LAMPIRAN 1 TABEL HARGA SAHAM

  49    

  LAMPIRAN 1 TABEL HARGA SAHAM

  HARI DAVO HADE DOID TINS CTBN CTRA BTPN MTFN MTSM H-10 305 46.25 605.68 1,654.26 3,511.43 338.87 2,250.00 226 747.27 H-9 295 45.62 605.68 1,706.47 3,511.43 338.87 2,200.00 226 747.27 H-8 300 50 590.91 1,722.96 3,511.43 352.99 2,200.00 226 747.27 H-7 295 50 600.76 1,722.96 3,511.43 343.58 2,200.00 210 747.27 H-6 300 48.12 620.46 1,755.94 3,511.43 334.16 2,200.00 224 747.27 H-5 290 35.62 645.08 1,764.18 3,511.43 334.16 2,160.00 224 747.27 H-4 290 50 635.23 1,736.70 3,511.43 343.58 2,150.00 238 747.27 H-3 290 190 640.15 1,643.27 3,511.43 357.7 2,180.00 246 747.27 H-2 300 190 650 1,596.55 3,511.43 381.23 2,350.00 240 747.27 H-1 305 190 635.23 1,615.79 3,511.43 385.94 2,330.00 236 747.27 H-0 290 375 640.15 1,635.02 2,831.79 371.82 2,500.00 240 747.27 H+1 280 400 679.55 1,428.93 2,831.79 367.11 2,550.00 220 747.27 H+2 280 375 689.4 1,264.06 2,831.79 357.7 2,525.00 260 747.27 H+3 280 375 728.79 1,209.10 2,831.79 348.28 2,500.00 250 707.41 H+4 290 370 718.94 1,319.01 2,831.79 348.28 2,450.00 245 707.41 H+5 285 370 748.49 1,264.06 3,067.78 352.99 2,500.00 240 707.41 H+6 280 370 738.64 1,264.06 3,067.78 348.28 2,450.00 240 707.41 H+7 280 370 728.79 1,222.83 2,359.83 324.75 2,425.00 230 707.41 H+8 285 375 718.94 1,250.31 2,359.83 320.04 2,425.00 235 687.49 H+9 285 370 718.94 1,387.71 2,359.83 315.34 2,425.00 250 687.49 H+10 285 410 718.94 1,483.89 2,359.83 310.63 2,450.00 255 687.49

   

  HARI HERO KREN BFIN PNSE TOWR MDLN INAI ALMI CMPP H-10 1,728.16 224.79 2,196.12 375.62 2,700.00 396.47 283.35 266.95 168.75 H-9 1,728.16 227.29 2,172.25 375.62 2,700.00 401.43 283.35 266.95 168.75 H-8 1,872.98 222.29 2,172.25 375.62 2,795.00 406.38 283.35 266.95 150 H-7 2,244.68 227.29 2,172.25 375.62 2,800.00 396.47 283.35 266.95 150 H-6 2,244.68 229.78 2,172.25 375.62 2,700.00 396.47 283.35 266.95 187.5 H-5 2,244.68 229.78 2,005.15 375.62 2,800.00 396.47 283.35 269.31 233.75 H-4 2,027.45 227.29 2,172.25 375.62 2,800.00 396.47 283.35 274.04 236.25 H-3 2,384.67 229.78 2,172.25 375.62 2,800.00 396.47 283.35 274.04 236.25 H-2 2,384.67 237.28 2,172.25 375.62 2,800.00 396.47 307.78 259.86 227.5 H-1 3,427.36 232.28 2,160.31 375.62 2,785.00 391.51 273.58 264.59 218.75 H-0 3,789.40 219.79 2,148.38 374.68 2,900.00 386.56 312.66 302.39

  52.19 H+1 3,789.40 224.79 2,148.38 374.68 2,775.00 406.38 306.8 298.61 191 H+2 4,730.72 224.79 2,243.86 374.68 2,800.00 396.47 297.03 297.66 211 H+3 5,889.26 224.79 2,219.99 374.68 2,825.00 401.43 283.35 299.55 201 H+4 6,854.72 214.8 2,196.12 374.68 2,975.00 396.47 286.28 283.49 199 H+5 5,503.08 219.79 2,148.38 374.68 2,825.00 396.47 283.35 283.49 187 H+6 4,803.13 219.79 2,148.38 374.68 2,975.00 396.47 288.24 283.49 184 H+7 5,358.27 224.79 2,148.38 374.68 2,850.00 396.47 290.19 283.49 178 H+8 4,972.08 224.79 2,148.38 374.68 2,875.00 396.47 286.28 283.49 184 H+9 4,827.27 224.79 2,148.38 374.68 2,900.00 391.51 289.21 283.49 186 H+10 4,634.18 224.79 2,043.74 374.68 2,900.00 396.47 289.21 283.49 188

  LAMPIRAN 2 PERHITUNGAN ACTUAL RETURN SAHAM

  HARI DAVO HADE DOID TINS CTBN CTRA BTPN MTFN MTSM H-10 0 -0.075 -0.016002 -0.013119 -0.027018 0.004464 H-9 -0.032787 -0.013622 0.031561 -0.022222 H-8 0.016949 0.096011 -0.024386 0.009663 0.041668 H-7 -0.016667 0.016669 -0.026658 -0.070796 H-6 0.016949 -0.0376 0.032792 0.019141 -0.027417 0.066667 H-5 -0.033333 -0.259767 0.039680 0.004693 -0.018182 H-4 0 0.403706 -0.015269 -0.015577 0.028190 -0.004630 0.0625 H-3 0 2.8 0.007745 -0.053797 0.041097 0.013953 0.033613 H-2 0.034483 0.015387 -0.028431 0.065781 0.077982 -0.024390 H-1 0.016667 -0.022723 0.012051 0.012355 -0.008511 -0.016667 H-0 -0.049180 0.973684 0.007745 0.011901 -0.193551 -0.036586 0.072961 0.016949 H+1 -0.034483 0.066667 0.061548 -0.126047 -0.012667 0.02 -0.083333 H+2 0 -0.0625 0.014495 -0.115380 -0.025633 -0.009804 0.181818 H+3 0 0.057137 -0.043479 -0.026335 -0.009901 -0.038462 -0.053341 H+4 0.035714 -0.013333 -0.013516 0.090902 -0.02 -0.02 H+5 -0.017241 0.041102 -0.041660 0.083336 0.013524 0.020408 -0.020408 H+6 -0.017544 -0.013160 -0.013343 -0.02 H+7 0 -0.013335 -0.032617 -0.230769 -0.067561 -0.010204 -0.041667 H+8 0.017857 0.013514 -0.013516 0.022472 -0.014503 0.021739 -0.028159 H+9 0 -0.013333 0.109893 -0.014686 0.063830 H+10 0 0.108108 0.069308 -0.014936 0.010309

  0.02

   

  HARI HERO KREN BFIN PNSE TOWR MDLN INAI ALMI CMPP H-10 0 0.011247

  0.012669 0.008919 H-9 0 0.011121 -0.010869 0.012510 -0.111111 H-8 0.083800 -0.021998 0.035185 0.012331 H-7 0.198454 0.022493 0.001789 -0.024386

  0.25 H-6 0 0.010955 -0.035714 0.246667

  H-5 0 -0.076925 0.037037 0.008841 0.010695 H-4 -0.096775 -0.010836 0.083335

  0.017563 H-3 0.176192 0.010955

• 0.037037 H-2 0 0.032640

  0.086218 -0.051744 -0.038462 H-1 0.437247 -0.021072 -0.005497 -0.005357 -0.012510 -0.111118 0.018202 -0.761417 H-0 0.105632 -0.053771 -0.005522 -0.002503 0.041293 -0.012643 0.142847 0.142863 2.659705 H+1 0 0.022749 -0.043103 0.051273 -0.018742 -0.012500 0.104712 H+2 0.248409 0.044443 0.009009 -0.024386 -0.031845 -0.003181 -0.047393 H+3 0.244897 -0.010638 0.008929 0.012510 -0.046056 0.006350 -0.009950 H+4 0.163936 -0.044441 -0.010752 0.053097 -0.012356 0.010341 -0.053614 -0.060302 H+5 -0.197184 0.023231 -0.021738 -0.050420 -0.010235 -0.016043 H+6 -0.127192 0.053097 0.017258 -0.032609 H+7 0.115579 0.022749 -0.042017 0.006765 0.033708 H+8 -0.072074 0.008772 -0.013474 0.010870 H+9 -0.029125 0.008696 -0.012510 0.010235 0.010753 H+10 -0.040000 -0.048706 0.012669 -0.047872

   

  LAMPIRAN 3 PERHITUNGAN EXPECTED RETURN SAHAM

  HARI DAVO HADE DOID TINS CTBN CTRA BTPN MTFN MTSM H-10 -0.012081 -0.007236 -0.022086 -0.005188 0.015743 -0.025867 0.007795 0.006515 -0.023669 H-9 0.010834 -0.011451 -0.021335 0.013512 -0.008959 0.003329 -0.012706 -0.009128 0.007276 H-8 -0.003145 0.007420 -0.044497 0.001318 -0.002567 0.028277 0.001986 0.004416 0.045508 H-7 0.012749 0.020282 0.017476 -0.002210 0.004365 -0.013385 0.015221 -0.005062 H-6 0 0.008763 0.004269 0.011336 -0.001182 -0.025864 0.002830 0.009909 0.007415 H-5 0.003639 0.000700 -0.016193 -0.024196 -0.005291 0.010817 0.007092 0.006728 0.023375 H-4 0.003611 -0.000226 -0.030972 -0.009370 0.003202 0.002090 -0.000321 -0.007434 0.029498 H-3 0.012267 0.002782 0.025614 -0.018881 0.010829 -0.005384 0.010947 -0.003866 0.010850 H-2 -0.012190 0.008610 0.030412 0.000723 0.060447 0.011228 0.015581 0.007805 -0.002911 H-1 -0.008741 -0.013510 -0.013651 0.005400 -0.001252 0.008901 -0.001254 0.016302 0.017554 H-0 0.007926 0.000801 0.009584 -0.001401 -0.009801 0.001178 -0.001178 -0.002023 -0.028689 H+1 -0.008677 -0.000669 0.019030 -0.028239 -0.013233 0.010067 -0.003150 -0.014411 0.017471 H+2 -0.001622 0.005801 0.001651 -0.035775 0.009988 0.011348 0.013774 0.010876 -0.016967 H+3 0.014070 0.001287 0.003198 0.002887 -0.007144 0.013313 0.010352 0.004220 -0.000585 H+4 0.013160 -0.001074 -0.005695 0.020896 -0.004849 0.004202 0.007834 0.006394 0.023786 H+5 -0.008827 0.007485 -0.020031 -0.010201 -0.009159 -0.002485 -0.002007 0.002428 0.000998 H+6 0.004457 0.032806 0.011009 -0.020454 -0.031307 -0.003339 -0.003813 -0.002368 0.007581 H+7 -0.004105 -0.003765 -0.019150 0.013317 0.015177 -0.003658 0.011357 0.006763 0.019898 H+8 -0.018798 0.013390 -0.012952 0.008963 -0.009671 0.011300 0.000746 0.004306 0.004448 H+9 0.014398 0.007767 0.006128 0.015439 -0.004842 0.002956 0.003010 0.009525 -0.010212 H+10 0.011780 -0.009887 0.021834 0.003174 -0.016888 -0.021098 0.001077 -0.004804 -0.027920

   

  HARI HERO KREN BFIN PNSE TOWR MDLN INAI ALMI CMPP H-10 0.003496 -0.004409 -0.004409 0.020707 0.004557 -0.006049 0.004365 0.004365 0.004840 H-9 0.001321 0.002187 0.002187 -0.000404 -0.036758 0.002654 0.017436 0.017436 0.003077 H-8 -0.002437 0.000985 0.000985 -0.007377 -0.006726 -0.014044 0.000319 0.000319 -0.001391 H-7 0.011824 0.019834 0.019834 0.004929 0.016994 -0.017301 -0.007355 -0.007355 -0.002681 H-6 0.002743 0.003651 0.003651 -0.006406 0.034490 -0.002098 -0.007751 -0.007751 -0.007408 H-5 0.003569 0.010544 0.010544 0.006426 0.000565 0.005984 0.007364 0.007364 0.003634 H-4 0.003990 -0.002868 -0.002868 -0.010298 0.001793 0.008169 0.009215 0.009215 0.003723 H-3 0.010802 -0.009043 -0.009043 0.006184 0.007528 -0.002093 0.009483 0.009483 -0.009185 H-2 0.011850 0.001637 0.001637 -0.011055 0.008857 -0.007818 -0.003564 -0.003564 0.007935 H-1 -0.019310 0.001388 0.001388 0.010732 0.000841 -0.013751 0.004368 0.004368 0.004630 H-0 0.007820 -0.004852 -0.004852 0.008885 -0.009616 -0.017977 0.005839 0.005839 0.004333 H+1 -0.002952 0.001256 0.001256 -0.006163 0.018846 0.015221 -0.001030 -0.001030 -0.003601 H+2 -0.001028 0.009891 0.009891 0.004851 -0.010291 -0.007309 0.003647 0.003647 0.002307 H+3 -0.004769 0.002515 0.002515 -0.001252 -0.009322 0.013410 0.010499 0.010499 0.005587 H+4 0.002308 -0.009424 -0.009424 0.004692 -0.003263 0.001081 0.000180 0.000180 -0.009408 H+5 0.004769 0.004639 0.004639 0.009329 -0.016828 -0.010811 0.008002 0.008002 -0.010415 H+6 -0.003053 0.004957 0.004957 -0.009992 0.006117 -0.005650 0.001213 0.001213 -0.001937 H+7 0.002602 0.004471 0.004471 0.002816 0.000410 -0.001907 0.010424 0.010424 0.002081 H+8 0.002134 0.000517 0.000517 -0.000056 0.003028 0.003900 -0.004860 -0.004860 0.000231 H+9 -0.000605 -0.004146 -0.004146 0.001159 0.003555 -0.022963 -0.010010 -0.010010 -0.002799 H+10 0.004239 0.000116 0.000116 0.006166 0.016661 0.003832 -0.009737 -0.009737 0.011243

   

  LAMPIRAN 4 PERHITUNGAN ABNORMAL RETURN SAHAM

  HARI DAVO HADE DOID TINS CTBN CTRA BTPN MTFN MTSM H-10 0.012081 -0.067764 0.0060831 -0.007930 -0.015743 -0.0011511 -0.003330 -0.006515 0.023669 H-9 -0.043621 -0.002170 0.0213350 0.018049 0.008959 -0.0033289 -0.009516 0.009128 -0.007276 H-8 0.020095 0.088591 0.0201110 0.008345 0.002567 0.0133910 -0.001986 -0.004416 -0.045508

• -0.029416 -0.020282 -0.0008065 0.000000 0.002210 -0.0310230 0.013385 -0.086017 0.005062

  H-7 H-6 0.016949 -0.046363 0.0285232 0.007806 0.001182 -0.0015534 -0.002830 0.056758 -0.007415 H-5 -0.036972 -0.260467 0.0558732 0.028889 0.005291 -0.0108173 -0.025274 -0.006728 -0.023375 H-4 -0.003611 0.403932 0.0157026 -0.006207 -0.003202 0.0261001 -0.004309 0.069934 -0.029498 H-3 -0.012267 2.797218 -0.0178684 -0.034917 -0.010829 0.0464812 0.003006 0.037479 -0.010850 H-2 0.046672 -0.008610 -0.0150254 -0.029154 -0.060447 0.0545535 0.062401 -0.032195 0.002911 H-1 0.025408 0.013510 -0.0090725 0.006651 0.001252 0.0034536 -0.007256 -0.032968 -0.017554 H-0 -0.057106 0.972883 -0.0018390 0.013302 -0.183750 -0.0377640 0.074140 0.018972 0.028689 H+1 -0.025806 0.067336 0.0425180 -0.097809 0.013233 -0.0227340 0.023150 -0.068922 -0.017471 H+2 0.001622 -0.068301 0.0128438 -0.079606 -0.009988 -0.0369806 -0.023578 0.170942 0.016967 H+3 -0.014070 -0.001287 0.0539382 -0.046366 0.007144 -0.0396482 -0.020253 -0.042682 -0.052756 H+4 0.022554 -0.012259 -0.0078202 0.070006 0.004849 -0.0042020 -0.027834 -0.026394 -0.023786 H+5 -0.008415 -0.007485 0.0611331 -0.031459 0.092495 0.0160084 0.022415 -0.022837 -0.000998 H+6 -0.022001 -0.032806 -0.0241685 0.020454 0.031307 -0.0100037 -0.016187 0.002368 -0.007581 H+7 0.004105 0.003765 0.0058152 -0.045934 -0.245946 -0.0639022 -0.021561 -0.048430 -0.019898 H+8 0.036655 0.000123 -0.0005639 0.013510 0.009671 -0.0258037 -0.000746 0.017434 -0.032607 H+9 -0.014398 -0.021100 -0.0061279 0.094454 0.004842 -0.0176412 -0.003010 0.054304 0.010212 H+10 -0.011780 0.117995 -0.0218337 0.066135 0.016888 0.0061617 0.009232 0.024804 0.027920

   

  HARI HERO KREN BFIN PNSE TOWR MDLN INAI ALMI CMPP H-10 -0.003496 0.015656 0.004409 -0.020707 -0.004557 0.018718 -0.004365 0.004554 -0.004840 H-9 -0.001321 0.008935 -0.013056 0.000404 0.036758 0.009856 -0.017436 -0.017436 -0.114188 H-8 0.086237 -0.022983 -0.000985 0.007377 0.041911 0.026375 -0.000319 -0.000319 0.001391 H-7 0.186630 0.002659 -0.019834 -0.004929 -0.015206 -0.007085 0.007355 0.007355 0.252681 H-6 -0.002743 0.007305 -0.003651 0.006406 -0.070205 0.002098 0.007751 0.007751 0.254075 H-5 -0.003569 -0.010544 -0.087469 -0.006426 0.036472 -0.005984 -0.007364 0.001477 0.007062 H-4 -0.100766 -0.007969 0.086203 0.010298 -0.001793 -0.008169 -0.009215 0.008349 -0.003723 H-3 0.165390 0.019998 0.009043 -0.006184 -0.007528 0.002093 -0.009483 -0.009483 -0.027852 H-2 -0.011850 0.031003 -0.001637 0.011055 -0.008857 0.007818 0.089783 -0.048180 -0.046396 H-1 0.456557 -0.022460 -0.006884 -0.010732 -0.006198 0.001241 -0.115486 0.013834 -0.766047 H-0 0.097812 -0.048919 -0.000670 -0.011388 0.050909 0.005333 0.137008 0.137024 2.655372 H+1 0.002952 0.021493 -0.001256 0.006163 -0.061949 0.036052 -0.017713 -0.011471 0.108313 H+2 0.249437 -0.009891 0.034552 -0.004851 0.019300 -0.017077 -0.035492 -0.006828 -0.049701 H+3 0.249666 -0.002515 -0.013153 0.001252 0.018250 -0.000900 -0.056555 -0.004149 -0.015537 H+4 0.161628 -0.035017 -0.001328 -0.004692 0.056360 -0.013437 0.010161 -0.053794 -0.050893 H+5 -0.201952 0.018592 -0.026377 -0.009329 -0.033592 0.010811 -0.018237 -0.008002 -0.005627 H+6 -0.124139 -0.004957 -0.004957 0.009992 0.046980 0.005650 0.016045 -0.001213 -0.030672 H+7 0.112977 0.018278 -0.004471 -0.002816 -0.042427 0.001907 -0.003658 -0.010424 0.031627 H+8 -0.074207 -0.000517 -0.000517 0.000056 0.005744 -0.003900 -0.008614 0.004860 0.010638 H+9 -0.028520 0.004146 0.004146 -0.001159 0.005141 0.010453 0.020244 0.010010 0.013552 H+10 -0.044239 -0.000116 -0.048822 -0.006166 -0.016661 0.008837 0.009737 0.009737 -0.059115

   

    LAMPIRAN 5 PERHITUNGAN VOLUME PERDAGANGAN SAHAM

  HARI DAVO HADE DOID TINS CTBN CTRA BTPN MTFN MTSM H-10 21,394,000 2,240,000 1,642,800 23,484,000 2,926,000 600,000 52,500 6,000 H-9 1,711,000 1,288,000 746,300 8,856,400 1,389,000 50,000 25,000 6,000 H-8 2,043,000 3,680,000 2,457,200 3,521,800 2,386,000 125,000 25,000 6,000 H-7 1,203,000 1,328,000 1,116,900 5,239,000 50,000 80,000 6,000 H-6 198,000 0 13,564,400 5,268,000 16,760,000 12,500 5,000 6,000 H-5 372,000 9,782,100 9,788,700 4,850,000 12,500 5,000 6,000 H-4 467,000 616,000 318,800 3,965,800 8,519,000 887,500 220,000 6,000 H-3 2,991,000 0 35,325,000 27,583,000 22,986,000 1,075,000 1,827,500 6,000 H-2 31,310,000 960,500 41,293,200 21,550,000 5,950,000 210,000 6,000 H-1 16,595,000 2,755,700 10,632,200 18,825,000 3,162,500 1,015,000 6,000 H-0 2,887,000 500 3,977,700 9,121,300 12,474,500 3,072,500 15,000 1,500 H+1 1,553,000 35,000 5,074,300 31,815,900 4,570,500 2,603,500 93,000 1,500 H+2 509,500 4,322,400 31,532,600 18,628,500 1,726,000 2,869,000 1,500 H+3 285,000 0 12,239,800 49,742,000 56,534,500 732,500 449,000 2,000 H+4 683,500 20,000 4,867,700 39,351,000 20,771,000 653,500 232,500 2,000 H+5 2,192,500 6,106,400 27,003,000 20,187,000 330,000 356,500 2,000 H+6 104,000 4,048,800 13,234,000 353,000 34,000 2,000 H+7 495,500 9,647,100 30,142,300 55,367,500 290,000 146,500 2,000 H+8 645,000 10,000 1,213,300 14,544,700 24,431,500 636,500 132,000 1,500 H+9 3,424,500 4,221,400 68,032,800 21,760,500 412,500 358,000 1,500 H+10 391,000 240,000 0 64,313,400 13,143,500 1,309,500 424,500 1,500

  HARI HERO KREN BFIN PNSE TOWR MDLN INAI ALMI CMPP H-10 46,600 1,332,000 197,000 10,200 1,000,000 29,268,000 200 H-9 0 1,266,000 51,000 10,200 2,755,000 39,576,000 38,000 H-8 98,300 848,000 51,000 10,200 25,000 46,194,000 H-7 207,100 1,586,000 51,000 10,200 30,000 14,212,000 156,800 H-6 25,800 1,372,000 51,000 10,200 910,000

  1,117,600 H-5 25,800 2,014,000 82,000 10,200 5,000 10,498,000 29,200 11,200 2,038,800 H-4 31,000 1,544,000 9,000 10,200 380,000 24,615,000 16,400 2,800 351,200 H-3 155,300 2,826,000 13,000 10,200 1,090,000 13,541,000 24,200 400 240,400 H-2 0 2,458,000 13,000 10,200 1,090,000 107,772,000 200 160,000 50,000 H-1 409,100 1,836,000 14,000 10,200 120,000 34,579,000 41,000 306,200 370,400 H-0 732,800 335,500 12,500 2,000 90,000 13,490,000 23,700 2,300 547,800 H+1 0 472,500 12,500 2,000 483,000 33,215,000 3,700 200 963,200 H+2 633,800 296,500 2,500 2,000 21,500 15,264,000 125,500 600 429,900 H+3 271,300 189,000 1,000 2,000 145,500 11,289,500 114,100 100 113,400 H+4 470,200 404,500 12,500 2,000 228,000 5,595,500 9,200 300 149,500 H+5 458,800 239,500 1,000 2,000 22,000 4,776,000 27,100 42,800 H+6 835,800 245,000 1,000 2,000 77,000 11,818,500 3,900 205,200 H+7 429,800 273,000 9,500 2,000 162,500 25,382,500 10,400 500 19,100 H+8 426,700 2,000 3,000 15,490,000 200 26,400 H+9 236,600 2,000 52,500 14,620,000 500 500 H+10 265,100 2,000 18,121,000 1,000 2,200 96,100

   

    LAMPIRAN 6 HASIL PERHITUNGAN STATISTIK DESKRIPTIF ABNORMAL RETURN SAHAM

  Kode Deskriptif

  Perusahaan Mean Median Std.Deviasi Minimum Maksimum Skewness Kurtosis DAVO sebelum -0.0005 0.00424 0.029734 -0.0436 0.046672 -0.089 -1.087 sesudah -0.0032 -0.0101 0.019825 -0.0258 0.036655 1.047 0.433 HADE sebelum 0.28976 -0.0054 0.896356 -0.2605 2.797218 2.971 9.078 sesudah 0.0046 -0.0044 0.052339 -0.0683 0.117995 1.203 1.815 DOID sebelum 0.01049 0.01089 0.022625 -0.0179 0.055873 0.639

  0.33 sesudah 0.01157 0.00263 0.030684 -0.0242 0.061133 0.623 -1.062 TINS sebelum -0.0008 0.00333 0.019716 -0.0349 0.028889 -0.505 -0.125 sesudah -0.0037 -0.009 0.066513 -0.0978 0.094454 0.121 -1.382 CTBN sebelum -0.0062 0.00173 0.020448 -0.0604 0.008959 -2.474 6.574 sesudah -0.0076 0.00841 0.088322 -0.2459 0.092495 -2.51 7.616 CTRA sebelum 0.00961 0.00115 0.026204 -0.031 0.054554 0.5 -0.191 sesudah -0.0199 -0.0202 0.02352 -0.0639 0.016008 -0.316 0.071 BTPN sebelum 0.00243 -0.0031 0.023206 -0.0253 0.062401 2.138 5.875 sesudah -0.0058 -0.0096 0.019033 -0.0278 0.02315 0.529 -1.272 MTFN sebelum 0.00045 -0.0055 0.046221 -0.086 0.069934 -0.216 0.133 sesudah 0.00606 -0.0102 0.069012 -0.0689 0.170942 1.625 3.287 MTSM sebelum -0.0063 -0.0073 0.021648 -0.0455 0.023669 -0.258 -0.091 sesudah -0.01 -0.0125 0.024367 -0.0528 27920 -0.102 -0.363 HERO sebelum 0.07737 -0.0007 0.15935 -0.1008 0.456557 1.652 3.144

   

  sesudah 0.03036 -0.0128 0.155886 -0.202 0.249666 0.216 -1.159 KREN sebelum 0.00216 0.00498 0.017973 -0.023 0.031003 -0.032 -0.924 sesudah 0.00095 -0.0003 0.016684 -0.035 0.021493 -0.857 1.447 BFIN sebelum -0.0034 -0.0026 0.041762 -0.0875 0.086203 0.232 3.877 sesudah -0.0062 -0.0029 21408365 -0.0488 0.034552 -0.234 2.143 PNSE sebelum -0.0013 -0.0023 0.010294 -0.0207 0.011055 -0.479 -0.429 sesudah -0.0012 -0.002 0.00583 -0.0093 0.009992 0.716 0.154 TOWR sebelum 0.000079 -0.0054 0.03299 -0.0702 0.041911 -0.702

  1.39 sesudah -0.0003 0.00544 0.038285 -0.0619 0.05636 -0.121 -0.838 MDLN sebelum 0.0047 0.0021 0.011288 -0.0082 0.026375 0.778 -0.034 sesudah 0.00384 0.00378 0.014834 -0.0171 0.036052 0.821

  1.82 INAI sebelum -0.0059 -0.0059 0.049124 -0.1155 0.089783 -0.513 4.212 sesudah -0.0084 -0.0061 0.024382 -0.0566 0.020244 -0.791

  0.1 ALMI sebelum -0.0032 0.00302 0.018289 -0.0482 0.013834 -1.918 3.981 sesudah -0.0071 -0.0055 0.018178 -0.0538 0.01001 -2.08 5.519 CMPP sebelum -0.0448 -0.0043 0.281115 -0.766 254075 -2.014 5.673 sesudah -0.0047 -0.0106 0.050081 -0.0591 0.108313 1.254 2.014

   

  Sampel Deskriptif

  Pemecahan Saham Mean Median Std.Deviasi Minimum Maksimum Skewness Kurtosis DAVO sebelum 7828400 1877000 11147821.08 198000 31310000 1.407 0.723 sesudah 1028350 577250 1054316.947 104000 3424500 1.616 2.067 HADE sebelum 915200 308000 1246598.643 3680000 1.414 1.542 sesudah 30500 74552.368 240000 3.022 9.309 DOID sebelum 6866970 2050000 10929798.27 318800 35325000 2.358

  5.83 sesudah 5174120 4595050 3594184.307 12239800 0.716 0.708 TINS sebelum 13439310 9322550 13142292.18 41293200 1.254 0.838 sesudah 35647770 31674250 20911540.97 68032800 0.072 -0.19 CTBN sebelum sesudah CTRA sebelum 10543000 6879000 8538899.266 1389000 22986000 0.441 -1.814 sesudah 24862850 20479000 17337385.55 4570500 56534500 1.284 0.688 BTPN sebelum 1192500 362500 1929523.905 12500 5950000 2.08 4.101 sesudah 904700 645000 755996.296 290000 2603500 1.534 1.824 MTFN sebelum 346500 66250 602984.706 5000 1827500 2.124 4.035 sesudah 509500 294500 841629.603 34000 2869000 2.988 9.198 MTSM sebelum 6000 6000 6000 6000 sesudah 1750 1750 263.523 1500 2000 -2.571 HERO sebelum 99900 38800 128537.906 409100 1.81 3.314 sesudah 402810 428250 229964.439 835800 0.219 0.794 KREN sebelum 1708200 1565000 591932.766 848000 2826000 0.689 0.115 sesudah 212000 242250 167658.383 472500 -0.085 -0.996 BFIN sebelum 53200 51000 56025.391 9000 197000 2.149 5.401 sesudah 4000 1000 5291.503 12500 1.048 -0.895 PNSE sebelum 10200 10200 10200 10200 sesudah 2000 2000 2000 2000 TOWR sebelum 740500 645000 847956.531 5000 2755000 1.566 3.039 sesudah 119500 64750 148954.691 483000 1.844 3.728 MDLN sebelum 32025500 26941500 30207415.96 107772000 1.928 4.691 sesudah 15557200 14942000 8586405.266 4776000 33215000 0.899 0.899

  INAI sebelum 11100 100 15478.228 41000 1.008 -0.435 sesudah 29560 6550 48291.389 200 125500 1.683 1.243 ALMI sebelum 48080 300 103481.107 306200

  2.23

  4.48 sesudah 390 150 672.392 2200 2.591 7.231 CMPP sebelum 436320 198600 653949.011 2038800 2.043

  3.94 sesudah 204610 104750 295025.733 500 963200 2.277 5.414