Penerapan Aplikasi Z-Score Method Dalam Pembentukan Portofolio Saham Yang Optimal

  

LAMPIRAN 1.

Variabel-variabel dalam mencari Kriteria Perusahaan (P/E, P/B, D/E, GPM, ROE, Ri)

  EPS Harga saham Jumlah saham yang beredar BVS total equity total liabilities Gross profit sales revenue

  BBRI 865.22 7,250 24,669,162,000 3,216 79,327,000,000,000 546,856,000,000,000 9,891,000,000,000 44,106,000,000,000 BBCA 579.00 9,600 24,655,010,000 2,592 63,967,000,000,000 432,338,000,000,000 17,816,000,000,000 26,425,000,000,000 BBNI 486.00 3,950 18,648,656,458 2,576 47,684,000,000,000 338,971,310,000,000 11,278,000,000,000 28,499,000,000,000 BMRI 780.16 7,850 3,747 88,790,596,000,000 644,309,166,000,000 24,061,837,000,000 49,909,000,000,000 ASII 480.00 6,800 40,483,553,140 2,621 106,108,000,000,000 107,806,000,000,000 35,311,000,000,000 193,880,000,000,000 CPIN 154.00 3,375 65,592,000,000 152 9,950,900,000,000 5,771,297,000,000 5,149,808,000,000 25,662,992,000,000

  INDF 285.00 6,600 35,120,000,000 1,093 38,373,100,000,000 39,719,700,000,000 14,329,900,000,000 57,732,000,000,000

  INTP 1,361.00 20,000 14,724,926,796 1,561 22,978,687,000,000 3,630,000,000 8,654,000,000 18,691,000,000 JPFA 56.00 1,220 10,640,198,170 447 4,752,000,000,000 9,672,000,000,000 3,618,000,000,000 21,412,000,000,000 KLBF 41.00 1,250 50,780,072,110 167 8,499,958,000,000 2,815,103,000,000 7,679,113,000,000 16,002,131,000,000 MYOR 1,150.00 26,000 894,347,989 4,354 3,893,900,000,000 5,816,323,000,000 2,921,666,000,000 12,017,837,000,000 SMGR

  905.00 14,150 23,726,080,000 919 21,803,976,000,000 8,988,908,000,000 10,944,094,000,000 24,501,241,000,000 UNVR 701.00 26,000 7,630,000,000 554 4,225,000,000,000 9,094,000,000,000 15,778,000,000,000 30,757,000,000,000 AALI 1,143.93 25,100 3,414,000,000 3,008 10,267,859,000,000 4,695,331,000,000 4,081,935,000,000 12,674,999,000,000 LSIP 113.00 1,930 6,822,863,965 969 6,613,987,000,000 1,360,889,000,000 1,253,459,000,000 4,133,679,000,000 PTBA 822.00 10,200 2,304,131,850 3,277 7,551,569,000,000 4,125,586,000,000 3,463,573,000,000 11,209,219,000,000 ANTM 84.95 1,090 9,523,038,000 1,343 12,793,490,000,000 9,071,630,000,000 1,615,800,000,000 11,298,320,000,000

  INCO 43.50 2,650 9,936,339,000 2,104 20,910,616,668,000 6,914,472,894,000 1,706,427,012,000 11,242,140,324,000

  ITMG 2,438.00 28,500 1,129,925,000 10,398 11,748,428,595,000 5,224,220,430,000 6,211,148,412,000 26,576,551,074,000 JSMR 197.00 4,725 6,800,000,000 1,598 10,867,000,000,000 17,499,000,000,000 2,663,000,000,000 10,295,000,000,000 TLKM 147.40 2,150 97,100,853,600 623 60,542,000,000,000 50,527,000,000,000 27,846,000,000,000 82,967,000,000,000 AKRA 167.35 4,375 15,493,626,000 346 5,363,200,000,000 9,270,000,000,000 1,367,600,000,000 22,337,900,000,000 UNTR 1,296.00 19,000 3,730,135,136 9,557 35,648,898,000,000 14,560,664,000,000 9,516,818,000,000 51,012,385,000,000

  LAMPIRAN 2. Perhitungan Z-score Kode Sektor P/E P/B D/E GPM ROE Ri

  2.15 51.30 168.40

  0.21

  1.99

  17.08

  0.30 LSIP Perkebunan

  18.53

  32.20

  0.46

  8.35

  21.94

  0.26 AALI Perkebunan

  46.95

  12.41

  37.09

  44.67 25.70 -0.04 UNVR Manufaktur

  0.41

  15.40

  15.64

  0.35 SMGR Manufaktur

  26.00

  24.31

  1.49

  5.97

  22.61

  30.32 11.90 -0.11 PTBA Pertambangan

  3.11

  22.58

  11.69

  0.83

  3.45

  14.59

  25.87 12.30 -0.10 TLKM Infrastruktur

  1.61

  2.96

  23.98

  23.37 24.00 -0.31 JSMR Infrastruktur

  0.44

  2.74

  0.18 ITMG Pertambangan

  0.55

  2.00

  15.18

  0.33

  1.26

  60.92

  INCO Pertambangan

  14.30 3.20 -0.10

  0.71

  0.81

  12.83

  30.90 24.50 -0.37 ANTM Pertambangan

  0.27 MYOR Manufaktur

  47.99

  BBRI Perbankan

  8.13

  27.31

  48.21

  7.26

  2.10

  10.06

  0.14 BMRI Perbankan

  22.50

  39.57

  7.11

  1.53

  0.11 BBNI Perbankan

  14.17

  28.20

  67.42

  6.76

  3.70

  16.58

  0.11 BBCA Perbankan

  34.11

  22.43

  6.89

  2.25

  8.38

  0.03 ASII Manufaktur

  2.59

  0.33

  0.20 INTP Manufaktur

  7.47

  30.49

  16.90 12.50 -0.01 KLBF Manufaktur

  2.04

  2.73

  21.79

  46.30 24.60 -0.01 JPFA Manufaktur

  0.00

  12.82

  14.70

  9.40

  1.02

  24.82

  1.04

  6.04

  23.16

  0.11 INDF Manufaktur

  25.00

  20.07

  0.58

  22.25

  21.92

  18.21 21.00 -0.03 CPIN Manufaktur

  33.56 24.50 -0.60

  Industri STANDAR DEVIASI

  24.31

  0.93

  7.53

  8.12

  5.44 8.63 0.01377 Perdagangan

  0.55

  0.35

  6.65

  7.80 12.51 0.01377 Infrastrukur

  0.16

  1.12

  1.33 4.69 0.01377 Pertambangan

  P/E P/B D/E GPM ROE Ri Perbankan

  0.18

  4.49

  3.44

  14.40 49.55 0.01377 Perkebunan

  0.76

  14.07

  7.36

  18.71 4.76 0.01377 Manufaktur

  0.22

  0.92

  3.96

  8.86 0.42 0.01377

  

LAMPIRAN 3.

  0.71

  1.50

  1.29

  2.65

  18.68

  4.75 AALI Perkebunan

  0.71

  0.71

  0.71

  0.71

  2.00

  21.38

  4.15 LSIP Perkebunan -0.71 -0.71 -0.69 -0.70 -0.71 -8.48 -2.00 PTBA Pertambangan -0.50

  1.01

  0.24

  1.28 0.89 -27.51 -4.10 ANTM Pertambangan -0.48 -1.04 1.24 -0.85 -0.82 -7.47 -1.57

  INCO Pertambangan 1.50 -0.64 -1.12 -0.74 -0.91

  12.45

  1.76 ITMG Pertambangan -0.53 0.68 -0.41

  2.37

  4.07 SMGR Manufaktur -0.92 0.13 -0.79 0.83 -0.23 -3.20 -0.70 UNVR Manufaktur

  

Aggregate Z-score

  1.19 BMRI Perbankan -0.18 -0.33

  Z-score Kode Sektor P/E P/B D/E GPM ROE Ri Aggregate BBRI Perbankan -0.61 -0.15 -0.50 -1.17

  1.28

  7.28

  1.02 BBCA Perbankan

  1.46 1.42 -1.10 1.23 -0.02

  7.55

  1.76 BBNI Perbankan -0.67 -0.94 0.49 -0.26 -1.22

  9.75

  1.17 0.20 -0.21

  25.09

  1.81

  0.41 ASII Manufaktur -1.12 -0.78 0.01 -1.01 -0.33 -2.32 -0.92 CPIN Manufaktur -0.06 0.62 -0.57 -0.88 -0.25

  7.33

  1.03 INDF Manufaktur 0.10 -0.54 0.03 -0.55 -0.56

  14.18

  2.11 INTP Manufaktur -1.05 -0.05 -1.33 0.94 -0.26 -0.85 -0.43 JPFA Manufaktur -0.08 -0.77 1.35 -1.10 -0.50 -0.85 -0.32 KLBF Manufaktur 1.10 -0.43 -0.89 1.06 -0.30

  18.98

  3.25 MYOR Manufaktur 0.03 -0.54 0.64 -0.58 -0.23

  0.31 0.84 -22.59 -3.61 JSMR Infrastruktur 0.71 -0.71 0.71 -0.71 -0.71 -8.01 -1.45 TLKM Infrastruktur -0.71 0.71 -0.70

  0.71 0.71 -43.68 -7.16 AKRA Perdagangan

  0.71

  0.71 0.71 -0.71 -0.71

  3.53

  0.71 UNTR Perdagangan -0.71 -0.71 -0.71

  0.71 0.71 -1.15 -0.31 LAMPIRAN 4.

  Return, Standar Deviasi, dan Average Return

  Date BBRI BBCA BBNI BMRI ASII CPIN

  INDF

  INTP JPFA KLBF MYOR SMGR UNVR Jan 2, 2013 Jan 3, 2013 0.021277 0.005495 0 -0.00606 0.046667 -0.01389 0.008621 0.002283 0.002283 0.028846 -0.01266 0.009404 0.011442 Jan 4, 2013 0.020833 0 0.020134 0.006098 0 0.017094 0.004556 0.004556 -0.02804 0 -0.01584 Jan 7, 2013 0.006803 0.005464 0 -0.00606 -0.01274 -0.04225 -0.01681 -0.00907 -0.00907 -0.00962 0 -0.00932 -0.0023 Jan 9, 2013 0 -0.01087 -0.00658 0.006098 -0.00645 0.058824 0.025641 0.002288 0.002288 0 -0.00257 -0.01567 -0.01152 Jan 10, 2013 0 -0.02198 -0.01987 -0.02424 -0.04545 -0.00694 -0.01667 -0.0274 -0.0274 -0.02913 -0.00771 -0.01592 -0.00932 Jan 11, 2013 0.006757 -0.00562 -0.00676 -0.0068 0.006993 0 0.004695 0.004695 0 -0.02913 0.002353 Jan 14, 2013 0.026846 0.028249 0.013605 0.043478 0.027397 0.006944 0.025424 0.009346 0.009346 0.02 0.012948 0.05 -0.00704 Jan 15, 2013 0.019608 0.005495 0.020134 0.011905 0.013333 -0.0069 0 0.011574 0.011574 -0.0098 0.017903 -0.00317 0.004728 Jan 16, 2013 0.00641 0 -0.01316 0.011765 0.006579 0 0.016529 0.002288 0.002288 0 -0.00251 -0.01592 0.016471 Jan 17, 2013 0.006369 0 -0.00667 0 -0.01961 0 -0.00813 -0.00457 -0.00457 -0.0099 -0.01259 0.016181 -0.00463 Jan 18, 2013 0.012658 0.038251 0.033557 0.011628 0.033333 0.048611 -0.02459 0.011468 0.011468 0.04 0.020411 0.009554 0.044186 Jan 21, 2013 -0.0125 -0.02105 0 -0.01724 -0.00645 -0.00662 0.008403 -0.02494 -0.02494 0 0.002496 -0.01577 0.024499 Jan 22, 2013 -0.03797 0 -0.01299 -0.01754 0.006494 Jan 23, 2013 0.026316 0 0.013158 0.005952 0.006452 -0.01333 0.008333 0.002326 0.002326 0.019231 -0.00249 0.00641 -0.02391 Jan 25, 2013 0.00641 0.005376 0.006494 0.04142 0 -0.01351 -0.00826 0.00232 0.00232 0 -0.01592 -0.00891 Jan 28, 2013 0.006369 -0.00535 0 -0.00568 -0.00641 0.027397 0.008333 -0.01157 -0.01157 0 -0.01618 -0.00899 Jan 29, 2013 -0.01266 0.016129 0 -0.01143 -0.00645 0.006667 0.008264 0.016393 0.016393 0.028302 0.014997 0.006579 -0.01814 Jan 30, 2013 0.00641 0 0.006452 0.028902 -0.01299 0.006623 -0.0023 -0.0023 0.027523 -0.00247 0.019608 -0.00231 Jan 31, 2013 0.012739 0.021164 0.00641 0.016854 -0.03289 0.019737 -0.0082 0.004619 0.004619 -0.02679 0.014818 0.009615 0.020833 Feb 1, 2013 0.006289 0.020725 0.082803 -0.00552 0.013605 -0.01935 -0.01653 -0.01149 -0.01149 0 -0.01947 0.012698 -0.00454 Feb 4, 2013 0.0125 0.020305 -0.00588 -0.01111 0.020134 0.013158 0.016807 -0.00233 -0.00233 0.009174 0 -0.00627 Feb 5, 2013 0 -0.01493 -0.00592 -0.00562 0 0.006494 0 0.002331 0.002331 0.027273 -0.00496 0.025237 0.01139 Feb 6, 2013 0.006173 0 -0.00565 -0.00658 -0.00645 0.049587 0.002326 0.002326 -0.00885 0.009974 0.009231 Feb 7, 2013 0 0.015152 0.017857 0 0.013245 0 0.031496 0 0.019756 -0.0061 0.004505 Feb 8, 2013 -0.01227 -0.00995 -0.00585 0.005682 0.013072 0.012987 0.007634 -0.00696 -0.00696 -0.02679 0.002424 -0.0092 -0.01345 Feb 11, 2013 0.012422 0.020101 -0.0113 -0.00645 0 0.015152 0.002336 0.002336 0 0.002412 0.01548 -0.00227 Feb 12, 2013 0.030675 -0.00985 0 0.022857 0.006494 0.00641 0 0.011655 0.011655 0.027523 0.014461 0.018293 0.015945 Feb 13, 2013 0.035714 -0.0199 0.017647 0.005587 0.006452 0.012739 -0.02239 0.009217 0.009217 0.017857 0.047503 0.002994 0.022422 Feb 15, 2013 0 0.020305 0.017341 0.011111 -0.00641 0.062893 0.022901 0.006849 0.006849 -0.00877 0.020408 -0.02388 0.008772 Feb 18, 2013 -0.00575 0.014925 -0.01705 0 -0.00645 0.017751 -0.01493 -0.00907 -0.00907 -0.00885 0 0.009174 -0.00435 Feb 19, 2013 0.00578 0.004902 -0.01734 0 -0.02907 0 -0.00458 -0.00458 -0.00893 -0.01333 0 -0.00655 Feb 20, 2013 -0.01149 0.004878 0 0.016484 0.006494 0.035928 0.007576 -0.0023 -0.0023 0.009009 0.020269 0.01978 Feb 21, 2013 -0.01163 0.004854 0.017647 0.010811 0 -0.00578 0.045113 -0.00461 -0.00461 0.026786 0.00303 -0.00216 Feb 22, 2013 0 0.011561 0.02139 0 -0.02158 -0.00694 -0.00694 0 0.004414 0 -0.00864 Feb 25, 2013 0.017647 0.091787 0 0.020942 0.012903 0.05814 0.007353 0 0.052174 0.01978 0.006042 -0.00436 Feb 26, 2013 -0.00578 -0.04425 0.005714 -0.00513 -0.00637 0.016484 0.007299 0 0.016529 0.045259 0 -0.02407 Feb 27, 2013 0.02907 -0.01389 -0.00568 0.020619 0.012821 -0.01622 0.028986 0.006993 0.006993 0.03252 0.014433 0 0.015695

  Feb 28, 2013 0.067797 0.032864 0.051429 0.015152 0.006329 -0.03297 0.028169 0.016204 0.016204 0.015748 0.016262 0.042042 0.00883 Mar 1, 2013 -0.02646 -0.02727 0.054348 -0.01493 0.018868 0.011364 0.013699 0.034169 0.034169 -0.02326 -0.018 0.04611 -0.00438 Mar 5, 2013 -0.07065 -0.01869 -0.02577 -0.03535 0 -0.02247 -0.00676 -0.01322 -0.01322 0.015873 -0.00204 -0.00551 0.002198 Mar 6, 2013 0.017544 0.019048 0.005291 0.010471 0 -0.00575 0.068027 0.015625 0.015625 0 0.020409 0 0.006579 Mar 7, 2013 0 0.004673 0.010526 0.020725 0.012346 0.034682 0 0.006593 0.006593 0.03125 0.077999 -0.00277 -0.00436 Mar 8, 2013 0.011494 0.004651 -0.00521 0 0.012195 0.022346 -0.01911 -0.00655 -0.00655 0.007576 0.001857 0.016667 0.006565 Mar 11, 2013 0 -0.00463 0.010471 0.010152 -0.03012 0.032787 0.012987 -0.00879 -0.00879 -0.03008 0.018515 0.002732 -0.00435 Mar 13, 2013 0.011364 -0.00465 -0.01036 -0.00503 -0.01242 0.010582 -0.00641 0.013304 0.013304 -0.0155 -0.02545 -0.01907 -0.00437 Mar 14, 2013 -0.01124 -0.00467 -0.02094 -0.00505 -0.02516 -0.03665 -0.04516 -0.01532 -0.01532 -0.0315 0.026119 -0.01389 -0.03509 Mar 15, 2013 0.00939 0 0.015228 -0.01935 0.086957 -0.02027 0 -0.01818 0.028169 0.013636 Mar 18, 2013 -0.02841 -0.0093 0.005348 -0.01 0.013158 0 0.034483 -0.00222 -0.00222 0.03252 0.007406 -0.01644 0.008969 Mar 19, 2013 0.011696 0.004695 0.021277 0.015152 -0.00649 -0.01 -0.01333 -0.00223 -0.00223 -0.00787 -0.00735 -0.00557 0.011111 Mar 20, 2013 0.00578 0.018692 0.005208 -0.01493 0.006536 -0.0202 0.006757 0.033482 0.033482 -0.0056 -0.00879 Mar 21, 2013 0.005747 -0.01376 -0.01036 -0.0303 -0.01299 -0.03093 -0.01342 -0.00648 -0.00648 -0.01587 -0.03704 -0.01408 0.011086 Mar 22, 2013 -0.02857 -0.01395 -0.05236 -0.00521 -0.01316 0 -0.02041 -0.03696 -0.03696 -0.04032 0.007691 -0.03714 -0.0307 Mar 25, 2013 0.011765 0.028302 0.027624 0.02 0.005319 0.020833 0.002257 0.002257 0.042017 0 0.038576 0.029412 Mar 26, 2013 0.017442 -0.02294 0.037634 0.005236 0.013072 0.005291 0 0.038288 0.038288 0.016129 0.030539 0.037143 -0.01319 Mar 27, 2013 0.005714 0.032864 0.036269 0.041667 0.025806 0.015789 0.027211 0.019523 0.019523 0.02381 0.003703 0.016529 0.013363 Mar 28, 2013 -0.00568 0.036364 0.01 0 -0.00629 0.046632 -0.01325 -0.00851 -0.00851 -0.03876 0 -0.04065 0.002198 Apr 1, 2013 -0.00571 -0.03509 -0.01 -0.00633 0.009901 0 -0.01288 -0.01288 0.008065 0.001842 0.014124 -0.02851 Apr 2, 2013 0.005747 0.004545 -0.02475 -0.00505 0.012739 -0.01961 0.01087 0.01087 0.016 0 0.011142 0.022573 Apr 3, 2013

  0 0.031309 Apr 4, 2013 -0.02286 -0.0181 -0.01523 0.005076 -0.03145 -0.025 0 0.032258 0.032258 -0.0315 0.053571 -0.01928 0.004415 Apr 5, 2013 -0.00585 0.018433 0.041237 0.015152 -0.00649 -0.02051 -0.02013 0.002083 0.002083 0.02034 0 0.008791 Apr 8, 2013 -0.00588 -0.03167 -0.0198 -0.00498 0.006536 -0.01047 -0.00685 0.006237 0.006237 -0.00813 0.013291 -0.00281 -0.00218 Apr 9, 2013 0.005917 -0.00935 -0.00505 0.02 0 0.034483 -0.00826 -0.00826 -0.0082 -0.00656 0 -0.00873 Apr 10, 2013 -0.01176 -0.00472 -0.01015 -0.0098 -0.01948 -0.00529 0 0.016529 -0.0099 -0.00845 0.002203 Apr 11, 2013 0.005952 0.023697 0.020513 0.009901 0.02649 -0.00532 0 0.004167 0.004167 0 -0.00167 0.014205 0.006593 Apr 12, 2013 -0.01775 0.009259 0.015075 0.014706 -0.0129 0.005348 -0.01333 -0.00415 -0.00415 0 0.001671 0.008403 -0.00437 Apr 15, 2013 0 -0.02752 -0.01485 -0.01932 -0.00654 -0.00532 0 -0.01667 -0.01667 0.02439 0.003333 -0.01389 -0.01316 Apr 17, 2013 0.024096 0.037736 0.055276 0.044335 0.006579 0.010695 0.013514 0.09322 0.09322 0 0.004984 0.070423 0.008889 Apr 18, 2013 0.017647 0 0.014151 0.013072 0.031746 0 -0.01744 -0.01744 0.007937 -0.04133 -0.00789 -0.0022 Apr 19, 2013 0.011561 0 0.009524 -0.01395 -0.00645 -0.03077 -0.01333 -0.00592 -0.00592 0.03937 0.034485 Apr 22, 2013 -0.00571 -0.00909 0.009434 0.009434 0.012987 0.005291 -0.00676 -0.02778 -0.02778 0.007576 Apr 23, 2013 Apr 24, 2013 0.005747 0.013761 -0.02804 -0.01869 0 0.005263 0.027211 0.042857 0.042857 0.030075 -0.00333 -0.03714 0.015453 Apr 25, 2013 0.028571 0.004525 0.009615 0.009524 -0.05769 0.005236 0 -0.02153 -0.02153 -0.0073 0.00167 Apr 26, 2013 0.016667 -0.03153 0.019048 0.004717 -0.02041 0.020833 -0.00662 0.006 0.006 -0.00735 0.001671 0 -0.01087 Apr 29, 2013 0.005464 0.023256 -0.00935 -0.00469 0.027778 0.015306 -0.00667 0.013917 0.013917 0.022222 0.001664 0.011019 0.010989 Apr 30, 2013 0.021739 -0.02273 0.018868 -0.00943 -0.00676 0.015075 -0.01342 0.035294 0.035294 0.007246 0.021633 0.002725 0.141304 May 1, 2013 0.026596 0 0.027778 0.004762 0 -0.01485 0.006803 0.020833 0.020833 -0.02158 0 0.021739 -0.02095 May 2, 2013 -0.03109 -0.0093 -0.03604 -0.03791 -0.02041 -0.02513 -0.00676 -0.0167 -0.0167 -0.00735 0.026058 0.007979 -0.01751 May 3, 2013 -0.04813 0.00939 -0.00935 -0.03448 -0.04167 -0.01031 -0.01361 -0.00943 -0.00943 -0.01481 0.039681 -0.01847 0.025743 May 6, 2013 0.033708 0.018605 0.02551 0.014493 0.036458 0.02069 -0.0381 -0.0381 0.015038 0.006109 -0.00806 0.042471 May 7, 2013 0.027174 0 0.018868 0.0199 0.007143 -0.00503 -0.01351 0 0.037037 0.007584 0.00813 0.001852 May 8, 2013 -0.02116 0.004566 -0.00926 0.009756 0.007092 0 0.006849 0.007921 0.007921 0.021429 0.02403 May 10, 2013 0.005405 0.004545 0.009346 -0.00483 0.014085 0.010101 -0.02041 -0.00589 -0.00589 0.013986 -0.00602 0.021505 -0.00722 May 13, 2013 -0.02688 0 -0.02778 -0.02427 -0.03472 -0.03 -0.02083 -0.00395 -0.00395 0.013793 0.015152 -0.02105 0.005455

  May 14, 2013 0.027624 -0.00452 0.047619 0.00995 0.014388 0.010309 0.028369 -0.0068 0 0.005376 0.019892 May 15, 2013 -0.00538 0 -0.01818 -0.0102 0 0.017857 0.017857 0 -0.00597 0 -0.00355 May 16, 2013 -0.00541 -0.00909 0 -0.00985 0.02069 -0.01754 -0.01754 0.006849 0.009007 -0.00802 0.001779 May 17, 2013 0.016304 0.009174 -0.01852 0 0.015464 0.006757 0.001984 0.001984 0.047619 0.0625 0 0.110124 May 20, 2013 0.010695 -0.00909 0.018868 0.034826 0.021277 0.086294 0.04698 0.013861 0.013861 0 0.008086 0.0096 May 21, 2013 0 0.009174 0 -0.00481 -0.00694 0 -0.02564 -0.00586 -0.00586 -0.02597 -0.0126 0.008021 -0.01902 May 22, 2013 -0.01587 -0.00455 0.009259 -0.00966 0 0.028037 0.006579 -0.00196 -0.00196 0.006667 -0.0156 -0.00265 -0.00323 May 23, 2013 0 -0.00457 -0.0367 -0.00976 -0.01399 -0.05455 -0.01307 -0.00394 -0.00394 -0.03974 -0.00721 -0.01596 0.024311 May 24, 2013 0 0.004587 -0.02857 -0.00985 0.021277 0.019231 -0.00662 -0.00198 -0.00198 0.02069 -0.02032 -0.01622 0.022152 May 27, 2013 -0.02151 -0.02283 -0.02941 -0.00498 -0.02778 -0.04717 -0.02667 -0.04356 -0.04356 -0.02027 0.02222 -0.01099 -0.02477 May 28, 2013 0.021978 0.018692 0.020202 0.02 0.064286 0.009901 0.020548 0.00207 0.00207 0.02069 0.043478 0.022222 0.049206 May 29, 2013 -0.00538 0.009174 0.029703 0 -0.03356 -0.01961 -0.01342 0.010331 0.010331 0.033784 0.008335 0.005435 0.012103 May 30, 2013 -0.02162 -0.01818 -0.02885 -0.02941 -0.02083 0.02 0 -0.01431 -0.01431 -0.01961 -0.00138 -0.01351 -0.03288 May 31, 2013 -0.01657 -0.04167 -0.03465 -0.0202 0 -0.02941 0 -0.01452 -0.01452 -0.03333 -0.05655 -0.0137 -0.05719 Jun 3, 2013 -0.02809 -0.03865 -0.02564 -0.01031 -0.0101 0 -0.04211 -0.04211 -0.01379 -0.02047 -0.01667 -0.04754 Jun 4, 2013 0.011561 0.015075 0 0.026042 0.014184 0.020408 0 0.050549 0.050549 0.006993 0.044776 -0.00847 0.077453 Jun 5, 2013 -0.03429 -0.00495 0.010526 -0.02538 -0.00699 0.01 -0.01361 -0.03347 -0.03347 -0.02083 -0.0057 -0.00958 Jun 7, 2013 -0.02367 -0.04478 -0.02083 -0.02083 -0.04225 -0.05941 -0.02759 -0.03463 -0.03463 -0.02837 -0.04 -0.07736 -0.06774 Jun 10, 2013 -0.00606 -0.01563 -0.01064 -0.03723 0.007353 0.005263 -0.04965 -0.00448 -0.00448 -0.0146 -0.07143 0.012422 -0.04152 Jun 11, 2013 -0.04268 -0.02116 -0.03226 -0.0221 -0.0292 -0.04712 -0.05224 -0.07207 -0.07207 -0.05185 -0.02564 -0.06135 -0.02888 Jun 12, 2013 -0.02548 0.016216 0 -0.00565 0.075188 0.038462 0.086614 0.058252 0.058252 0.023438 0.003293 0.081699 0.094796 Jun 13, 2013 -0.03268 -0.01064 -0.01111 0.011364 -0.03497 -0.06878 -0.01449 0.045872 0.045872 -0.01527 0.031144 0.009063 -0.05603 Jun 14, 2013 0.060811 0.053763 0.05618 0.061798 0.021739 0.079545 0.014706 0.039474 0.039474 0.023256 0.006362 0.053892 0.03777 Jun 17, 2013 0 0.015306 0.015957 -0.03704 -0.01418 0.073684 -0.00725 0.008439 0.008439 0.015152 0.036334 0.019886 0.001733

  Jun 18, 2013 0.038217 0.01005 0.010471 0.032967 0.007194 -0.0292 -0.00837 -0.00837 -0.02985 -0.03354 -0.00557 0.020761 Jun 19, 2013 -0.0184 -0.00995 -0.02591 0 -0.02143 -0.01961 -0.01504 -0.01688 -0.01688 0.015385 -0.04732 -0.0028 -0.01695 Jun 20, 2013 -0.075 -0.05025 -0.07979 -0.06915 -0.0365 -0.06 -0.01527 -0.0279 -0.0279 -0.06818 0.0149 -0.01685 -0.05 Jun 21, 2013 -0.02703 -0.02646 -0.04046 -0.01714 -0.03788 -0.02128 -0.02326 -0.01104 -0.01104 -0.03252 -0.07014 -0.08 -0.01089 Jun 24, 2013 -0.01389 -0.01087 -0.01205 -0.02326 -0.00787 -0.01087 0.007937 -0.04241 -0.04241 0.008403 0.014033 -0.03106 -0.03119 Jun 25, 2013 0 -0.01648 -0.01829 -0.01786 -0.02381 -0.03297 0 0.006993 0.006993 -0.00833 0.00346 0 -0.01515 Jun 26, 2013 0.035211 0.044693 0.043478 0.036364 0.056911 0.068182 0.086614 0.097222 0.097222 0.109244 0 0.048077 0.076923 Jun 27, 2013 0.006803 0.010695 0.017857 0.023392 0.030769 0.037234 0.021739 -0.02954 -0.02954 0.045455 0.039659 0.009174

  0.05 Jun 28, 2013 0.047297 0.058201 0.005848 0.028571 0.044776 0.05641 0.042553 0.063043 0.063043 0.043478 0.006632 0.036364 0.045918 Jul 1, 2013 0.025806 -0.01 0 -0.01111 -0.02143 -0.03883 -0.06803 -0.03476 -0.03476 -0.03472 0.013178 -0.0117 -0.03902 Jul 2, 2013 -0.01258 0.005051 -0.03488 -0.03933 -0.0219 -0.05051 0.021898 -0.04661 -0.04661 0.035971 -0.00325 0.008876 0.013536 Jul 3, 2013 -0.04459 -0.05025 -0.01807 -0.05263 -0.02239 -0.06383 0.028571 -0.01333 -0.01333 -0.03472 -0.00163 -0.06158 -0.05509 Jul 4, 2013 0.033333 0.010582 -0.0184 0.006173 0 -0.01136 -0.02083 0.015766 0.015766 -0.00719 -0.01307 -0.02188 -0.00353 Jul 5, 2013 0 -0.00524 0.01875 0 0.030534 0.028736 0 0.043478 -0.00662 -0.00319 0.039007 Jul 8, 2013 -0.05806 -0.04211 -0.05521 -0.07362 -0.03704 -0.04469 -0.06383 -0.06652 -0.06652 -0.07639 -0.05 -0.03846 -0.04437 Jul 9, 2013 -0.00685 0.016484 -0.00649 -0.00662 0 0.011696 -0.00758 -0.0095 -0.0095 0.015038 0.038594 -0.01 -0.00536 Jul 10, 2013 0 0.021622 0.026144 0.033333 0 0.017341 0.045802 0.045564 0.045564 0.02963 0.011824 0.010101 0.055655 Jul 12, 2013 0.082759 0.068783 0.070064 0.064516 0.015385 0.056818 0.029197 0.066514 0.066514 0.043165 0.001671 0.023333 0.054422 Jul 15, 2013 -0.00637 0.009901 -0.00595 -0.00606 0.007576 0.010753 0.014184 -0.02796 -0.02796 0.013793 -0.0228 0.024194 Jul 16, 2013 0.00641 -0.0098 0 0.030488 0.030075 0 -0.00699 -0.03097 -0.03097 -0.01361 0.005001 Jul 17, 2013 0.006369 0.009901 0.011976 0.005917 -0.0146 0 0.021127 0.020548 0.020548 0.013793 0.08126 0.003333 0.03622 Jul 18, 2013 0.025316 0 0.023669 0.035294 -0.01481 0.021277 -0.0069 0.011186 0.011186 0.020408 0.012268 -0.01993 0.030395 Jul 19, 2013 0 0.011561 -0.01136 0 -0.03646 0.013889 -0.0177 -0.0177 -0.01333 0.015152 -0.01017 0.020649 Jul 22, 2013 -0.02469 -0.01961 -0.03429 -0.02299 -0.01504 -0.02703 -0.0274 -0.02252 -0.02252 -0.00676 0 -0.00685 -0.04624 Jul 23, 2013 0.037975 0.03 0.029586 0.052941 0.022901 0.016667 0.02765 0.02765 0.006803 -0.01493 0.041379 0.030303 Jul 24, 2013 -0.0122 0.009709 -0.01724 -0.00559 -0.01493 -0.00546 -0.05634 -0.00897 -0.00897 -0.04054 -0.00606 0.016556 Jul 25, 2013 -0.00617 -0.01923 0.011696 -0.03371 0 -0.02747 0 -0.00905 -0.00905 -0.01408 0.003048 -0.00326 -0.03382 Jul 26, 2013 0.006211 0.014706 0.017341 0.017442 -0.02273 -0.0339 0 -0.00457 -0.00457 -0.02857 -0.02128 0.003268 0.003044 Jul 29, 2013 -0.03086 -0.02415 -0.00568 -0.00571 -0.02326 0.017544 0 -0.02752 -0.02752 -0.02206 -0.00621 -0.01629 -0.0349 Jul 30, 2013 0.031847 0.019802 0.02381 0 0.022388 -0.00943 -0.00943 0.052632 0 0.012579 Jul 31, 2013 0.018519 0.009709 -0.02286 0.022989 0.007752 -0.01149 -0.05109 -0.00714 -0.00714 0.021429 -0.01563 0.006623 -0.01242 Aug 1, 2013 -0.01212 0.004808 -0.00585 -0.01124 0.038462 -0.03488 0.038462 0.021583 0.021583 0.013986 0.003174 0.029605 0.004717 Aug 2, 2013 0.006135 0.023923 0.011765 -0.01136 -0.00741 0 0.007407 0.044601 0.044601 0 0.015974 -0.01565 Aug 9, 2013

  0 0.022152 Aug 12, 2013 0.006098 -0.03738 0 -0.03448 -0.03731 -0.0241 -0.00735 -0.01124 -0.01124 0.013793 0.015481 -0.03459 -0.0461 Aug 13, 2013 0 0.038835 0.011628 0 0.023256 0.049383 0.022222 -0.01591 -0.01591 -0.0068 0.004574 0.009772 0.045 Aug 14, 2013 0.006061 0.018692 0.02381 0.022727 0.023529 0.007246 -0.00693 -0.00693 0.027397 0.001516 -0.00645 -0.00319 Aug 15, 2013 0 -0.01376 -0.01149 0 -0.03704 -0.00575 -0.01439 -0.00233 -0.00233 -0.02 -0.00151 -0.00649 -0.0176 Aug 16, 2013 -0.06024 -0.04186 -0.04651 -0.03488 -0.03077 -0.04046 -0.0219 -0.02797 -0.02797 -0.02041 0 -0.03268 Aug 19, 2013 -0.08333 -0.07767 -0.05488 -0.07831 -0.05556 -0.09036 -0.05224 -0.07674 -0.07674 -0.0625 -0.08953 -0.11486 -0.04886 Aug 20, 2013 -0.04196 -0.00526 -0.04516 0.019608 0 -0.04636 -0.0315 -0.06753 -0.06753 -0.03704 -0.01667 -0.04962 -0.01027 Aug 21, 2013 -0.0146 0.015873 0.013514 -0.02564 -0.0084 0.020833 -0.01626 0.058496 0.058496 0.030769 -0.02034 0.084337 0.020761 Aug 22, 2013 -0.04444 -0.02604 -0.01333 -0.01974 0 -0.12925 0.024793 0.005263 0.005263 -0.02985 0 -0.01481 0.008475 Aug 23, 2013 0.031008 0 -0.00676 -0.00671 -0.00847 -0.0625 0.008065 -0.00524 -0.00524 0.030769 -0.02595 0.011278 -0.02521 Aug 26, 2013 0.007519 -0.02674 0.013605 -0.04054 -0.03419 -0.01667 -0.056 -0.01316 -0.01316 -0.02985 -0.01954 -0.05576 -0.02414 Aug 27, 2013 -0.02239 -0.01648 -0.03356 -0.06338 -0.06195 -0.0678 -0.01695 -0.04533 -0.04533 -0.06154 0.050725 -0.05118 -0.0159 Aug 28, 2013 0.007634 0.022346 0.020833 0.037594 0.056604 0.118182 -0.00862 -0.00838 -0.00838 -0.01639 0.018969 -0.00415 0.005386 Aug 29, 2013 0 -0.01639 0.040816 0.007246 0.044643 0.00813 0.078261 0.019718 0.019718 0.091667 0.015228 0.004167 0.0125 Aug 30, 2013 0 0.005556 0.006536 0.021583 0.034188 0.08871 0.048387 0.088398 0.088398 0.030534 0 0.045643 0.100529 Sep 2, 2013 -0.03788 -0.01657 -0.07792 -0.05634 -0.02479 -0.08889 -0.09231 -0.07614 -0.07614 -0.03704 0 -0.02381 -0.01923 Sep 3, 2013 0.031496 -0.00562 0.035211 0.044776 0 -0.02439 0 0.027473 0.027473 0.015385 -0.02 0.012195 0.029412 Sep 4, 2013 0.015267 -0.0339 -0.04762 -0.02857 -0.0339 -0.05 0.008475 -0.00802 -0.00802 -0.04545 0.003401 -0.01205 -0.03016 Sep 5, 2013 0.007519 0.005848 0 -0.02632 -0.09649 0.008403 0.008086 0.008086 0.02381 0 0.004065 0.01473 Sep 6, 2013 0.007463 0.023256 -0.01429 -0.01471 0.027027 0.067961 -0.00833 0.042781 0.042781 -0.03101 0.003389 0.016194 0.029032 Sep 9, 2013 0.066667 0.0625 0.057971 0.037313 0.026316 0.090909 0.067227 0.038462 0.038462 0.048 -0.01013 0.075697 0.003135 Sep 10, 2013 0.118056 0.048128 0.123288 0.136691 0.08547 0.158333 0.047244 0.014815 0.014815 0.068702 0.006825 0.074074 0.03125 Sep 11, 2013 -0.00621 0.010204 0.012195 0.012658 -0.02362 0.021583 -0.0292 -0.0292 -0.03571 0 -0.05172 Sep 12, 2013 -0.025 0.005051 0.03012 0.04375 -0.00806 0.028169 -0.01504 -0.03509 -0.03509 -0.00741 0.01695 -0.02545 -0.06515 Sep 13, 2013 0.00641 0 0.017964 0.00813 0.041096 -0.00763 -0.00779 -0.00779 0.007463 0.016668 0.007463 -0.00486 Sep 16, 2013 0.044586 0.01005 0.02924 0.052941 0.112903 0.026316 0.038462 0.049738 0.049738 0.014815 0.014753 0.074074 0.047231 Sep 17, 2013 -0.0061 0.004975 0 0.005587 -0.02174 0.00641 0.014815 -0.0219 0.004844 -0.0069 -0.02022 Sep 18, 2013 -0.04294 0 -0.03977 -0.03889 0 0.006369 -0.0219 -0.00748 -0.00748 -0.01493 0.067524 -0.02083 -0.02381 Sep 19, 2013 0.070513 0.069307 0.094675 0.069364 0.051852 0.063291 0.022388 0.080402 0.080402 0.022727 -0.02108 0.078014 0.027642 Sep 20, 2013 -0.0479 -0.02778 -0.06486 -0.03243 -0.02817 -0.15476 0.014599 -0.03721 -0.03721 0.007407 -0.00461 -0.00987 0.012658 Sep 23, 2013 -0.01258 0.014286 0 -0.02793 -0.00725 0.077465

  0 -0.01855 0.016611 -0.00156 Sep 24, 2013 -0.00637 -0.01878 -0.01734 -0.01149 -0.06569 0 -0.03597 -0.03382 -0.03382 -0.02941 -0.00787 -0.04248 -0.01408 Sep 25, 2013 -0.03205 0 0.023529 -0.0407 -0.01563 -0.01961 0.007463 -0.045 -0.045 -0.01515 -0.00159 -0.02389 Sep 26, 2013 0.019868 -0.00957 -0.02874 -0.00606 0.015873 0.006667 0.007407 -0.00524 -0.00524 0 0.001591 -0.02797 -0.02222 Sep 27, 2013 -0.00649 -0.00483 0.011834 0.012195 0.015625 0.019868 0.036765 0 0.004763 -0.00719 0.00487 Sep 30, 2013 -0.05229 -0.02913 -0.04678 -0.04217 -0.00769 -0.11688 0 -0.05263 -0.05263 -0.09231 0.003159 -0.05797 -0.02585 Oct 1, 2013 0.013793 0 0.042945 0.031447 -0.0155 0.058824 -0.00709 0.025 0.025 0.076271 0.007874 0.023077 0.004975 Oct 2, 2013 0.020408 0.03 0.005882 0.018293 0 0.013889 -0.00714 0.03523 0.03523 0.031496 0 0.023102 Oct 3, 2013 0.006667 0.014563 0.005848 0.005988 0.015748 0 -0.00719 -0.00785 -0.00785 0 0.015038 -0.00323 Oct 4, 2013 -0.00662 -0.00478 -0.01163 -0.00595 -0.00775 -0.0137 -0.02899 -0.02375 -0.02375 0 -0.00312 -0.04444 -0.00647 Oct 7, 2013 0.006667 -0.00481 0.023529 -0.00599 -0.00781 -0.00694 0.007463 0.010811 0.010811 0.022901 0 -0.00775 -0.01303 Oct 8, 2013 0.046358 0.009662 0.017241 0.036145 0.023622 0.027972 -0.00741 0.013369 0.013369 0 0.003134 0.027344 0.00495 Oct 9, 2013 0 -0.00478 -0.0113 0.011628 0.007692 0.013605 0 0.021108 0.021108 0 -0.03125 0.034221 -0.00657 Oct 10, 2013 0.018987 0.019231 0.011429 0.005747 0.038168 -0.02685 0 0.007752 0.007752 -0.00746 0.029035 0.018382 0.001653 Oct 11, 2013 0 0.009434 0.022599 -0.02286 0.014706 0.027586 0.044776 0.020513 0.020513 0.007519 0 0.028881 0.014851 Oct 16, 2013 0.012422 -0.01402 -0.00552 -0.0117 0.014493 0 -0.00714 -0.0201 -0.0201 -0.02985 0.003134 -0.02105 -0.02114 Oct 17, 2013 0 0.005556 -0.01183 -0.02143 0.033557 0.021583 -0.01282 -0.01282 0.015385 0.001561 0.021505 0.016611 Oct 18, 2013 0.006135 0.004739 0.005525 -0.01198 0.007299 0.038961 0 0.036364 0.036364 0.007576 0 0.031579 0.006536 Oct 21, 2013 -0.0061 0.009434 0.021978 0.006061 0.03125 0.021127 0.007519 0.007519 0.030075 0 -0.01361 0.022727 Oct 22, 2013 -0.01227 -0.01402 -0.01613 -0.01807 -0.03623 -0.03636 -0.01379 -0.02985 -0.02985 -0.0219 -0.09517 -0.03793 -0.02222 Oct 23, 2013 0.012422 -0.00474 0.005464 0.03681 0.007519 0.012579 0.034965 0.020513 0.020513 0.007463 0.005172 0.014337 0.029221 Oct 24, 2013 0.02454 0.019048 0.027174 0.04142 0.037313 0 0.030151 0.030151 0.014815 -0.00343 0.010601 0.014196 Oct 25, 2013 0.011976 0.004673 0.015873 0 -0.04348 -0.0073 0.003442 0.006993 -0.00311 Oct 28, 2013 -0.01183 0 0.005208 -0.01136 -0.02158 0.012987 0.006757 -0.02683 -0.02683 0 0.025729 -0.00694 -0.00156 Oct 29, 2013 -0.03593 -0.01395 -0.01036 -0.00575 0 -0.02013 0.005013 0.005013 -0.02206 -0.00334 0 -0.00625 Oct 30, 2013 -0.00621 0.009434 0.010471 0.011561 0.014706 0.012821 -0.04795 0.047382 0.047382 0 0.001678 0.003497 -0.0173 Oct 31, 2013 -0.0125 -0.02336 -0.00518 -0.01714 -0.03623 -0.01266 -0.04317 -0.00476 -0.00476 -0.02256 -0.01843 -0.04 Nov 1, 2013 -0.03165 -0.00478 -0.04688 -0.02907 -0.02256 -0.05769 -0.02256 -0.04306 -0.04306 -0.02308 -0.00171 -0.03136 -0.00667 Nov 4, 2013 0.006536 -0.00481 0.005464 -0.01198 -0.00769 -0.0068 0.007692 0.0125 0.0125 0.023622 -0.01368 0.003597 0.001678 Nov 6, 2013 0.006494 0.009662 0.01087 0 0.015504 0.054795 0.015267 -0.02716 -0.02716 0.007692 0.012132 -0.00358 0.031826 Nov 7, 2013 0.032258 0.014354 -0.00538 0.012121 0.022901 0.006494 0.015038 0.015228 0.015228 0.022901 0.006849 -0.0036 -0.01948 Nov 8, 2013 0 -0.02358 -0.00541 -0.01796 0 0.025806 -0.00741 0.01 0.01 -0.00746 -0.01361 -0.01805 -0.00166

  Nov 11, 2013 -0.0125 -0.00966 -0.0163 -0.02439 0.007463 -0.03145 -0.02985 -0.00743 -0.00743 -0.02256 -0.01897 -0.00735 -0.01161 Nov 12, 2013 -0.03797 -0.01951 -0.0442 -0.0375 -0.02222 -0.01948 -0.03846 -0.03242 -0.03242 -0.00769 0.001757 -0.0037 Nov 13, 2013 -0.03947 -0.00995 -0.0289 -0.03247 -0.03788 -0.03974 0.032 -0.01804 -0.01804 -0.00775 -0.01053 -0.04089 -0.00671 Nov 14, 2013 0.041096 0.01005 0.035714 0.060403 0.015748 0.027586 0.015504 0.005249 0.005249 0.015625 0.042553 0.011628 0.010135 Nov 15, 2013 0.006579 0.014925 -0.01149 -0.01266 -0.02326 -0.02685 0.007634 -0.00783 -0.00783 -0.01538 0.003401 -0.00766 -0.0301 Nov 18, 2013 0.013072 0.009804 0.040698 0.00641 0.055556 0.041379 0.015152 0.023684 0.023684 0.015625 0.013559 0.015444 0.017241 Nov 19, 2013 0.006452 -0.00971 0 -0.01911 0.015038 -0.00662 0.007463 -0.00514 -0.00514 -0.00769 -0.00167 0.007605 -0.01017 Nov 20, 2013 -0.01923 -0.01471 -0.02235 -0.00649 -0.02963 -0.00667 0 -0.01809 -0.01809 -0.00775 -0.01173 -0.02642 -0.01712 Nov 21, 2013 0.006536 -0.0199 -0.00571 -0.01307 0.022901 0.006711 -0.01481 0.010526 0.010526 -0.01563 -0.0322 0 -0.04007 Nov 22, 2013 -0.00649 0.015228 -0.01149 0 -0.01493 -0.00667 -0.00752 -0.03125 -0.03125 0.015873 -0.02802 0.003876 -0.00363 Nov 25, 2013 0.006536 0.015 0.005814 0.033113 -0.00758 0.006711 -0.01515 -0.01882 -0.01882 -0.02344 0.009009 -0.00772 0.01275 Nov 26, 2013 -0.03896 -0.04926 -0.04046 -0.01282 -0.03817 -0.05333 0.023077 0.035616 0.035616 0.008 0.007143 -0.01946 -0.06475 Nov 27, 2013 -0.01351 0.005181 -0.00602 -0.01948 0 0.007519 0 -0.02381 -0.01418 0.02381 0.026923 Nov 28, 2013 -0.00685 0.005155 0 -0.00662 0 -0.00704 -0.00746 0.002646 0.002646 -0.00813 0 -0.00388 -0.00187 Nov 29, 2013 0.027586 -0.01026 -0.00606 0.02 -0.00794 -0.03546 0 -0.00528 -0.00528 0 -0.00389 -0.00188 Dec 2, 2013 0.033557 0.015544 0.036585 0.006536 0.024 0.044118 0.007519 0.018568 0.018568 0.016393 0.007194 0.027344 0.016917 Dec 3, 2013 -0.01299 0 -0.01176 0.019481 -0.00781 -0.02113 -0.00746 -0.00521 -0.00521 -0.01613 -0.00357 -0.0076 -0.02957 Dec 4, 2013 -0.01316 -0.01531 -0.02976 -0.02548 -0.01575 -0.02158 -0.00752 -0.01571 -0.01571 0 -0.01916 -0.01714 Dec 5, 2013 -0.02 -0.01036 -0.03681 -0.00654 -0.016 -0.01471 -0.01515 -0.00798 -0.00798 0 -0.01434 -0.00391 -0.01163 Dec 6, 2013 -0.02721 -0.00524 -0.00637 -0.03947 0 -0.01493 0 -0.01072 -0.01072 -0.03279 Dec 9, 2013 0.020979 -0.01053 0 0.047945 0.02439 0 0.030769 0.02981 0.02981 0 -0.01818 0.003922 0.029412 Dec 10, 2013 -0.00685 0.042553 0.019231 0.026144 0.039683 0.045455 0.014925 0.034211 0.034211 0.042373 0.003704 0.027344 0.020952 Dec 11, 2013 0.013793 0.005102 0 -0.00637 -0.01527 0 -0.01471 -0.01272 -0.01272 -0.00813 -0.01107 0.007605 -0.00746 Dec 12, 2013 -0.02721 -0.0203 -0.03145 -0.01923 -0.02326 -0.03623 -0.02985 -0.02577 -0.02577 -0.01639 -0.00373 -0.01509 -0.00376

  Dec 13, 2013 -0.02098 -0.01554 -0.00649 0.006536 -0.03175 -0.03759 0.015385 0 -0.00833 -0.01498 -0.00383 -0.02075 Dec 16, 2013 -0.02857 -0.01579 -0.00654 -0.02597 0 -0.02344 -0.01515 -0.0291 -0.0291 0.008403 0 -0.00769 -0.00771 Dec 17, 2013 0.022059 0.016043 0.026316 0.046667 0.016393 0.048 0.015385 0.049046 0.049046 -0.0019 0.01938 0.009709 Dec 18, 2013 0.021583 -0.00526 0 -0.01911 0.008065 -0.00763 0 0.028571 0.028571 0.008333 -0.0019 0.026616 -0.00385 Dec 19, 2013 0 0.010582 0.00641 0.032468 0.04 0.015385 -0.00758 0.005051 0.005051 0.033058 -0.01145 0.02963 Dec 20, 2013 -0.03521 -0.03141 -0.00637 0.006289 -0.01538 0.030303 -0.01527 -0.00754 -0.00754 -0.04 0 0.003597 0.003861 Dec 23, 2013 0.021898 0.027027 0 -0.01875 0.007813 -0.02206 0 -0.00253 -0.00253 0 -0.01158 0.003584 -0.01731 Dec 24, 2013 0 -0.00526 0 -0.00637 0.023256 0.007519 0.007752 0.002538 0.002538 0.016667 -0.00586 0 0.021526 Dec 27, 2013 0.021429 -0.00529 0 -0.01923 0 0.007463 -0.00769 0.005063 0.005063 0.016393 -0.11591 0.003571 0.019157 Dec 30, 2013 0.013986 0.021277 0.012821 0.026144 0.030303 0 0.023256 0.007557 0.007557 0.008065 0.155556 0.007117 -0.02256

  

Return 0.10615 0.109835 0.140161 0.030726 -0.02613 0.106764 0.201091 -0.00582 -0.00582 0.267242 0.351285 -0.0382 0.263002

Std. Deviasi 2.566797 2.181042 2.626675 2.610233 2.467889 3.785184 2.459575 2.680124 2.680124 2.648516 2.534471 2.614338 2.760094

Avg. Return 0.044414 0.045956 0.058645 0.012856 -0.01093 0.044671 0.084138 -0.00244 -0.00244 0.111817 0.146981 -0.01598 0.110043

  Lanjutan Lampiran 4

  Date AALI LSIP PTBA ANTM

  INCO

  ITMG JSMR TLKM AKRA UNTR

  IHSG Jan 2, 2013 Jan 3, 2013 0.032419 0.030928 0.021148 0.022556 0.039604 0.011862 0.009009 0.005587 0.005714 0.011933 0.012143 Jan 4, 2013 -0.00483 -0.04 -0.00592 0 -0.00117 0 0.011111 0.017045 0.009434 0.002446 Jan 7, 2013 0.002427 0.03125 -0.00893 -0.01471 -0.02857 -0.02347 -0.00893 0.010989 0 0.011682 -0.004 Jan 9, 2013 -0.02179 -0.0303 -0.05105 0.022388 0.019608 0.002404 -0.01802 -0.02717 0.011173 -0.06467 -0.0067 Jan 10, 2013 -0.03218 -0.04167 0.022152 -0.0146 0.009615 -0.02758 0 0.055249 -0.01044 Jan 11, 2013 0 -0.02174 -0.02786 0.022222 0.028571 -0.01726 0 0.011173 -0.00524 0.019753 -0.00265 Jan 14, 2013 0.012788 0.011111 0.050955 0.043478 0.055556 0.017566 0.009174 0.01105 0.005263 0.016949 0.017787 Jan 15, 2013 0.007576 0.010989 -0.00303 -0.01389 0 0.033292 0.009091 0.032787 -0.00524 0.021429 0.00418 Jan 16, 2013 -0.03008 0.01087 -0.00304 -0.01408 -0.02632 0.00716 -0.00901 0.005291 -0.00526 -0.00233 0.002304 Jan 17, 2013 -0.01292 -0.02151 -0.01524 -0.02857 -0.02703 0.001185 0 0.005263 0.005291 -0.03738 -0.00285 Jan 18, 2013 0.007853 -0.01099 0.01548 -0.00735 0.009259 -0.00592 0.018182 0.026178 0.015789 0.019417 0.015256 Jan 21, 2013 -0.00519 0.011111 -0.02439 0.007407 0 -0.03333 -0.03571 -0.02041 -0.02591 -0.01667 -0.00571 Jan 22, 2013 0 -0.03676

  0 0.031915 -0.00527 Jan 23, 2013 0.005222 -0.04396 -0.025 0.015267 -0.04587 0.009852 -0.03704 0 0.010309 -0.03148 0.000494 Jan 25, 2013 0.005195 0.00641 -0.01504 0.019231 -0.01463 -0.00962 0.020833 -0.01531 0.00427 Jan 28, 2013 -0.00517 0 -0.00637 0.007634 0 0.014851 0.019417 -0.02551 -0.00518 -0.025 -0.00466 Jan 29, 2013 -0.01299 0.011494 0.012821 0.05303 0.04717 -0.00488 0.028571 0.010471 0.010417 0.030769 0.005001 Jan 30, 2013 -0.00263 0 -0.01582 -0.00719 -0.01802 0.008578 0.018519 0.005181 -0.01031 -0.01493 0.003143 Jan 31, 2013 -0.00528 0 -0.00322 -0.01449 0.009174 0.00729 0 -0.02604 -0.00253 0.000162 Feb 1, 2013 0.015915 0.034091 0 0.022059 0.018182 -0.00603 0 -0.00515 0.010695 -0.01013 0.006271 Feb 4, 2013 0 0.006452 -0.02158 -0.0182 0 0.005181 -0.01058 -0.0179 0.001993 Feb 5, 2013 -0.00261 -0.02198 0 -0.00893 0.009889 0 -0.02674 -0.01042 -0.00248 Feb 6, 2013 -0.00524 0 -0.01282 0.029412 0.099099 -0.00122 -0.00909 0.010309 0.049451 0.004362 Feb 7, 2013 -0.00526 0 -0.00325 -0.01429 -0.04098 -0.0098 0 -0.01531 0.010471 -0.00263 0.000927 Feb 8, 2013 0 -0.01124 -0.00326 -0.00725 -0.01709 0.00495 0.009174 0 0.005181 0.015831 -0.00264 Feb 11, 2013 -0.00265 0 0.006536 0.007299 -0.02609 0 0.020619 0.036364 0.002667 Feb 12, 2013 0.002653 0.011364 0.019481 -0.00725 0.026786 -0.00123 0.009091 0 -0.05556 0.010025 0.009991 Feb 13, 2013 0 -0.00637 -0.0073 0 0.003699 0.009009 -0.00518 -0.03209 0.005129 Feb 15, 2013 0.010582 0.011236 0 -0.01739 -0.00491 -0.01786 0.036458 0.005525 -0.0397 0.00836 Feb 18, 2013 -0.01047 -0.02222 -0.01282 -0.01471 -0.0177 -0.00741 0 -0.02747 -0.00258 0.00049 Feb 19, 2013 -0.02116 -0.01136 -0.02273 -0.01493 0 0.004975 0.018182 -0.00503 0.073446 -0.00518 0.003239 Feb 20, 2013 0.021622 0 0.023256 0.015152 -0.00901 0.002475 0.008929 -0.00505 0.031579 0.001612 Feb 21, 2013 -0.00265 -0.01149 -0.01623 -0.03731 0 0.002469 -0.00885 0.005076 0.005102 -0.01042 -0.00044 Feb 22, 2013 -0.02653

  0 -0.01478 0 -0.00505 0 -0.00526 0.004041 Feb 25, 2013 0.00545 -0.01163 -0.0099 -0.0155 -0.00909 0.01125 0 0.005076 -0.01523 0.010582 0.009673 Feb 26, 2013 -0.00813 -0.02353 -0.01333 -0.00787 -0.04587 -0.0136 0 -0.00505 -0.01546 -0.00524 -0.00704 Feb 27, 2013 0 -0.01205 0.016892 0.015873 0.009615 0.003759 0 0.030457 0 0.015789 0.01145 Feb 28, 2013 0.008197 0.012195 0.003322 0.007813 0.028571 0.004994 -0.00893 0.059113 -0.01047 0.016828 Mar 1, 2013 0.00271 0 -0.01325 0.007752 -0.03704 0 0.027027 0.009302 0.026455 0.010363 0.003299 Mar 5, 2013 0.005405 0 -0.02349 -0.00769 0.028846 -0.00621 0 -0.03226 0.051546 -0.01538 -0.01245 Mar 6, 2013 0.016129 -0.01205 0.024055 0.062016 0.065421 0 0.008772 0.057143 0.039216 0.013021 0.015359 Mar 7, 2013 0.005291 0 -0.01007 0 -0.02632 -0.0025 0 -0.04505 -0.04717 0.041131 0.004896 Mar 8, 2013 -0.00789 0 0.047458 -0.0146 0.009009 0.012531 0.008696 0.014151 -0.0198 0.005404 Mar 11, 2013 -0.00796 -0.02439 -0.00647 -0.02222 -0.02679 -0.00743 0 0.009302 -0.0404 -0.02716 -0.00414 Mar 13, 2013 -0.00535 0 0.003257 0 -0.00917 -0.00374 0 0.031579 -0.00389 Mar 14, 2013 -0.02957 0.025 -0.02273 -0.01515 0.009259 -0.00375 -0.00862 -0.02304 0 -0.01523 -0.01015 Mar 15, 2013 -0.00554 -0.02927 0.026578 0.015385 0 0.013819 0.008696 -0.0283 -0.03571 -0.01031 0.006884 Mar 18, 2013 0.016713 -0.00503 -0.02913 0.037879 -0.0223 0 0.019417 0 -0.01042 -0.00342 Mar 19, 2013 0.013699 -0.00505 -0.00333 0.007299 0.018349 -0.03676 0 0.004762 -0.01587 0.004123 Mar 20, 2013 -0.00811 -0.02538 -0.01338 -0.02174 0 -0.03421 0 0.014218 0 -0.01842 0.001839 Mar 21, 2013 -0.00545 -0.01042 -0.06441 -0.00741 -0.04505 -0.04496 0 0.004673 0 -0.01609 -0.00597 Mar 22, 2013 -0.01096 -0.04211 -0.02174 -0.0566 -0.04993 -0.02586 -0.0186 -0.00538 -0.05722 -0.01656 Mar 25, 2013 0.024931 -0.00549 0.051852 0.022388 -0.02 0.015015 0.026549 0.014218 0.021622 0.00289 0.01159 Mar 26, 2013 0 0.022099 0.014085 0.021898 0.010204 0.002959 0.008621 0.014019 -0.03175 0.008646 0.013525 Mar 27, 2013 0 0.032432 0.017361 -0.0202 0.016224 0.008547 0 -0.04372 0.037143 0.017673 Mar 28, 2013 0 0.010471 -0.01706 -0.02143 -0.02062 0.030479 0.008475 0.013825 -0.02857 0.002755 0.002616 Apr 1, 2013 -0.00811 -0.02073 0.055556 0.021898 0.031579 -0.00986 0.008403 -0.02273 -0.00588 0.024725 -0.00069 Apr 2, 2013 -0.00272 0.015873 -0.00329 -0.00714 -0.0102 0.024182 0.066667 0.013953 -0.01775 0.003984 Apr 3, 2013

  0 -0.03614 0.004886 Apr 4, 2013 0.005464 -0.02604 0.013201 0.021583 0.010309 0.066667 -0.01563 -0.00459 0.075 0.029491 -0.01182 Apr 5, 2013 0.002717 0.005348 -0.01954 -0.01408 0 0.011719 -0.02381 -0.01382 -0.01163 -0.02604 0.000703 Apr 8, 2013 -0.01355 -0.01596 0.013289 0.028571 0 0.010296 0.00813 -0.01869 -0.01176 0.002674 -0.0058 Apr 9, 2013 -0.00275 0.005405 0.003279 -0.02778 -0.02041 0.006369 0.024194 0.028571 0 -0.01067 0.000423 Apr 10, 2013 0.002755 -0.00538 0.009804 0.014286 -0.01042 -0.0443 0 -0.00463 0.053571 -0.00539 -0.00451 Apr 11, 2013 0.005495 0.005405 -0.00324 0 0.010526 -0.01722 -0.00787 0.023256 0.011299 0.01084 0.009591 Apr 12, 2013 0.016393 0.005376 0 0.020833 0.021563 0.007937 0.013636 0 0.005362 0.00263 Apr 15, 2013 -0.00269 -0.01604 -0.01623 -0.02817 0 -0.01055 0 -0.05028 -0.01067 -0.00863 Apr 17, 2013 -0.02156 -0.00543 0.013201 0.007246 0.010204 0.024 0.007874 0.076233 0.011765 -0.01078 0.02126 Apr 18, 2013 0.00551 0 0.006515 -0.01439 0.010101 0.001302 0.023438 -0.0375 -0.04651 -0.0109 0.002799 Apr 19, 2013 0.019178 -0.01639 -0.01294 -0.0146 0 -0.02861 0.015267 0.012987 0.018293 -0.01377 -0.00283 Apr 22, 2013 0.005376 -0.02222 0 0.007407 0.03 0.017403 0 -0.05389 -0.00031 Apr 23, 2013

• 0.0443 -0.00432 Apr 24, 2013 -0.05882 -0.01136 -0.01311 0.014706 0.038835 0.015789 0 0.021368 -0.03974 0.030726 0.007292 Apr 25, 2013 -0.00568 -0.01149 -0.00332 -0.00725 0.028037 -0.00907 0 -0.01255 -0.02759 -0.00341 Apr 26, 2013 -0.00571 0.005814 0.006667 0.007299 0.018182 0 -0.04661 0.021277 -0.03794 -0.00321 Apr 29, 2013 0.002874 -0.03468 0.003311 -0.00725 0 -0.04314 0.007519 0.013333 0.083333 0.002817 0.004266 Apr 30, 2013 0.014327 -0.08982 0.006601 0.007299 0.017857 0.004098 0 0.026316 0.025641 -0.00281 0.006864

  May 1, 2013 -0.0113 0.026316 0 -0.00725 -0.03509 -0.02313 -0.01493 0.008547 -0.00625 0.022535 0.005334 May 2, 2013 0.002857 0 -0.02951 -0.0146 -0.01818 -0.01114 -0.00758 0 -0.01653 -0.01321 May 3, 2013 0.005698 -0.01282 -0.02027 -0.00741 -0.00926 -0.01408 0.007634 -0.04237 -0.01887 -0.02521 -0.01373 May 6, 2013 0.014164 0.006494 0.031034 0.014925 0.037383 0.002857 0.015152 0.026549 -0.08974 0.014368 0.013479 May 7, 2013 -0.01397 0.025806 -0.00669 0 -0.01802 0.004274 -0.00746 0.008621 0.091549 -0.0255 0.010201 May 8, 2013 -0.01983 0 -0.00337 0.007353 0.027523 -0.00426 -0.00752 0.008547 0.070968 0.008721 0.009229 May 10, 2013 -0.00867 -0.04403 -0.02027 0 0.008929 -0.00142 0 0.004237 0.024096 -0.00865 0.003264 May 13, 2013 0.014577 -0.00658 -0.01034 -0.0219 -0.0177 -0.0214 0.015152 0 0.094118 -0.00291 -0.01005 May 14, 2013 -0.00575 0.013245 -0.01394 0.007463 -0.00901 -0.04227 -0.00746 0 -0.05376 -0.00875 0.005403 May 15, 2013 0 0.013072 -0.0106 -0.02963 -0.0411 0 0.004219 0.022727 -0.01471 0.001562 May 16, 2013 -0.01734 0.012903 0.028571 0 -0.04545 -0.00476 0.007519 0 0.088889 -0.01791 -0.0022 May 17, 2013 0.011765 -0.00637 0.086806 0.007634 -0.01905 0.057416 0.022388 0.004202 0.00304 0.013192 May 20, 2013 0.014535 0.044872 -0.00639 0.007576 -0.01942 0.028658 0.007299 0.029289 0 0.027273 0.013468 May 21, 2013 0.014327 0.006135 -0.03537 0.007519 0.009901 -0.01466 -0.01449 -0.00407 -0.0102 0.017699 -0.00503 May 22, 2013 0.036723 0.02439 -0.00333 -0.0098 -0.01935 -0.01471 0.008163 -0.02577 0.017391 0.003708 May 23, 2013 -0.00817 0.029762 -0.07023 -0.02239 -0.0099 -0.05615 -0.01493 -0.01215 -0.05291 -0.01994 -0.01663