LAMPIRAN TUGAS RISK & RETURN

LAMPIRAN

TLKM		IHSG		TLKM		IHSG
Date	Return saham	Date	Return pasar	(Ri-Rm rata-rata)^2		(Rm-Rm rata-rata)^2
31-Mar-08	-0.01025641	31-Mar-08	-0.012224399	0.00009818815		0.0001494
28-Mar-08	0.015625	28-Mar-08	0.010702674	0.00024414063		0.0001145
27-Mar-08	-0.020408163	27-Mar-08	0.004388193	0.00041649313		0.0000193
26-Mar-08	0	26-Mar-08	0.008688982	0.00000000000		0.0000755
25-Mar-08	0.020833333	25-Mar-08	0.034336001	0.00043402778		0.0011790
24-Mar-08		24-Mar-08	0.006768906	0.00000000000		0.0000458
19-Mar-08	0.021276596	19-Mar-08	-0.006936078	0.00045269353		0.0000481
18-Mar-08	0.02173913	18-Mar-08	0.011881568	0.00047258979		0.0001412
17-Mar-08		17-Mar-08	-0.029830664	0.00000000000		0.0008899
14-Mar-08	-0.005405405	14-Mar-08	-0.023425464	0.00002921841		0.0005488
13-Mar-08	-0.026315789	13-Mar-08	-0.045242195	0.00069252078		0.0020469
12-Mar-08	0.027027027	12-Mar-08	0.012961189	0.00073046019		0.0001680
11-Mar-08	0	11-Mar-08	-0.001714093	0.00000000000		0.0000029
10-Mar-08	-0.046391753	10-Mar-08	-0.048406222	0.00215219471		0.0023432
6-Mar-08	0.031914894	6-Mar-08	0.006365991	0.00101856043		0.0000405
5-Mar-08	-0.005291005	5-Mar-08	0.001859758	0.00002799474		0.0000035
4-Mar-08	0	4-Mar-08	-0.006620639	0.00000000000		0.0000438
3-Mar-08	-0.035714286	3-Mar-08	-0.025581717	0.00127551020		0.0006544
29-Feb-08	-0.043902439	29-Feb-08	-0.012469552	0.00192742415		0.0001555
28-Feb-08	0.014851485	28-Feb-08	0.005903352	0.00022056661		0.0000348
27-Feb-08	0.015075377	27-Feb-08	0.000462234	0.00022726699		0.0000002
26-Feb-08	-0.005	26-Feb-08	-0.00472044	0.00002500000		0.0000223
25-Feb-08	-0.00990099	25-Feb-08	0.003896496	0.00009802960		0.0000152
22-Feb-08	-0.004926108	22-Feb-08	0.002549548	0.00002426654		0.0000065
21-Feb-08	0.009950249	21-Feb-08	0.016716148	0.00009900745		0.0002794
20-Feb-08	-0.004950495	20-Feb-08	-0.008339627	0.00002450740		0.0000695
19-Feb-08	0.015075377	19-Feb-08	0.010120304	0.00022726699		0.0001024
18-Feb-08	-0.005	18-Feb-08	-0.001297899	0.00002500000		0.0000017
15-Feb-08	0.005025126	15-Feb-08	0.004688963	0.00002525189		0.0000220
14-Feb-08	0.005050505	14-Feb-08	0.024844673	0.00002550760		0.0006173
13-Feb-08	0.015384615	13-Feb-08	0.007218555	0.00023668639		0.0000521
12-Feb-08	0.020942408	12-Feb-08	0.001038086	0.00043858447		0.0000011
11-Feb-08	-0.020512821	11-Feb-08	-0.018834165	0.00042077581		0.0003547
6-Feb-08	-0.025	6-Feb-08	-0.024095432	0.00062500000		0.0005806
5-Feb-08	0.030927835	5-Feb-08	0.000969045	0.00095653098		0.0000009
4-Feb-08	0.043010753	4-Feb-08	0.020707105	0.00184992485		0.0004288
1-Feb-08	0.005405405	1-Feb-08	0.007448851	0.00002921841		0.0000555
31-Jan-08	0.039325843	31-Jan-08	0.006471141	0.00154652190		0.0000419
30-Jan-08	-0.005586592	30-Jan-08	0.000964782	0.00003121001		0.0000009
29-Jan-08	-0.016483516	29-Jan-08	0.009989741	0.00027170632		0.0000998
28-Jan-08	-0.026737968	28-Jan-08	-0.014670522	0.00071491893		0.0002152
25-Jan-08	0.033149171	25-Jan-08	0.041241292	0.00109886756		0.0017008
24-Jan-08	0.02259887	24-Jan-08	0.016324096	0.00051070893		0.0002665
23-Jan-08	0.053571429	23-Jan-08	0.079212072	0.00286989796		0.0062746
22-Jan-08	-0.056179775	22-Jan-08	-0.076976796	0.00315616715		0.0059254
21-Jan-08	-0.032608696	21-Jan-08	-0.04796885	0.00106332703		0.0023010
18-Jan-08	0	18-Jan-08	-0.014399012	0.00000000000		0.0002073
17-Jan-08	0.027932961	17-Jan-08	0.021975758	0.00078025030		0.0004829
16-Jan-08	-0.037634409	16-Jan-08	-0.050446314	0.00141634871		0.0025448
15-Jan-08	-0.055837563	15-Jan-08	-0.028587319	0.00311783349		0.0008172
14-Jan-08	-0.019900498	14-Jan-08	-0.007027969	0.00039602980		0.0000494
9-Jan-08	-0.019512195	9-Jan-08	0.016024411	0.00038072576		0.0002568
8-Jan-08	0.004901961	8-Jan-08	0.003319034	0.00002402922		0.0000110
7-Jan-08	0.02	7-Jan-08	0.004057587	0.00040000000		0.0000165
4-Jan-08	0.01010101	4-Jan-08	0.018461805	0.00010203041		0.0003408
3-Jan-08	-0.01	3-Jan-08	-0.006019388	0.00010000000		0.0000362
				JUMLAH	0.03353098206	JUMLAH	0.0329044
				VARIANCE	0.000620944	VARIANCE	0.000587578
				Standar deviasi	0.02491875	Standar deviasi	0.024240004
average	tlkm		ihsg
	-0.000347417		-0.00166565