00
333.88 0.10 436.63 (0.10) 19.92 0.00 690.00 - 580.00
311.92 (0.07) 403.96 (0.07) 20.28 0.02 700.00 0.01 610.00
310.09 (0.01) 400.99 (0.01) 20.62 0.02 690.00 (0.01) 495.00
387.84 0.25 399.01 (0.00) 20.64 0.00 690.00 - 500.00
480.23 0.24 436.63 0.09 20.25 (0.02) 690.00 - 510.00
498.52 0.04 435.64 (0.00) 20.78 0.03 690.00 - 480.00
544.26 0.09 435.64 - 20.24 (0.03) 690.00 - 510.00
548.84 0.01 465.35 0.07 20.51 0.01 690.00 - 481.00
562.56 0.03 440.59 (0.05) 20.76 0.01 690.00 - 458.00
585.42 0.04 440.59 - 19.42 (0.06) 690.00 - 430.00
599.15 0.02 431.68 (0.02) 19.52 0.01 690.00 - 485.00
640.31 0.07 429.70 (0.00) 20.08 0.03 700.00 0.01 491.00
658.60 0.03 415.84 (0.03) 19.55 (0.03) 700.00 - 495.00
640.31 (0.03) 410.89 (0.01) 19.79 0.01 600.00 (0.14) 505.00
658.60 0.03 389.11 (0.05) 19.79 - 700.00 0.17 485.00
663.31 0.01 345.55 (0.11) 18.96 (0.04) 400.00 (0.43) 505.00
620.97 (0.06) 290.00 (0.16) 19.29 0.02 400.00 - 495.00
588.04 (0.05) 218.00 (0.25) 18.37 (0.05) 275.00 (0.31) 498.00
630.38 0.07 226.00 0.04 17.83 (0.03) 250.00 (0.09) 515.00
620.97 (0.01) 207.00 (0.08) 18.79 0.05 172.00 (0.31) 500.00
611.56 (0.02) 215.00 0.04 18.66 (0.01) 228.00 0.33 525.00
616.26 0.01 205.00 (0.05) 17.45 (0.06) 305.00 0.34 460.00
611.56 (0.01) 198.00 (0.03) 17.12 (0.02) 381.00 0.25 468.00
658.60 0.08 280.00 0.41 17.10 (0.00) 360.00 (0.06) 469.00
682.12 0.04 300.00 0.07 17.88 0.05 352.00 (0.02) 510.00
677.42 (0.01) 334.00 0.11 18.02 0.01 340.00 (0.03) 472.00
677.42 - 328.00 (0.02) 18.19 0.01 380.00 0.12 448.00
701.61 0.04 328.00 - 18.29 0.01 416.00 0.09 468.00
687.10 (0.02) 312.00 (0.05) 18.73 0.02 416.00 - 565.00
691.93 0.01 302.00 (0.03) 18.69 (0.00) 430.00 0.03 545.00
667.74 (0.03) 280.00 (0.07) 18.53 (0.01) 428.00 (0.00) 700.00
643.55 (0.04) 270.00 (0.04) 18.30 (0.01) 470.00 0.10 625.00
629.03 (0.02) 262.00 (0.03) 18.15 (0.01) 438.00 (0.07) 630.00
614.52 (0.02) 268.00 0.02 18.44 0.02 350.00 (0.20) 685.00
604.84 (0.02) 314.00 0.17 18.56 0.01 484.00 0.38 735.00
619.35 0.02 320.00 0.02 18.96 0.02 366.00 (0.24) 785.00
633.87 0.02 326.00 0.02 19.09 0.01 282.00 (0.23) 850.00
619.35 (0.02) 322.00 (0.01) 19.20 0.01 300.00 0.06 700.00
619.35 - 312.00 (0.03) 19.53 0.02 344.00 0.15 670.00
620.00 0.00 360.00 0.15 19.38 (0.01) 304.00 (0.12) 675.00
600.00 (0.03) 356.00 (0.01) 19.51 0.01 304.00 - 685.00
610.00 0.02 344.00 (0.03) 19.58 0.00 272.00 (0.11) 660.00
595.00 (0.02) 356.00 0.03 19.76 0.01 268.00 (0.01) 665.00
585.00 (0.02) 356.00 - 19.97 0.01 282.00 0.05 665.00
650.00 0.11 398.00 0.12 20.11 0.01 264.00 (0.06) 700.00
685.00 0.05 358.00 (0.10) 19.66 (0.02) 274.00 0.04 780.00
690.00 0.01 360.00 0.01 19.84 0.01 246.00 (0.10) 775.00
0.576 0.414 0.054 0.383
(0.231) (0.248) (0.065) (0.429)
0.030 (0.005) 0.002 (0.007)
0.120 0.099 0.024 0.138
0.248 (0.046) 0.072 (0.053)
MYOH MYOR MYTX NISP PJAA
RI CLOSE P RI CLOSE P RI CLOSE P RI CLOSE P
857.14 220.00 1,530.00 850.00
0.01 929.14 0.08 250.00 0.14 1,450.00 (0.05) 1,020.00
(0.04) 1,030.29 0.11 290.00 0.16 1,450.00 - 1,220.00
(0.14) 1,242.86 0.21 285.00 (0.02) 1,371.43 (0.05) 1,770.00
(0.24) 1,033.71 (0.17) 215.00 (0.25) 1,300.00 (0.05) 1,350.00
- 1,097.14 0.06 146.00 (0.32) 1,280.00 (0.02) 1,340.00
(0.08) 1,028.57 (0.06) 275.00 0.88 1,202.48 (0.06) 940.00
0.12 1,085.14 0.05 275.00 - 1,450.00 0.21 1,200.00
0.34 1,172.00 0.08 260.00 (0.05) 1,220.00 (0.16) 1,050.00
(0.25) 1,112.00 (0.05) 310.00 0.19 1,230.00 0.01 1,010.00
0.03 1,040.00 (0.06) 305.00 (0.02) 1,230.00 - 1,090.00
(0.04) 1,080.00 0.04 200.00 (0.34) 1,250.00 0.02 1,115.00
(0.02) 1,204.00 0.11 219.00 0.10 1,300.00 0.04 1,200.00
(0.04) 1,200.00 (0.00) 179.00 (0.18) 1,340.00 0.03 1,220.00
0.32 1,120.00 (0.07) 189.00 0.06 1,400.00 0.04 1,250.00
0.05 1,154.00 0.03 121.00 (0.36) 1,390.00 (0.01) 1,190.00
(0.19) 1,176.00 0.02 151.00 0.25 1,400.00 0.01 1,170.00
0.01 1,194.00 0.02 114.00 (0.25) 1,400.00 - 1,120.00
0.02 1,225.00 0.03 131.00 0.15 1,395.00 (0.00) 1,470.00
(0.06) 1,220.00 (0.00) 128.00 (0.02) 1,355.00 (0.03) 1,450.00
0.06 1,131.00 (0.07) 126.00 (0.02) 1,250.00 (0.08) 1,400.00
(0.06) 1,008.00 (0.11) 125.00 (0.01) 1,170.00 (0.06) 1,575.00
(0.05) 836.00 (0.17) 128.00 0.02 1,360.00 0.16 1,775.00
(0.06) 970.00 0.16 110.00 (0.14) 1,325.00 (0.03) 2,640.00
0.13 980.00 0.01 105.00 (0.05) 1,330.00 0.00 2,695.00
0.01 1,156.00 0.18 113.00 0.08 1,400.00 0.05 2,695.00
0.01 1,021.00 (0.12) 95.00 (0.16) 1,300.00 (0.07) 2,400.00
0.02 1,020.00 (0.00) 99.00 0.04 1,300.00 - 2,150.00
(0.04) 1,040.00 0.02 100.00 0.01 1,240.00 (0.05) 2,560.00
0.04 1,112.00 0.07 110.00 0.10 1,250.00 0.01 2,250.00
(0.02) 1,056.00 (0.05) 90.00 (0.18) 1,390.00 0.11 2,165.00
0.01 1,064.00 0.01 90.00 - 1,225.00 (0.12) 2,375.00
0.03 1,092.00 0.03 60.00 (0.33) 1,245.00 0.02 2,300.00
(0.03) 1,036.00 (0.05) 50.00 (0.17) 1,350.00 0.08 2,025.00
0.05 1,220.00 0.18 51.00 0.02 1,275.00 (0.06) 2,025.00
(0.12) 1,080.00 (0.11) 54.00 0.06 1,275.00 - 2,000.00
0.02 1,200.00 0.11 54.00 - 1,325.00 0.04 1,990.00
0.00 1,259.00 0.05 58.00 0.07 1,185.00 (0.11) 1,950.00
0.09 1,410.00 0.12 51.00 (0.12) 1,335.00 0.13 1,890.00
(0.07) 1,540.00 0.09 56.00 0.10 1,280.00 (0.04) 1,915.00
(0.05) 1,558.00 0.01 54.00 (0.04) 1,225.00 (0.04) 1,840.00
0.04 1,588.00 0.02 65.00 0.20 1,315.00 0.07 1,820.00
 0.21 1,510.00 (0.05) 59.00 (0.09) 2,040.00 0.55 2,010.00
(0.04) 1,495.00 (0.01) 63.00 0.07 1,675.00 (0.18) 2,070.00
0.28 1,520.00 0.02 61.00 (0.03) 1,690.00 0.01 1,970.00
(0.11) 1,570.00 0.03 69.00 0.13 1,750.00 0.04 1,880.00
0.01 1,645.00 0.05 61.00 (0.12) 2,070.00 0.18 2,020.00
0.09 1,770.00 0.08 72.00 0.18 1,810.00 (0.13) 1,850.00
0.07 2,060.00 0.16 75.00 0.04 1,810.00 - 1,800.00
0.07 2,130.00 0.03 82.00 0.09 1,870.00 0.03 1,760.00
0.08 2,030.00 (0.05) 83.00 0.01 1,800.00 (0.04) 1,730.00
(0.18) 2,130.00 0.05 68.00 (0.18) 1,750.00 (0.03) 1,750.00
(0.04) 2,210.00 0.04 195.00 1.87 1,800.00 0.03 1,740.00
0.01 1,855.00 (0.16) 197.00 0.01 1,900.00 0.06 1,675.00
0.01 2,000.00 0.08 142.00 (0.28) 1,875.00 (0.01) 1,550.00
(0.04) 1,960.00 (0.02) 131.00 (0.08) 1,865.00 (0.01) 1,650.00
0.01 2,050.00 0.05 142.00 0.08 1,915.00 0.03 1,610.00
- 2,050.00 - 153.00 0.08 2,000.00 0.04 1,495.00
0.05 2,020.00 (0.01) 139.00 (0.09) 1,875.00 (0.06) 1,320.00
0.11 2,240.00 0.11 161.00 0.16 1,850.00 (0.01) 1,395.00
(0.01) 2,370.00 0.06 216.00 0.34 1,835.00 (0.01) 1,500.00
0.340 0.206 1.868 0.551
(0.246) (0.171) (0.360) (0.179)
0.007 0.021 0.030 0.007
0.109 0.084 0.308 0.101
0.063 0.245 0.098 0.073
PJAA PSDN PSKT PUDP PYFA
RI CLOSE P RI CLOSE P RI CLOSE P RI CLOSE P RI
230.00 82.59 627.45 179.00
0.20 250.00 0.09 82.59 - 627.45 - 200.00 0.12
0.20 315.00 0.26 82.59 - 558.82 (0.11) 196.00 (0.02)
0.45 199.00 (0.37) 82.59 - 588.23 0.05 180.00 (0.08)
(0.24) 280.00 0.41 82.59 - 580.00 (0.01) 166.00 (0.08)
(0.01) 220.00 (0.21) 82.59 - 510.00 (0.12) 155.00 (0.07)
(0.30) 170.00 (0.23) 82.59 - 510.00 - 152.00 (0.02)
0.28 170.00 - 82.59 - 490.00 (0.04) 135.00 (0.11)
(0.13) 180.00 0.06 82.59 - 530.00 0.08 149.00 0.10
(0.04) 170.00 (0.06) 82.59 - 465.00 (0.12) 148.00 (0.01)
0.08 150.00 (0.12) 82.59 - 480.00 0.03 147.00 (0.01)
0.02 150.00 - 82.59 - 495.00 0.03 147.00 -
0.08 160.00 0.07 82.59 - 471.00 (0.05) 151.00 0.03
0.02 185.00 0.16 82.59 - 470.00 (0.00) 146.00 (0.03)
0.02 185.00 - 82.59 - 487.00 0.04 140.00 (0.04)
(0.05) 200.00 0.08 112.89 0.37 490.00 0.01 139.00 (0.01)
(0.02) 200.00 - 79.67 (0.29) 471.00 (0.04) 133.00 (0.04)
(0.04) 149.00 (0.26) 112.89 0.42 480.00 0.02 130.00 (0.02)
0.31 200.00 0.34 110.47 (0.02) 490.00 0.02 138.00 0.06
(0.01) 149.00 (0.26) 114.50 0.04 490.00 - 132.00 (0.04)
(0.03) 123.00 (0.17) 124.18 0.08 435.00 (0.11) 129.00 (0.02)
0.13 145.00 0.18 136.27 0.10 439.00 0.01 133.00 0.03
0.13 143.00 (0.01) 133.86 (0.02) 441.00 0.00 135.00 0.02
0.49 133.00 (0.07) 139.50 0.04 420.00 (0.05) 137.00 0.01
0.02 137.00 0.03 127.40 (0.09) 411.00 (0.02) 137.00 -
- 134.00 (0.02) 129.02 0.01 405.00 (0.01) 129.00 (0.06)
(0.11) 106.00 (0.21) 129.82 0.01 365.00 (0.10) 124.00 (0.04)
(0.10) 101.00 (0.05) 148.37 0.14 411.00 0.13 129.00 0.04
0.19 114.00 0.13 154.82 0.04 404.00 (0.02) 121.00 (0.06)
(0.12) 118.00 0.04 173.37 0.12 385.00 (0.05) 124.00 0.02
(0.04) 118.00 - 160.47 (0.07) 389.00 0.01 119.00 (0.04)
0.10 124.00 0.05 168.53 0.05 356.00 (0.08) 112.00 (0.06)
(0.03) 114.00 (0.08) 165.30 (0.02) 438.00 0.23 111.00 (0.01)
(0.12) 114.00 - 162.88 (0.01) 435.00 (0.01) 110.00 (0.01)
- 122.00 0.07 144.34 (0.11) 420.00 (0.03) 112.00 0.02
(0.01) 118.00 (0.03) 129.02 (0.11) 372.00 (0.11) 109.00 (0.03)
(0.01) 122.00 0.03 136.27 0.06 380.00 0.02 109.00 -
(0.02) 126.00 0.03 124.18 (0.09) 400.00 0.05 115.00 0.06
(0.03) 104.00 (0.17) 770.00 5.20 418.00 0.05 119.00 0.03
0.01 167.00 0.61 770.00 - 386.00 (0.08) 118.00 (0.01)
(0.04) 119.00 (0.29) 119.34 (0.85) 382.00 (0.01) 126.00 0.07
(0.01) 123.00 0.03 120.95 0.01 388.00 0.02 142.00 0.13
 0.10 161.00 0.31 137.08 0.13 388.00 - 162.00 0.14
0.03 143.00 (0.11) 112.89 (0.18) 378.00 (0.03) 147.00 (0.09)
(0.05) 170.00 0.19 122.57 0.09 374.00 (0.01) 158.00 0.07
(0.05) 135.00 (0.21) 120.95 (0.01) 390.00 0.04 218.00 0.38
0.07 134.00 (0.01) 118.54 (0.02) 380.00 (0.03) 200.00 (0.08)
(0.08) 148.00 0.10 128.21 0.08 392.00 0.03 202.00 0.01
(0.03) 167.00 0.13 82.00 (0.36) 368.00 (0.06) 202.00 -
(0.02) 143.00 (0.14) 57.00 (0.30) 412.00 0.12 212.00 0.05
(0.02) 144.00 0.01 52.00 (0.09) 384.00 (0.07) 210.00 (0.01)
0.01 139.00 (0.03) 50.00 (0.04) 356.00 (0.07) 202.00 (0.04)
(0.01) 138.00 (0.01) 50.00 - 328.00 (0.08) 200.00 (0.01)
(0.04) 145.00 0.05 50.00 - 380.00 0.16 188.00 (0.06)
(0.07) 210.00 0.45 50.00 - 555.00 0.46 197.00 0.05
0.06 195.00 (0.07) 50.00 - 525.00 (0.05) 188.00 (0.05)
(0.02) 199.00 0.02 50.00 - 480.00 (0.09) 202.00 0.07
(0.07) 396.00 0.99 50.00 - 500.00 0.04 195.00 (0.03)
(0.12) 256.00 (0.35) 50.00 - 450.00 (0.10) 183.00 (0.06)
0.06 276.00 0.08 50.00 - 480.00 0.07 196.00 0.07
0.08 368.00 0.33 50.00 - 468.00 (0.03) 190.00 (0.03)
0.487 0.990 5.201 0.461 0.380
(0.299) (0.368) (0.845) (0.123) (0.112)
0.018 0.030 0.072 (0.001) 0.003
0.134 0.226 0.692 0.091 0.074
0.131 0.131 0.104 (0.013) 0.046
IHSG RM

4,453.70
4,795.79 0.08
4,940.99 0.03
5,034.07 0.02
5,068.63 0.01
4,818.90 (0.05)
4,610.38 (0.04)
4,195.09 (0.09)
4,316.18 0.03
4,510.63 0.05
4,256.44 (0.06)
4,274.18 0.00
4,418.76 0.03
4,620.22 0.05
4,768.28 0.03
4,840.15 0.02
4,893.91 0.01
4,878.58 (0.00)
5,088.80 0.04
5,136.86 0.01
5,137.58 0.00
5,089.55 (0.01)
5,149.89 0.01
5,226.95 0.01
5,289.40 0.01
5,450.29 0.03
5,518.67 0.01
5,086.42 (0.08)
5,216.38 0.03
4,910.66 (0.06)
4,802.53 (0.02)
4,509.61 (0.06)
4,223.91 (0.06)
4,455.18 0.05
4,446.46 (0.00)
4,593.01 0.03
4,615.16 0.00
4,770.96 0.03
4,845.37 0.02
4,838.58 (0.00)
4,796.87 (0.01)
5,016.65 0.05
5,215.99 0.04
5,386.08 0.03
5,364.80 (0.00)
5,422.54 0.01
5,148.91 (0.05)
5,296.71 0.03
5,294.10 (0.00)
5,386.69 0.02
5,568.11 0.03
5,685.30 0.02
5,738.15 0.01
5,829.71 0.02
5,840.94 0.00
5,864.06 0.00
5,900.85 0.01
6,005.78 0.02
5,952.14 (0.01)
6,355.65 0.07
6,605.63 0.04
 URUTAN DATA AVERAGE RETURN INDIVIDU (RI), STANDAR DEVIASI DAN RE
DARI 20 SAHAM
PERIODE 2013-2017

DAFTAR DAFTAR
NO RETURN KET. NO ST. DEV
PERUSAHAAN PERUSAHAAN

2 PSKT 0.072 10 MTRA 0.024

3 MTDL 0.030 3 MLPT 0.036
4 MYTX 0.030 6 MRAT 0.057
5 PSDN 0.030 20 PYFA 0.074
6 MYOR 0.021 13 MYOR 0.084
7 PJAA 0.018 19 PUDP 0.091
8 MLBI 0.015 9 MTLA 0.099
9 MYOH 0.007 15 NISP 0.101
10 NISP 0.007 1 GDST 0.109
1 GDST 0.005 12 MYOH 0.109
11 PYFA 0.003 8 MTDL 0.120
12 MTRA 0.002 2 MLBI 0.125
13 PUDP (0.001) 5 MPPA 0.126
14 MLPT (0.003) 4 MNCN 0.130
15 MNCN (0.003) 16 PJAA 0.134
16 MSKY (0.004) 11 MTSM 0.138
17 MTLA (0.005) 7 MSKY 0.170
18 MTSM (0.007) 17 PSDN 0.226
19 MPPA (0.014) 14 MYTX 0.308
20 MRAT (0.014) 18 PSKT 0.692
STANDAR DEVIASI DAN RETURN ADJ.RISK
HAM
3-2017

DAFTAR
NO PERUSAHAAN REGRESI BETA

19 PUDP (0.021)
15 NISP (0.014)
2 MLBI (0.009)
12 MYOH (0.008)
18 PSKT 0.001
14 MYTX 0.010
13 MYOR 0.024
5 MPPA 0.029
4 MNCN 0.030
7 MSKY 0.032
17 PSDN 0.032
16 PJAA 0.033
11 MTSM 0.048
1 GDST 0.056
9 MTLA 0.072
8 MTDL 0.084
20 PYFA 0.118
6 MRAT 0.120
3 MLPT 0.261
10 MTRA 0.416
 HASIL PERHITUNGAN 20 DATA SAHAM
PERIODE 2013-2017

DAFTAR
NO RETURN ST. DEV REGRESI BETA R. ADJ RISK RETURN/REGRESI
PERUSAHAAN BETA
1 GDST 0.005 0.109 0.056417 0.0459 0.088626
2 PSKT 0.072 0.125 (0.009433) 0.5760 (7.632699)
3 MTDL 0.030 0.036 0.261215 0.8333 0.114848
4 MYTX 0.030 0.130 0.030441 0.2308 0.985521
5 PSDN 0.030 0.126 0.028759 0.2381 1.043136
6 MYOR 0.021 0.057 0.120224 0.3684 0.174674
7 PJAA 0.018 0.170 0.031510 0.1059 0.571256
8 MLBI 0.015 0.120 0.083760 0.1250 0.179084
9 MYOH 0.007 0.099 0.072438 0.0707 0.096634
10 NISP 0.007 0.024 0.415859 0.2917 0.016833
11 PYFA 0.003 0.138 0.048111 0.0217 0.062355
12 MTRA 0.002 0.109 (0.007811) 0.0183 (0.256041)
13 PUDP (0.001) 0.084 0.023746 (0.0119) (0.042112)
14 MLPT (0.003) 0.308 0.009936 (0.0097) (0.301934)
15 MNCN (0.003) 0.101 (0.013822) (0.0297) 0.217049
16 MSKY (0.004) 0.134 0.032953 (0.0299) (0.121385)
17 MTLA (0.005) 0.226 0.031686 (0.0221) (0.157799)
18 MTSM (0.007) 0.692 0.000946 (0.0101) (7.401614)
19 MPPA (0.014) 0.091 (0.021407) (0.1538) 0.654002
20 MRAT (0.014) 0.074 0.118193 (0.1892) (0.118451)
MAX 0.072 0.692 0.416 0.833 1.043136
MIN (0.014) 0.024 (0.021) (0.189) (7.633)
 DAFTAR DAFTAR RETURN/REGRESI
NO R. ADJ RISK NO
PERUSAHAAN PERUSAHAAN BETA
20 MRAT (0.1892) 2 PSKT (7.632699)
19 MPPA (0.1538) 18 MTSM (7.401614)
16 MSKY (0.0299) 14 MLPT (0.301934)
15 MNCN (0.0297) 12 MTRA (0.256041)
17 MTLA (0.0221) 17 MTLA (0.157799)
13 PUDP (0.0119) 16 MSKY (0.121385)
18 MTSM (0.0101) 20 MRAT (0.118451)
14 MLPT (0.0097) 13 PUDP (0.042112)
12 MTRA 0.0183 10 NISP 0.016833
11 PYFA 0.0217 11 PYFA 0.062355
1 GDST 0.0459 1 GDST 0.088626
9 MYOH 0.0707 9 MYOH 0.096634
7 PJAA 0.1059 3 MTDL 0.114848
8 MLBI 0.1250 6 MYOR 0.174674
4 MYTX 0.2308 8 MLBI 0.179084
5 PSDN 0.2381 15 MNCN 0.217049
10 NISP 0.2917 7 PJAA 0.571256
6 MYOR 0.3368 19 MPPA 0.654002
2 PSKT 0.5760 4 MYTX 0.985521
3 MTDL 0.8333 5 PSDN 1.043136
MAX 0.833 MAX 1.043136
MIN (0.189) MIN (7.633)
GDST
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.1613025636
R Square 0.026018517
Adjusted R Squa 0.0092257328
Standard Error 0.0347449468
Observations 60

ANOVA
df SS MS F Significance F
Regression 1 0.0018704372 0.0018704372 1.5493867333 0.2182321947
Residual 58 0.0700182572 0.0012072113
Total 59 0.0718886944

Coefficients Standard Error t Stat P-value Lower 95%

Intercept 0.007070582 0.0044867451 1.5758822591 0.1204922765 -0.0019106141
X Variable 1 0.0564168499 0.0453240716 1.2447436416 0.2182321947 -0.0343091366
Upper 95% Lower 95.0%Upper 95.0%
0.0160518 -0.0019106 0.0160518
0.1471428 -0.0343091 0.1471428
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0336951
R Square 0.0011354
Adjusted R -0.0160864
Standard Err 0.035186
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 8.162E-05 8.162E-05 0.0659257 0.7982726
Residual 58 0.0718071 0.0012381
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0073423 0.0045765 1.6043436 0.1140704 -0.0018186 0.0165031 -0.0018186 0.0165031
X Variable 1 -0.0094331 0.036739 -0.2567601 0.7982726 -0.0829741 0.0641079 -0.0829741 0.0641079
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.2666285
R Square 0.0710908
Adjusted R 0.0550751
Standard Err 0.0339315
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0051106 0.0051106 4.4388229 0.0394664
Residual 58 0.0667781 0.0011513
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0080844 0.0044006 1.8371024 0.0713198 -0.0007244 0.0168933 -0.0007244 0.0168933
X Variable 1 0.2612151 0.1239836 2.1068514 0.0394664 0.0130349 0.5093952 0.0130349 0.5093952
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.1134586
R Square 0.0128729
Adjusted R -0.0041466
Standard Err 0.0349786
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0009254 0.0009254 0.7563621 0.3880544
Residual 58 0.0709633 0.0012235
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0072783 0.0045166 1.6114465 0.1125116 -0.0017627 0.0163193 -0.0017627 0.0163193
X Variable 1 0.0304408 0.0350018 0.8696908 0.3880544 -0.039623 0.1005045 -0.039623 0.1005045
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.1035744
R Square 0.0107277
Adjusted R -0.0063288
Standard Err 0.0350166
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0007712 0.0007712 0.6289512 0.4309726
Residual 58 0.0711175 0.0012262
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0076121 0.0045505 1.672799 0.0997531 -0.0014967 0.0167208 -0.0014967 0.0167208
X Variable 1 0.0287594 0.0362637 0.7930644 0.4309726 -0.0438302 0.1013491 -0.0438302 0.1013491
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.1953002
R Square 0.0381422
Adjusted R 0.0215584
Standard Err 0.034528
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.002742 0.002742 2.2999706 0.1348082
Residual 58 0.0691467 0.0011922
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0089021 0.0045968 1.9365976 0.0576715 -0.0002993 0.0181036 -0.0002993 0.0181036
X Variable 1 0.1202237 0.0792737 1.5165654 0.1348082 -0.0384598 0.2789072 -0.0384598 0.2789072
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.1530923
R Square 0.0234372
Adjusted R 0.0066
Standard Err 0.034791
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0016849 0.0016849 1.3919842 0.2428869
Residual 58 0.0702038 0.0012104
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0073292 0.0044928 1.6313009 0.1082456 -0.0016642 0.0163226 -0.0016642 0.0163226
X Variable 1 0.0315095 0.026707 1.1798238 0.2428869 -0.0219503 0.0849693 -0.0219503 0.0849693
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.2886551
R Square 0.0833217
Adjusted R 0.067517
Standard Err 0.0337074
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0059899 0.0059899 5.2719276 0.0253044
Residual 58 0.0658988 0.0011362
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0046985 0.0044858 1.0473989 0.2992609 -0.0042809 0.0136778 -0.0042809 0.0136778
X Variable 1 0.0837598 0.0364797 2.2960679 0.0253044 0.0107378 0.1567817 0.0107378 0.1567817
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.2044466
R Square 0.0417984
Adjusted R 0.0252777
Standard Err 0.0344623
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0030048 0.0030048 2.5300604 0.1171324
Residual 58 0.0688839 0.0011877
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.007526 0.0044538 1.6897877 0.0964375 -0.0013893 0.0164413 -0.0013893 0.0164413
X Variable 1 0.0724379 0.0455408 1.5906164 0.1171324 -0.0187219 0.1635977 -0.0187219 0.1635977
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.2908363
R Square 0.0845858
Adjusted R 0.0688028
Standard Err 0.0336841
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0060808 0.0060808 5.3592944 0.0241715
Residual 58 0.0658079 0.0011346
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0064666 0.0043601 1.4831188 0.1434567 -0.0022611 0.0151942 -0.0022611 0.0151942
X Variable 1 0.4158586 0.1796354 2.315015 0.0241715 0.0562793 0.7754379 0.0562793 0.7754379
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.1904033
R Square 0.0362534
Adjusted R 0.0196371
Standard Err 0.0345619
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0026062 0.0026062 2.1817967 0.1450609
Residual 58 0.0692825 0.0011945
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0075523 0.0044683 1.690198 0.0963585 -0.001392 0.0164967 -0.001392 0.0164967
X Variable 1 0.0481113 0.0325717 1.4770906 0.1450609 -0.017088 0.1133105 -0.017088 0.1133105
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0244462
R Square 0.0005976
Adjusted R -0.0166335
Standard Err 0.0351954
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 4.2962E-05 4.2962E-05 0.0346824 0.8529126
Residual 58 0.0718457 0.0012387
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0072535 0.004553 1.5931131 0.1165706 -0.0018604 0.0163673 -0.0018604 0.0163673
X Variable 1 -0.0078112 0.0419436 -0.186232 0.8529126 -0.0917704 0.076148 -0.0917704 0.076148
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0572198
R Square 0.0032741
Adjusted R -0.0139108
Standard Err 0.0351483
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0002354 0.0002354 0.1905218 0.6641033
Residual 58 0.0716533 0.0012354
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0067109 0.0046735 1.4359508 0.1563881 -0.0026441 0.016066 -0.0026441 0.016066
X Variable 1 0.0237462 0.0544028 0.436488 0.6641033 -0.0851528 0.1326451 -0.0851528 0.1326451
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0875528
R Square 0.0076655
Adjusted R -0.0094437
Standard Err 0.0350708
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0005511 0.0005511 0.4480327 0.5059265
Residual 58 0.0713376 0.00123
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0068999 0.0045497 1.5165837 0.1348036 -0.0022072 0.0160071 -0.0022072 0.0160071
X Variable 1 0.009936 0.0148441 0.6693525 0.5059265 -0.0197778 0.0396497 -0.0197778 0.0396497
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.040099
R Square 0.0016079
Adjusted R -0.0156057
Standard Err 0.0351777
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0001156 0.0001156 0.0934102 0.76098
Residual 58 0.0717731 0.0012375
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0073019 0.0045538 1.6034703 0.1142632 -0.0018135 0.0164173 -0.0018135 0.0164173
X Variable 1 -0.0138218 0.0452237 -0.3056308 0.76098 -0.1043469 0.0767033 -0.1043469 0.0767033
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.1266605
R Square 0.0160429
Adjusted R -0.0009219
Standard Err 0.0349224
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0011533 0.0011533 0.9456585 0.3348651
Residual 58 0.0707354 0.0012196
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0066199 0.0045477 1.4556808 0.1508726 -0.0024832 0.0157231 -0.0024832 0.0157231
X Variable 1 0.032953 0.0338866 0.9724498 0.3348651 -0.0348783 0.1007843 -0.0348783 0.1007843
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.2054439
R Square 0.0422072
Adjusted R 0.0256935
Standard Err 0.034455
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0030342 0.0030342 2.555894 0.1153177
Residual 58 0.0688545 0.0011871
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0062608 0.0044867 1.3954268 0.1682072 -0.0027202 0.0152419 -0.0027202 0.0152419
X Variable 1 0.0316859 0.0198196 1.5987164 0.1153177 -0.0079873 0.071359 -0.0079873 0.071359
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0187485
R Square 0.0003515
Adjusted R -0.0168838
Standard Err 0.0351998
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 2.5269E-05 2.5269E-05 0.0203944 0.886936
Residual 58 0.0718634 0.001239
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0071314 0.0045691 1.5607959 0.1240123 -0.0020146 0.0162774 -0.0020146 0.0162774
X Variable 1 0.0009457 0.0066224 0.142809 0.886936 -0.0123104 0.0142019 -0.0123104 0.0142019
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.0560759
R Square 0.0031445
Adjusted R -0.0140427
Standard Err 0.0351506
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0002261 0.0002261 0.1829567 0.6704285
Residual 58 0.0716626 0.0012356
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0071735 0.0045383 1.5806594 0.1193945 -0.0019109 0.016258 -0.0019109 0.016258
X Variable 1 -0.0214067 0.0500466 -0.4277344 0.6704285 -0.1215859 0.0787726 -0.1215859 0.0787726
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.2508722
R Square 0.0629368
Adjusted R 0.0467806
Standard Err 0.0340801
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0045244 0.0045244 3.8955083 0.0531855
Residual 58 0.0673642 0.0011615
Total 59 0.0718887

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 0.0067921 0.0044046 1.5420668 0.1284962 -0.0020246 0.0156088 -0.0020246 0.0156088
X Variable 1 0.1181927 0.0598837 1.9737042 0.0531855 -0.0016775 0.238063 -0.0016775 0.238063
Upper 95.0%