PENGARUH LIBUR LEBARAN DAN TAHUN BARU TERHADAP ABNORMAL RETURN (STUDI KASUS PADA PERUSAHAAN SUB SEKTOR MAKANAN DAN MINUMAN, ROKOK, FARMASI, KOSMETIK DAN KEPERLUAN RUMAH TANGGA, DAN PERALATAN RUMAH TANGGA YANG LISTED DI BURSA EFEK INDONESIA PERIODE 2012 -
DAFTAR PUSTAKA
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Merdeka. Hal. 4.No Kode Saham Nama Emiten Tanggal
8 MLBI Multi Bintang Indonesia Tbk, PT 17-Jan-1994
14 STTP Siantar Top Tbk, PT 16-Dec-1996
13 SKLT Sekar Laut Tbk, PT 8-Sep-1993
12 SKBM Sekar BT 05-Jan-1993
11 ROTI Nippon Indosari Corporindo Tbk, PT 28-Jun-2010
10 PSDN Prashida Aneka Niaga Tbk, PT 18-Oct-1994
9 MYOR Mayora Indah Tbk, PT 4-Jul-1990
7 INDF Indofood Sukses Makmur Tbk, PT 14-Jul-1994
IPO
6 ICBP Indofood CBP Sukses Makmur Tbk, PT 7-Oct-2010
5 DLTA Delta Djakarta Tbk, PT 12-Feb-1984
4 CEKA Cahaya Kalbar Tbk, PT 9-Jul-1996
3 ALTO Tri Banyan Tirta Tbk, PT 10-Jul-2012
2 AISA Tiga Sejahtera Food Tbk, PT 11-Jun-1997
1 ADES Akasha Wira International Tbk, PT ( d.h Ades Waters Indonesia Tbk, PT ) 13-Jun-1994
15 ULTJ Ultrajaya Milk Industry and Trading Company Tbk, PT 2-Jul-1990
Kode Nama Tanggal No Saham Emiten
IPO
1 GGRM Gudang Garam Tbk 27-Aug-1990 Handjaya Mandala Sampoerna
2 HMSP Tbk 15-Aug-1990 Bentoel International Investama
3 RMBA Tbk 5-Mar-1990
4 WIIM Wismilak Inti Makmur Tbk 18-Dec-2012
Sub sektor farmasi di Bursa Efek Indonesia No Kode Nama Tanggal Saham Emiten
IPO
1 DVLA Darya Varia Laboratoria Tbk 11-Nop-1994
2 INAF Indofarma (Persero) Tbk 17-Apr-2001
3 KAEF Kimia Farma (Persero) Tbk 04-Jul-2001
4 KLBF Kale Farma Tbk 30-Jul-1991
5 MERK Merck Indonesia Tbk 23-Jul-1981
6 PYFA Pyridam Farma Tbk 16-Okt-2001
7 SCPI Merck Sharp Dohme Pharma Tbk 8-Jun-1990
8 SIDO
Industri Jamu & Farmasi Sido
Muncul Tbk 18-Des-20139 SQBB Taisho Pharmaceutical Indonesia Tbk 29-Marl-1983
10 TSPC Tempo Scan Pasific Tbk 17-Jan-1994
Sub Sektor Kosmetik & Keperluan Rumah Tangga Kode Nama Tanggal No Saham Emiten
IPO
1 MBTO PT Martina Berto Tbk 13-Jan-2011
2 MRAT PT Mustika Ratu Tbk 27-Jul-1995
3 TCID PT Mandom Indonesia Tbk 23-Sep-1993
4 UNVR PT Unilever Indonesia Tbk 11-Jan-1982
Kode Nama Tanggal
No Saham EmitenIPO
1 CINT Chitose Internatonal Tbk 27-Jun-2014
2 KDSI Kedawung Setia Industrial Tbk 29-Jul-1996
3 KICI PT Kedaung Indah Can Tbk 28-Okt-1993
4 LMPI PT Langgeng Makmur Industry Tbk 17-Okt-1994
Uji Normalitas Lebaran Case Processing Summary
Cases Valid Missing Total N Percent N Percent N Percent sebelum 96 100.0% .0% 96 100.0% sesudah 96 100.0% .0% 96 100.0%
Descriptives Statistic Std. Error sebelum Mean -.0015 .00067
95% Confidence Interval for Mean Lower Bound -.0029 Upper Bound -.0002
5% Trimmed Mean -.0015 Median -.0018 Variance .000 Std. Deviation .00660 Minimum -.03 Maximum .02 Range .05 Interquartile Range .01 Skewness -.249 .246 Kurtosis 2.823 .488 sesudah Mean -.2460 .07635 95% Confidence Interval for
Mean Lower Bound -.3976 Upper Bound -.0945 5% Trimmed Mean -.1168
Median -.0016 Variance .560 Std. Deviation .74812 Minimum -3.25 Maximum .13 Range
3.38 Interquartile Range .01 Skewness -2.915 .246 Kurtosis 7.200 .488
Tests of Normality
a
Kolmogorov-Smirnov Shapiro-Wilk Statistic df Sig. Statistic df Sig. sebelum .098 96 .025 .960 96 .005 sesudah .510
96 .000 .381 96 .000
a. Lilliefors Significance Correction
Uji Normalitas Tahun Baru Case Processing Summary
Cases Valid Missing Total
N Percent N Percent N Percent
sebelum96 100.0% .0% 96 100.0% sesudah 96 100.0% .0% 96 100.0%
Descriptives Statistic Std. Error sebelum Mean
- .0021 .00090 95% Confidence Interval for Lower Bound -.0039 Mean Upper Bound -.0003 5% Trimmed Mean -.0021 Median
- .0026 Variance
.000 Std. Deviation .00878 Minimum
- .03 Maximum
.04 Range .07 Interquartile Range .01
Skewness .682 .246
Kurtosis 7.184 .488 sesudah Mean .0032 .00346 95% Confidence Interval for Lower Bound -.0037Mean Upper Bound .0100
5% Trimmed Mean .0010 Median .0016 Variance
.001 Std. Deviation .03390 Minimum
- .14 Maximum
.29 Range .42 Interquartile Range .01
Skewness 5.549 .246
Kurtosis 54.602 .488
Tests of Normalitya
Kolmogorov-Smirnov Shapiro-Wilk Statistic df Sig. Statistic df Sig. sebelum .143 96 .000 .864 96 .000 sesudah .330
96 .000 .343 96 .000
a. Lilliefors Significance Correction
WILCOXON SIGNED RANKS
Hipotesis Pertama Ranks
N Mean Rank Sum of Ranks
a
sesudah - sebelum Negative Ranks
46 58.50 2691.00
b
Positive Ranks
50 39.30 1965.00
c
Ties Total
96
a. sesudah < sebelum
b. sesudah > sebelum
c. sesudah = sebelum b Test Statistics
- sesudah sebelum
a
Z -1.327 Asymp. Sig. (2-tailed) .185 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test Hipotesis Kedua Ranks
N Mean Rank Sum of Ranks
a
sesudah - sebelum Negative Ranks
38 36.92 1403.00
b
Positive Ranks
58 56.09 3253.00
c
Ties Total
96
a. sesudah < sebelum
b. sesudah > sebelum
c. sesudah = sebelum b Test Statistics sesudah - sebelum
a
Z -3.380 Asymp. Sig. (2-tailed) .001 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test Hipotesis Ketiga Ranks
N Mean Rank Sum of Ranks
a
thnbaru - lebaran Negative Ranks
56
48.29 2704.00b
Positive Ranks
40
48.80 1952.00c
Ties Total
96
a. thnbaru < lebaran
b. thnbaru > lebaran
c. thnbaru = lebaran b Test Statistics thnbaru - lebaran
a
Z -1.374 Asymp. Sig. (2-tailed) .169 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test Hipotesis Keempat Ranks
N Mean Rank Sum of Ranks
a
thnbaru - lebaran Negative Ranks
40
49.08 1963.00b
Positive Ranks
56
48.09 2693.00c
Ties Total
96
a. thnbaru < lebaran
b. thnbaru > lebaran
c. thnbaru = lebaran b Test Statistics thnbaru - lebaran
a
Z -1.334 Asymp. Sig. (2-tailed) .182 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
ADES AISA CEKA DLTA
- 0.00781 0.002516 -0.010328 -0.0078 0.00251599 -0.01033 0.012381 0.002516 0.00986 0.002516 -0.00252
- 0.00775 0.009891 -0.017643 -0.0078 0.00989095 -0.01764 0.011561 0.009891 0.00167 0.009891 -0.00989
- 0.02273 0.0012554 -0.023983 -0.0227 0.00125539 -0.02398 -0.02352 0.001255 -0.0248 0.001255 -0.00126 SESUDAH 0 0.0041637 -0.004164 0.00416365 -0.00416 -0.04704 0.004164 -0.0512 -0.04704 0.004164 -0.0512
- 0.01504 -0.000116 -0.014922 -0.015 -0.0001155 -0.01492 0.012381 -0.00012 0.0125 -0.02174 -0.00012 -0.02162 0.047244 0.0007314 0.0465127 0.04724 0.00073138 0.046513 0.011561 0.000731 0.01083 -0.04167 0.000731 -0.0424
- 0.09023 -0.013992 -0.076233 0.83333 -0.0139922 0.847325 0.010101 -0.01399 0.02409 -0.01399 0.013992
INDF MLBI MYOR
- 0.00758 -0.009425 0.0018492 -0.0187 -0.0094249 -0.00927 -0.00942 0.00942 -0.03965 -0.00942 -0.03022 0.007634 0.002516 0.0051176 0.00251599 -0.00252 0.002516 -0.0025 0.009443 0.002516 0.006927 0.015504 0.009891 0.0056129 0.00989095 -0.00989 0.009891 -0.0099 -0.00703 0.009891 -0.01692
- 0.00769 0.0012554 -0.008948 -0.0183 0.00125539 -0.0196 0.001414 0.001255 0.00016 0.001255 -0.00126 SESUDAH -0.02963 0.0041637 -0.033793 -0.0093 0.00416365 -0.01351 0.004164 -0.0042 -0.03382 0.004164 -0.03798 >0.00741 0.0007314 -0.008139 -0.0093 0.00073138 -0.00999 0.000731 -0.0007 -0.00725 0.000731 -0.00798 0.038462 0.0121368 0.0263247 -0.0092 0.0121368 -0.02131 0.012137 -0.0121 -0.00715 0.012137 -0.01928 0.015625 0.0167894 -0.001164 0.00926 0.01678937 -0.00753 0.016789 -0.0168 0.019521 0.016789 0.002731
- 0.0229 -0.008558 -0.014343 -0.0085579 0.008558 -0.00856 0.00856 -0.00487 -0.00856 0.00
- 0.013992 0.0139922 -0.0139922 0.013992 -0.01399 0.01399 -0.03514 -0.01399 -0.02114
0.028302 0.0121368 0.0161651 0.01485 0.0121368 0.002715 -0.00096 0.012137 -0.0131 0.016949 0.012137 0.004812
SESUDAH 0 0.0041637 -0.004164 0.00192 0.00416365 -0.00224 0.015625 0.004164 0.01146 0.004164 -0.00416
0.002516 -0.002516 -0.001 0.00251599 -0.00349 0.005882 0.002516 0.00337 -0.01613 0.002516 -0.01865
SEBELUM 0 0.0044718 -0.004472 0.00194 0.00447177 -0.00253 0.009709 0.004472 0.00524 0.016667 0.004472 0.012195 0 0.0049569 -0.004957 0.00292 0.00495687 -0.00204 0.004957 -0.005 -0.04762 0.004957 -0.05258
SESUDAH -0.01887 0.0041637 -0.023032 0.00416365 -0.00416 0.004164 -0.0042 0.004164 -0.00416
0.002516 -0.002516 0.00251599 -0.00252 0.002516 -0.0025 0.002516 -0.00252 0.009891 -0.009891 0.00508 0.00989095 -0.00481 0.009891 -0.0099 -0.02381 0.009891 -0.0337 0 0.0012554 -0.001255 0.00125539 -0.00126 0.001255 -0.0013 0.001255 -0.00126
0.007463 -0.000116 0.0075782 -0.0001155 0.000116 -0.00012 0.00012 0.004871 -0.00012 0.004986
SEBELUM 0 0.0044718 -0.004472 -0.005 0.00447177 -0.0095 0.004472 -0.0045 0.004472 -0.00447 0 0.0049569 -0.004957 0.00495687 -0.00496 0.004957 -0.005 0.004957 -0.00496 0 0.0046376 -0.004638 0.00463763 -0.00464 0.004638 -0.0046 0.097561 0.004638 0.092923
SEBELUM 0.015267 0.0044718 0.0107954 -0.0096 0.00447177 -0.01409 0.004472 -0.0045 0.004967 0.004472 0.000495 0 0.0049569 -0.004957 0.00495687 -0.00496 0.004957 -0.005 -0.02181 0.004957 -0.02676 0 0.0046376 -0.004638 -0.0095 0.00463763 -0.01416 0.004638 -0.0046 0.002435 0.004638 -0.0022
ICBP
0.008264 -0.008558 0.0168224 0.00826 -0.0085579 0.016822 -0.00856 0.00856 -0.00856 0.008558
0.016 0.0121368 0.0038632 0.016 0.0121368 0.003863 0.024679 0.012137 0.01254 0.012137 -0.01214 0.02459 0.0167894 0.0078008 0.02459 0.01678937 0.007801 0.013 0.016789 -0.0038 0.016789 -0.01679
SEBELUM 0.007692 0.0044718 0.0032205 0.00769 0.00447177 0.003221 0.004472 -0.0045 0.004472 -0.00447 0.007752 0.0049569 0.0027951 0.00775 0.00495687 0.002795 0.004957 -0.005 0.004957 -0.00496 0 0.0046376 -0.004638 0.00463763 -0.00464 0.012683 0.004638 0.00805 0.076923 0.004638 0.072285 0.015748 -0.009425 0.025173 0.01575 -0.0094249 0.025173 -0.03575 -0.00942 -0.0263 -0.00942 0.009425
2012 LEBARAN
PSDN ROTI SKLT STTP
- 0.009425 0.0094249 0.00505 -0.0094249 0.014475 -0.00942 0.00942 -0.00942 0.009425
- 0.000116 0.0001155 -0.0001155 0.000116 -0.00012 0.00012 -0.00012 0.000116 0 0.0007314 -0.000731 -0.005 0.00073138 -0.00576 0.000731 -0.0007 0.000731 -0.00073 0 0.0121368 -0.012137 -0.0149 0.0121368 -0.02699 0.012137 -0.0121 0.012137 -0.01214 0 0.0167894 -0.016789 0.01678937 -0.01679 0.016789 -0.0168 0.016789 -0.01679
- 0.008558 0.0085579 -0.0098 -0.0085579 -0.00125 -0.00856 0.00856 -0.00856 0.008558
- 0.013992 0.0139922 -0.0192 -0.0139922 -0.00524 -0.01399 0.01399 -0.01399 0.013992
ULTJ GGRM HMSP RMBA
- 0.01802 0.0046376 -0.022656 -0.0019 0.00463763 -0.00658 0.004638 -0.0046 0.032787 0.004638 0.028149
- 0.009425 0.0094249 0.00488 -0.0094249 0.014308 0.003899 -0.00942 0.01332 -0.00942 0.009425
- 0.0177 0.009891 -0.02759 0.01185 0.00989095 0.001955 0.00295 0.009891 -0.0069 0.009891 -0.00989 0 0.0012554 -0.001255 0.00125539 -0.00126 -0.01549 0.001255 -0.0167 -0.01587 0.001255 -0.01713
- 0.000116 0.0001155 0.00385 -0.0001155 0.003969 -0.00583 -0.00012 -0.0057 0.016667 -0.00012 0.016782 0 0.0007314 -0.000731 0.01268 0.00073138 0.011952 -0.00675 0.000731 -0.0075 0.000731 -0.00073
- 0.00935 0.0167894 -0.026135 0.02123 0.01678937 0.004444 -0.00096 0.016789 -0.0178 0.016789 -0.01679 0.009434 -0.008558 0.0179919 -0.013 -0.0085579 -0.00442 -0.00096 -0.00856 0.0076 0.017241 -0.00856 0.025799
INAF KAEF KLBF
- 0.00585 -0.009425 0.003577 -0.0222 -0.0094249 -0.0128 -0.00942 0.00942 -0.00641 -0.00942 0.003015
- 0.01724 0.002516 -0.019757 0.04651 0.00251599 0.043996 0.002516 -0.0025 0.002516 -0.00252
- 0.02793 0.009891 -0.037824 0.00989095 -0.00989 0.020408 0.009891 0.01052 -0.01266 0.009891 -0.02255 0.028736 0.0012554 0.0274802 -0.0444 0.00125539 -0.0457 -0.03922 0.001255 -0.0405 0.001255 -0.00126
- 0.01176 -0.000116 -0.011649 -0.0001155 0.000116 0.010526 -0.00012 0.01064 -0.00633 -0.00012 -0.00621 0.030303 0.0007314 0.0295716 0.00073138 -0.00073 -0.0404 0.000731 -0.0411 0.000731 -0.00073
- 0.0184 -0.008558 -0.009847 -0.0439 -0.0085579 -0.03534 -0.00856 0.00856 -0.00856 0.008558 0.006173 -0.013992 0.020165 -0.0238 -0.0139922 -0.00982 0.010526 -0.01399 0.02452 0.005188 -0.01399 0.01918
MERK PYFA SCPI SQBB
- 0.009425 0.0094249 -0.0094249 0.009425 -0.00942 0.00942 -0.00942 0.009425
- 0.00633 -0.000116 -0.006214 -0.0424 -0.0001155 -0.04231 -0.00012 0.00012 -0.00012 0.000116 0 0.0007314 -0.000731 0.01227 0.00073138 0.011539 0.000731 -0.0007 0.000731 -0.00073 0 0.0121368 -0.012137 -0.0355 0.0121368 -0.04764 0.012137 -0.0121 0.012137 -0.01214 0 0.0167894 -0.016789 0.04969 0.01678937 0.0329 0.016789 -0.0168 0.016789 -0.01679
- 0.008558 0.0085579 0.01899 -0.0085579 0.027545 -0.00856 0.00856 -0.00856 0.008558
- 0.013992 0.0139922 -0.0063 -0.0139922 0.007703 -0.01399 0.01399 -0.01399 0.013992
0.025 0.0012554 0.0237446 -0.0435 0.00125539 -0.04473 0.001255 -0.0013 -0.02174 0.001255 -0.02299 SESUDAH -0.00196 0.0041637 -0.006121 0.01538 0.00416365 0.011221 0.004164 -0.0042 -0.02222 0.004164 -0.02639
0.002516 -0.002516 -0.0145 0.00251599 -0.01701 0.002516 -0.0025 -0.02174 0.002516 -0.02426 0.00813 0.009891 -0.001761 0.04545 0.00989095 0.035564 0.009891 -0.0099 0.022222 0.009891 0.012331
SEBELUM 0.003929 0.0044718 -0.000542 -0.0149 0.00447177 -0.0194 0.004472 -0.0045 0.004472 -0.00447
SESUDAH 0.009804 0.0041637 0.0056403 0.00416365 -0.00416 0.004164 -0.0042 -0.02299 0.004164 -0.02715
0.009891 -0.009891 0.00989095 -0.00989 0.009891 -0.0099 0.009891 -0.00989 0.027523 0.0012554 0.0262675 0.01333 0.00125539 0.012078 0.001255 -0.0013 -0.01775 0.001255 -0.01901
SEBELUM -0.00935 0.0044718 -0.013818 -0.0132 0.00447177 -0.01763 0.004472 -0.0045 0.004472 -0.00447 0 0.0049569 -0.004957 0.01333 0.00495687 0.008376 0.004957 -0.005 0.004957 -0.00496 0 0.0046376 -0.004638 -0.0132 0.00463763 -0.0178 0.018519 0.004638 0.01388 0.005917 0.004638 0.00128
SESUDAH 0 0.0041637 -0.004164 -0.0063 0.00416365 -0.01049 0.004164 -0.0042 0.004164 -0.00416
0.002516 -0.002516 0.03125 0.00251599 0.028734 0.002516 -0.0025 0.002516 -0.00252 0.009891 -0.009891 -0.0184 0.00989095 -0.0283 0.009891 -0.0099 0.009891 -0.00989 0 0.0012554 -0.001255 0.00125539 -0.00126 0.001255 -0.0013 0.001255 -0.00126
SEBELUM 0 0.0044718 -0.004472 -0.0188 0.00447177 -0.02322 0.004472 -0.0045 0.004472 -0.00447 0 0.0049569 -0.004957 0.00495687 -0.00496 0.004957 -0.005 0.004957 -0.00496 0 0.0046376 -0.004638 -0.0303 0.00463763 -0.03494 0.004638 -0.0046 0.004638 -0.00464
0.01227 0.0121368 0.0001331 0.02381 0.0121368 0.011673 0.012137 -0.0121 0.025974 0.012137 0.013837 0 0.0167894 -0.016789 0.07143 0.01678937 0.054639 0.03125 0.016789 0.01446 -0.00645 0.016789 -0.02324
SESUDAH -0.00595 0.0041637 -0.010116 0.02326 0.00416365 0.019092 0.020833 0.004164 0.01667 0.004164 -0.00416
SEBELUM -0.02286 0.0044718 -0.027329 0.00447177 -0.00447 -0.0202 0.004472 -0.0247 -0.01258 0.004472 -0.01705 0.011561 0.0049569 0.0066038 0.00495687 -0.00496 0.004957 -0.005 0.025806 0.004957 0.02085 0.017647 0.0046376 0.0130094 0.00463763 -0.00464 -0.01 0.004638 -0.0146 0.004638 -0.00464
DVLA
TSPC MBTO MRAT TCID
- 0.03604 -0.009425 -0.026611 0.01333 -0.0094249 0.022758 -0.01818 -0.00942 -0.0088 0.018072 -0.00942 0.027497
- 0.00893 0.002516 -0.011445 -0.0132 0.00251599 -0.01567 0.002516 -0.0025 0.002516 -0.00252
- 0.000116 0.0001155 0.01333 -0.0001155 0.013449 0.018519 -0.00012 0.01863 -0.00012 0.000116 0 0.0007314 -0.000731 0.00073138 -0.00073 0.000731 -0.0007 0.023529 0.000731 0.022798 0 0.0121368 -0.012137 0.04167 0.0121368 0.02953 0.012137 -0.0121 0.012137 -0.01214 0 0.0167894 -0.016789 0.01408 0.01678937 -0.0027 0.018868 0.016789 0.00208 -0.02299 0.016789 -0.03978
- 0.02857 -0.008558 -0.020014 -0.0139 -0.0085579 -0.00533 -0.01852 -0.00856 -0.01 -0.00856 0.008558 0.041253 -0.013992 0.0552456 0.01408 -0.0139922 0.028077 0.016949 -0.01399 0.03094 -0.01399 0.013992
UNVR KDSI KICI LMPI
- 0.00196 0.0049569 -0.006918 0.00495687 -0.00496 0.004957 -0.005 -0.04444 0.004957 -0.0494 0.022044 0.0046376 0.0174065 0.00463763 -0.00464 0.004638 -0.0046 0.004638 -0.00464 0.006048 -0.009425 0.0154733 -0.0147 -0.0094249 -0.00528 -0.00942 0.00942 -0.00942 0.009425 >0.00584 -0.000116 -0.005721 -0.0001155 0.000116 -0.00012 0.00012 -0.00012 0.000116
- 0.00388 0.0007314 -0.004607 -0.0152 0.00073138 -0.01588 0.000731 -0.0007 0.022727 0.000731 0.021996
- 0.04267 0.0121368 -0.054808 -0.0435 0.0121368 -0.05562 0.012137 -0.0121 0.012137 -0.01214 0.003724 0.0167894 -0.013065 0.01471 0.01678937 -0.00208 0.016789 -0.0168 0.016789 -0.01679
- 0.00923 -0.008558 -0.000667 -0.0556 -0.0085579 -0.047 -0.00856 0.00856 -0.00856 0.008558
ADES AISA CEKA DLTA
- 0.02439
- 0.0315
- 0.0155
- 0.03101 -0.02 -0.01 -0.05755 -0.02 -0.04 -0.02 0.02 -0.02
0.01 0.00794
0.00
0.00
0.00 -0.01
0.00 -0.00752
0.00
0.01
0.07
0.00 0.02439
0.01 SESUDAH -0.00806 -0.01 0.00 -0.00769 -0.01 0.00 -0.00667 -0.01 0.01 -0.01
0.01 -0.01
0.00
0.00
0.00
0.00
0.03
0.00
0.03 -0.03 0.03 -0.03 0.03 -0.03
0.11818
0.06
0.06 0.064
0.06
0.00
0.06 -0.06 0.06 -0.06
0.11111
0.03
0.08 0.068376
0.03
0.04 0.06015
0.03
0.00
0.00 -0.04138
0.00 -0.04
0.03
0.01 ICBP
2013 LEBARAN
SEBELUM 0.01667
0.00
0.01
0.00
0.00 0.071429
0.00
0.07
0.00
0.00
0.00 -0.03 -0.00763 0.00 -0.01
0.00
0.00
0.00
0.00
0.02
0.01 -0.01 0.01 -0.01
0.02
0.01
0.01 -0.02 0.030534
0.00
0.00
0.00
0.00
0.00 -0.03 -0.02963 0.00 -0.03
0.00
- 0.0292 -0.01 -0.02 -0.01 0.01 -0.01 >0.0>0.01 -0.0>0.01 0.0>>
- 0.01
- 0.01
0.03
- 0.03
- 0.0198 -0.01 -0.01 -0.02564 -0.01 -0.02 -0.01 0.01 -0.01
INDF MLBI MYOR
- 0.02
- 0.01327 -0.02 0.00 -0.02
- 0.00441
- 0.00873 -0.01 0.00 -0.01
- 0.0
- 0.01
- 0.01
- 0.01
- 0.01
- 0.00444
- 0.01 0.014599 >0.>0.01 0.01>0.04 0.01>
- 0.01 >
- 0.01
- 0.02 >
- 0.02
- 0.02 >
- 0.21429 -0.01 -0.20 -0.01 0.01 -0.01 >
- 0.01 >
- 0.01
- 0.01
- 0.01
- 0.06 0.051282
- 0.01
- 0.06 0.006536
- 0.05
- 0.01
- 0.01053
- 0.0404 -0.02 -0.02 -0.0205 -0.02 0.00 -0.02703 -0.02 -0.01 -0.02
- 0.01 >0.01 -0.0>0.01 0.0>>
- 0.01
- 0.01 >
- 0.01 >
- 0.01
- 0.01
- 0.0051
- 0.01
0.00
0.06
0.06
0.03 -0.03 0.033113
0.03
0.00
0.03 -0.03 0.03 -0.03
0.01 0.013423 -0.01 0.02 -0.01 0.01 -0.01
0.01 ULTJ GGRM HMSP RMBA SEBELUM 0.0266
0.00
0.02 0.002404
0.06
0.00 0.000618
0.00
0.00 0.030303
0.00
0.03
0.00
0.00 -0.01771
0.00 -0.02 -0.01341
0.00 -0.02 -0.08333 0.00 -0.090.00 -0.01 -0.02867 0.00 -0.03
0.06
0.00
0.03 -0.03 0.03 -0.03
0.01 -0.00588 -0.01 0.00 -0.01 0.01 -0.00649 -0.01
0.00 -0.02
0.00
0.00
0.00
0.00
0.01 -0.01
0.01 SESUDAH
0.01 -0.0355
0.01
0.01
0.00 0.29412
0.00
0.00
0.29 0.011905
0.00
0.01
0.00
0.00
0.00
0.00
0.03 -0.03 0.02439
0.03
0.00
0.00
0.00
0.02 0.026667
0.00 -0.02
0.01031
0.03 -0.02 0.003452
0.03 -0.02 0.025974
0.03
0.00
0.03 -0.03
0.10227
0.06
0.04 0.075495
0.06
0.06 -0.03
0.00
0.02
0.06 -0.04
0.11392
0.03
0.08 0.088949
0.03
0.06 0.041667
0.03
0.01 0.020408
0.03
0.01 -0.01961
0.00 -0.01 -0.02064
0.00 -0.02 0.012658
0.00
0.00 -0.0018
0.01 -0.01 0.013953
0.01
0.01 0.012346
0.01
0.01
0.01 -0.01
0.02
0.00
0.00 -0.00679
0.00
0.00
0.01
0.00
0.00
0.00
0.01 -0.01669 -0.01 -0.01 -0.00596 -0.01 0.00 -0.01
0.01 SESUDAH -0.02538
0.02
0.04
0.05 0.01026
0.02 -0.03981
0.01
0.00 -0.02564
0.02
SESUDAH 0.00435
0.00
0.01 -0.01 -0.0062 0.01 -0.01
0.02 -0.02 0.02 -0.02128 -0.02
0.00
0.00
0.00
0.00
0.00
0.00
0.00 0.003059
0.01
0.01
0.01 -0.01 0.01 -0.00608 -0.01
0.00 SESUDAH -0.01802 -0.01 -0.01 -0.02174 -0.01 -0.01 0.000357 -0.01 0.01 -0.01522 -0.01
0.00
0.00 -0.00719
0.00
0.01 -0.00457
0.01
0.00
0.00
0.01
0.02
0.00 0.022388
0.00 -0.00152
0.00
0.00
0.00 0.007407
0.00
0.00
0.00
0.00 0.003185
0.00
0.00 0.02679
0.00
0.02 0.038462
0.04
0.01
0.00
0.00 -0.01564
0.00
0.00
0.00 -0.05109
0.00 -0.05
0.00
0.00
0.00
0.00 0.00448
0.00
0.00
0.02
0.00
0.00
0.02
0.00
0.02
0.00
0.00 0.027586
0.00
0.02
0.00
0.00
0.00
0.07
0.00
0.00 -0.02027
0.00 -0.02
0.00
0.00 -0.03226
0.00 -0.03 0.01 -0.01 0.006803
0.01
0.00
0.01 -0.01 -0.08824 0.01 -0.09
0.02 -0.03289
0.00
0.00
0.00 0.03687
0.06 -0.06 0.06 -0.06
0.03
0.01 0.022388
0.03
0.00
0.03 -0.03 0.001523 0.03 -0.02
0.07426
0.06
0.02 0.055118
0.06
0.00
0.04124
0.00 0.073826
0.03
0.01 0.03252
0.03
0.00 0.248439
0.22 0.098351
0.03
0.07
0.03 -0.04766
0.03 PSDN ROTI SKLT STTP SEBELUM
0.00
0.03
INAF KAEF KLBF
- 0.03
- 0.01887
- 0.05357
- 0.05 -0.04762
- 0.05 -0.02469
- 0.03 0.021429
- 0.00885
- 0.01 0.02439
- 0.02 0.052632 >0.0>0.03 -0.0>0.01 -0.0
- 0.01 >>
- 0.02 >
- 0.02 -0.0119
- 0.01 -0.02857 >0.03 0.0
- 0.01
- 0.01
- 0.01
- 0.01 >0.02 -0.0>>>
- 0.01
- 0.01
- 0.02
- 0.00935
- 0.01
- 0.01
- 0.01 >
- 0.01
0.00
0.02 0.025
0.03
0.02 0.04902
0.00
0.00 0.020408
0.00
0.00
0.00 0.040541
0.00
0.04 -0.02667
0.01 0.025974
0.03
0.02 0.01887
0.01 0.006849
0.03
0.03
0.00 -0.01408
0.00
0.03
0.15 0.037037
0.03
0.02 0.181818
0.03
0.03
0.06
0.02 0.020408
0.08 0.0625
0.06
0.06
0.03 0.04712
0.06
0.03
0.00 SESUDAH -0.02778
0.03
0.01 -0.01176
0.01
DVLA
SEBELUM 0.00962
0.00
0.01 -0.02927
0.00
0.00
0.00
0.00
0.00
0.00 -0.02 0.025
0.00
0.02 -0.01266
0.00 -0.02 0.013986
0.00
0.00
0.00
0.05
0.00
0.00
0.00
0.00 -0.02326
0.00
0.00 -0.02206
0.01
0.01
0.02 -0.0122
0.01
0.01
0.02
0.00
0.00
- 0.01 0.08511
- 0.01 0.138462
- 0.07216
- 0.11 0.049451 >0.0>0.06 -0.0>0.01 -0.0>0.01 -0.0
- 0.02 >>>>0.01
- 0.02
- 0.01
- 0.06977
- 0.02
- 0.02
- 0.02
- 0.02 >
- 0.01 >
- 0.01
- 0.01 >
- 0.01 >
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01
- 0.02326
- 0.03
- 0.03
- 0.03
- 0.03
- 0.03
- 0.06 -0.0146
- 0.07
- 0.06
- 0.06
- 0.03 -0.00725
- 0.04
- 0.03 >
- 0.01
- 0.01
- 0.01
- 0.01
- 0.02 0.010204
- 0.02439
- 0.01 -0.02941
- 0.04 >0.01
- 0.0>0.01 -0.0>
- 0.02
- 0.02
- 0.02
- 0.0125
- 0.01 -0.01282
- 0.01 -0.01923
- 0.02
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01 >0.02 0.01
- 0.01 >
- 0.01
- 0.01
- 0.01
- 0.03
- 0.03
- 0.03
- 0.03
- 0.06 0.029412
- 0.03
- 0.06
- 0.06
- 0.03 0.0625 >>
- 0.01 >
- 0.01
- 0.01
- 0.02
- 0.03 0.016393
- 0.01242
- 0.01 -0.01316
- 0.01 0.016667 >0.>0.02 -0.0>0.06 -0.0>
- 0.02 >
- 0.02
- 0.03 0.03125 >0.02
- 0.0>0.02 0.03>
- 0.01
- 0.01
- 0.01 >0.03 -0.0>0.04 0.03>
- 0.01 >
- 0.01 >0.01 -0.0
- 0.04 0.01792
- 0.01
- 0.01 >>
- 0.02 0.036364
- 0.03 0.013699
- 0.01
- 0.03
- 0.03 0.05137
- 0.01 0.057971
- 0.02 0.01038
- 0.02
- 0.01 -0.07018
- 0.10
- 0.01
- 0.03
- 0.02>0.01 -0.01>0.01 0.04>>
- 0.01
- 0.01
- 0.02 -0.04348
- 0.05
- 0.01
- 0.002941
- 0.01 0.0146444 >0.00>0.02
- 0.01 >
- 0.01
- 0.01
- 0.01 0.107206
- 0.003021
- 0.01
- 0.01 0.149495
- 0.01 0.0030303
- 0.003021
- 0.01 0.0128755
- 0.00>0.02 -0.0>
- 0.01 >>
- 0.01
- 0.004751
- 0.00
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01 -0.003534
- 0.01
- 0.01 0.005917
- 0.002381
- 0.01 0.0143369
- 0.01 0.01 -0.014134 -0.01 -0.01 -0.01
- 0.01
- 0.01 -0.01336
- 0.02
- 0.011933
- 0.01 0.0071429 >0.01
- 0.0
- 0.01
- 0.01
- 0.01
- 0.01
- 0.011905 -0.00694 0.00 -0.003509 -0.00694 0.00 -0.00694
- 0.02
- 0.05
- 0.01 >
- 0.01 >
- 0.01
- 0.01
- 0.01 0.035654
- 0.02 0.042857
- 0.01 0.01 -0.018182 -0.01 -0.01 -0.01
- 0.04
- 0.01
- 0.01
- 0.01 0.02439
- 0.01
- 0.01
- 0.01
- 0.01
- 0.16
- 0.007538
- 0.01 -0.006542
- 0.01
- 0.01 0.006502 >0.00
- 0.05
- 0.001266
- 0.01
- 0.01
- 0.01 >
- 0.01 0.0009268
- 0.01
- 0.01
- 0.01 >0.01
- 0.01
- 0.01
- 0.01
- 0.01
- 0.01
- 0.002564
- 0.01 0.0055249
- 0.01 0.0025707
- 0.01 >0.01>0.01 0.01
- 0.01 >
- 0.01
- 0.01
0.00
MERK PYFA SCPI SQBB
0.00
0.01 UNVR KDSI KICI LMPI SEBELUM -0.01565
0.06
0.03
0.03
0.03 0.030928
0.03
0.00
0.03
0.01 -0.0303
0.01
0.00
0.00
0.06
0.00
0.00
0.00 0.115385
0.00
0.11 0.00472
0.00
0.00 -0.02667
0.00
0.00
0.06
0.06
0.00
0.02
0.01
0.01 0.019608
0.03
0.01 SESUDAH
0.01 0.014493
0.03 -0.01
0.00
0.01
0.01 -0.02817
0.01
0.03
0.00
0.00 0.014286
0.00
0.01 -0.01
0.00
0.00
0.00
0.03
0.03
0.03
0.01
0.00
0.00
0.06
0.00
0.00 -0.01639
0.00
0.00
0.03
0.03
0.03
0.03
0.03
0.06
0.00
0.00 0.109091
0.06
0.05 0.037736
0.06
0.03
0.15
0.03
0.12 0.018519
0.03
0.03
0.01
0.02 -0.01667
0.00
0.00 0.00304
0.00
0.00
0.02
0.00
0.00 0.01258
0.01
0.01
0.01 -0.01 -0.01639 0.01 -0.02 0.01 -0.01
0.00 -0.07576
0.00
0.01 0.013514
0.01 -0.0375
0.00
0.00
0.03 -0.01852
0.00
0.05 0.142857
0.15 0.018868
0.03 SESUDAH -0.04306
0.00 -0.05085
0.05 0.0032
0.00
0.00
0.00 -0.01935
0.01 -0.02532
0.02
0.00
0.00 0.019481
0.00
0.02
0.00
0.00
0.00
0.00
0.01
0.02
0.01 SESUDAH
0.01 -0.03704
0.01
0.01
0.01
0.01
0.01
0.01
0.00
0.00
0.02
0.02 0.006369
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.01 -0.08 -0.01266 0.01 -0.02 0.01 -0.01 0.01 -0.01
0.00
0.00
0.05
0.00
0.05 -0.00641
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00 -0.0101
0.00 -0.01
0.00
0.00 0.05128
0.00
0.05
0.00
0.00
0.00
0.00
0.00 -0.03
0.00 0.01299
0.01
0.01
0.01
0.01
0.01
0.00
0.02
0.02
0.00
0.00
0.00
0.00
0.03
0.00
0.03
0.03
0.03
0.03
0.06
0.06
0.06
0.06
0.03
SEBELUM
0.00
0.03
0.01
0.01
0.01
0.01 TSPC MBTO MRAT TCID SEBELUM
0.00
0.00 -0.01316
0.00
0.00
0.01
0.03
ADES AISA CEKA DLTA
0.00
0.01
0.01
0.00
0.00
0.11
0.00
0.00
0.00 -0.008403
0.14
0.01 SESUDAH
0.01
0.01 -0.02449
0.00
0.00
0.01
0.01
0.00
0.01
0.00
0.01 -0.035197
0.00
0.00
0.05
0.00
0.01 0.054348
0.00
0.01 0.014706
0.00
0.00
0.02
0.00
0.00 0.020619
0.00
0.00 0.0021186
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.01 0.0042283
0.00
0.00 0.0119048
0.00
0.00
0.00 -0.02857
0.00
0.00
SEBELUM -0.008824
2014 LEBARAN
0.01 ICBP
0.00 0 -0.00694 0.01 -0.00694 0.01 0.005405 -0.00694 0.01 -0.00694
0.00
0.00 0.005988
0.05
0.01
0.01
0.01
0.00 -0.010309
0.01
0.00
0.01 0.0058997
0.00
0.00
0.01
0.00
0.00 0.014493
0.00
0.00 0.0021186
0.01 0 -0.00373 0.00 -0.018293 -0.00373 -0.01 0.019355 -0.00373 0.02 -0.00373
INDF MLBI MYOR
0.02
0.00
0.01 -0.004132
0.01
0.01 -0.00166
0.01 0 -0.00373 0.00 -0.01626 -0.00373 -0.01 0.002198 -0.00373 0.01 0.025597 -0.00373
0.03 0 -0.00694 0.01 0.0081967 -0.00694 0.02 -0.00694 0.01 -0.00694
0.01 ULTJ GGRM HMSP RMBA SEBELUM 0.0075949
0.00
0.01 0.0197554
0.00
0.00
0.00 0.001667
0.00 -0.16216
0.00
0.00
0.00
0.00
0.00
0.00
0.00 0.0127226
0.00
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