Analisis Pengaruh January Effect Terhadap Return Saham Pada Indeks Sektoral Di Bursa Efek Indonesia
Lampiran
72
Universitas Sumatera Utara
LAMPIRAN 1
PERTANIAN
AGRICULTURE
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
Close
969.432
1046.64
1073.191
1333.252
1576.518
1526.995
1659.552
1797.124
1784.205
1725.329
1745.185
1753.09
1850.305
1856.357
1923.598
1932.17
1645.391
1660.501
1677.172
1742.853
1964.154
2218.973
2139.621
2284.319
2040.515
IHSG
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
RI
0.055146
0.079643
0.025368
0.242325
0.182461
-0.03141
0.086809
0.082897
-0.00719
-0.033
0.011509
0.00453
0.055454
0.003271
0.036222
0.004456
-0.14842
0.009183
0.01004
0.039162
0.126976
0.129735
-0.03576
0.067628
-0.10673
RM
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
AR
0.071923
0.115053
-0.09022
0.04101
0.069816
-0.08877
-0.05946
0.07502
-0.06102
0.007482
-0.00882
-0.04453
0.025292
0.02693
-0.05333
-0.06538
-0.08976
-0.03255
-0.04336
0.035057
-0.00912
0.091458
-0.00712
0.018834
-0.02725
73
Universitas Sumatera Utara
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
1978.544
2127.728
2201.926
2384.387
2318.688
2456.066
2247.994
2044.694
2155.049
2174.274
2146.036
2137.331
2297.49
2428.191
2236.77
2148.905
2189.452
2340.42
2221.842
2242.256
2122.969
1915.327
2062.937
1994.746
2006.198
1991.103
1805.835
1975.599
2042.039
1702.922
1806.971
1760.193
1765.666
1947.176
2139.96
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
-0.03037
0.075401
0.034872
0.082864
-0.02755
0.059248
-0.08472
-0.09044
0.053971
0.008921
-0.01299
-0.00406
0.074934
0.056889
-0.07883
-0.03928
0.018869
0.068952
-0.05067
0.009188
-0.0532
-0.09781
0.077068
-0.03306
0.005741
-0.00752
-0.09305
0.094009
0.03363
-0.16607
0.0611
-0.02589
0.003109
0.1028
0.099007
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0599
-0.00415
-0.04832
0.015372
-0.00344
0.078322
-0.041
-0.00304
-0.01474
-0.01425
-0.01417
0.028909
-0.04176
-0.03538
0.063893
0.022677
-0.09319
0.043935
-0.01316
0.021738
-0.03087
-0.04062
-0.07378
-0.08076
0.067585
-0.06479
-0.07107
-0.0378
-0.11189
0.087143
0.0829
-0.1228
0.151177
-0.05475
-0.05025
0.162699
0.103157
PERTAMBANGAN
MINING
Date
1/1/2009
Close
922.162
IHSG
1,332.67
Ri
0.050684
Rm
-0.01678
Art
0.067461
74
Universitas Sumatera Utara
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
963.894
1005.544
1444.462
1818.963
1848.543
2144.907
2140.427
2238.591
2085.222
2129.868
2203.475
2236.397
2178.866
2430.263
2576.576
2275.26
2238.857
2274.822
2304.946
2631.899
2758.155
2870.836
3274.163
3043.509
3128.108
3162.205
3257.342
3236.316
3254.447
3362.547
2883.57
2487.198
2725.098
2492.261
2532.378
2710.017
2804.066
2760.385
2578.252
2066.196
2045.464
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
0.045255
0.04321
0.436498
0.259267
0.016262
0.160323
-0.00209
0.045862
-0.06851
0.021411
0.034559
0.014941
-0.02572
0.11538
0.060205
-0.11694
-0.016
0.016064
0.013242
0.141848
0.047971
0.040854
0.140491
-0.07045
0.027797
0.0109
0.030086
-0.00645
0.005602
0.033216
-0.14244
-0.13746
0.09565
-0.08544
0.016097
0.070147
0.034704
-0.01558
-0.06598
-0.19861
-0.01003
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.080665
-0.07238
0.235183
0.146623
-0.0411
0.014052
-0.00997
-0.00797
-0.02803
0.001079
-0.0145
-0.01522
-0.00207
0.025828
-0.00963
-0.05829
-0.05773
-0.03734
0.009137
0.005756
0.009694
0.069492
0.091698
0.009029
0.009851
-0.04913
-0.00823
-0.011
-0.00785
-0.02908
-0.07247
-0.06127
0.027513
-0.06545
-0.01268
0.038828
0.023663
-0.04979
-0.08034
-0.11539
-0.04206
75
Universitas Sumatera Utara
7/2/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
2001.008
1905.954
2030.596
1901.74
1781.828
1863.665
1948.104
1917.848
1774.598
1754.005
1534.571
1423.244
1282.509
1429.521
1435.177
1499.736
1443.998
1429.311
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
-0.02173
-0.0475
0.065396
-0.06346
-0.06305
0.045929
0.045308
-0.01553
-0.07469
-0.0116
-0.1251
-0.07255
-0.09888
0.114628
0.003957
0.044983
-0.03717
-0.01017
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
-0.06895
-0.02771
0.01559
-0.08404
-0.04601
0.036446
0.013568
-0.09234
-0.10497
-0.03044
-0.13197
-0.02328
-0.05561
0.204706
-0.02491
-0.00838
0.026636
-0.01434
DASAR KIMIA
BASIC INDUSTRY
Date
Close
IHSG
Ri
Rm
Art
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
-0.06368
-0.01831
0.085262
0.122482
0.204408
0.05976
0.154838
0.028362
0.0408
0.060462
0.005987
0.076798
0.02256
-0.00881
0.05292
0.079083
-0.06275
0.055327
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
-0.0469
0.017102
-0.03033
-0.07883
0.091763
0.0024
0.008567
0.020485
-0.01303
0.100943
-0.01434
0.027738
-0.0076
0.014849
-0.03663
0.009249
-0.00409
0.013596
126.391
124.077
134.656
151.149
182.045
192.924
222.796
229.115
238.463
252.881
254.395
273.932
280.112
277.644
292.337
315.456
295.662
312.02
76
Universitas Sumatera Utara
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
340.131
352.013
404.678
398.745
390.898
387.245
338.484
351.192
389.198
400.507
405.24
403.006
415.865
400.756
362.489
396.341
373.368
408.273
416.932
417.413
437.367
434.509
406.412
428.926
464.213
437.706
470.132
491.342
513.321
526.551
528.889
571.618
604.63
627.306
606.902
585.768
519.282
455.624
469.564
515.301
466.629
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
0.090094
0.034934
0.149611
-0.01466
-0.01968
-0.00935
-0.12592
0.037544
0.10822
0.029057
0.011818
-0.00551
0.031908
-0.03633
-0.09549
0.093388
-0.05796
0.093487
0.021209
0.001154
0.047804
-0.00653
-0.06466
0.055397
0.082268
-0.0571
0.074082
0.045115
0.044733
0.025773
0.00444
0.08079
0.057752
0.037504
-0.03253
-0.03482
-0.1135
-0.12259
0.030595
0.097403
-0.09445
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.03669
0.030828
0.013519
-0.05294
0.008959
-0.05814
-0.04644
0.019598
0.048191
-0.00926
0.007275
-0.01896
-0.03039
0.033648
-0.0193
0.025251
-0.03798
0.06471
-0.01011
-0.00989
0.013592
-0.02089
0.018554
0.023368
0.035054
-0.0373
0.024275
0.024533
0.061777
0.01629
-0.0273
0.00398
0.027475
0.018666
-0.03939
0.014447
-0.07023
-0.03251
0.001731
0.044041
-0.03065
77
Universitas Sumatera Utara
12/1/2013
480.744
ANEKA INDUSTRI
Miscellaneous Industry
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
4,274.17
0.030249
0.004168
0.026081
Close
IHSG
Ri
Rm
Art
246.574
220.413
264.007
316.667
362.721
416.212
504.596
538.053
584.958
551.764
561.22
601.469
626.53
627.409
702.309
800.055
724.869
809.199
858.563
833.288
1002.704
1000.655
932.587
967.023
873.515
920.378
1001.727
1008.965
1064.337
1142.151
1291.493
1203.921
1143.418
1236.11
1260.669
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
0.147192
-0.1061
0.197783
0.199464
0.145434
0.147471
0.212353
0.066305
0.087175
-0.05675
0.017138
0.071717
0.041666
0.001403
0.11938
0.139178
-0.09398
0.116338
0.061004
-0.02944
0.20331
-0.00204
-0.06802
0.036925
-0.0967
0.053649
0.088387
0.007226
0.05488
0.07311
0.130755
-0.06781
-0.05025
0.081066
0.019868
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.163969
-0.07069
0.082192
-0.00185
0.032789
0.090111
0.066082
0.058428
0.033343
-0.01627
-0.00319
0.022657
0.011505
0.025062
0.029828
0.069344
-0.03532
0.074607
0.0076
-0.03354
0.067218
-0.04032
-0.03938
-0.01187
-0.01722
0.035703
0.028358
-0.03109
0.050338
0.059662
0.068462
0.002172
0.025935
0.012929
0.039856
78
Universitas Sumatera Utara
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
CONSUMER GOODS
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
1311.147
1399.529
1278.999
1329.132
1301.481
1187.154
1234.321
1253.382
1210.857
1312.276
1397.397
1281.588
1336.524
1293.379
1386.973
1388.083
1312.39
1282.921
1272.485
1188.444
1106.125
1184.58
1208.16
1133.456
1205.012
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
0.040041
0.067408
-0.08612
0.039197
-0.0208
-0.08784
0.039731
0.015442
-0.03393
0.083758
0.064865
-0.08287
0.042866
-0.03228
0.072364
0.0008
-0.05453
-0.02245
-0.00813
-0.06604
-0.06927
0.070928
0.019906
-0.06183
0.063131
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
0.011263
0.036089
-0.09716
0.004986
-0.03516
-0.00463
0.007703
-0.03177
-0.01413
0.033952
0.044284
-0.06583
0.033383
-0.06402
-0.00445
-0.02948
-0.07337
-0.02932
0.041135
-0.02277
0.020811
0.042063
-0.03346
0.001968
0.058963
Close
IHSG
Ri
Rm
Art
337.847
346.155
351.269
381.322
433.732
495.732
591.202
559.178
597.628
575.396
625.728
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
0.033668
0.024591
0.014774
0.085556
0.137443
0.142945
0.192584
-0.05417
0.068762
-0.0372
0.087474
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.050445
0.060001
-0.10082
-0.11576
0.024799
0.085585
0.046312
-0.06204
0.01493
0.00328
0.067142
79
Universitas Sumatera Utara
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
671.305
699.783
717.932
738.141
821.588
889.807
959.04
1001.301
1005.913
1176.562
1179.981
1070.014
1094.653
1010.139
1037.186
1106.573
1118.375
1122.495
1180.257
1254.019
1285.184
1204.239
1241.526
1320.588
1315.964
1322.274
1332.533
1349.096
1403.47
1386.54
1500.574
1533.896
1557.42
1554.717
1600.529
1655.433
1565.878
1590.59
1682.246
1740.419
1888.398
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
0.072838
0.042422
0.025935
0.028149
0.11305
0.083033
0.077807
0.044066
0.004606
0.169646
0.002906
-0.09319
0.023027
-0.07721
0.026776
0.066899
0.010665
0.003684
0.051459
0.062497
0.024852
-0.06298
0.030963
0.063681
-0.0035
0.004795
0.007759
0.01243
0.040304
-0.01206
0.082244
0.022206
0.015336
-0.00174
0.029466
0.034304
-0.0541
0.015782
0.057624
0.034581
0.085025
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.023779
0.01226
0.049595
-0.0614
0.043216
0.141692
0.036076
-0.00934
0.000501
0.033554
-0.03537
-0.06456
-0.02577
0.00227
0.00883
0.006871
-0.02765
-0.00086
0.03801
0.000204
0.094831
0.013206
-0.03717
0.083669
-0.03228
-0.02652
-0.00328
-0.02178
0.025945
0.071155
0.050215
-0.02501
0.035134
-0.05154
0.008885
0.051348
-0.06358
-0.01596
-0.01919
0.004304
0.066187
80
Universitas Sumatera Utara
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
PROPERTY
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/4/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
2140.025
2056.763
2002.145
1880.86
1852.481
1892.531
1757.791
1782.086
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
Close
IHSG
96.026
96.854
99.742
112.318
130.986
144.787
159.975
157.959
162.823
153.985
143.635
146.8
153.491
150.231
166.378
182.123
154.504
163.384
168.259
170.904
193.282
202.413
203.223
203.097
179.288
179.398
194.239
208.419
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
0.133249
-0.03891
-0.02656
-0.06058
-0.01509
0.02162
-0.0712
0.013821
Ri
-0.07211
0.008623
0.029818
0.126085
0.166207
0.105362
0.104899
-0.0126
0.030793
-0.05428
-0.06721
0.022035
0.045579
-0.02124
0.107481
0.094634
-0.15165
0.057474
0.029838
0.01572
0.130939
0.047242
0.004002
-0.00062
-0.11723
0.000614
0.082727
0.073003
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
Rm
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.126384
0.010363
0.016716
0.0295
-0.04395
-0.03174
-0.00739
0.009654
Art
-0.05534
0.044033
-0.08577
-0.07523
0.053562
0.048002
-0.04137
-0.02048
-0.02304
-0.0138
-0.08755
-0.02702
0.015418
0.00242
0.017929
0.0248
-0.09299
0.015743
-0.02357
0.011615
-0.00515
0.008965
0.03264
-0.04941
-0.03775
-0.01733
0.022698
0.034687
81
Universitas Sumatera Utara
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
209.389
207.483
232.439
229.233
205.859
215.084
203.415
229.254
237.167
252.516
278.588
312.001
278.12
275.638
289.269
279.167
310.543
320.543
332.566
326.552
363.702
418.054
461.06
482.825
565.295
483.267
436.439
365.444
384.039
402.933
345.009
336.997
INFRASTRUKTUR
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
Close
481.303
446.294
524.829
588.879
602.589
0.004654
-0.0091
0.12028
-0.01379
-0.10197
0.044812
-0.05425
0.127026
0.034516
0.064718
0.103249
0.119937
-0.10859
-0.00892
0.049453
-0.03492
0.112392
0.032202
0.037508
-0.01808
0.113764
0.149441
0.102872
0.047206
0.170807
-0.14511
-0.0969
-0.16267
0.050883
0.049198
-0.14376
-0.02322
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
0.000112
-0.02255
0.057987
0.056186
-0.02578
-0.02332
-0.03427
0.098249
0.003198
0.053677
0.069037
0.105578
-0.02538
-0.04095
0.002238
-0.01512
0.062585
0.01162
0.054553
-0.02757
0.082025
0.072631
0.072595
0.028368
0.163942
-0.09584
-0.05363
-0.07259
0.022019
-0.00416
-0.07996
-0.02739
IHSG
Ri
Rm
Art
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
-0.01845
-0.07274
0.175971
0.12204
0.023282
-0.01678
-0.03541
0.115591
0.201315
0.112644
-0.00167
-0.03733
0.06038
-0.07928
-0.08936
82
Universitas Sumatera Utara
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
610.529
696.334
674.119
700.344
669.854
693.024
728.528
729.434
667.938
697.787
699.922
670.11
678.123
743.612
749.667
807.815
845.403
806.633
819.209
776.288
741.795
758.353
799.725
793.772
776.257
780.35
711.336
694.376
703.723
694.043
699.446
707.842
735.935
747.39
794.017
772.905
785.507
843.52
863.25
887.332
937.697
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
0.013176
0.140542
-0.0319
0.038903
-0.04354
0.03459
0.051231
0.001244
-0.08431
0.044688
0.00306
-0.04259
0.011958
0.096574
0.008143
0.077565
0.04653
-0.04586
0.015591
-0.05239
-0.04443
0.022322
0.054555
-0.00744
-0.02207
0.005273
-0.08844
-0.02384
0.013461
-0.01376
0.007785
0.012004
0.039688
0.015565
0.062386
-0.02659
0.016305
0.073854
0.02339
0.027897
0.05676
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.04418
-0.00573
-0.03978
-0.01493
-0.00305
0.014258
0.002171
-0.02892
-0.06065
-0.04486
-0.06677
0.016065
-0.02977
0.043171
0.004037
-0.05853
0.008253
-0.01722
-0.0332
0.027083
-0.06238
-0.03771
0.01624
-0.01199
-0.03551
-0.05702
-0.01846
0.052347
-0.05468
0.006232
-0.02099
-0.01931
0.028647
-0.01865
0.048028
0.056629
-0.01572
0.02664
0.043188
-0.02191
0.036179
83
Universitas Sumatera Utara
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
882.472
907.524
933.719
979.004
1036.571
1069.424
1008.692
1018.718
1025.63
952.229
930.788
975.924
949.473
930.399
KEUANGAN
Date
Close
IHSG
161.237
145.309
172.708
215.732
227.649
243.662
272.789
280.456
304.671
288.315
293.48
301.424
311.656
302.744
345.504
373.16
357.304
377.184
395.524
396.515
447.698
467.683
452.975
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
-0.05889
0.028388
0.028864
0.0485
0.058802
0.031694
-0.05679
0.00994
0.006785
-0.07157
-0.02252
0.048492
-0.0271
-0.02009
Ri
-0.08562
-0.09879
0.188557
0.249114
0.05524
0.070341
0.119539
0.028106
0.086342
-0.05368
0.017914
0.027068
0.033946
-0.0286
0.141241
0.080045
-0.04249
0.055639
0.048623
0.002506
0.129082
0.044639
-0.03145
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
Rm
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
-0.04185
0.018906
-0.00288
-0.02831
0.028525
0.012856
-0.06365
0.059209
0.050056
0.01851
-0.05138
-0.00487
0.036697
-0.02426
Art
-0.06884
-0.06338
0.072966
0.047799
-0.0574
0.01298
-0.02673
0.020229
0.032509
-0.0132
-0.00242
-0.02199
0.003784
-0.00494
0.05169
0.010211
0.016168
0.013908
-0.00478
-0.0016
-0.00701
0.006362
-0.00281
84
Universitas Sumatera Utara
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
PERDAGANGAN
Date
466.669
422.034
432.286
482.764
511.415
501.572
506.868
543.191
507.12
466.597
509.929
482.967
491.776
497.885
492.209
508.126
521.94
476.561
498.154
533.499
519.818
543.477
549.906
547.127
550.097
593.905
660.937
666.707
676.155
646.327
597.527
596.811
505.746
550.874
588.756
542.619
540.334
Close
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
IHSG
0.030231
-0.09565
0.024292
0.11677
0.059348
-0.01925
0.010559
0.071662
-0.06641
-0.07991
0.092868
-0.05287
0.018239
0.012422
-0.0114
0.032338
0.027186
-0.08694
0.04531
0.070952
-0.02564
0.045514
0.011829
-0.00505
0.005428
0.079637
0.112867
0.00873
0.014171
-0.04411
-0.0755
-0.0012
-0.15259
0.089231
0.068767
-0.07836
-0.00421
Ri
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
Rm
-0.01856
-0.01617
0.006346
0.056741
0.021032
-0.02379
-0.00289
0.009369
0.003573
-0.00372
0.024731
-0.03289
-0.01054
-0.0189
-0.02244
-0.00187
0.012827
-0.00373
0.013281
0.023738
-0.00585
-0.00429
-0.00875
0.011991
-0.00405
0.047897
0.036056
-0.02155
-0.00467
-0.05098
-0.02623
0.042073
-0.06251
0.060366
0.015405
-0.01456
-0.00838
Art
85
Universitas Sumatera Utara
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
147.598
144.108
161.649
185.559
205.208
217.84
250.011
259.85
276.199
256.376
248.474
275.758
299.438
304.357
327.716
348.994
316.451
317.02
329.671
320.062
382.921
407.212
417.993
474.08
473.601
500.289
484.402
497.357
514.085
529.862
585.181
524.668
493.082
529.206
550.61
582.186
620.95
664.906
725.036
735.589
663.135
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
-0.00493
-0.02365
0.121721
0.147913
0.105891
0.061557
0.147682
0.039354
0.062917
-0.07177
-0.03082
0.109806
0.085872
0.016427
0.076749
0.064928
-0.09325
0.001798
0.039906
-0.02915
0.196396
0.063436
0.026475
0.134182
-0.00101
0.056351
-0.03176
0.026744
0.033634
0.030689
0.104403
-0.10341
-0.0602
0.073262
0.040445
0.057347
0.066584
0.070788
0.090434
0.014555
-0.0985
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.011849
0.011765
0.00613
-0.0534
-0.00675
0.004197
0.00141
0.031477
0.009085
-0.03129
-0.05115
0.060747
0.055711
0.040087
-0.0128
-0.00491
-0.03459
-0.03993
-0.0135
-0.03325
0.060304
0.025159
0.055114
0.085388
0.078466
0.038406
-0.09178
-0.01157
0.029091
0.017241
0.04211
-0.03343
0.015988
0.005125
0.060433
0.02857
0.035265
0.059747
0.056222
0.000196
-0.01528
86
Universitas Sumatera Utara
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
665.364
698.597
682.027
734.179
742.226
736.812
740.949
735.882
808.919
872.033
877.878
926.901
880.231
837.691
758.733
776.054
788.542
790.444
776.786
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
0.003361
0.049947
-0.02372
0.076466
0.010961
-0.00729
0.005615
-0.00684
0.099251
0.078023
0.006703
0.055843
-0.05035
-0.04833
-0.09426
0.022829
0.016092
0.002412
-0.01728
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
-0.02867
0.002733
-0.00392
0.02666
-0.00962
0.009751
-0.00387
-0.03858
0.022441
0.047746
-0.01214
0.048977
-0.00108
-0.00506
-0.00418
-0.00604
-0.03727
0.066213
-0.02145
LAMPIRAN 2
Hasil Output Deskriptif Sektor Pertambangan/Minning
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.015221
.067461
.02273329
.031511509
Februari
5
-.092341
.080665
.00395440
.062483530
Maret
5
-.104970
.025828 -.05008802
.048148790
April
5
-.080340
.235183
.02130827
.123067532
Mei
5
-.131970
.146623 -.03400367
.111764903
Juni
5
-.057731
-.007846 -.03440268
.019214315
Juli
5
-.068948
.014052 -.03538492
.031714401
Agustus
5
-.072466
.204706
.02074132
.107185585
September
5
-.061269
.015590 -.01456029
.030224214
Oktober
5
-.084039
.027513 -.01664819
.042963810
November
5
-.065454
.069492 -.00285133
.054544019
87
Universitas Sumatera Utara
Desember
5
Valid N (listwise)
5
-.014500
.091698
.01732476
.046937934
Hasil Output Deskriptif Sektor Dasar Kimia
Descriptive Statistics
N
Minimum Maximum
Mean
-.007601 -.02767103
Std. Deviation
Januari
5
-.046903
Februari
5
-.009887
.019598
.00912824
.012186233
Maret
5
-.036631
.048191
.00445967
.036825135
April
5
-.078833
.018666 -.01621384
.038263377
Mei
5
-.039392
.091763
.01482245
.048186045
Juni
5
-.018961
.023368
.00696994
.016294248
Juli
5
-.070231
.036690 -.00406101
.045884465
Agustus
5
-.037303
.033648
.00302943
.035017193
September
5
-.019297
.024275
.00143916
.018075550
Oktober
5
-.052938
.100943
.02836601
.055108768
November
5
-.037975
.061777 -.00244724
.040169190
Desember
5
-.058139
.064710
.045017921
Valid N (listwise)
5
.01533617
.018931062
Hasil Output Deskriptif Sektor Aneka Industri
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.064021
.163969
.02606430
.085614273
Februari
5
-.097163
.035703 -.02230631
.058889984
Maret
5
-.029476
.082192
.02317753
.040795729
April
5
-.073369
.069344 -.01442561
.053285823
Mei
5
-.035317
.050338
.00277277
.037745639
Juni
5
.007703
.090111
.05464365
.031888959
Juli
5
-.031772
.068462
.01751981
.047710107
88
Universitas Sumatera Utara
Agustus
5
-.033544
.058428
.00674736
.035173936
September
5
.025935
.067218
.04050217
.015988600
Oktober
5
-.040321
.044284 -.00656593
.035079440
November
5
-.065830
.039856 -.01331714
.040621949
Desember
5
-.011868
.058963
.026242743
Valid N (listwise)
5
.02287965
Hasil Output Deskriptif Sektor Konsumsi
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.026524
.050445
.00449861
.029820820
Februari
5
-.019186
.060001
.01919136
.034187261
Maret
5
-.100817
.006871 -.03456543
.046099814
April
5
-.115760
.066187 -.00161232
.072583209
Mei
5
-.000858
.141692
.07263410
.061946679
Juni
5
.010363
.085585
.04404979
.027377310
Juli
5
-.025008
.046312
.00577734
.027248919
Agustus
5
-.062045
.094831
.01958426
.057073779
September
5
-.051542
.033554 -.00676105
.038350419
Oktober
5
-.037174
.008885 -.01842442
.022544413
November
5
-.064555
.083669
.02604175
.061189018
Desember
5
-.063580
.023779 -.01763872
.034825704
Valid N (listwise)
5
Hasil Output Deskriptif Sektor Property
Descriptive Statistics
89
Universitas Sumatera Utara
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.055337
.082025
.00150989
.053507237
Februari
5
-.017332
.072631
.03108578
.037316156
Maret
5
-.085773
.072595
.01929746
.063968663
April
5
-.075230
.105578
.02364076
.064488125
Mei
5
-.092991
.163942
.01984995
.096264137
Juni
5
-.095837
.048002 -.01911903
.054988021
Juli
5
-.053628
.057987 -.01166809
.044242801
Agustus
5
-.072592
.056186 -.00807882
.047125212
September
5
-.025776
.062585
.00612696
.036864014
Oktober
5
-.023325
.011620 -.00414056
.014844723
November
5
-.087546
.054553 -.02291477
.064512219
Desember
5
-.049413
.098249 -.00662923
.059403787
Valid N (listwise)
5
Hasil Output Deskriptif Sektor Infrastruktur
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.028918
.027083 -.00513926
.021341184
Februari
5
-.062379
.028647 -.03200345
.036958170
Maret
5
-.044863
.060380 -.00246225
.045308342
April
5
-.079275
.048028 -.01378536
.055966230
Mei
5
-.089363
.056629 -.01846186
.059038067
Juni
5
-.044184
.059209 -.01319707
.041779338
Juli
5
-.057020
.050056
.01142348
.043905178
Agustus
5
-.039780
.043188
.00149913
.032156378
September
5
-.058527
.052347 -.01888004
.043949766
Oktober
5
-.054676
.036179 -.00363378
.032914597
November
5
-.041849
.036697 -.00037675
.030149812
Desember
5
-.033203
.018906 -.01147510
.021419888
Valid N (listwise)
5
90
Universitas Sumatera Utara
Hasil Output Deskriptif Sektor Finance
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.068839
.047897 -.01044476
.042190982
Februari
5
-.063376
.036056 -.00967022
.036801046
Maret
5
-.021547
.072966
.03159535
.040901853
April
5
-.004667
.047799
.01744060
.019344433
Mei
5
-.057404
.016168 -.02394608
.031097690
Juni
5
-.026234
.013908
.00220931
.017395932
Juli
5
-.026733
.042073
.00873337
.026351110
Agustus
5
-.062509
.020229 -.00923038
.031384989
September
5
-.007010
.060366
.01557088
.029874873
Oktober
5
-.013203
.024731
.00490862
.015967812
November
5
-.032886
.011991 -.00813714
.016733640
Desember
5
-.021991
-.004054 -.01270496
.007395679
Valid N (listwise)
5
Hasil Output Deskriptif Sektor Trade and Services
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.038578
.078466
.02854243
.044887299
Feb
5
.011765
.059747
.03448904
.018345372
Mar
5
-.091784
.056222
.00110228
.059288270
Apr
5
-.053402
.000196 -.01636364
.021320222
Mei
5
-.034589
.048977
.00428918
.034016995
Jun
5
-.039933
.017241 -.00964861
.023806637
Jul
5
-.013497
.042110
.00553976
.021430115
Aug
5
-.033430
.031477 -.00866109
.026794926
sept
5
-.006036
.060304
.02120017
.024873034
okt
5
-.037270
.025159 -.00957954
.025792895
91
Universitas Sumatera Utara
nov
5
-.051154
.066213
.02807123
.049612560
des
5
-.021447
.085388
.02987802
.044184265
Valid N (listwise)
5
LAMPIRAN 3
Sektor pertanian
Test of Homogeneity of Variances
abnormal return sektor pertanian
Levene Statistic
df1
df2
.538
Sig.
11
48
.868
ANOVA
abnormal return sektor pertanian
Sum of
Squares
df
Mean Square
Between Groups
.053
11
.005
Within Groups
.200
48
.004
Total
.253
59
F
1.159
Sig.
.340
Sektor Pertambangan
Test of Homogeneity of Variances
92
Universitas Sumatera Utara
abnormal return sektor pertambangan
Levene Statistic
df1
df2
1.718
Sig.
11
48
.098
ANOVA
abnormal return sektor pertambangan
Sum of
Squares
df
Mean Square
Between Groups
.037
11
.003
Within Groups
.223
48
.005
Total
.260
59
F
Sig.
.730
.704
Sektor Dasar Kimia
Test of Homogeneity of Variances
abnormal return sektor dasar kimia
Levene Statistic
df1
df2
1.033
Sig.
11
48
.433
ANOVA
abnormal return sektor dasar kimia
Sum of
Squares
df
Mean Square
Between Groups
.012
11
.001
Within Groups
.065
48
.001
Total
.077
59
F
Sig.
.800
.640
Sektor Aneka Industri
93
Universitas Sumatera Utara
Test of Homogeneity of Variances
abnormal return sektor aneka industri
Levene Statistic
df1
df2
1.415
Sig.
11
48
.197
ANOVA
abnormal return sektor aneka industri
Sum of
Squares
df
Mean Square
Between Groups
.030
11
.003
Within Groups
.100
48
.002
Total
.131
59
F
Sig.
1.321
.243
Sektor Konsumsi
Test of Homogeneity of Variances
abnormal return sektor konsumsi
Levene Statistic
df1
df2
1.724
Sig.
11
48
.096
ANOVA
abnormal return sektor konsumsi
Sum of
Squares
df
Mean Square
Between Groups
.048
11
.004
Within Groups
.100
48
.002
Total
.148
59
F
2.082
Sig.
.040
Sektor Property
94
Universitas Sumatera Utara
Test of Homogeneity of Variances
abnormal return sektor property
Levene Statistic
df1
df2
.953
Sig.
11
48
.500
ANOVA
abnormal return sektor property
Sum of
Squares
df
Mean Square
Between Groups
.017
11
.002
Within Groups
.153
48
.003
Total
.170
59
F
Sig.
.487
.902
Sektor Infrastruktur
Test of Homogeneity of Variances
abnormal return sektor infrastruktur
Levene Statistic
df1
df2
1.252
Sig.
11
48
.281
ANOVA
abnormal return sektor infrastruktur
Sum of
Squares
df
Mean Square
Between Groups
.007
11
.001
Within Groups
.078
48
.002
Total
.086
59
F
Sig.
.404
.947
95
Universitas Sumatera Utara
Sektor Finance
Test of Homogeneity of Variances
abnormal return sektor finance
Levene Statistic
df1
df2
1.534
Sig.
11
48
.151
ANOVA
abnormal return sektor finance
Sum of
Squares
df
Mean Square
Between Groups
.014
11
.001
Within Groups
.038
48
.001
Total
Sektor Trade and Services
.052
59
F
Sig.
1.552
.144
Test of Homogeneity of Variances
abnormal return sektor trade
Levene Statistic
df1
df2
1.484
Sig.
11
48
.169
ANOVA
abnormal return sektor trade
Sum of
Squares
df
Mean Square
Between Groups
.019
11
.002
Within Groups
.060
48
.001
Total
.078
59
F
1.362
Sig.
.222
96
Universitas Sumatera Utara
97
Universitas Sumatera Utara
72
Universitas Sumatera Utara
LAMPIRAN 1
PERTANIAN
AGRICULTURE
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
Close
969.432
1046.64
1073.191
1333.252
1576.518
1526.995
1659.552
1797.124
1784.205
1725.329
1745.185
1753.09
1850.305
1856.357
1923.598
1932.17
1645.391
1660.501
1677.172
1742.853
1964.154
2218.973
2139.621
2284.319
2040.515
IHSG
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
RI
0.055146
0.079643
0.025368
0.242325
0.182461
-0.03141
0.086809
0.082897
-0.00719
-0.033
0.011509
0.00453
0.055454
0.003271
0.036222
0.004456
-0.14842
0.009183
0.01004
0.039162
0.126976
0.129735
-0.03576
0.067628
-0.10673
RM
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
AR
0.071923
0.115053
-0.09022
0.04101
0.069816
-0.08877
-0.05946
0.07502
-0.06102
0.007482
-0.00882
-0.04453
0.025292
0.02693
-0.05333
-0.06538
-0.08976
-0.03255
-0.04336
0.035057
-0.00912
0.091458
-0.00712
0.018834
-0.02725
73
Universitas Sumatera Utara
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
1978.544
2127.728
2201.926
2384.387
2318.688
2456.066
2247.994
2044.694
2155.049
2174.274
2146.036
2137.331
2297.49
2428.191
2236.77
2148.905
2189.452
2340.42
2221.842
2242.256
2122.969
1915.327
2062.937
1994.746
2006.198
1991.103
1805.835
1975.599
2042.039
1702.922
1806.971
1760.193
1765.666
1947.176
2139.96
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
-0.03037
0.075401
0.034872
0.082864
-0.02755
0.059248
-0.08472
-0.09044
0.053971
0.008921
-0.01299
-0.00406
0.074934
0.056889
-0.07883
-0.03928
0.018869
0.068952
-0.05067
0.009188
-0.0532
-0.09781
0.077068
-0.03306
0.005741
-0.00752
-0.09305
0.094009
0.03363
-0.16607
0.0611
-0.02589
0.003109
0.1028
0.099007
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0599
-0.00415
-0.04832
0.015372
-0.00344
0.078322
-0.041
-0.00304
-0.01474
-0.01425
-0.01417
0.028909
-0.04176
-0.03538
0.063893
0.022677
-0.09319
0.043935
-0.01316
0.021738
-0.03087
-0.04062
-0.07378
-0.08076
0.067585
-0.06479
-0.07107
-0.0378
-0.11189
0.087143
0.0829
-0.1228
0.151177
-0.05475
-0.05025
0.162699
0.103157
PERTAMBANGAN
MINING
Date
1/1/2009
Close
922.162
IHSG
1,332.67
Ri
0.050684
Rm
-0.01678
Art
0.067461
74
Universitas Sumatera Utara
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
963.894
1005.544
1444.462
1818.963
1848.543
2144.907
2140.427
2238.591
2085.222
2129.868
2203.475
2236.397
2178.866
2430.263
2576.576
2275.26
2238.857
2274.822
2304.946
2631.899
2758.155
2870.836
3274.163
3043.509
3128.108
3162.205
3257.342
3236.316
3254.447
3362.547
2883.57
2487.198
2725.098
2492.261
2532.378
2710.017
2804.066
2760.385
2578.252
2066.196
2045.464
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
0.045255
0.04321
0.436498
0.259267
0.016262
0.160323
-0.00209
0.045862
-0.06851
0.021411
0.034559
0.014941
-0.02572
0.11538
0.060205
-0.11694
-0.016
0.016064
0.013242
0.141848
0.047971
0.040854
0.140491
-0.07045
0.027797
0.0109
0.030086
-0.00645
0.005602
0.033216
-0.14244
-0.13746
0.09565
-0.08544
0.016097
0.070147
0.034704
-0.01558
-0.06598
-0.19861
-0.01003
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.080665
-0.07238
0.235183
0.146623
-0.0411
0.014052
-0.00997
-0.00797
-0.02803
0.001079
-0.0145
-0.01522
-0.00207
0.025828
-0.00963
-0.05829
-0.05773
-0.03734
0.009137
0.005756
0.009694
0.069492
0.091698
0.009029
0.009851
-0.04913
-0.00823
-0.011
-0.00785
-0.02908
-0.07247
-0.06127
0.027513
-0.06545
-0.01268
0.038828
0.023663
-0.04979
-0.08034
-0.11539
-0.04206
75
Universitas Sumatera Utara
7/2/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
2001.008
1905.954
2030.596
1901.74
1781.828
1863.665
1948.104
1917.848
1774.598
1754.005
1534.571
1423.244
1282.509
1429.521
1435.177
1499.736
1443.998
1429.311
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
-0.02173
-0.0475
0.065396
-0.06346
-0.06305
0.045929
0.045308
-0.01553
-0.07469
-0.0116
-0.1251
-0.07255
-0.09888
0.114628
0.003957
0.044983
-0.03717
-0.01017
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
-0.06895
-0.02771
0.01559
-0.08404
-0.04601
0.036446
0.013568
-0.09234
-0.10497
-0.03044
-0.13197
-0.02328
-0.05561
0.204706
-0.02491
-0.00838
0.026636
-0.01434
DASAR KIMIA
BASIC INDUSTRY
Date
Close
IHSG
Ri
Rm
Art
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
-0.06368
-0.01831
0.085262
0.122482
0.204408
0.05976
0.154838
0.028362
0.0408
0.060462
0.005987
0.076798
0.02256
-0.00881
0.05292
0.079083
-0.06275
0.055327
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
-0.0469
0.017102
-0.03033
-0.07883
0.091763
0.0024
0.008567
0.020485
-0.01303
0.100943
-0.01434
0.027738
-0.0076
0.014849
-0.03663
0.009249
-0.00409
0.013596
126.391
124.077
134.656
151.149
182.045
192.924
222.796
229.115
238.463
252.881
254.395
273.932
280.112
277.644
292.337
315.456
295.662
312.02
76
Universitas Sumatera Utara
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
340.131
352.013
404.678
398.745
390.898
387.245
338.484
351.192
389.198
400.507
405.24
403.006
415.865
400.756
362.489
396.341
373.368
408.273
416.932
417.413
437.367
434.509
406.412
428.926
464.213
437.706
470.132
491.342
513.321
526.551
528.889
571.618
604.63
627.306
606.902
585.768
519.282
455.624
469.564
515.301
466.629
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
0.090094
0.034934
0.149611
-0.01466
-0.01968
-0.00935
-0.12592
0.037544
0.10822
0.029057
0.011818
-0.00551
0.031908
-0.03633
-0.09549
0.093388
-0.05796
0.093487
0.021209
0.001154
0.047804
-0.00653
-0.06466
0.055397
0.082268
-0.0571
0.074082
0.045115
0.044733
0.025773
0.00444
0.08079
0.057752
0.037504
-0.03253
-0.03482
-0.1135
-0.12259
0.030595
0.097403
-0.09445
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.03669
0.030828
0.013519
-0.05294
0.008959
-0.05814
-0.04644
0.019598
0.048191
-0.00926
0.007275
-0.01896
-0.03039
0.033648
-0.0193
0.025251
-0.03798
0.06471
-0.01011
-0.00989
0.013592
-0.02089
0.018554
0.023368
0.035054
-0.0373
0.024275
0.024533
0.061777
0.01629
-0.0273
0.00398
0.027475
0.018666
-0.03939
0.014447
-0.07023
-0.03251
0.001731
0.044041
-0.03065
77
Universitas Sumatera Utara
12/1/2013
480.744
ANEKA INDUSTRI
Miscellaneous Industry
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
4,274.17
0.030249
0.004168
0.026081
Close
IHSG
Ri
Rm
Art
246.574
220.413
264.007
316.667
362.721
416.212
504.596
538.053
584.958
551.764
561.22
601.469
626.53
627.409
702.309
800.055
724.869
809.199
858.563
833.288
1002.704
1000.655
932.587
967.023
873.515
920.378
1001.727
1008.965
1064.337
1142.151
1291.493
1203.921
1143.418
1236.11
1260.669
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
0.147192
-0.1061
0.197783
0.199464
0.145434
0.147471
0.212353
0.066305
0.087175
-0.05675
0.017138
0.071717
0.041666
0.001403
0.11938
0.139178
-0.09398
0.116338
0.061004
-0.02944
0.20331
-0.00204
-0.06802
0.036925
-0.0967
0.053649
0.088387
0.007226
0.05488
0.07311
0.130755
-0.06781
-0.05025
0.081066
0.019868
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.163969
-0.07069
0.082192
-0.00185
0.032789
0.090111
0.066082
0.058428
0.033343
-0.01627
-0.00319
0.022657
0.011505
0.025062
0.029828
0.069344
-0.03532
0.074607
0.0076
-0.03354
0.067218
-0.04032
-0.03938
-0.01187
-0.01722
0.035703
0.028358
-0.03109
0.050338
0.059662
0.068462
0.002172
0.025935
0.012929
0.039856
78
Universitas Sumatera Utara
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
CONSUMER GOODS
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
1311.147
1399.529
1278.999
1329.132
1301.481
1187.154
1234.321
1253.382
1210.857
1312.276
1397.397
1281.588
1336.524
1293.379
1386.973
1388.083
1312.39
1282.921
1272.485
1188.444
1106.125
1184.58
1208.16
1133.456
1205.012
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
0.040041
0.067408
-0.08612
0.039197
-0.0208
-0.08784
0.039731
0.015442
-0.03393
0.083758
0.064865
-0.08287
0.042866
-0.03228
0.072364
0.0008
-0.05453
-0.02245
-0.00813
-0.06604
-0.06927
0.070928
0.019906
-0.06183
0.063131
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
0.011263
0.036089
-0.09716
0.004986
-0.03516
-0.00463
0.007703
-0.03177
-0.01413
0.033952
0.044284
-0.06583
0.033383
-0.06402
-0.00445
-0.02948
-0.07337
-0.02932
0.041135
-0.02277
0.020811
0.042063
-0.03346
0.001968
0.058963
Close
IHSG
Ri
Rm
Art
337.847
346.155
351.269
381.322
433.732
495.732
591.202
559.178
597.628
575.396
625.728
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
0.033668
0.024591
0.014774
0.085556
0.137443
0.142945
0.192584
-0.05417
0.068762
-0.0372
0.087474
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.050445
0.060001
-0.10082
-0.11576
0.024799
0.085585
0.046312
-0.06204
0.01493
0.00328
0.067142
79
Universitas Sumatera Utara
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
671.305
699.783
717.932
738.141
821.588
889.807
959.04
1001.301
1005.913
1176.562
1179.981
1070.014
1094.653
1010.139
1037.186
1106.573
1118.375
1122.495
1180.257
1254.019
1285.184
1204.239
1241.526
1320.588
1315.964
1322.274
1332.533
1349.096
1403.47
1386.54
1500.574
1533.896
1557.42
1554.717
1600.529
1655.433
1565.878
1590.59
1682.246
1740.419
1888.398
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
0.072838
0.042422
0.025935
0.028149
0.11305
0.083033
0.077807
0.044066
0.004606
0.169646
0.002906
-0.09319
0.023027
-0.07721
0.026776
0.066899
0.010665
0.003684
0.051459
0.062497
0.024852
-0.06298
0.030963
0.063681
-0.0035
0.004795
0.007759
0.01243
0.040304
-0.01206
0.082244
0.022206
0.015336
-0.00174
0.029466
0.034304
-0.0541
0.015782
0.057624
0.034581
0.085025
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.023779
0.01226
0.049595
-0.0614
0.043216
0.141692
0.036076
-0.00934
0.000501
0.033554
-0.03537
-0.06456
-0.02577
0.00227
0.00883
0.006871
-0.02765
-0.00086
0.03801
0.000204
0.094831
0.013206
-0.03717
0.083669
-0.03228
-0.02652
-0.00328
-0.02178
0.025945
0.071155
0.050215
-0.02501
0.035134
-0.05154
0.008885
0.051348
-0.06358
-0.01596
-0.01919
0.004304
0.066187
80
Universitas Sumatera Utara
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
PROPERTY
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/4/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
2140.025
2056.763
2002.145
1880.86
1852.481
1892.531
1757.791
1782.086
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
Close
IHSG
96.026
96.854
99.742
112.318
130.986
144.787
159.975
157.959
162.823
153.985
143.635
146.8
153.491
150.231
166.378
182.123
154.504
163.384
168.259
170.904
193.282
202.413
203.223
203.097
179.288
179.398
194.239
208.419
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
0.133249
-0.03891
-0.02656
-0.06058
-0.01509
0.02162
-0.0712
0.013821
Ri
-0.07211
0.008623
0.029818
0.126085
0.166207
0.105362
0.104899
-0.0126
0.030793
-0.05428
-0.06721
0.022035
0.045579
-0.02124
0.107481
0.094634
-0.15165
0.057474
0.029838
0.01572
0.130939
0.047242
0.004002
-0.00062
-0.11723
0.000614
0.082727
0.073003
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
Rm
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.126384
0.010363
0.016716
0.0295
-0.04395
-0.03174
-0.00739
0.009654
Art
-0.05534
0.044033
-0.08577
-0.07523
0.053562
0.048002
-0.04137
-0.02048
-0.02304
-0.0138
-0.08755
-0.02702
0.015418
0.00242
0.017929
0.0248
-0.09299
0.015743
-0.02357
0.011615
-0.00515
0.008965
0.03264
-0.04941
-0.03775
-0.01733
0.022698
0.034687
81
Universitas Sumatera Utara
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
209.389
207.483
232.439
229.233
205.859
215.084
203.415
229.254
237.167
252.516
278.588
312.001
278.12
275.638
289.269
279.167
310.543
320.543
332.566
326.552
363.702
418.054
461.06
482.825
565.295
483.267
436.439
365.444
384.039
402.933
345.009
336.997
INFRASTRUKTUR
Date
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
Close
481.303
446.294
524.829
588.879
602.589
0.004654
-0.0091
0.12028
-0.01379
-0.10197
0.044812
-0.05425
0.127026
0.034516
0.064718
0.103249
0.119937
-0.10859
-0.00892
0.049453
-0.03492
0.112392
0.032202
0.037508
-0.01808
0.113764
0.149441
0.102872
0.047206
0.170807
-0.14511
-0.0969
-0.16267
0.050883
0.049198
-0.14376
-0.02322
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
0.000112
-0.02255
0.057987
0.056186
-0.02578
-0.02332
-0.03427
0.098249
0.003198
0.053677
0.069037
0.105578
-0.02538
-0.04095
0.002238
-0.01512
0.062585
0.01162
0.054553
-0.02757
0.082025
0.072631
0.072595
0.028368
0.163942
-0.09584
-0.05363
-0.07259
0.022019
-0.00416
-0.07996
-0.02739
IHSG
Ri
Rm
Art
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
-0.01845
-0.07274
0.175971
0.12204
0.023282
-0.01678
-0.03541
0.115591
0.201315
0.112644
-0.00167
-0.03733
0.06038
-0.07928
-0.08936
82
Universitas Sumatera Utara
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
610.529
696.334
674.119
700.344
669.854
693.024
728.528
729.434
667.938
697.787
699.922
670.11
678.123
743.612
749.667
807.815
845.403
806.633
819.209
776.288
741.795
758.353
799.725
793.772
776.257
780.35
711.336
694.376
703.723
694.043
699.446
707.842
735.935
747.39
794.017
772.905
785.507
843.52
863.25
887.332
937.697
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
0.013176
0.140542
-0.0319
0.038903
-0.04354
0.03459
0.051231
0.001244
-0.08431
0.044688
0.00306
-0.04259
0.011958
0.096574
0.008143
0.077565
0.04653
-0.04586
0.015591
-0.05239
-0.04443
0.022322
0.054555
-0.00744
-0.02207
0.005273
-0.08844
-0.02384
0.013461
-0.01376
0.007785
0.012004
0.039688
0.015565
0.062386
-0.02659
0.016305
0.073854
0.02339
0.027897
0.05676
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.04418
-0.00573
-0.03978
-0.01493
-0.00305
0.014258
0.002171
-0.02892
-0.06065
-0.04486
-0.06677
0.016065
-0.02977
0.043171
0.004037
-0.05853
0.008253
-0.01722
-0.0332
0.027083
-0.06238
-0.03771
0.01624
-0.01199
-0.03551
-0.05702
-0.01846
0.052347
-0.05468
0.006232
-0.02099
-0.01931
0.028647
-0.01865
0.048028
0.056629
-0.01572
0.02664
0.043188
-0.02191
0.036179
83
Universitas Sumatera Utara
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
882.472
907.524
933.719
979.004
1036.571
1069.424
1008.692
1018.718
1025.63
952.229
930.788
975.924
949.473
930.399
KEUANGAN
Date
Close
IHSG
161.237
145.309
172.708
215.732
227.649
243.662
272.789
280.456
304.671
288.315
293.48
301.424
311.656
302.744
345.504
373.16
357.304
377.184
395.524
396.515
447.698
467.683
452.975
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
-0.05889
0.028388
0.028864
0.0485
0.058802
0.031694
-0.05679
0.00994
0.006785
-0.07157
-0.02252
0.048492
-0.0271
-0.02009
Ri
-0.08562
-0.09879
0.188557
0.249114
0.05524
0.070341
0.119539
0.028106
0.086342
-0.05368
0.017914
0.027068
0.033946
-0.0286
0.141241
0.080045
-0.04249
0.055639
0.048623
0.002506
0.129082
0.044639
-0.03145
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
Rm
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
-0.04185
0.018906
-0.00288
-0.02831
0.028525
0.012856
-0.06365
0.059209
0.050056
0.01851
-0.05138
-0.00487
0.036697
-0.02426
Art
-0.06884
-0.06338
0.072966
0.047799
-0.0574
0.01298
-0.02673
0.020229
0.032509
-0.0132
-0.00242
-0.02199
0.003784
-0.00494
0.05169
0.010211
0.016168
0.013908
-0.00478
-0.0016
-0.00701
0.006362
-0.00281
84
Universitas Sumatera Utara
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
PERDAGANGAN
Date
466.669
422.034
432.286
482.764
511.415
501.572
506.868
543.191
507.12
466.597
509.929
482.967
491.776
497.885
492.209
508.126
521.94
476.561
498.154
533.499
519.818
543.477
549.906
547.127
550.097
593.905
660.937
666.707
676.155
646.327
597.527
596.811
505.746
550.874
588.756
542.619
540.334
Close
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
IHSG
0.030231
-0.09565
0.024292
0.11677
0.059348
-0.01925
0.010559
0.071662
-0.06641
-0.07991
0.092868
-0.05287
0.018239
0.012422
-0.0114
0.032338
0.027186
-0.08694
0.04531
0.070952
-0.02564
0.045514
0.011829
-0.00505
0.005428
0.079637
0.112867
0.00873
0.014171
-0.04411
-0.0755
-0.0012
-0.15259
0.089231
0.068767
-0.07836
-0.00421
Ri
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
Rm
-0.01856
-0.01617
0.006346
0.056741
0.021032
-0.02379
-0.00289
0.009369
0.003573
-0.00372
0.024731
-0.03289
-0.01054
-0.0189
-0.02244
-0.00187
0.012827
-0.00373
0.013281
0.023738
-0.00585
-0.00429
-0.00875
0.011991
-0.00405
0.047897
0.036056
-0.02155
-0.00467
-0.05098
-0.02623
0.042073
-0.06251
0.060366
0.015405
-0.01456
-0.00838
Art
85
Universitas Sumatera Utara
1/1/2009
2/1/2009
3/1/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/1/2009
9/1/2009
10/1/2009
11/1/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/1/2010
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
147.598
144.108
161.649
185.559
205.208
217.84
250.011
259.85
276.199
256.376
248.474
275.758
299.438
304.357
327.716
348.994
316.451
317.02
329.671
320.062
382.921
407.212
417.993
474.08
473.601
500.289
484.402
497.357
514.085
529.862
585.181
524.668
493.082
529.206
550.61
582.186
620.95
664.906
725.036
735.589
663.135
1,332.67
1,285.48
1,434.07
1,722.77
1,916.83
2,026.78
2,323.24
2,341.54
2,467.59
2,367.70
2,415.84
2,534.36
2,610.80
2,549.03
2,777.30
2,971.25
2,796.96
2,913.68
3,069.28
3,081.88
3,501.30
3,635.32
3,531.21
3,703.51
3,409.17
3,470.35
3,678.67
3,819.62
3,836.97
3,888.57
4,130.80
3,841.73
3,549.03
3,790.85
3,715.08
3,821.99
3,941.69
3,985.21
4,121.55
4,180.73
3,832.82
-0.00493
-0.02365
0.121721
0.147913
0.105891
0.061557
0.147682
0.039354
0.062917
-0.07177
-0.03082
0.109806
0.085872
0.016427
0.076749
0.064928
-0.09325
0.001798
0.039906
-0.02915
0.196396
0.063436
0.026475
0.134182
-0.00101
0.056351
-0.03176
0.026744
0.033634
0.030689
0.104403
-0.10341
-0.0602
0.073262
0.040445
0.057347
0.066584
0.070788
0.090434
0.014555
-0.0985
-0.01678
-0.03541
0.115591
0.201315
0.112644
0.05736
0.146271
0.007877
0.053832
-0.04048
0.020332
0.04906
0.030161
-0.02366
0.089552
0.069834
-0.05866
0.041731
0.053403
0.004105
0.136092
0.038277
-0.02864
0.048793
-0.07948
0.017946
0.060029
0.038315
0.004542
0.013448
0.062293
-0.06998
-0.07619
0.068137
-0.01999
0.028777
0.031319
0.011041
0.034211
0.014359
-0.08322
0.011849
0.011765
0.00613
-0.0534
-0.00675
0.004197
0.00141
0.031477
0.009085
-0.03129
-0.05115
0.060747
0.055711
0.040087
-0.0128
-0.00491
-0.03459
-0.03993
-0.0135
-0.03325
0.060304
0.025159
0.055114
0.085388
0.078466
0.038406
-0.09178
-0.01157
0.029091
0.017241
0.04211
-0.03343
0.015988
0.005125
0.060433
0.02857
0.035265
0.059747
0.056222
0.000196
-0.01528
86
Universitas Sumatera Utara
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
665.364
698.597
682.027
734.179
742.226
736.812
740.949
735.882
808.919
872.033
877.878
926.901
880.231
837.691
758.733
776.054
788.542
790.444
776.786
3,955.58
4,142.34
4,060.33
4,262.56
4,350.29
4,276.14
4,316.69
4,453.70
4,795.79
4,940.99
5,034.07
5,068.63
4,818.90
4,610.38
4,195.09
4,316.18
4,546.50
4,256.43
4,274.17
0.003361
0.049947
-0.02372
0.076466
0.010961
-0.00729
0.005615
-0.00684
0.099251
0.078023
0.006703
0.055843
-0.05035
-0.04833
-0.09426
0.022829
0.016092
0.002412
-0.01728
0.032029
0.047214
-0.0198
0.049806
0.020582
-0.01704
0.009483
0.03174
0.07681
0.030277
0.018838
0.006865
-0.04927
-0.04327
-0.09008
0.028865
0.053362
-0.0638
0.004168
-0.02867
0.002733
-0.00392
0.02666
-0.00962
0.009751
-0.00387
-0.03858
0.022441
0.047746
-0.01214
0.048977
-0.00108
-0.00506
-0.00418
-0.00604
-0.03727
0.066213
-0.02145
LAMPIRAN 2
Hasil Output Deskriptif Sektor Pertambangan/Minning
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.015221
.067461
.02273329
.031511509
Februari
5
-.092341
.080665
.00395440
.062483530
Maret
5
-.104970
.025828 -.05008802
.048148790
April
5
-.080340
.235183
.02130827
.123067532
Mei
5
-.131970
.146623 -.03400367
.111764903
Juni
5
-.057731
-.007846 -.03440268
.019214315
Juli
5
-.068948
.014052 -.03538492
.031714401
Agustus
5
-.072466
.204706
.02074132
.107185585
September
5
-.061269
.015590 -.01456029
.030224214
Oktober
5
-.084039
.027513 -.01664819
.042963810
November
5
-.065454
.069492 -.00285133
.054544019
87
Universitas Sumatera Utara
Desember
5
Valid N (listwise)
5
-.014500
.091698
.01732476
.046937934
Hasil Output Deskriptif Sektor Dasar Kimia
Descriptive Statistics
N
Minimum Maximum
Mean
-.007601 -.02767103
Std. Deviation
Januari
5
-.046903
Februari
5
-.009887
.019598
.00912824
.012186233
Maret
5
-.036631
.048191
.00445967
.036825135
April
5
-.078833
.018666 -.01621384
.038263377
Mei
5
-.039392
.091763
.01482245
.048186045
Juni
5
-.018961
.023368
.00696994
.016294248
Juli
5
-.070231
.036690 -.00406101
.045884465
Agustus
5
-.037303
.033648
.00302943
.035017193
September
5
-.019297
.024275
.00143916
.018075550
Oktober
5
-.052938
.100943
.02836601
.055108768
November
5
-.037975
.061777 -.00244724
.040169190
Desember
5
-.058139
.064710
.045017921
Valid N (listwise)
5
.01533617
.018931062
Hasil Output Deskriptif Sektor Aneka Industri
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.064021
.163969
.02606430
.085614273
Februari
5
-.097163
.035703 -.02230631
.058889984
Maret
5
-.029476
.082192
.02317753
.040795729
April
5
-.073369
.069344 -.01442561
.053285823
Mei
5
-.035317
.050338
.00277277
.037745639
Juni
5
.007703
.090111
.05464365
.031888959
Juli
5
-.031772
.068462
.01751981
.047710107
88
Universitas Sumatera Utara
Agustus
5
-.033544
.058428
.00674736
.035173936
September
5
.025935
.067218
.04050217
.015988600
Oktober
5
-.040321
.044284 -.00656593
.035079440
November
5
-.065830
.039856 -.01331714
.040621949
Desember
5
-.011868
.058963
.026242743
Valid N (listwise)
5
.02287965
Hasil Output Deskriptif Sektor Konsumsi
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.026524
.050445
.00449861
.029820820
Februari
5
-.019186
.060001
.01919136
.034187261
Maret
5
-.100817
.006871 -.03456543
.046099814
April
5
-.115760
.066187 -.00161232
.072583209
Mei
5
-.000858
.141692
.07263410
.061946679
Juni
5
.010363
.085585
.04404979
.027377310
Juli
5
-.025008
.046312
.00577734
.027248919
Agustus
5
-.062045
.094831
.01958426
.057073779
September
5
-.051542
.033554 -.00676105
.038350419
Oktober
5
-.037174
.008885 -.01842442
.022544413
November
5
-.064555
.083669
.02604175
.061189018
Desember
5
-.063580
.023779 -.01763872
.034825704
Valid N (listwise)
5
Hasil Output Deskriptif Sektor Property
Descriptive Statistics
89
Universitas Sumatera Utara
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.055337
.082025
.00150989
.053507237
Februari
5
-.017332
.072631
.03108578
.037316156
Maret
5
-.085773
.072595
.01929746
.063968663
April
5
-.075230
.105578
.02364076
.064488125
Mei
5
-.092991
.163942
.01984995
.096264137
Juni
5
-.095837
.048002 -.01911903
.054988021
Juli
5
-.053628
.057987 -.01166809
.044242801
Agustus
5
-.072592
.056186 -.00807882
.047125212
September
5
-.025776
.062585
.00612696
.036864014
Oktober
5
-.023325
.011620 -.00414056
.014844723
November
5
-.087546
.054553 -.02291477
.064512219
Desember
5
-.049413
.098249 -.00662923
.059403787
Valid N (listwise)
5
Hasil Output Deskriptif Sektor Infrastruktur
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.028918
.027083 -.00513926
.021341184
Februari
5
-.062379
.028647 -.03200345
.036958170
Maret
5
-.044863
.060380 -.00246225
.045308342
April
5
-.079275
.048028 -.01378536
.055966230
Mei
5
-.089363
.056629 -.01846186
.059038067
Juni
5
-.044184
.059209 -.01319707
.041779338
Juli
5
-.057020
.050056
.01142348
.043905178
Agustus
5
-.039780
.043188
.00149913
.032156378
September
5
-.058527
.052347 -.01888004
.043949766
Oktober
5
-.054676
.036179 -.00363378
.032914597
November
5
-.041849
.036697 -.00037675
.030149812
Desember
5
-.033203
.018906 -.01147510
.021419888
Valid N (listwise)
5
90
Universitas Sumatera Utara
Hasil Output Deskriptif Sektor Finance
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.068839
.047897 -.01044476
.042190982
Februari
5
-.063376
.036056 -.00967022
.036801046
Maret
5
-.021547
.072966
.03159535
.040901853
April
5
-.004667
.047799
.01744060
.019344433
Mei
5
-.057404
.016168 -.02394608
.031097690
Juni
5
-.026234
.013908
.00220931
.017395932
Juli
5
-.026733
.042073
.00873337
.026351110
Agustus
5
-.062509
.020229 -.00923038
.031384989
September
5
-.007010
.060366
.01557088
.029874873
Oktober
5
-.013203
.024731
.00490862
.015967812
November
5
-.032886
.011991 -.00813714
.016733640
Desember
5
-.021991
-.004054 -.01270496
.007395679
Valid N (listwise)
5
Hasil Output Deskriptif Sektor Trade and Services
Descriptive Statistics
N
Minimum Maximum
Mean
Std. Deviation
Januari
5
-.038578
.078466
.02854243
.044887299
Feb
5
.011765
.059747
.03448904
.018345372
Mar
5
-.091784
.056222
.00110228
.059288270
Apr
5
-.053402
.000196 -.01636364
.021320222
Mei
5
-.034589
.048977
.00428918
.034016995
Jun
5
-.039933
.017241 -.00964861
.023806637
Jul
5
-.013497
.042110
.00553976
.021430115
Aug
5
-.033430
.031477 -.00866109
.026794926
sept
5
-.006036
.060304
.02120017
.024873034
okt
5
-.037270
.025159 -.00957954
.025792895
91
Universitas Sumatera Utara
nov
5
-.051154
.066213
.02807123
.049612560
des
5
-.021447
.085388
.02987802
.044184265
Valid N (listwise)
5
LAMPIRAN 3
Sektor pertanian
Test of Homogeneity of Variances
abnormal return sektor pertanian
Levene Statistic
df1
df2
.538
Sig.
11
48
.868
ANOVA
abnormal return sektor pertanian
Sum of
Squares
df
Mean Square
Between Groups
.053
11
.005
Within Groups
.200
48
.004
Total
.253
59
F
1.159
Sig.
.340
Sektor Pertambangan
Test of Homogeneity of Variances
92
Universitas Sumatera Utara
abnormal return sektor pertambangan
Levene Statistic
df1
df2
1.718
Sig.
11
48
.098
ANOVA
abnormal return sektor pertambangan
Sum of
Squares
df
Mean Square
Between Groups
.037
11
.003
Within Groups
.223
48
.005
Total
.260
59
F
Sig.
.730
.704
Sektor Dasar Kimia
Test of Homogeneity of Variances
abnormal return sektor dasar kimia
Levene Statistic
df1
df2
1.033
Sig.
11
48
.433
ANOVA
abnormal return sektor dasar kimia
Sum of
Squares
df
Mean Square
Between Groups
.012
11
.001
Within Groups
.065
48
.001
Total
.077
59
F
Sig.
.800
.640
Sektor Aneka Industri
93
Universitas Sumatera Utara
Test of Homogeneity of Variances
abnormal return sektor aneka industri
Levene Statistic
df1
df2
1.415
Sig.
11
48
.197
ANOVA
abnormal return sektor aneka industri
Sum of
Squares
df
Mean Square
Between Groups
.030
11
.003
Within Groups
.100
48
.002
Total
.131
59
F
Sig.
1.321
.243
Sektor Konsumsi
Test of Homogeneity of Variances
abnormal return sektor konsumsi
Levene Statistic
df1
df2
1.724
Sig.
11
48
.096
ANOVA
abnormal return sektor konsumsi
Sum of
Squares
df
Mean Square
Between Groups
.048
11
.004
Within Groups
.100
48
.002
Total
.148
59
F
2.082
Sig.
.040
Sektor Property
94
Universitas Sumatera Utara
Test of Homogeneity of Variances
abnormal return sektor property
Levene Statistic
df1
df2
.953
Sig.
11
48
.500
ANOVA
abnormal return sektor property
Sum of
Squares
df
Mean Square
Between Groups
.017
11
.002
Within Groups
.153
48
.003
Total
.170
59
F
Sig.
.487
.902
Sektor Infrastruktur
Test of Homogeneity of Variances
abnormal return sektor infrastruktur
Levene Statistic
df1
df2
1.252
Sig.
11
48
.281
ANOVA
abnormal return sektor infrastruktur
Sum of
Squares
df
Mean Square
Between Groups
.007
11
.001
Within Groups
.078
48
.002
Total
.086
59
F
Sig.
.404
.947
95
Universitas Sumatera Utara
Sektor Finance
Test of Homogeneity of Variances
abnormal return sektor finance
Levene Statistic
df1
df2
1.534
Sig.
11
48
.151
ANOVA
abnormal return sektor finance
Sum of
Squares
df
Mean Square
Between Groups
.014
11
.001
Within Groups
.038
48
.001
Total
Sektor Trade and Services
.052
59
F
Sig.
1.552
.144
Test of Homogeneity of Variances
abnormal return sektor trade
Levene Statistic
df1
df2
1.484
Sig.
11
48
.169
ANOVA
abnormal return sektor trade
Sum of
Squares
df
Mean Square
Between Groups
.019
11
.002
Within Groups
.060
48
.001
Total
.078
59
F
1.362
Sig.
.222
96
Universitas Sumatera Utara
97
Universitas Sumatera Utara