Lampiran 1 Data Perhitungan Abnormal Return
1.1. Hanson Industri Utama Tbk MYRX
Tanggal Pengumuman Hari
Harga Penutupan
IHSG Rit Rmt
ARit
5282003 Rabu t-0 35 492.818
0 0.02614 -0.02614
5292003 Kamis t+1 35 494.776
0 0.00397 -0.00397
622003 Senin t+2 30 505.724 -0.14286 0.02213
-0.16498 632003 Selasa t+3
30 502.425 0 -0.00652
0.00652 642003 Rabu t+4
30 504.532 0 0.00419
-0.00419 652003 Kamis t+5
30 511.166 0 0.01315
-0.01315 662003 Jumat t+6
30 510.693 0 -0.00093
0.00093 692003 Senin t+7
30 519.325 0 0.01690
-0.01690 6102003 Selasa t+8
30 519.543 0 0.00042
-0.00042 6112003 Rabu t+9
25 515.713 -0.16667 -0.00737 -0.15929
6122003 Kamis t+10 25 501.806
0 -0.02697 0.02697
6132003 Jumat t+11 25 510.479
0 0.01728 -0.01728
6162003 Senin t+12 20 512.691 -0.20000 0.00433
-0.20433 6172003 Selasa t+13
20 509.042 0 -0.00712
0.00712 6182003 Rabu t+14
25 503.233 0.25000 -0.01141 0.26141
6192003 Kamis t+15 20 509.829 -0.20000 0.01311
-0.21311 6202003 Jumat t+16
25 511.452 0.25000 0.00318 0.24682
6232003 Senin t+17 20 506.313 -0.20000 -0.01005
-0.18995 6242003 Selasa t+18
20 500.191 0 -0.01209
0.01209 6252003 Rabu t+19
20 500.279 0 0.00018
-0.00018 6262003 Kamis t+20
20 497.814 0 -0.00493
0.00493 6272003 Jumat t+21
15 506.781 -0.25000 0.01801 -0.26801
6302003 Senin t+22 15 505.499
0 -0.00253 0.00253
712003 Selasa t+23 20 394.519 0.33334 -0.21955
0.55288 722003 Rabu t+24
20 506.071 0 0.28275
-0.28275 732003 Kamis t+25
25 507.765 0.25000 0.00335 0.24665
742003 Jumat t+26 20 504.099 -0.20000 -0.00722
-0.19278 772003 Senin t+27
20 511.378 0 0.01444
-0.01444 782003 Selasa t+28
20 518.53 0 0.01399
-0.01399 792003 Rabu t+29
20 519.811 0 0.00247
-0.00247 7102003 Kamis t+30
20 518.246 0 -0.00301
0.00301
7112003 Jumat t+31 15 524.688 -0.25000 0.01243
-0.26243 7142003 Senin t+32
20 534.961 0.33333 0.01958 0.31375
7152003 Selasa t+33 20 533.83
0 -0.00211 0.00211
7162003 Rabu t+34 25 524.261 0.25000 -0.01793
0.26793 7172003 Kamis t+35
20 523.553 -0.20000 -0.00135 -0.19865
7182003 Jumat t+36 15 525.5
-0.25000 0.00372 -0.25372
7212003 Senin t+37 15 520.913
0 -0.00873 0.00873
7222003 Selasa t+38 15 516.779
0 -0.00794 0.00794
7232003 Rabu t+39 15 512.621
0 -0.00805 0.00805
7242003 Kamis t+40 15 505.044
0 -0.01478 0.01478
1.2. Bayer Indonesia BYSB