Institutional Repository | Satya Wacana Christian University: Portofolio Antara Investasi Emas di Pasar Derivatif dengan Saham dalam LQ-45
36
LAMPIRAN 1
Daftar anggota saham LQ-45 Periode Januari-Desember 2011
No.
Kode
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
32.
33.
34.
35.
36.
37.
38.
39.
40.
41.
42.
43.
44.
45.
46.
47.
48.
49.
50.
51.
52.
53.
54.
55.
AALI
ADRO
ANTM
ASII
ASRI
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BIPI
BJBR
BMRI
BMTR
BNBR
BORN
BRPT
BRAU
BSDE
BTEL
BUMI
CPIN
DEWA
DOID
ELSA
ELTY
ENRG
EXCL
GGRM
GITL
HRUM
ICBP
INCO
INDF
INDY
INTP
ISAT
ITMG
JSMR
KLBF
KRAS
LPKR
LSIP
MEDC
PGAS
PTBA
SMCB
SMGR
TINS
TLKM
TRUB
UNSP
UNTR
UNVR
Nama Emiten
Nama Perusahaan
Astra Agro Lestari Tbk
Adaro Energy Tbk
Aneka Tambang Tbk
Astra International Tbk
Alam Sutera Realty Tbk
Bank Central Asia Tbk
PT Bank Bukopin Tbk
Bank BNI Tbk
Bank Rakyat Indonesia Tbk
Bank Tabungan Negara Tbk
Bank Danamon Tbk
Benakat Petroleum Energy Tbk
PT BPD Jawa Barat Tbk
Bank Mandiri Tbk
Global Mediacom Tbk
Bakrie & Brothers Tbk
PT Borneo Lumbung Energi & Metal
Barito Pacific Tbk
PT Berau Coal Energy Tbk
Bumi Serpong Damai Tbk
Bakrie Telecom Tbk
Bumi Resources Tbk
PT Charoen Pokphand Indonesia Tbk
Darma Henwa Tb
Delta Dunia Makmur Tbk
Elnusa Tbk
Bakrie Development Tbk
Energi Mega Persada Tbk
PT XL Axiata
Gudang Garam Tbk
PT Gajah Tunggal Tbk
PT Harum Energy
PT Indofood CBP Sukses Makmur Tbk
International Nickel Indonesia Tbk
Indofood Sukses Makmur Tbk
Indika Energy
Indocement Tunggal Perkasa
Indosat Tbk
Indo Tambang Raya Megah
Jasa Marga (persero) Tbk
Kalbe Farma Tbk
PT Krakatau Steel
Lippo Karawaci Tbk
PP London Sumatera Indonesia Tbk
Medco Energi International Tbk
Perusahaan Gas Negara Tbk
Tambang Batubara Bukit Asam Tbk
Holcim Indonesia Tbk
Semen Gresik Tbk
Timah (Persero) Tbk
Telekomunikasi Indonesia Tbk
Truba Alam Manunggal Tbk
Bakrie Sumatra Plantations Tbk
United Tractor Tbk
UNVR (Unilever Indonesia Tbk)
November ’10
– Januari ‘11
V
V
V
V
V
V
V
V
V
V
V
V
V
V
Frekuensi
Februari –
Juli ’11
V
V
V
V
V
V
V
V
V
V
V
Jumlah
Agustus ’11 –
Januari ‘12
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
3
3
3
3
2
3
1
3
3
3
3
1
2
3
1
3
1
1
2
2
2
3
2
1
3
2
3
3
1
3
2
1
1
3
3
3
3
3
3
3
3
1
3
3
3
3
3
3
3
3
3
1
3
3
3
37
LAMPIRAN 2
Harga Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
WAKTU
0-1
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
EMAS
1383.18
1416.53
1370.3
1363.6
1344.95
1344.5
1344.4
1355.6
1390.8
1413.5
1434.78
1425.95
1425.45
1425.35
1430.2
1475.55
1487.85
1511.9
1553.55
1493.6
1491.95
1516.4
1356.15
AALI
24600
26700
24900
25300
22300
21500
23250
22700
22050
21500
22600
22000
21600
22400
22850
22500
22800
23100
23250
23500
23600
23600
23200
ADRO
2525
2550
2700
2625
2375
2350
2475
2375
2425
2425
2350
2325
2375
2275
2300
2275
2275
2225
2225
2300
2225
2350
2400
ANTM
2350
2475
2350
2425
2250
2225
2300
2200
2200
2175
2225
2150
2150
2250
2325
2375
2350
2275
2275
2200
2200
2200
2150
ASII
52550
54700
48000
47300
47150
48900
49200
49000
53000
51700
54900
54000
54500
57000
58050
56500
55000
55800
56150
56500
58500
61000
59000
BBCA
6400
6550
6350
6000
5450
5700
6050
5950
6150
6150
6800
6800
6550
6900
7100
7000
7300
7500
7400
7300
7200
7200
7150
BBNI
3625
3875
3525
3375
3225
3275
3400
3400
3525
3450
3800
3750
3625
3800
4000
3975
4000
4100
4050
3925
3925
3900
3850
BBRI
10050
10600
9750
10200
9500
9900
9900
9200
9750
9400
10400
10300
10100
10700
11800
12600
12400
13000
13000
12400
12300
12900
12500
BBTN
1640
1650
1600
1420
1270
1370
1420
1300
1360
1340
1480
1440
1490
1550
1680
1730
1770
1790
1710
1640
1670
1650
1620
BDMN
5850
5750
5300
5400
5900
6000
6100
6200
6700
6400
6350
6350
6450
6350
6500
6450
6450
6350
6200
6150
6050
6050
6100
BMRI
6500
6600
6300
5750
5550
5850
6050
5600
5850
5700
6150
6200
6000
6250
6900
7000
6800
7150
7150
7000
7100
7200
7200
BNBR
68
66
70
73
68
66
67
62
64
64
67
66
63
64
66
65
66
66
66
73
85
82
78
BUMI
3000
3050
3125
3175
3000
2800
2850
2750
2850
2925
3025
3050
3125
3150
3325
3250
3375
3350
3450
3600
3525
3475
3400
38
WAKTU
VI-1
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
EMAS
1544.4
1529.85
1538.55
1501.6
1489.4
1541.3
1595.2
1614.8
1686.8
1734.6
1869.75
1821.45
1886.1
1854.5
1823.25
1641.7
1625.9
1640.15
1681.1
1639.45
1742.4
1753.9
1787.7
1723.35
AALI
23850
22800
23000
22900
23300
23050
22950
23200
23500
21200
21500
21600
22000
21600
21800
20750
18800
17100
19150
19500
21500
21050
21750
22600
ADRO
2450
2400
2325
2350
2525
2575
2575
2525
2675
2325
2350
2275
2000
1990
1950
1630
1690
1650
1930
1950
2125
2075
2075
1940
ANTM
2125
2100
2025
2100
2100
2075
2000
2050
2025
1900
1990
1940
1920
1890
1820
1580
1480
1500
1670
1720
1830
1710
1700
1650
ASII
58600
57000
58300
61300
65750
67300
70500
72400
71500
65500
67500
66800
66650
69250
65900
58850
63000
63000
67500
68000
69900
68300
70500
67600
BBCA
7100
7000
7250
7450
7850
7950
8300
8150
8350
8000
8000
8000
8100
8300
7850
7500
7500
7450
8050
7800
8000
8000
8250
7750
BBNI
3850
3700
3625
3650
3900
3850
3950
3975
4500
3950
4250
4150
4125
4075
4075
3425
3600
3375
3800
3900
4050
4000
3975
3700
BBRI
12800
12600
12500
12800
13600
13600
13500
13200
13900
13100
13100
12800
13200
13400
12800
11200
11400
11700
13200
12900
13500
13600
14000
13100
BBTN
1630
1610
1620
1680
1750
1790
1810
1650
1710
1550
1570
1600
1600
1550
1450
1110
1170
1190
1500
1460
1440
1420
1430
1350
BDMN
6200
5950
5900
5900
6050
6000
5600
5600
5500
5100
5400
5000
5300
5300
4900
4700
4550
4300
5200
5000
5000
4975
4850
4550
BMRI
7050
6950
6850
7000
7300
7600
7900
7550
7850
7250
7200
6950
7000
7000
6500
5500
6150
6000
6700
6600
7250
7150
7250
6650
BNBR
78
75
68
68
68
67
66
70
70
62
65
66
63
63
61
55
51
52
54
53
53
52
51
50
BUMI
3325
3400
3050
3050
3025
3000
2975
3100
3075
2800
2675
2700
2525
2700
2675
2175
1900
1930
2300
2250
2450
2350
2325
2175
39
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
EMAS
1694.3
1746.05
1712.15
1596.65
1607.05
AALI
21000
22650
21800
20550
21150
ADRO
1900
1950
1960
1820
1770
ANTM
1640
1670
1660
1610
1620
ASII
69000
71000
73700
72500
74000
BBCA
7550
8000
8000
8000
8050
BBNI
3700
3925
3925
3875
3925
BBRI
13300
13400
13400
13400
13600
BBTN
1250
1260
1240
1220
1200
BDMN
4450
4375
4375
4200
4150
BMRI
6550
6700
6650
6700
6800
BNBR
50
50
52
51
50
BUMI
2050
2100
200
2250
2125
41
40
WAKTU
0-1
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
DOID
1470
1610
1560
1470
1280
1250
1340
1310
1220
1180
1130
1120
1110
1150
1160
1210
1290
1310
1300
1230
1270
1220
1170
1190
ELTY
159
157
155
144
134
131
128
127
135
142
140
143
138
137
139
141
139
139
144
147
169
170
163
162
ENRG
126
124
124
121
110
108
105
104
107
108
111
123
125
127
129
130
128
141
157
161
205
192
191
210
GGRM
37000
40250
38700
38400
36000
37100
36700
34500
35750
36050
36150
39750
41900
41900
41000
41150
40500
41350
40650
40800
43700
43500
43800
44400
INCO
4725
4900
4675
4750
4675
4750
4925
5000
4900
5000
5100
4675
4625
4725
4775
4875
4850
4925
5000
4800
4800
4850
4850
4750
INDF
4700
4875
4750
4900
4525
4725
4800
4675
4725
4825
4975
4825
4900
5150
5450
5350
5350
5600
5550
5700
5600
5600
5500
5450
INDY
4400
4775
4925
4950
4450
4150
4225
3950
3825
3725
3875
3725
3900
4150
4000
4150
4000
3975
4075
4150
4150
4125
4300
4150
INTP
16300
16000
16000
15150
13400
14000
14650
14500
15650
14300
14750
14800
14400
15600
16700
16000
17000
17800
16900
17000
16650
17050
17400
17200
ISAT
5100
5400
5100
5150
5050
4850
5050
5050
5050
5100
5000
5050
5150
5150
5500
5300
5350
5350
5350
5400
5200
5250
5200
5200
ITMG
50500
50750
53500
53350
47900
47500
47750
44750
46500
45200
44000
43000
48500
48450
48500
49850
48750
47500
46500
47350
45600
46750
47650
46700
JSMR
3300
3450
3300
3300
3125
3050
3100
3050
3125
3075
3275
3275
3200
3275
3450
3350
3325
3400
3300
3425
3425
3450
3450
3400
KLBF
3150
3300
3100
2975
2750
2875
2925
2875
2925
2900
2900
3100
2975
3125
3475
3675
3675
3550
3575
3425
3425
3450
3450
3450
LPKR
650
680
690
610
570
580
570
530
590
530
550
570
550
570
630
690
700
770
780
780
730
660
680
670
41
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
XI-4
DOID
1060
990
1030
1050
1110
1020
1020
970
810
860
870
850
850
810
680
660
600
650
650
650
620
620
630
640
ELTY
155
143
149
150
147
148
166
170
146
150
143
144
142
135
121
108
103
122
119
120
115
116
110
107
ENRG
200
195
205
205
200
200
230
260
200
215
192
192
191
177
148
128
124
170
170
173
158
159
158
150
GGRM
45300
44250
46950
50000
50850
50700
53850
51400
50500
55000
53200
56600
59500
56100
50000
52000
55500
57500
55400
59900
60950
61550
61150
61200
INCO
4600
4525
4500
4525
4475
4375
4325
4275
3700
3825
3725
3700
3825
3700
3100
2925
2925
3200
3250
3725
3550
3425
3325
3075
INDF
5200
5300
5550
6000
5800
5950
6000
6400
6200
6500
6100
6200
5800
5650
4600
4975
4925
5650
5600
5350
5150
4925
4750
4725
INDY
4000
3725
3750
3825
3725
3700
3850
3750
3250
3250
3050
3275
3250
2950
2350
2175
2325
2625
2550
2950
2575
2425
2250
2075
INTP
16500
16900
16700
17200
16800
16350
16400
15550
13600
14700
14750
15500
15000
14050
12400
13600
12850
15000
14700
16200
15600
15200
15200
14750
ISAT
5150
5200
5100
5100
5100
5300
5650
5550
5600
5500
5500
5300
5600
5500
5550
5000
4775
5000
4975
5250
5350
5200
5350
5200
ITMG
46300
44500
44900
45300
47000
47700
50200
50850
43500
45000
43000
43150
44500
44400
40650
39000
37400
42000
41000
45100
43650
44600
42700
39000
JSMR
3325
3450
3500
3725
3750
3650
3875
3975
3775
3925
3975
4075
4125
4000
3600
3925
3750
3850
3925
3875
3925
3925
3875
3800
KLBF
3300
3250
3475
3500
3625
3525
3475
3525
3175
3450
3375
3550
3525
3550
2925
3175
3350
3400
3400
3525
3475
3575
3400
3375
LPKR
640
630
650
650
650
660
750
780
740
790
730
740
740
700
650
660
610
650
640
650
630
640
640
630
42
WAKTU
XII-1
XII-2
XII-3
XII-4
DOID
650
700
670
670
ELTY
108
105
122
122
ENRG
153
155
159
175
GGRM
66400
63000
62200
62000
INCO
3175
3150
3050
3050
INDF
4850
4800
4575
4725
INDY
2250
2200
2100
2200
INTP
15100
15300
16550
17050
ISAT
5650
5300
5400
5250
ITMG
40200
38950
37000
38250
JSMR
3775
4200
4125
4125
KLBF
3575
3450
3350
3375
LPKR
640
640
630
650
43
WAKTU
0-1
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
LSIP
11950
12900
11850
12400
11300
11300
11800
10800
11000
10750
11625
11250
11250
11375
11750
11750
12000
12125
12250
12125
12000
11875
12125
12125
MEDC
3125
3375
3275
3225
2950
3200
3375
3250
3275
2975
2875
2900
2825
2900
2850
2850
2800
2775
2750
2750
2700
2700
2600
2600
PGAS
4225
4450
4275
4250
4050
4125
4275
3850
3850
3625
3575
3675
3675
3800
3900
4000
4025
3925
4025
4225
4050
3950
4050
4075
PTBA
21200
22950
22800
23350
21000
19900
20300
19500
19650
20000
19950
20400
20400
21000
22000
22400
22550
22200
22400
21750
21200
20950
21600
21200
SMCB
2250
2250
2225
2075
1960
2000
1960
1890
1940
1850
1910
1880
1870
2025
1990
2050
2175
2200
2200
2200
2100
2150
2200
2250
SMGR
9250
9650
9300
9050
7800
7650
8350
8400
8750
8500
8800
8800
8450
9100
9800
9700
9550
9600
9500
9350
9250
9650
9700
9600
TINS
2725
2775
2700
2650
2500
2800
2900
2800
2825
2700
2700
2575
2550
2650
2750
2825
2875
2850
2875
2725
2675
2675
2600
2575
TLKM
7900
8000
7250
7550
7550
7650
7800
7600
7450
7550
7300
7300
6750
7100
7300
7000
7300
7750
7700
7500
7600
7600
7700
7650
UNSP
380
395
395
380
360
345
350
330
340
350
355
350
355
355
360
350
360
365
390
400
460
485
450
450
UNTR
23000
23950
24400
22150
20400
21750
22900
22600
23100
23050
23600
23000
22000
22550
21550
22150
22200
23150
23250
24000
22100
22200
22550
22850
UNVR
15850
16500
15800
16100
14250
14750
15500
14700
15500
15850
16650
16800
15600
15950
15500
15150
14950
15400
15300
14950
14850
14900
14950
14900
44
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
XI-4
LSIP
11625
11500
11375
11875
11625
11625
11750
11875
11000
11875
11500
12250
11375
11000
9650
10000
9250
10250
10250
11125
10875
11125
11625
11750
MEDC
2475
2350
2350
2375
2275
2250
2400
2500
2300
2575
2425
2325
2475
2500
2225
2075
2075
2375
2150
2250
2375
2450
2325
2350
PGAS
3950
4000
4000
4075
3950
4000
4000
4000
3025
3375
3275
2950
2825
2650
2350
2600
2550
2725
2925
3025
3025
3125
3050
2925
PTBA
20900
20850
20500
21250
21500
20850
21150
21400
19400
19000
19000
19350
19500
17900
15750
16800
14200
17500
17200
18800
17850
17850
17600
16850
SMCB
2100
2250
2175
2250
2175
2125
2150
2100
1910
2000
1930
1920
2000
1990
1750
1700
1700
1940
1870
1950
1940
1910
1870
1830
SMGR
9200
9600
9550
9900
9850
10000
9900
9350
8800
8900
8800
9100
9050
8700
8000
8200
7900
9000
8900
9500
9300
9300
9000
8950
TINS
2525
2400
2475
2500
2650
2600
2525
2450
2025
2300
2150
2250
2200
2125
1850
1730
1630
1860
1870
2025
1950
1910
1810
1740
TLKM
7450
6850
7200
7300
7150
7150
7400
7400
7500
7250
7400
7350
7550
7300
7200
7450
7250
7150
7350
7450
7550
7400
7450
7300
UNSP
455
420
425
425
415
410
435
440
370
385
390
380
375
365
305
275
265
310
285
305
285
290
285
275
UNTR
22500
23000
23400
24600
25300
24750
25650
27350
23900
24400
23700
23750
24850
23250
20100
21300
20600
23100
23100
25200
24650
25000
25250
24000
UNVR
14750
14800
15200
14950
15050
15000
14950
15700
16000
16600
16750
17050
16750
14000
15500
16500
15900
15900
16200
15700
15900
16150
16200
17850
4
45
WAKTU
XII-1
XII-2
XII-3
XII-4
LSIP
11625
11625
10625
11375
MEDC
2450
2425
2450
2450
PGAS
3225
3150
3150
3225
PTBA
17600
17100
16700
17300
SMCB
1930
2150
2200
2150
SMGR
9450
9550
10650
10800
TINS
1720
1720
1700
1670
TLKM
7400
7250
7150
7200
UNSP
280
275
285
290
UNTR
25400
24900
25200
25000
UNVR
17500
17800
17800
18900
Keterangan:
1. Saham BBRI melakukan stock split pada bulan Januari 2011, dengan rasio 1:2. Pada peneltian ini, dianggap tidak melakukan stock split, agar harga
saham dapat sama dengan dan seimbang dengan harga saham lainnya
2. Saham LSIP juga melakukan stock split pada bulan Februari 2011, dengan rasio 1:5. Pada peneltian ini juga, dianggap tidak melakukan stock split,
agar harga saham dapat sama dengan dan seimbang dengan harga saham lainnya
46
LAMPIRAN 3
Return Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
EMAS
2.411%
-3.264%
-0.489%
-1.368%
-0.033%
-0.007%
0.833%
2.597%
1.632%
1.505%
-0.615%
-0.035%
-0.007%
0.340%
3.171%
0.834%
1.616%
2.755%
-3.859%
-0.110%
AALI
8.537%
-6.742%
1.606%
-11.858%
-3.587%
8.140%
-2.366%
-2.863%
-2.494%
5.116%
-2.655%
-1.818%
3.704%
2.009%
-1.532%
1.333%
1.316%
0.649%
1.075%
0.426%
ADRO
0.990%
5.882%
-2.778%
-9.524%
-1.053%
5.319%
-4.040%
2.105%
0.000%
-3.093%
-1.064%
2.151%
-4.211%
1.099%
-1.087%
0.000%
-2.198%
0.000%
3.371%
-3.261%
ANTM
5.319%
-5.051%
3.191%
-7.216%
-1.111%
3.371%
-4.348%
0.000%
-1.136%
2.299%
-3.371%
0.000%
4.651%
3.333%
2.151%
-1.053%
-3.191%
0.000%
-3.297%
0.000%
ASII
4.091%
-12.249%
-1.458%
-0.317%
3.712%
0.613%
-0.407%
8.163%
-2.453%
6.190%
-1.639%
0.926%
4.587%
1.842%
-2.670%
-2.655%
1.455%
0.627%
0.623%
3.540%
BBCA
2.344%
-3.053%
-5.512%
-9.167%
4.587%
6.140%
-1.653%
3.361%
0.000%
10.569%
0.000%
-3.676%
5.344%
2.899%
-1.408%
4.286%
2.740%
-1.333%
-1.351%
-1.370%
BBNI
6.897%
-9.032%
-4.255%
-4.444%
1.550%
3.817%
0.000%
3.676%
-2.128%
10.145%
-1.316%
-3.333%
4.828%
5.263%
-0.625%
0.629%
2.500%
-1.220%
-3.086%
0.000%
BBRI
5.473%
-8.019%
4.615%
-6.863%
4.211%
0.000%
-7.071%
5.978%
-3.590%
10.638%
-0.962%
-1.942%
5.941%
10.280%
6.780%
-1.587%
4.839%
0.000%
-4.615%
-0.806%
BBTN
0.610%
-3.030%
-11.250%
-10.563%
7.874%
3.650%
-8.451%
4.615%
-1.471%
10.448%
-2.703%
3.472%
4.027%
8.387%
2.976%
2.312%
1.130%
-4.469%
-4.094%
1.829%
BDMN
-1.709%
-7.826%
1.887%
9.259%
1.695%
1.667%
1.639%
8.065%
-4.478%
-0.781%
0.000%
1.575%
-1.550%
2.362%
-0.769%
0.000%
-1.550%
-2.362%
-0.806%
-1.626%
BMRI
1.538%
-4.545%
-8.730%
-3.478%
5.405%
3.419%
-7.438%
4.464%
-2.564%
7.895%
0.813%
-3.226%
4.167%
10.400%
1.449%
-2.857%
5.147%
0.000%
-2.098%
1.429%
47
WAKTU
V-4
V-5
VI-1
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
EMAS
1.639%
-10.568%
13.881%
-0.942%
0.569%
-2.402%
-0.812%
3.485%
3.497%
1.229%
4.459%
2.834%
7.791%
-2.583%
3.549%
-1.675%
-1.685%
-9.957%
-0.962%
0.876%
2.497%
-2.478%
6.280%
AALI
0.000%
-1.695%
2.802%
-4.403%
0.877%
-0.435%
1.747%
-1.073%
-0.434%
1.089%
1.293%
-9.787%
1.415%
0.465%
1.852%
-1.818%
0.926%
-4.817%
-9.398%
-9.043%
11.988%
1.828%
10.256%
ADRO
5.618%
2.128%
2.083%
-2.041%
-3.125%
1.075%
7.447%
1.980%
0.000%
-1.942%
5.941%
-13.084%
1.075%
-3.191%
-12.088%
-0.500%
-2.010%
-16.410%
3.681%
-2.367%
16.970%
1.036%
8.974%
ANTM
0.000%
-2.273%
-1.163%
-1.176%
-3.571%
3.704%
0.000%
-1.190%
-3.614%
2.500%
-1.220%
-6.173%
4.737%
-2.513%
-1.031%
-1.563%
-3.704%
-13.187%
-6.329%
1.351%
11.333%
2.994%
6.395%
ASII
4.274%
-3.279%
-0.678%
-2.730%
2.281%
5.146%
7.259%
2.357%
4.755%
2.695%
-1.243%
-8.392%
3.053%
-1.037%
-0.225%
3.901%
-4.838%
-10.698%
7.052%
0.000%
7.143%
0.741%
2.794%
BBCA
0.000%
-0.694%
-0.699%
-1.408%
3.571%
2.759%
5.369%
1.274%
4.403%
-1.807%
2.454%
-4.192%
0.000%
0.000%
1.250%
2.469%
-5.422%
-4.459%
0.000%
-0.667%
8.054%
-3.106%
2.564%
BBNI
-0.637%
-1.282%
0.000%
-3.896%
-2.027%
0.690%
6.849%
-1.282%
2.597%
0.633%
13.208%
-12.222%
7.595%
-2.353%
-0.602%
-1.212%
0.000%
-15.951%
5.109%
-6.250%
12.593%
2.632%
3.846%
BBRI
4.878%
-3.101%
2.400%
-1.563%
-0.794%
2.400%
6.250%
0.000%
-0.735%
-2.222%
5.303%
-5.755%
0.000%
-2.290%
3.125%
1.515%
-4.478%
-12.500%
1.786%
2.632%
12.821%
-2.273%
4.651%
BBTN
-1.198%
-1.818%
0.617%
-1.227%
0.621%
3.704%
4.167%
2.286%
1.117%
-8.840%
3.636%
-9.357%
1.290%
1.911%
0.000%
-3.125%
-6.452%
-23.448%
5.405%
1.709%
26.050%
-2.667%
-1.370%
BDMN
0.000%
0.826%
1.639%
-4.032%
-0.840%
0.000%
2.542%
-0.826%
-6.667%
0.000%
-1.786%
-7.273%
5.882%
-7.407%
6.000%
0.000%
-7.547%
-4.082%
-3.191%
-5.495%
20.930%
-3.846%
0.000%
BMRI
1.408%
0.000%
-2.083%
-1.418%
-1.439%
2.190%
4.286%
4.110%
3.947%
-4.430%
3.974%
-7.643%
-0.690%
-3.472%
0.719%
0.000%
-7.143%
-15.385%
11.818%
-2.439%
11.667%
-1.493%
9.848%
48
WAKTU
EMAS
AALI
ADRO
ANTM
ASII
BBCA
BBNI
BBRI
BBTN
BDMN
XI-1
XI-2
XI-3
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
0.660%
1.927%
-3.600%
-1.686%
3.054%
-1.942%
-6.746%
0.651%
18.75%
0.37%
-2.093%
3.325%
3.908%
-7.080%
7.857%
-3.753%
-5.734%
2.920%
-9.02%
-0.18%
-2.353%
0.000%
-6.506%
-2.062%
2.632%
0.513%
-7.143%
-2.747%
-27.81%
-0.55%
-6.557%
-0.585%
-2.941%
-0.606%
1.829%
-0.599%
-3.012%
0.621%
-33.00%
-0.65%
-2.289%
3.221%
-4.113%
2.071%
2.899%
3.803%
-1.628%
2.069%
38.89%
0.76%
0.000%
3.125%
-6.061%
-2.581%
5.960%
0.000%
0.000%
0.625%
26.53%
0.52%
-1.235%
-0.625%
-6.918%
0.000%
6.081%
0.000%
-1.274%
1.290%
15.22%
0.30%
0.741%
2.941%
-6.429%
1.527%
0.752%
0.000%
0.000%
1.493%
36.37%
0.71%
-1.389%
0.704%
-5.594%
-7.407%
0.800%
-1.587%
-1.613%
-1.639%
-19.41%
-0.38%
-0.500%
-2.513%
-6.186%
-2.198%
-1.685%
0.000%
-4.000%
-1.190%
-28.75%
-0.56%
BMRI
-1.379%
1.399%
-8.276%
49
-1.504%
2.290%
-0.746%
0.752%
1.493%
11.55%
0.23%
49
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
BNBR
-2.941%
6.061%
4.286%
-6.849%
-2.941%
1.515%
-7.463%
3.226%
0.000%
4.688%
-1.493%
-4.545%
1.587%
3.125%
-1.515%
1.538%
0.000%
0.000%
10.606%
16.438%
-3.529%
-4.878%
0.000%
BUMI
1.667%
2.459%
1.600%
-5.512%
-6.667%
1.786%
-3.509%
3.636%
2.632%
3.419%
0.826%
2.459%
0.800%
5.556%
-2.256%
3.846%
-0.741%
2.985%
4.348%
-2.083%
-1.418%
-2.158%
-2.206%
DOID
9.524%
-3.106%
-5.769%
-12.925%
-2.344%
7.200%
-2.239%
-6.870%
-3.279%
-4.237%
-0.885%
-0.893%
3.604%
0.870%
4.310%
6.612%
1.550%
-0.763%
-5.385%
3.252%
-3.937%
-4.098%
1.709%
ELTY
-1.258%
-1.274%
-7.097%
-6.944%
-2.239%
-2.290%
-0.781%
6.299%
5.185%
-1.408%
2.143%
-3.497%
-0.725%
1.460%
1.439%
-1.418%
0.000%
3.597%
2.083%
14.966%
0.592%
-4.118%
-0.613%
ENRG
-1.587%
0.000%
-2.419%
-9.091%
-1.818%
-2.778%
-0.952%
2.885%
0.935%
2.778%
10.811%
1.626%
1.600%
1.575%
0.775%
-1.538%
10.156%
11.348%
2.548%
27.329%
-6.341%
-0.521%
9.948%
GGRM
8.784%
-3.851%
-0.775%
-6.250%
3.056%
-1.078%
-5.995%
3.623%
0.839%
0.277%
9.959%
5.409%
0.000%
-2.148%
0.366%
-1.580%
2.099%
-1.693%
0.369%
7.108%
-0.458%
0.690%
1.370%
INCO
3.704%
-4.592%
1.604%
-1.579%
1.604%
3.684%
1.523%
-2.000%
2.041%
2.000%
-8.333%
-1.070%
2.162%
1.058%
2.094%
-0.513%
1.546%
1.523%
-4.000%
0.000%
1.042%
0.000%
-2.062%
INDF
3.723%
-2.564%
3.158%
-7.653%
4.420%
1.587%
-2.604%
1.070%
2.116%
3.109%
-3.015%
1.554%
5.102%
5.825%
-1.835%
0.000%
4.673%
-0.893%
2.703%
-1.754%
0.000%
-1.786%
-0.909%
INDY
8.523%
3.141%
0.508%
-10.101%
-6.742%
1.807%
-6.509%
-3.165%
-2.614%
4.027%
-3.871%
4.698%
6.410%
-3.614%
3.750%
-3.614%
-0.625%
2.516%
1.840%
0.000%
-0.602%
4.242%
-3.488%
INTP
-1.840%
0.000%
-5.313%
-11.551%
4.478%
4.643%
-1.024%
7.931%
-8.626%
3.147%
0.339%
-2.703%
8.333%
7.051%
-4.192%
6.250%
4.706%
-5.056%
0.592%
-2.059%
2.402%
2.053%
-1.149%
ISAT
5.882%
-5.556%
0.980%
-1.942%
-3.960%
4.124%
0.000%
0.000%
0.990%
-1.961%
1.000%
1.980%
0.000%
6.796%
-3.636%
0.943%
0.000%
0.000%
0.935%
-3.704%
0.962%
-0.952%
0.000%
51
50
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
BNBR
-3.846%
-9.333%
0.000%
0.000%
-1.471%
-1.493%
6.061%
0.000%
-11.429%
4.839%
1.538%
-4.545%
0.000%
-3.175%
-9.836%
-7.273%
1.961%
3.846%
-1.852%
0.000%
-1.887%
-1.923%
-1.961%
BUMI
2.256%
-10.294%
0.000%
-0.820%
-0.826%
-0.833%
4.202%
-0.806%
-8.943%
-4.464%
0.935%
-6.481%
6.931%
-0.926%
-18.692%
-12.644%
1.579%
19.171%
-2.174%
8.889%
-4.082%
-1.064%
-6.452%
DOID
-10.924%
-6.604%
4.040%
1.942%
5.714%
-8.108%
0.000%
-4.902%
-16.495%
6.173%
1.163%
-2.299%
0.000%
-4.706%
-16.049%
-2.941%
-9.091%
8.333%
0.000%
0.000%
-4.615%
0.000%
1.613%
ELTY
-4.321%
-7.742%
4.196%
0.671%
-2.000%
0.680%
12.162%
2.410%
-14.118%
2.740%
-4.667%
0.699%
-1.389%
-4.930%
-10.370%
-10.744%
-4.630%
18.447%
-2.459%
0.840%
-4.167%
0.870%
-5.172%
ENRG
-4.762%
-2.500%
5.128%
0.000%
-2.439%
0.000%
15.000%
13.043%
-23.077%
7.500%
-10.698%
0.000%
-0.521%
-7.330%
-16.384%
-13.514%
-3.125%
37.097%
0.000%
1.765%
-8.671%
0.633%
-0.629%
GGRM
2.027%
-2.318%
6.102%
6.496%
1.700%
-0.295%
6.213%
-4.550%
-1.751%
8.911%
-3.273%
6.391%
5.124%
-5.714%
-10.873%
4.000%
6.731%
3.604%
-3.652%
8.123%
1.753%
0.984%
-0.650%
INCO
-3.158%
-1.630%
-0.552%
0.556%
-1.105%
-2.235%
-1.143%
-1.156%
-13.450%
3.378%
-2.614%
-0.671%
3.378%
-3.268%
-16.216%
-5.645%
0.000%
9.402%
1.563%
14.615%
-4.698%
-3.521%
-2.920%
INDF
-4.587%
1.923%
4.717%
8.108%
-3.333%
2.586%
0.840%
6.667%
-3.125%
4.839%
-6.154%
1.639%
-6.452%
-2.586%
-18.584%
8.152%
-1.005%
14.721%
-0.885%
-4.464%
-3.738%
-4.369%
-3.553%
INDY
-3.614%
-6.875%
0.671%
2.000%
-2.614%
-0.671%
4.054%
-2.597%
-13.333%
0.000%
-6.154%
7.377%
-0.763%
-9.231%
-20.339%
-7.447%
6.897%
12.903%
-2.857%
15.686%
-12.712%
-5.825%
-7.216%
INTP
-4.070%
2.424%
-1.183%
2.994%
-2.326%
-2.679%
0.306%
-5.183%
-12.540%
8.088%
0.340%
5.085%
-3.226%
-6.333%
-11.744%
9.677%
-5.515%
16.732%
-2.000%
10.204%
-3.704%
-2.564%
0.000%
ISAT
-0.962%
0.971%
-1.923%
0.000%
0.000%
3.922%
6.604%
-1.770%
0.901%
-1.786%
0.000%
-3.636%
5.660%
-1.786%
0.909%
-9.910%
-4.500%
4.712%
-0.500%
5.528%
1.905%
-2.804%
2.885%
51
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
BNBR
0.000%
0.000%
4.000%
-1.923%
-1.961%
-24.75%
-0.49%
BUMI
-5.747%
2.439%
4.762%
2.273%
-5.556%
-25.90%
-0.51%
DOID
1.587%
1.563%
7.692%
-4.286%
0.000%
-69.30%
-1.36%
ELTY
-2.727%
0.935%
-2.778%
16.190%
0.000%
-17.27%
-0.34%
ENRG
-5.063%
2.000%
1.307%
2.581%
10.063%
54.67%
1.07%
GGRM
0.082%
8.497%
-5.120%
-1.270%
-0.322%
57.07%
1.12%
INCO
-7.519%
3.252%
-0.787%
-3.175%
0.000%
-37.88%
-0.74%
INDF
-0.526%
2.646%
-1.031%
-4.688%
3.279%
7.06%
0.14%
INDY
-7.778%
8.434%
-2.222%
-4.545%
4.762%
-57.50%
-1.13%
INTP
-2.961%
2.373%
1.325%
8.170%
3.021%
13.12%
0.26%
ISAT
-2.804%
8.654%
-6.195%
1.887%
-2.778%
6.07%
0.12%
52
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
ITMG
0.495%
5.419%
-0.280%
-10.216%
-0.835%
0.526%
-6.283%
3.911%
-2.796%
-2.655%
-2.273%
12.791%
-0.103%
0.103%
2.784%
-2.207%
-2.564%
-2.105%
1.828%
-3.696%
2.522%
1.925%
-1.994%
JSMR
4.545%
-4.348%
0.000%
-5.303%
-2.400%
1.639%
-1.613%
2.459%
-1.600%
6.504%
0.000%
-2.290%
2.344%
5.344%
-2.899%
-0.746%
2.256%
-2.941%
3.788%
0.000%
0.730%
0.000%
-1.449%
KLBF
4.762%
-6.061%
-4.032%
-7.563%
4.545%
1.739%
-1.709%
1.739%
-0.855%
0.000%
6.897%
-4.032%
5.042%
11.200%
5.755%
0.000%
-3.401%
0.704%
-4.196%
0.000%
0.730%
0.000%
0.000%
LPKR
4.615%
1.471%
-11.594%
-6.557%
1.754%
-1.724%
-7.018%
11.321%
-10.169%
3.774%
3.636%
-3.509%
3.636%
10.526%
9.524%
1.449%
10.000%
1.299%
0.000%
-6.410%
-9.589%
3.030%
-1.471%
LSIP
7.950%
-8.140%
4.641%
-8.871%
0.000%
4.425%
-8.475%
1.852%
-2.273%
8.140%
-3.226%
0.000%
1.111%
3.297%
0.000%
2.128%
1.042%
1.031%
-1.020%
-1.031%
-1.042%
2.105%
0.000%
MEDC
8.000%
-2.963%
-1.527%
-8.527%
8.475%
5.469%
-3.704%
0.769%
-9.160%
-3.361%
0.870%
-2.586%
2.655%
-1.724%
0.000%
-1.754%
-0.893%
-0.901%
0.000%
-1.818%
0.000%
-3.704%
0.000%
PGAS
5.325%
-3.933%
-0.585%
-4.706%
1.852%
3.636%
-9.942%
0.000%
-5.844%
-1.379%
2.797%
0.000%
3.401%
2.632%
2.564%
0.625%
-2.484%
2.548%
4.969%
-4.142%
-2.469%
2.532%
0.617%
PTBA
8.255%
-0.654%
2.412%
-10.064%
-5.238%
2.010%
-3.941%
0.769%
1.781%
-0.250%
2.256%
0.000%
2.941%
4.762%
1.818%
0.670%
-1.552%
0.901%
-2.902%
-2.529%
-1.179%
3.103%
-1.852%
SMCB
0.000%
-1.111%
-6.742%
-5.542%
2.041%
-2.000%
-3.571%
2.646%
-4.639%
3.243%
-1.571%
-0.532%
8.289%
-1.728%
3.015%
6.098%
1.149%
0.000%
0.000%
-4.545%
2.381%
2.326%
2.273%
SMGR
4.324%
-3.627%
-2.688%
-13.812%
-1.923%
9.150%
0.599%
4.167%
-2.857%
3.529%
0.000%
-3.977%
7.692%
7.692%
-1.020%
-1.546%
0.524%
-1.042%
-1.579%
-1.070%
4.324%
0.518%
-1.031%
TINS
1.835%
-2.703%
-1.852%
-5.660%
12.000%
3.571%
-3.448%
0.893%
-4.425%
0.000%
-4.630%
-0.971%
3.922%
3.774%
2.727%
1.770%
-0.870%
0.877%
-5.217%
-1.835%
0.000%
-2.804%
-0.962%
53
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
ITMG
-0.857%
-3.888%
0.899%
0.891%
3.753%
1.489%
5.241%
1.295%
-14.454%
3.448%
-4.444%
0.349%
3.129%
-0.225%
-8.446%
-4.059%
-4.103%
12.299%
-2.381%
10.000%
-3.215%
2.176%
-4.260%
JSMR
-2.206%
3.759%
1.449%
6.429%
0.671%
-2.667%
6.164%
2.581%
-5.031%
3.974%
1.274%
2.516%
1.227%
-3.030%
-10.000%
9.028%
-4.459%
2.667%
1.948%
-1.274%
1.290%
0.000%
-1.274%
KLBF
-4.348%
-1.515%
6.923%
0.719%
3.571%
-2.759%
-1.418%
1.439%
-9.929%
8.661%
-2.174%
5.185%
-0.704%
0.709%
-17.606%
8.547%
5.512%
1.493%
0.000%
3.676%
-1.418%
2.878%
-4.895%
LPKR
-4.478%
-1.563%
3.175%
0.000%
0.000%
1.538%
13.636%
4.000%
-5.128%
6.757%
-7.595%
1.370%
0.000%
-5.405%
-7.143%
1.538%
-7.576%
6.557%
-1.538%
1.563%
-3.077%
1.587%
0.000%
LSIP
-4.124%
-1.075%
-1.087%
4.396%
-2.105%
0.000%
1.075%
1.064%
-7.368%
7.955%
-3.158%
6.522%
-7.143%
-3.297%
-12.273%
3.627%
-7.500%
10.811%
0.000%
8.537%
-2.247%
2.299%
4.494%
MEDC
-4.808%
-5.051%
0.000%
1.064%
-4.211%
-1.099%
6.667%
4.167%
-8.000%
11.957%
-5.825%
-4.124%
6.452%
1.010%
-11.000%
-6.742%
0.000%
14.458%
-9.474%
4.651%
5.556%
3.158%
-5.102%
PGAS
-3.067%
1.266%
0.000%
1.875%
-3.067%
1.266%
0.000%
0.000%
-24.375%
11.570%
-2.963%
-9.924%
-4.237%
-6.195%
-11.321%
10.638%
-1.923%
6.863%
7.339%
3.419%
0.000%
3.306%
-2.400%
PTBA
-1.415%
-0.239%
-1.679%
3.659%
1.176%
-3.023%
1.439%
1.182%
-9.346%
-2.062%
0.000%
1.842%
0.775%
-8.205%
-12.011%
6.667%
-15.476%
23.239%
-1.714%
9.302%
-5.053%
0.000%
-1.401%
SMCB
-6.667%
7.143%
-3.333%
3.448%
-3.333%
-2.299%
1.176%
-2.326%
-9.048%
4.712%
-3.500%
-0.518%
4.167%
-0.500%
-12.060%
-2.857%
0.000%
14.118%
-3.608%
4.278%
-0.513%
-1.546%
-2.094%
SMGR
-4.167%
4.348%
-0.521%
3.665%
-0.505%
1.523%
-1.000%
-5.556%
-5.882%
1.136%
-1.124%
3.409%
-0.549%
-3.867%
-8.046%
2.500%
-3.659%
13.924%
-1.111%
6.742%
-2.105%
0.000%
-3.226%
TINS
-1.942%
-4.950%
3.125%
1.010%
6.000%
-1.887%
-2.885%
-2.970%
-17.347%
13.580%
-6.522%
4.651%
-2.222%
-3.409%
-12.941%
-6.486%
-5.780%
14.110%
0.538%
8.289%
-3.704%
-2.051%
-5.236%
54
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
ITMG
-8.665%
3.077%
-3.109%
-5.006%
3.378%
-21.39%
-0.42%
JSMR
-1.935%
-0.658%
11.258%
-1.786%
0.000%
25.93%
0.51%
KLBF
-0.735%
5.926%
-3.497%
-2.899%
0.746%
13.35%
0.26%
LPKR
-1.563%
1.587%
0.000%
-1.563%
3.175%
7.85%
0.15%
LSIP
1.075%
-1.064%
0.000%
-8.602%
7.059%
1.51%
0.03%
MEDC
1.075%
4.255%
-1.020%
1.031%
0.000%
-17.34%
-0.34%
PGAS
-4.098%
10.256%
-2.326%
0.000%
2.381%
-17.70%
-0.35%
PTBA
-4.261%
4.451%
-2.841%
-2.339%
3.593%
-12.22%
-0.24%
SMCB
-2.139%
5.464%
11.399%
2.326%
-2.273%
1.09%
0.02%
SMGR
-0.556%
5.587%
1.058%
11.518%
1.408%
21.29%
0.42%
TINS
-3.867%
-1.149%
0.000%
-1.163%
-1.765%
-40.98%
-0.80%
55
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
TLKM
1.266%
-9.375%
4.138%
0.000%
1.325%
1.961%
-2.564%
-1.974%
1.342%
-3.311%
0.000%
-7.534%
5.185%
2.817%
-4.110%
4.286%
6.164%
-0.645%
-2.597%
1.333%
0.000%
1.316%
-0.649%
UNSP
3.947%
0.000%
-3.797%
-5.263%
-4.167%
1.449%
-5.714%
3.030%
2.941%
1.429%
-1.408%
1.429%
0.000%
1.408%
-2.778%
2.857%
1.389%
6.849%
2.564%
15.000%
5.435%
-7.216%
0.000%
UNTR
4.130%
1.879%
-9.221%
-7.901%
6.618%
5.287%
-1.310%
2.212%
-0.216%
2.386%
-2.542%
-4.348%
2.500%
-4.435%
2.784%
0.226%
4.279%
0.432%
3.226%
-7.917%
0.452%
1.577%
1.330%
UNVR
4.101%
-4.242%
1.899%
-11.491%
3.509%
5.085%
-5.161%
5.442%
2.258%
5.047%
0.901%
-7.143%
2.244%
-2.821%
-2.258%
-1.320%
3.010%
-0.649%
-2.288%
-0.669%
0.337%
0.336%
-0.334%
56
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
TLKM
-2.614%
-8.054%
5.109%
1.389%
-2.055%
0.000%
3.497%
0.000%
1.351%
-3.333%
2.069%
-0.676%
2.721%
-3.311%
-1.370%
3.472%
-2.685%
-1.379%
2.797%
1.361%
1.342%
-1.987%
0.676%
UNSP
1.111%
-7.692%
1.190%
0.000%
-2.353%
-1.205%
6.098%
1.149%
-15.909%
4.054%
1.299%
-2.564%
-1.316%
-2.667%
-16.438%
-9.836%
-3.636%
16.981%
-8.065%
7.018%
-6.557%
1.754%
-1.724%
UNTR
-1.532%
2.222%
1.739%
5.128%
2.846%
-2.174%
3.636%
6.628%
-12.614%
2.092%
-2.869%
0.211%
4.632%
-6.439%
-13.548%
5.970%
-3.286%
12.136%
0.000%
9.091%
-2.183%
1.420%
1.000%
UNVR
-1.007%
0.339%
2.703%
-1.645%
0.669%
-0.332%
-0.333%
5.017%
1.911%
3.750%
0.904%
1.791%
-1.760%
-16.418%
10.714%
6.452%
-3.636%
0.000%
1.887%
-3.086%
1.274%
1.572%
0.310%
57
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
TLKM
-2.013%
1.370%
-2.027%
-1.379%
0.699%
-6.66%
-0.13%
UNSP
-3.509%
1.818%
-1.786%
3.636%
1.754%
-18.01%
-0.35%
UNTR
-4.950%
5.833%
-1.969%
1.205%
-0.794%
14.86%
0.29%
UNVR
10.185%
-1.961%
1.714%
0.000%
6.180%
22.98%
0.45%
58
LAMPIRAN 4
Risiko Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
EMAS
0.0418%
0.1319%
0.0073%
0.0301%
0.0016%
0.0014%
0.0022%
0.0497%
0.0160%
0.0129%
0.0097%
0.0016%
0.0014%
0.0000%
0.0786%
0.0022%
0.0156%
0.0570%
0.1786%
0.0023%
0.0162%
1.1958%
AALI
0.7592%
0.4310%
0.0318%
1.3644%
0.1163%
0.6916%
0.0479%
0.0722%
0.0537%
0.2802%
0.0614%
0.0269%
0.1506%
0.0478%
0.0184%
0.0228%
0.0223%
0.0068%
0.0157%
0.0036%
0.0003%
0.0230%
ADRO
0.0236%
0.4131%
0.0498%
0.8061%
0.0026%
0.3439%
0.1222%
0.0703%
0.0030%
0.0649%
0.0027%
0.0727%
0.1343%
0.0270%
0.0029%
0.0030%
0.0273%
0.0030%
0.1534%
0.0737%
0.3799%
0.0714%
ANTM
0.3560%
0.1939%
0.1473%
0.4316%
0.0022%
0.1614%
0.1370%
0.0042%
0.0024%
0.0868%
0.0742%
0.0042%
0.2807%
0.1584%
0.0783%
0.0016%
0.0647%
0.0042%
0.0702%
0.0042%
0.0042%
0.0264%
ASII
0.1108%
1.6929%
0.0493%
0.0117%
0.0870%
0.0002%
0.0137%
0.5477%
0.1034%
0.2945%
0.0577%
0.0003%
0.1463%
0.0117%
0.1178%
0.1168%
0.0048%
0.0002%
0.0002%
0.0771%
0.1233%
0.1633%
BBCA
0.0333%
0.1277%
0.3638%
0.9383%
0.1654%
0.3159%
0.0472%
0.0807%
0.0027%
1.0098%
0.0027%
0.1761%
0.2326%
0.0566%
0.0372%
0.1418%
0.0493%
0.0344%
0.0350%
0.0357%
0.0027%
0.0148%
BBNI
0.4353%
0.8706%
0.2074%
0.2250%
0.0157%
0.1238%
0.0009%
0.1141%
0.0589%
0.9695%
0.0261%
0.1319%
0.2051%
0.2465%
0.0085%
0.0011%
0.0485%
0.0230%
0.1146%
0.0009%
0.0087%
0.0250%
BBRI
0.2265%
0.7625%
0.1523%
0.5740%
0.1223%
0.0051%
0.6059%
0.2772%
0.1852%
0.9851%
0.0280%
0.0705%
0.2733%
0.9153%
0.3680%
0.0529%
0.1702%
0.0051%
0.2839%
0.0231%
0.1735%
0.1455%
BBTN
0.0098%
0.0702%
1.1814%
1.0369%
0.6814%
0.1624%
0.6513%
0.2496%
0.0119%
1.1725%
0.0539%
0.1484%
0.1943%
0.7687%
0.1127%
0.0725%
0.0228%
0.1672%
0.1379%
0.0488%
0.0067%
0.0207%
BDMN
0.0131%
0.5274%
0.0601%
0.9649%
0.0510%
0.0498%
0.0485%
0.7445%
0.1532%
0.0005%
0.0032%
0.0457%
0.0097%
0.0856%
0.0004%
0.0032%
0.0097%
0.0323%
0.0006%
0.0113%
0.0032%
0.0193%
BMRI
0.0172%
0.2277%
0.8022%
0.1372%
0.2682%
0.1019%
0.5874%
0.1796%
0.0779%
0.5880%
0.0034%
0.1192%
0. 1553%
1.0350%
0.0150%
0.0951%
0.2421%
0.0005%
0.0540%
0.0145%
0.0140%
0.0005%
BNBR
0.0603%
0.4285%
0.2276%
0.4050%
0.0603%
0.0400%
0.4868%
0.1377%
0.0024%
0.2676%
0.0101%
0.1649%
0.0430%
0.1303%
0.0106%
0.0410%
0.0024%
0.0024%
1.2302%
2.8641%
0.0927%
0.1930%
59
WAKTU
VI-1
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
EMAS
1.8262%
0.0172%
0.0004%
0.0767%
0.0139%
0.0972%
0.0979%
0.0074%
0.1674%
0.0608%
0.5511%
0.0871%
0.1012%
0.0417%
0.0421%
1.0661%
0.0177%
0.0026%
0.0453%
0.0809%
0.3495%
0.0009%
0.0243%
0.1574%
AALI
0.0887%
0.1786%
0.0111%
0.0007%
0.0370%
0.0080%
0.0007%
0.0160%
0.0216%
0.9236%
0.0253%
0.0041%
0.0412%
0.0269%
0.0122%
0.2153%
0.8502%
0.7860%
1.4799%
0.0402%
1.0885%
0.0367%
0.1227%
0.1669%
ADRO
0.0691%
0.0224%
0.0666%
0.0263%
0.6387%
0.0638%
0.0030%
0.0195%
0.4207%
1.5722%
0.0263%
0.0700%
1.3323%
0.0000%
0.0215%
2.5170%
0.1786%
0.0332%
3.0677%
0.0250%
0.9062%
0.0327%
0.0030%
0.3553%
ANTM
0.0027%
0.0028%
0.0855%
0.1893%
0.0042%
0.0030%
0.0881%
0.0990%
0.0033%
0.3053%
0.2899%
0.0348%
0.0015%
0.0084%
0.0934%
1.5725%
0.3229%
0.0399%
1.4353%
0.1326%
0.4960%
0.3493%
0.0000%
0.0526%
ASII
0.0207%
0.1220%
0.0231%
0.1921%
0.4221%
0.0254%
0.1594%
0.0373%
0.0402%
0.8380%
0.0525%
0.0324%
0.0097%
0.0985%
0.3136%
1.3134%
0.3956%
0.0058%
0.4071%
0.0000%
0.0413%
0.0931%
0.0604%
0.2377%
BBCA
0.0149%
0.0372%
0.0931%
0.0501%
0.2351%
0.0057%
0.1507%
0.0542%
0.0374%
0.2220%
0.0027%
0.0027%
0.0053%
0.0380%
0.3531%
0.2479%
0.0027%
0.0141%
0.5675%
0.1315%
0.0418%
0.0027%
0.0679%
0.4331%
BBNI
0.0009%
0.1759%
0.0541%
0.0015%
0.4291%
0.0250%
0.0529%
0.0011%
1.6664%
1.5677%
0.5324%
0.0703%
0.0081%
0.0228%
0.0009%
2.6404%
0.2315%
0.4288%
1.5115%
0.0544%
0.1259%
0.0235%
0.0085%
0.5208%
BBRI
0.0285%
0.0518%
0.0227%
0.0285%
0.3066%
0.0051%
0.0210%
0.0862%
0.2107%
0.4184%
0.0051%
0.0902%
0.0582%
0.0064%
0.2694%
1.7459%
0.0115%
0.0368%
1.4659%
0.0892%
0.1551%
0.0000%
0.0496%
0.5101%
BBTN
0.0100%
0.0072%
0.0100%
0.1668%
0.2068%
0.0711%
0.0224%
0.7156%
0.1614%
0.8057%
0.0279%
0.0525%
0.0014%
0.0753%
0.3686%
5.3212%
0.3348%
0.0437%
6.9860%
0.0523%
0.0098%
0.0102%
0.0118%
0.2718%
BDMN
0.0485%
0.1203%
0.0008%
0.0032%
0.0965%
0.0007%
0.3724%
0.0032%
0.0149%
0.4501%
0.4155%
0.4683%
0.4308%
0.0032%
0.4877%
0.1238%
0.0690%
0.2431%
4.6199%
0.1077%
0.0032%
0.0000%
0.0380%
0.3160%
BMRI
0.0534%
0.0271%
0.0277%
0.0385%
0.1648%
0.1508%
0.1385%
0.2169%
0.1404%
0.6193%
0.0084%
0.1368%
0.0024%
0.0005%
0.5431%
2.4371%
1.3437%
0.0710%
1.3088%
0.0295%
0.9258%
0.0258%
0.0137%
0.7229%
BNBR
0.0024%
0.1130%
0.7829%
0.0024%
0.0024%
0.0097%
0.0101%
0.4285%
0.0024%
1.1976%
0.2834%
0.0410%
0.1649%
0.0024%
0.0723%
0.8744%
0.4607%
0.0598%
0.1876%
0.0187%
0.0024%
0.0196%
0.0207%
0.0218%
60
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
EMAS
0.0422%
0.0722%
0.0533%
0.5060%
0.0008%
7.4614%
AALI
0.4765%
0.6454%
0.1279%
0.3088%
0.0959%
12.0845%
ADRO
0.0230%
0.1009%
0.0112%
0.4353%
0.0485%
14.9406%
ANTM
0.0000%
0.0613%
0.0000%
0.0559%
0.0161%
8.0396%
ASII
0.0171%
0.0456%
0.0924%
0.0572%
0.0171%
8.9016%
BBCA
0.0961%
0.2960%
0.0027%
0.0027%
0.0001%
7.1126%
BBNI
0.0009%
0.3344%
0.0009%
0.0247%
0.0098%
14.3862%
BBRI
0.0066%
0.0000%
0.0051%
0.0051%
0.0061%
12.1007%
BBTN
0.4938%
0.0139%
0.0146%
0.0152%
0.0158%
23.2794%
BDMN
0.0267%
0.0126%
0.0032%
0.1181%
0.0039%
11.4387%
BMRI
0.0299%
0.0426%
0.0095%
0.0028%
0.0160%
13.9836%
BNBR
0.0024%
0.0024%
0.2012%
0.0207%
0.0218%
11.9298%
TOTAL
3.825%
4.868%
5.413%
3.970%
4.178%
3.734%
5.311%
4.871%
6.756%
4.736%
5.236%
4.836%
STDEV
3.86%
4.92%
5.47%
4.01%
4.22%
3.77%
5.36%
4.92%
6.82%
4.78%
5.29%
4.88%
61
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
BUMI
0.0473%
0.0880%
0.0444%
0.2504%
0.3793%
0.0526%
0.0901%
0.1717%
0.0986%
0.1542%
0.0178%
0.0880%
0.0171%
0.3676%
0.0305%
0.1896%
0.0005%
0.1220%
0.2358%
0.0248%
0.0083%
0.0272%
0.0288%
DOID
1.1843%
0.0305%
0.1945%
1.3378%
0.0097%
0.7325%
0.0077%
0.3038%
0.0369%
0.0829%
0.0022%
0.0022%
0.2463%
0.0497%
0.3214%
0.6353%
0.0846%
0.0035%
0.1621%
0.2126%
0.0665%
0.0751%
0.0941%
ELTY
0.0084%
0.0087%
0.4567%
0.4364%
0.0361%
0.0381%
0.0020%
0.4406%
0.3051%
0.0114%
0.0616%
0.0997%
0.0015%
0.0323%
0.0316%
0.0117%
0.0011%
0.1549%
0.0587%
2.3423%
0.0087%
0.1428%
0.0008%
ENRG
0.0707%
0.0115%
0.1219%
1.0328%
0.0835%
0.1482%
0.0410%
0.0329%
0.0002%
0.0291%
0.9484%
0.0031%
0.0028%
0.0025%
0.0009%
0.0681%
0.8252%
1.0559%
0.0218%
6.8944%
0.5496%
0.0254%
0.7878%
GGRM
0.5875%
0.2470%
0.0359%
0.5430%
0.0375%
0.0483%
0.5060%
0.0627%
0.0008%
0.0071%
0.7814%
0.1840%
0.0125%
0.1067%
0.0057%
0.0728%
0.0096%
0.0791%
0.0056%
0.3587%
0.0249%
0.0018%
0.0006%
INCO
0.1977%
0.1482%
0.0551%
0.0070%
0.0551%
0.1960%
0.0513%
0.0158%
0.0775%
0.0752%
0.5762%
0.0011%
0.0844%
0.0324%
0.0805%
0.0005%
0.0524%
0.0513%
0.1061%
0.0055%
0.0318%
0.0055%
0.0174%
INDF
0.1285%
0.0730%
0.0912%
0.6071%
0.1833%
0.0210%
0.0752%
0.0087%
0.0391%
0.0882%
0.0994%
0.0200%
0.2464%
0.3234%
0.0389%
0.0002%
0.2056%
0.0106%
0.0658%
0.0358%
0.0002%
0.0370%
0.0110%
INDY
0.9312%
0.1822%
0.0267%
0.8053%
0.3152%
0.0861%
0.2896%
0.0415%
0.0221%
0.2657%
0.0753%
0.3393%
0.5682%
0.0619%
0.2379%
0.0619%
0.0025%
0.1327%
0.0881%
0.0127%
0.0028%
0.2883%
0.0557%
INTP
0.0440%
0.0007%
0.3102%
1.3944%
0.1781%
0.1923%
0.0164%
0.5889%
0.7892%
0.0835%
0.0001%
0.0876%
0.6522%
0.4616%
0.1979%
0.3591%
0.1979%
0.2823%
0.0011%
0.0536%
0.0460%
0.0322%
0.0198%
ISAT
0.3322%
0.3220%
0.0074%
0.0425%
0.1664%
0.1604%
0.0001%
0.0001%
0.0076%
0.0433%
0.0078%
0.0346%
0.0001%
0.4458%
0.1410%
0.0068%
0.0001%
0.0001%
0.0067%
0.1461%
0.0071%
0.0115%
0.0001%
ITMG
0.0084%
0.3408%
0.0002%
0.9596%
0.0017%
0.0089%
0.3438%
0.1875%
0.0565%
0.0500%
0.0343%
1.7451%
0.0010%
0.0027%
0.1026%
0.0319%
0.0460%
0.0284%
0.0505%
0.1074%
0.0865%
0.0550%
0.0248%
JSMR
0.1630%
0.2358%
0.0026%
0.3377%
0.0846%
0.0128%
0.0450%
0.0380%
0.0445%
0.3595%
0.0026%
0.0783%
0.0337%
0.2338%
0.1161%
0.0157%
0.0305%
0.1190%
0.1075%
0.0026%
0.0005%
0.0026%
0.0383%
62
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
BUMI
0.0764%
0.9577%
0.0026%
0.0010%
0.0010%
0.0011%
0.2218%
0.0009%
0.7115%
0.1565%
0.0208%
0.3568%
0.5533%
0.0017%
3.3065%
1.4728%
0.0435%
3.8726%
0.0278%
0.8830%
0.1277%
0.0031%
0.3533%
DOID
0.9150%
0.2751%
0.2915%
0.1089%
0.5003%
0.4555%
0.0185%
0.1255%
2.2910%
0.5673%
0.0636%
0.0088%
0.0185%
0.1120%
2.1581%
0.0250%
0.5979%
0.9394%
0.0185%
0.0185%
0.1061%
0.0185%
0.0883%
ELTY
0.1586%
0.5481%
0.2056%
0.0102%
0.0276%
0.0104%
1.5627%
0.0755%
1.8986%
0.0948%
0.1873%
0.0108%
0.0110%
0.2108%
1.0064%
1.0827%
0.1841%
3.5289%
0.0450%
0.0139%
0.1465%
0.0146%
0.2337%
ENRG
0.3403%
0.1276%
0.1645%
0.0115%
0.1233%
0.0115%
1.9399%
1.4332%
5.8317%
0.4132%
1.3852%
0.0115%
0.0254%
0.7059%
3.0472%
2.1274%
0.1761%
12.9779%
0.0115%
0.0048%
0.9492%
0.0019%
0.0289%
GGRM
0.0082%
0.1181%
0.2483%
0.2892%
0.0034%
0.0200%
0.2595%
0.3213%
0.0824%
0.6071%
0.1929%
0.2779%
0.1604%
0.4669%
1.4382%
0.0830%
0.3149%
0.0617%
0.2276%
0.4905%
0.0040%
0.0002%
0.0313%
INCO
0.0583%
0.0079%
0.0004%
0.0169%
0.0013%
0.0223%
0.0016%
0.0017%
1.6148%
0.1698%
0.0350%
0.0001%
0.1698%
0.0638%
2.3943%
0.2403%
0.0055%
1.0291%
0.0531%
2.3587%
0.1564%
0.0772%
0.0474%
INDF
0.2233%
0.0318%
0.2096%
0.6351%
0.1205%
0.0599%
0.0049%
0.4262%
0.1065%
0.2209%
0.3959%
0.0225%
0.4343%
0.0742%
3.5053%
0.6422%
0.0131%
2.1264%
0.0105%
0.2119%
0.1503%
0.2032%
0.1363%
INDY
0.0619%
0.3304%
0.0323%
0.0978%
0.0221%
0.0021%
0.2685%
0.0216%
1.4899%
0.0127%
0.2527%
0.7232%
0.0013%
0.6567%
3.6909%
0.3994%
0.6438%
1.9686%
0.0299%
2.8270%
1.3420%
0.2207%
0.3708%
INTP
0.1872%
0.0470%
0.0208%
0.0749%
0.0667%
0.0862%
0.0000%
0.2960%
1.6378%
0.6132%
0.0001%
0.2330%
0.1213%
0.4344%
1.4403%
0.8874%
0.3332%
2.7140%
0.0510%
0.9894%
0.1569%
0.0796%
0.0007%
ISAT
0.0117%
0.0073%
0.0417%
0.0001%
0.0001%
0.1446%
0.4205%
0.0357%
0.0061%
0.0363%
0.0001%
0.1410%
0.3071%
0.0363%
0.0062%
1.0058%
0.2133%
0.2110%
0.0038%
0.2925%
0.0319%
0.0854%
0.0765%
ITMG
0.0019%
0.1203%
0.0174%
0.0172%
0.1741%
0.0364%
0.3204%
0.0294%
1.9698%
0.1496%
0.1620%
0.0059%
0.1259%
0.0004%
0.6443%
0.1325%
0.1357%
1.6177%
0.0385%
1.0856%
0.0782%
0.0674%
0.1475%
JSMR
0.0737%
0.1057%
0.0089%
0.3505%
0.0003%
0.1008%
0.3199%
0.0429%
0.3069%
0.1201%
0.0059%
0.0403%
0.0052%
0.1252%
1.1043%
0.7258%
0.2467%
0.0466%
0.0207%
0.0318%
0.0061%
0.0026%
0.0318%
63
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
STDEV
BUMI
0.2745%
0.0868%
0.2777%
0.0773%
0.2548%
16.6594%
5.715%
5.77%
DOID
0.0868%
0.0853%
0.8192%
0.0857%
0.0185%
16.6933%
5.721%
5.78%
ELTY
0.0571%
0.0162%
0.0595%
2.7321%
0.0011%
18.8249%
6.075%
6.14%
ENRG
0.3764%
0.0086%
0.0006%
0.0228%
0.8084%
45.8240%
9.479%
9.57%
GGRM
0.0108%
0.5443%
0.3893%
0.0571%
0.0208%
10.4485%
4.526%
4.57%
INCO
0.4591%
0.1596%
0.0000%
0.0591%
0.0055%
11.1332%
4.672%
4.72%
INDF
0.0044%
0.0629%
0.0137%
0.2329%
0.0986%
12.7872%
5.007%
5.06%
INDY
0.4423%
0.9141%
0.0120%
0.1168%
0.3468%
22.1911%
6.596%
6.66%
INTP
0.1035%
0.0448%
0.0114%
0.6261%
0.0764%
17.3222%
5.828%
5.89%
ISAT
0.0854%
0.7284%
0.3986%
0.0313%
0.0839%
6.3327%
3.524%
3.56%
ITMG
0.6799%
0.1222%
0.0724%
0.2104%
0.1442%
12.5806%
4.967%
5.02%
JSMR
0.0597%
0.0136%
1.1556%
0.0526%
0.0026%
7.2113%
3.760%
3.80%
64
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
VI-2
KLBF
0.2025%
0.3997%
0.1844%
0.6123%
0.1835%
0.0218%
0.0389%
0.0218%
0.0125%
0.0007%
0.4402%
0.1844%
0.2285%
1.1964%
0.3018%
0.0007%
0.1342%
0.0020%
0.1987%
0.0007%
0.0022%
0.0007%
0.0007%
0.2125%
LPKR
0.1990%
0.0173%
1.3802%
0.4504%
0.0256%
0.0353%
0.5143%
1.2470%
1.0657%
0.1310%
0.1213%
0.1342%
0.1213%
1.0759%
0.8779%
0.0168%
0.9695%
0.0131%
0.0002%
0.4309%
0.9493%
0.0827%
0.0264%
0.2145%
LSIP
0.6273%
0.6674%
0.2127%
0.7922%
0.0000%
0.1932%
0.7232%
0.0332%
0.0530%
0.6577%
0.1060%
0.0000%
0.0117%
0.1067%
0.0000%
0.0440%
0.0102%
0.0100%
0.0110%
0.0112%
0.0115%
0.0431%
0.0000%
0.1725%
MEDC
0.6956%
0.0688%
0.0141%
0.6703%
0.7770%
0.3374%
0.1131%
0.0123%
0.7780%
0.0913%
0.0146%
0.0505%
0.0897%
0.0192%
0.0012%
0.0200%
0.0031%
0.0031%
0.0012%
0.0218%
0.0012%
0.1131%
0.0012%
0.1996%
PGAS
0.3218%
0.1286%
0.0006%
0.1900%
0.0484%
0.1587%
0.9205%
0.0012%
0.3022%
0.0107%
0.0989%
0.0012%
0.1405%
0.0887%
0.0848%
0.0094%
0.0457%
0.0838%
0.2826%
0.1440%
0.0450%
0.0829%
0.0093%
0.0740%
PTBA
0.7215%
0.0017%
0.0703%
0.9652%
0.2498%
0.0506%
0.1370%
0.0102%
0.0408%
0.0000%
0.0623%
0.0006%
0.1012%
0.2502%
0.0423%
0.0083%
0.0172%
0.0130%
0.0709%
0.0524%
0.0088%
0.1117%
0.0260%
0.0138%
SMCB
0.0000%
0.0128%
0.4574%
0.3095%
0.0408%
0.0409%
0.1291%
0.0689%
0.2172%
0.1038%
0.0253%
0.0031%
0.6835%
0.0306%
0.0896%
0.3692%
0.0127%
0.0000%
0.0000%
0.2086%
0.0557%
0.0531%
0.0507%
0.4473%
SMGR
0.1526%
0.1636%
0.0965%
2.0248%
0.0548%
0.7626%
0.0003%
0.1406%
0.1072%
0.0968%
0.0017%
0.1931%
0.5292%
0.5292%
0.0207%
0.0386%
0.0001%
0.0213%
0.0399%
0.0221%
0.1526%
0.0001%
0.0210%
0.2101%
TINS
0.0696%
0.0361%
0.0110%
0.2359%
1.6393%
0.1914%
0.0699%
0.0288%
0.1311%
0.0065%
0.1464%
0.0003%
0.2233%
0.2095%
0.1247%
0.0662%
0.0000%
0.0282%
0.1948%
0.0106%
0.0065%
0.0400%
0.0002%
0.0130%
TLKM
0.0195%
0.8546%
0.1822%
0.0002%
0.0212%
0.0437%
0.0592%
0.0340%
0.0217%
0.1012%
0.0002%
0.5481%
0.2826%
0.0869%
0.1583%
0.1950%
0.3963%
0.0026%
0.0609%
0.0214%
0.0002%
0.0209%
0.0027%
0.0617%
UNSP
0.1849%
0.0012%
0.1186%
0.2411%
0.1454%
0.0325%
0.2874%
0.1145%
0.1085%
0.0317%
0.0111%
0.0317%
0.0012%
0.0310%
0.0588%
0.1031%
0.0303%
0.5188%
0.0851%
2.3572%
0.3350%
0.4711%
0.0012%
0.0214%
UNTR
0.1474%
0.0252%
0.9049%
0.6711%
0.4002%
0.2496%
0.0256%
0.0369%
0.0026%
0.0439%
0.0803%
0.2152%
0.0488%
0.2233%
0.0621%
0.0000%
0.1590%
0.0002%
0.0861%
0.6737%
0.0003%
0.0165%
0.0108%
0.0332%
UNVR
0.1332%
0.2202%
0.0210%
1.4260%
0.0935%
0.2147%
0.3149%
0.2492%
0.0327%
0.2113%
0.0020%
0.5766%
0.0321%
0.1071%
0.0734%
0.0314%
0.0655%
0.0121%
0.0750%
0.0125%
0.0001%
0.0001%
0.0062%
0.0212%
65
WAKTU
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
XI-4
KLBF
0.0316%
0.4437%
0.0021%
0.1095%
0.0912%
0.0282%
0.0139%
1.0385%
0.7055%
0.0593%
0.2424%
0.0093%
0.0020%
3.1925%
0.6864%
0.2756%
0.0151%
0.0007%
0.1166%
0.0282%
0.0684%
0.2659%
0.0099%
LPKR
0.0295%
0.0912%
0.0002%
0.0002%
0.0192%
1.8178%
0.1479%
0.2790%
0.4360%
0.6004%
0.0148%
0.0002%
0.3091%
0.5324%
0.0192%
0.5975%
0.4100%
0.0286%
0.0198%
0.1044%
0.0205%
0.0002%
0.0295%
LSIP
0.0122%
0.0125%
0.1906%
0.0456%
0.0000%
0.0109%
0.0107%
0.5473%
0.6280%
0.1016%
0.4215%
0.5145%
0.1106%
1.5135%
0.1294%
0.5670%
1.1623%
0.0000%
0.7237%
0.0518%
0.0515%
0.1993%
0.0109%
MEDC
0.2219%
0.0012%
0.0197%
0.1498%
0.0058%
0.4909%
0.2031%
0.5868%
1.5120%
0.3009%
0.1432%
0.4613%
0.0182%
1.1364%
0.4098%
0.0012%
2.1898%
0.8342%
0.2491%
0.3476%
0.1224%
0.2268%
0.0200%
PGAS
0.0260%
0.0012%
0.0494%
0.0740%
0.0260%
0.0012%
0.0012%
5.7734%
1.4202%
0.0684%
0.9171%
0.1513%
0.3419%
1.2042%
1.2068%
0.0248%
0.5198%
0.5908%
0.1418%
0.0012%
0.1334%
0.0421%
0.1407%
PTBA
0.0000%
0.0207%
0.1520%
0.0201%
0.0775%
0.0282%
0.0202%
0.8292%
0.0332%
0.0006%
0.0433%
0.0103%
0.6345%
1.3857%
0.4770%
2.3215%
5.5127%
0.0217%
0.9105%
0.2317%
0.0006%
0.0135%
0.1617%
SMCB
0.5071%
0.1125%
0.1174%
0.1125%
0.0538%
0.0133%
0.0551%
0.8225%
0.2200%
0.1240%
0.0029%
0.1718%
0.0027%
1.4597%
0.0829%
0.0000%
1.9870%
0.1317%
0.1812%
0.0029%
0.0246%
0.0448%
0.0467%
SMGR
0.1545%
0.0088%
0.1055%
0.0085%
0.0122%
0.0201%
0.3568%
0.3969%
0.0052%
0.0237%
0.0895%
0.0093%
0.1836%
0.7163%
0.0434%
0.1661%
1.8243%
0.0234%
0.3999%
0.0636%
0.0017%
0.1327%
0.0095%
TINS
0.1720%
0.1543%
0.0329%
0.4629%
0.0117%
0.0433%
0.0469%
2.7368%
2.0689%
0.3270%
0.2975%
0.0201%
0.0679%
1.4732%
0.3230%
0.2477%
2.2243%
0.0180%
0.8267%
0.0841%
0.0156%
0.1964%
0.0939%
TLKM
0.6278%
0.2746%
0.0231%
0.0370%
0.0002%
0.1316%
0.0002%
0.0220%
0.1026%
0.0484%
0.0030%
0.0813%
0.1012%
0.0154%
0.1298%
0.0652%
0.0156%
0.0857%
0.0222%
0.0217%
0.0345%
0.0065%
0.0355%
UNSP
0.5386%
0.0238%
0.0012%
0.0400%
0.0073%
0.4161%
0.0226%
2.4199%
0.1942%
0.0273%
0.0489%
0.0093%
0.0535%
2.5873%
0.8993%
0.1078%
3.0048%
0.5947%
0.5433%
0.3849%
0.0444%
0.0188%
0.0996%
UNTR
0.0373%
0.0210%
0.2339%
0.0652%
0.0608%
0.1119%
0.4015%
1.6656%
0.0324%
0.0999%
0.0001%
0.1884%
0.4529%
1.9154%
0.3225%
0.1280%
1.4029%
0.0008%
0.7743%
0.0612%
0.0127%
0.0050%
0.2748%
UNVR
0.0001%
0.0507%
0.0439%
0.0005%
0.0061%
0.0061%
0.2085%
0.0213%
0.1089%
0.0021%
0.0180%
0.0488%
2.8455%
1.0534%
0.3601%
0.1670%
0.0020%
0.0206%
0.1251%
0.0068%
0.0126%
0.0002%
0.9476%
66
WAKTU
XII-1
XII-2
XII-3
XII-4
TOTAL
STDEV
KLBF
0.3208%
0.1413%
0.0999%
0.0023%
12.5828%
4.967%
5.02%
LPKR
0.0205%
0.0002%
0.0295%
0.0912%
15.7490%
5.557%
5.61%
LSIP
0.0120%
0.0000%
0.7451%
0.4941%
12.7645%
5.003%
5.05%
MEDC
0.2112%
0.0046%
0.0188%
0.0012%
13.9848%
5.237%
5.29%
PGAS
1.1243%
0.0391%
0.0012%
0.0744%
17.3697%
5.836%
5.89%
PTBA
0.2200%
0.0677%
0.0441%
0.1469%
16.4109%
5.673%
5.73%
SMCB
0.2963%
1.2945%
0.0531%
0.0526%
11.3835%
4.724%
4.77%
SMGR
0.2672%
0.0041%
1.2323%
0.0098%
11.6486%
4.779%
4.83%
TINS
0.0012%
0.0065%
0.0013%
0.0092%
15.4467%
5.503%
5.56%
TLKM
0.0225%
0.0360%
0.0156%
0.0069%
5.1409%
3.175%
3.21%
UNSP
0.0471%
0.0205%
0.1592%
0.0444%
17.6819%
5.888%
5.95%
UNTR
UNVR
0.3071% 0.0582%
0.0511% 0.0160%
0.0083% 0.0020%
0.0118% 0.3282%
12.7640% 10.3925%
5.003%
4.514%
5.05%
4.56%
67
LAMPIRAN 5
Kovarian Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
AALI
ADRO
ANTM
ASII
BBCA
BBNI
BBRI
BBTN
BDMN
BMRI
BNBR
BUMI
0.0005849
0.0006033
0.0005137
0.0004022
0.0008525
0.0008098
0.0008735
0.0004447
0.0006524
0.0002221
0.0004219
0.0006288
EMAS
COVAR 0.0006288 0.0005849 0.0006033 0.0005137 0.0004022 0.0008525 0.0008098 0.0008735 0.0004447 0.0006524 0.0002221 0.0004219
DOID
ELTY
ENRG
GGRM
INCO
INDF
INDY
INTP
ISAT
ITMG
JSMR
KLBF
0.0005782 0.0003652 0.0010472 0.0006328 0.0006864 0.0006796 0.0007528 0.0003143 0.0001529 0.0004639 0.0001959 0.0007763
EMAS
COVAR 0.0005782 0.0003652 0.0010472 0.0006328 0.0006864 0.0006796 0.0007528 0.0003143 0.0001529 0.0004639 0.0001959 0.0007763
LPKR
LSIP
MEDC
PGAS
PTBA
SMCB
SMGR
TINS
TLKM
UNSP
UNTR
UNVR
EMAS
0.0004653 0.0007428 0.0007172 0.0003454 0.0004781 0.0004347 0.0002684 0.0007970 -0.0000282 0.0007272 0.0005584
-0.0000502
COVAR 0.0004653 0.0007428 0.0007172 0.0003454 0.0004781 0.0004347 0.0002684 0.0007970 -0.0000282 0.0007272 0.0005584
-0.0000502
68
LAMPIRAN 6
Korelasi Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
AALI
ADRO
ANTM
ASII
BBCA
BBNI
BBRI
BBTN
BDMN
BMRI
BNBR
BUMI
0.331075 0.277002 0.389473 0.315159 0.27602 0.411392 0.426107 0.331385 0.240673 0.319328 0.117728 0.189194
EMAS
COVAR 0.337696 0.282542 0.397262 0.321462 0.28154
LAMPIRAN 1
Daftar anggota saham LQ-45 Periode Januari-Desember 2011
No.
Kode
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
32.
33.
34.
35.
36.
37.
38.
39.
40.
41.
42.
43.
44.
45.
46.
47.
48.
49.
50.
51.
52.
53.
54.
55.
AALI
ADRO
ANTM
ASII
ASRI
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BIPI
BJBR
BMRI
BMTR
BNBR
BORN
BRPT
BRAU
BSDE
BTEL
BUMI
CPIN
DEWA
DOID
ELSA
ELTY
ENRG
EXCL
GGRM
GITL
HRUM
ICBP
INCO
INDF
INDY
INTP
ISAT
ITMG
JSMR
KLBF
KRAS
LPKR
LSIP
MEDC
PGAS
PTBA
SMCB
SMGR
TINS
TLKM
TRUB
UNSP
UNTR
UNVR
Nama Emiten
Nama Perusahaan
Astra Agro Lestari Tbk
Adaro Energy Tbk
Aneka Tambang Tbk
Astra International Tbk
Alam Sutera Realty Tbk
Bank Central Asia Tbk
PT Bank Bukopin Tbk
Bank BNI Tbk
Bank Rakyat Indonesia Tbk
Bank Tabungan Negara Tbk
Bank Danamon Tbk
Benakat Petroleum Energy Tbk
PT BPD Jawa Barat Tbk
Bank Mandiri Tbk
Global Mediacom Tbk
Bakrie & Brothers Tbk
PT Borneo Lumbung Energi & Metal
Barito Pacific Tbk
PT Berau Coal Energy Tbk
Bumi Serpong Damai Tbk
Bakrie Telecom Tbk
Bumi Resources Tbk
PT Charoen Pokphand Indonesia Tbk
Darma Henwa Tb
Delta Dunia Makmur Tbk
Elnusa Tbk
Bakrie Development Tbk
Energi Mega Persada Tbk
PT XL Axiata
Gudang Garam Tbk
PT Gajah Tunggal Tbk
PT Harum Energy
PT Indofood CBP Sukses Makmur Tbk
International Nickel Indonesia Tbk
Indofood Sukses Makmur Tbk
Indika Energy
Indocement Tunggal Perkasa
Indosat Tbk
Indo Tambang Raya Megah
Jasa Marga (persero) Tbk
Kalbe Farma Tbk
PT Krakatau Steel
Lippo Karawaci Tbk
PP London Sumatera Indonesia Tbk
Medco Energi International Tbk
Perusahaan Gas Negara Tbk
Tambang Batubara Bukit Asam Tbk
Holcim Indonesia Tbk
Semen Gresik Tbk
Timah (Persero) Tbk
Telekomunikasi Indonesia Tbk
Truba Alam Manunggal Tbk
Bakrie Sumatra Plantations Tbk
United Tractor Tbk
UNVR (Unilever Indonesia Tbk)
November ’10
– Januari ‘11
V
V
V
V
V
V
V
V
V
V
V
V
V
V
Frekuensi
Februari –
Juli ’11
V
V
V
V
V
V
V
V
V
V
V
Jumlah
Agustus ’11 –
Januari ‘12
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
V
3
3
3
3
2
3
1
3
3
3
3
1
2
3
1
3
1
1
2
2
2
3
2
1
3
2
3
3
1
3
2
1
1
3
3
3
3
3
3
3
3
1
3
3
3
3
3
3
3
3
3
1
3
3
3
37
LAMPIRAN 2
Harga Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
WAKTU
0-1
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
EMAS
1383.18
1416.53
1370.3
1363.6
1344.95
1344.5
1344.4
1355.6
1390.8
1413.5
1434.78
1425.95
1425.45
1425.35
1430.2
1475.55
1487.85
1511.9
1553.55
1493.6
1491.95
1516.4
1356.15
AALI
24600
26700
24900
25300
22300
21500
23250
22700
22050
21500
22600
22000
21600
22400
22850
22500
22800
23100
23250
23500
23600
23600
23200
ADRO
2525
2550
2700
2625
2375
2350
2475
2375
2425
2425
2350
2325
2375
2275
2300
2275
2275
2225
2225
2300
2225
2350
2400
ANTM
2350
2475
2350
2425
2250
2225
2300
2200
2200
2175
2225
2150
2150
2250
2325
2375
2350
2275
2275
2200
2200
2200
2150
ASII
52550
54700
48000
47300
47150
48900
49200
49000
53000
51700
54900
54000
54500
57000
58050
56500
55000
55800
56150
56500
58500
61000
59000
BBCA
6400
6550
6350
6000
5450
5700
6050
5950
6150
6150
6800
6800
6550
6900
7100
7000
7300
7500
7400
7300
7200
7200
7150
BBNI
3625
3875
3525
3375
3225
3275
3400
3400
3525
3450
3800
3750
3625
3800
4000
3975
4000
4100
4050
3925
3925
3900
3850
BBRI
10050
10600
9750
10200
9500
9900
9900
9200
9750
9400
10400
10300
10100
10700
11800
12600
12400
13000
13000
12400
12300
12900
12500
BBTN
1640
1650
1600
1420
1270
1370
1420
1300
1360
1340
1480
1440
1490
1550
1680
1730
1770
1790
1710
1640
1670
1650
1620
BDMN
5850
5750
5300
5400
5900
6000
6100
6200
6700
6400
6350
6350
6450
6350
6500
6450
6450
6350
6200
6150
6050
6050
6100
BMRI
6500
6600
6300
5750
5550
5850
6050
5600
5850
5700
6150
6200
6000
6250
6900
7000
6800
7150
7150
7000
7100
7200
7200
BNBR
68
66
70
73
68
66
67
62
64
64
67
66
63
64
66
65
66
66
66
73
85
82
78
BUMI
3000
3050
3125
3175
3000
2800
2850
2750
2850
2925
3025
3050
3125
3150
3325
3250
3375
3350
3450
3600
3525
3475
3400
38
WAKTU
VI-1
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
EMAS
1544.4
1529.85
1538.55
1501.6
1489.4
1541.3
1595.2
1614.8
1686.8
1734.6
1869.75
1821.45
1886.1
1854.5
1823.25
1641.7
1625.9
1640.15
1681.1
1639.45
1742.4
1753.9
1787.7
1723.35
AALI
23850
22800
23000
22900
23300
23050
22950
23200
23500
21200
21500
21600
22000
21600
21800
20750
18800
17100
19150
19500
21500
21050
21750
22600
ADRO
2450
2400
2325
2350
2525
2575
2575
2525
2675
2325
2350
2275
2000
1990
1950
1630
1690
1650
1930
1950
2125
2075
2075
1940
ANTM
2125
2100
2025
2100
2100
2075
2000
2050
2025
1900
1990
1940
1920
1890
1820
1580
1480
1500
1670
1720
1830
1710
1700
1650
ASII
58600
57000
58300
61300
65750
67300
70500
72400
71500
65500
67500
66800
66650
69250
65900
58850
63000
63000
67500
68000
69900
68300
70500
67600
BBCA
7100
7000
7250
7450
7850
7950
8300
8150
8350
8000
8000
8000
8100
8300
7850
7500
7500
7450
8050
7800
8000
8000
8250
7750
BBNI
3850
3700
3625
3650
3900
3850
3950
3975
4500
3950
4250
4150
4125
4075
4075
3425
3600
3375
3800
3900
4050
4000
3975
3700
BBRI
12800
12600
12500
12800
13600
13600
13500
13200
13900
13100
13100
12800
13200
13400
12800
11200
11400
11700
13200
12900
13500
13600
14000
13100
BBTN
1630
1610
1620
1680
1750
1790
1810
1650
1710
1550
1570
1600
1600
1550
1450
1110
1170
1190
1500
1460
1440
1420
1430
1350
BDMN
6200
5950
5900
5900
6050
6000
5600
5600
5500
5100
5400
5000
5300
5300
4900
4700
4550
4300
5200
5000
5000
4975
4850
4550
BMRI
7050
6950
6850
7000
7300
7600
7900
7550
7850
7250
7200
6950
7000
7000
6500
5500
6150
6000
6700
6600
7250
7150
7250
6650
BNBR
78
75
68
68
68
67
66
70
70
62
65
66
63
63
61
55
51
52
54
53
53
52
51
50
BUMI
3325
3400
3050
3050
3025
3000
2975
3100
3075
2800
2675
2700
2525
2700
2675
2175
1900
1930
2300
2250
2450
2350
2325
2175
39
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
EMAS
1694.3
1746.05
1712.15
1596.65
1607.05
AALI
21000
22650
21800
20550
21150
ADRO
1900
1950
1960
1820
1770
ANTM
1640
1670
1660
1610
1620
ASII
69000
71000
73700
72500
74000
BBCA
7550
8000
8000
8000
8050
BBNI
3700
3925
3925
3875
3925
BBRI
13300
13400
13400
13400
13600
BBTN
1250
1260
1240
1220
1200
BDMN
4450
4375
4375
4200
4150
BMRI
6550
6700
6650
6700
6800
BNBR
50
50
52
51
50
BUMI
2050
2100
200
2250
2125
41
40
WAKTU
0-1
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
DOID
1470
1610
1560
1470
1280
1250
1340
1310
1220
1180
1130
1120
1110
1150
1160
1210
1290
1310
1300
1230
1270
1220
1170
1190
ELTY
159
157
155
144
134
131
128
127
135
142
140
143
138
137
139
141
139
139
144
147
169
170
163
162
ENRG
126
124
124
121
110
108
105
104
107
108
111
123
125
127
129
130
128
141
157
161
205
192
191
210
GGRM
37000
40250
38700
38400
36000
37100
36700
34500
35750
36050
36150
39750
41900
41900
41000
41150
40500
41350
40650
40800
43700
43500
43800
44400
INCO
4725
4900
4675
4750
4675
4750
4925
5000
4900
5000
5100
4675
4625
4725
4775
4875
4850
4925
5000
4800
4800
4850
4850
4750
INDF
4700
4875
4750
4900
4525
4725
4800
4675
4725
4825
4975
4825
4900
5150
5450
5350
5350
5600
5550
5700
5600
5600
5500
5450
INDY
4400
4775
4925
4950
4450
4150
4225
3950
3825
3725
3875
3725
3900
4150
4000
4150
4000
3975
4075
4150
4150
4125
4300
4150
INTP
16300
16000
16000
15150
13400
14000
14650
14500
15650
14300
14750
14800
14400
15600
16700
16000
17000
17800
16900
17000
16650
17050
17400
17200
ISAT
5100
5400
5100
5150
5050
4850
5050
5050
5050
5100
5000
5050
5150
5150
5500
5300
5350
5350
5350
5400
5200
5250
5200
5200
ITMG
50500
50750
53500
53350
47900
47500
47750
44750
46500
45200
44000
43000
48500
48450
48500
49850
48750
47500
46500
47350
45600
46750
47650
46700
JSMR
3300
3450
3300
3300
3125
3050
3100
3050
3125
3075
3275
3275
3200
3275
3450
3350
3325
3400
3300
3425
3425
3450
3450
3400
KLBF
3150
3300
3100
2975
2750
2875
2925
2875
2925
2900
2900
3100
2975
3125
3475
3675
3675
3550
3575
3425
3425
3450
3450
3450
LPKR
650
680
690
610
570
580
570
530
590
530
550
570
550
570
630
690
700
770
780
780
730
660
680
670
41
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
XI-4
DOID
1060
990
1030
1050
1110
1020
1020
970
810
860
870
850
850
810
680
660
600
650
650
650
620
620
630
640
ELTY
155
143
149
150
147
148
166
170
146
150
143
144
142
135
121
108
103
122
119
120
115
116
110
107
ENRG
200
195
205
205
200
200
230
260
200
215
192
192
191
177
148
128
124
170
170
173
158
159
158
150
GGRM
45300
44250
46950
50000
50850
50700
53850
51400
50500
55000
53200
56600
59500
56100
50000
52000
55500
57500
55400
59900
60950
61550
61150
61200
INCO
4600
4525
4500
4525
4475
4375
4325
4275
3700
3825
3725
3700
3825
3700
3100
2925
2925
3200
3250
3725
3550
3425
3325
3075
INDF
5200
5300
5550
6000
5800
5950
6000
6400
6200
6500
6100
6200
5800
5650
4600
4975
4925
5650
5600
5350
5150
4925
4750
4725
INDY
4000
3725
3750
3825
3725
3700
3850
3750
3250
3250
3050
3275
3250
2950
2350
2175
2325
2625
2550
2950
2575
2425
2250
2075
INTP
16500
16900
16700
17200
16800
16350
16400
15550
13600
14700
14750
15500
15000
14050
12400
13600
12850
15000
14700
16200
15600
15200
15200
14750
ISAT
5150
5200
5100
5100
5100
5300
5650
5550
5600
5500
5500
5300
5600
5500
5550
5000
4775
5000
4975
5250
5350
5200
5350
5200
ITMG
46300
44500
44900
45300
47000
47700
50200
50850
43500
45000
43000
43150
44500
44400
40650
39000
37400
42000
41000
45100
43650
44600
42700
39000
JSMR
3325
3450
3500
3725
3750
3650
3875
3975
3775
3925
3975
4075
4125
4000
3600
3925
3750
3850
3925
3875
3925
3925
3875
3800
KLBF
3300
3250
3475
3500
3625
3525
3475
3525
3175
3450
3375
3550
3525
3550
2925
3175
3350
3400
3400
3525
3475
3575
3400
3375
LPKR
640
630
650
650
650
660
750
780
740
790
730
740
740
700
650
660
610
650
640
650
630
640
640
630
42
WAKTU
XII-1
XII-2
XII-3
XII-4
DOID
650
700
670
670
ELTY
108
105
122
122
ENRG
153
155
159
175
GGRM
66400
63000
62200
62000
INCO
3175
3150
3050
3050
INDF
4850
4800
4575
4725
INDY
2250
2200
2100
2200
INTP
15100
15300
16550
17050
ISAT
5650
5300
5400
5250
ITMG
40200
38950
37000
38250
JSMR
3775
4200
4125
4125
KLBF
3575
3450
3350
3375
LPKR
640
640
630
650
43
WAKTU
0-1
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
LSIP
11950
12900
11850
12400
11300
11300
11800
10800
11000
10750
11625
11250
11250
11375
11750
11750
12000
12125
12250
12125
12000
11875
12125
12125
MEDC
3125
3375
3275
3225
2950
3200
3375
3250
3275
2975
2875
2900
2825
2900
2850
2850
2800
2775
2750
2750
2700
2700
2600
2600
PGAS
4225
4450
4275
4250
4050
4125
4275
3850
3850
3625
3575
3675
3675
3800
3900
4000
4025
3925
4025
4225
4050
3950
4050
4075
PTBA
21200
22950
22800
23350
21000
19900
20300
19500
19650
20000
19950
20400
20400
21000
22000
22400
22550
22200
22400
21750
21200
20950
21600
21200
SMCB
2250
2250
2225
2075
1960
2000
1960
1890
1940
1850
1910
1880
1870
2025
1990
2050
2175
2200
2200
2200
2100
2150
2200
2250
SMGR
9250
9650
9300
9050
7800
7650
8350
8400
8750
8500
8800
8800
8450
9100
9800
9700
9550
9600
9500
9350
9250
9650
9700
9600
TINS
2725
2775
2700
2650
2500
2800
2900
2800
2825
2700
2700
2575
2550
2650
2750
2825
2875
2850
2875
2725
2675
2675
2600
2575
TLKM
7900
8000
7250
7550
7550
7650
7800
7600
7450
7550
7300
7300
6750
7100
7300
7000
7300
7750
7700
7500
7600
7600
7700
7650
UNSP
380
395
395
380
360
345
350
330
340
350
355
350
355
355
360
350
360
365
390
400
460
485
450
450
UNTR
23000
23950
24400
22150
20400
21750
22900
22600
23100
23050
23600
23000
22000
22550
21550
22150
22200
23150
23250
24000
22100
22200
22550
22850
UNVR
15850
16500
15800
16100
14250
14750
15500
14700
15500
15850
16650
16800
15600
15950
15500
15150
14950
15400
15300
14950
14850
14900
14950
14900
44
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
XI-4
LSIP
11625
11500
11375
11875
11625
11625
11750
11875
11000
11875
11500
12250
11375
11000
9650
10000
9250
10250
10250
11125
10875
11125
11625
11750
MEDC
2475
2350
2350
2375
2275
2250
2400
2500
2300
2575
2425
2325
2475
2500
2225
2075
2075
2375
2150
2250
2375
2450
2325
2350
PGAS
3950
4000
4000
4075
3950
4000
4000
4000
3025
3375
3275
2950
2825
2650
2350
2600
2550
2725
2925
3025
3025
3125
3050
2925
PTBA
20900
20850
20500
21250
21500
20850
21150
21400
19400
19000
19000
19350
19500
17900
15750
16800
14200
17500
17200
18800
17850
17850
17600
16850
SMCB
2100
2250
2175
2250
2175
2125
2150
2100
1910
2000
1930
1920
2000
1990
1750
1700
1700
1940
1870
1950
1940
1910
1870
1830
SMGR
9200
9600
9550
9900
9850
10000
9900
9350
8800
8900
8800
9100
9050
8700
8000
8200
7900
9000
8900
9500
9300
9300
9000
8950
TINS
2525
2400
2475
2500
2650
2600
2525
2450
2025
2300
2150
2250
2200
2125
1850
1730
1630
1860
1870
2025
1950
1910
1810
1740
TLKM
7450
6850
7200
7300
7150
7150
7400
7400
7500
7250
7400
7350
7550
7300
7200
7450
7250
7150
7350
7450
7550
7400
7450
7300
UNSP
455
420
425
425
415
410
435
440
370
385
390
380
375
365
305
275
265
310
285
305
285
290
285
275
UNTR
22500
23000
23400
24600
25300
24750
25650
27350
23900
24400
23700
23750
24850
23250
20100
21300
20600
23100
23100
25200
24650
25000
25250
24000
UNVR
14750
14800
15200
14950
15050
15000
14950
15700
16000
16600
16750
17050
16750
14000
15500
16500
15900
15900
16200
15700
15900
16150
16200
17850
4
45
WAKTU
XII-1
XII-2
XII-3
XII-4
LSIP
11625
11625
10625
11375
MEDC
2450
2425
2450
2450
PGAS
3225
3150
3150
3225
PTBA
17600
17100
16700
17300
SMCB
1930
2150
2200
2150
SMGR
9450
9550
10650
10800
TINS
1720
1720
1700
1670
TLKM
7400
7250
7150
7200
UNSP
280
275
285
290
UNTR
25400
24900
25200
25000
UNVR
17500
17800
17800
18900
Keterangan:
1. Saham BBRI melakukan stock split pada bulan Januari 2011, dengan rasio 1:2. Pada peneltian ini, dianggap tidak melakukan stock split, agar harga
saham dapat sama dengan dan seimbang dengan harga saham lainnya
2. Saham LSIP juga melakukan stock split pada bulan Februari 2011, dengan rasio 1:5. Pada peneltian ini juga, dianggap tidak melakukan stock split,
agar harga saham dapat sama dengan dan seimbang dengan harga saham lainnya
46
LAMPIRAN 3
Return Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
EMAS
2.411%
-3.264%
-0.489%
-1.368%
-0.033%
-0.007%
0.833%
2.597%
1.632%
1.505%
-0.615%
-0.035%
-0.007%
0.340%
3.171%
0.834%
1.616%
2.755%
-3.859%
-0.110%
AALI
8.537%
-6.742%
1.606%
-11.858%
-3.587%
8.140%
-2.366%
-2.863%
-2.494%
5.116%
-2.655%
-1.818%
3.704%
2.009%
-1.532%
1.333%
1.316%
0.649%
1.075%
0.426%
ADRO
0.990%
5.882%
-2.778%
-9.524%
-1.053%
5.319%
-4.040%
2.105%
0.000%
-3.093%
-1.064%
2.151%
-4.211%
1.099%
-1.087%
0.000%
-2.198%
0.000%
3.371%
-3.261%
ANTM
5.319%
-5.051%
3.191%
-7.216%
-1.111%
3.371%
-4.348%
0.000%
-1.136%
2.299%
-3.371%
0.000%
4.651%
3.333%
2.151%
-1.053%
-3.191%
0.000%
-3.297%
0.000%
ASII
4.091%
-12.249%
-1.458%
-0.317%
3.712%
0.613%
-0.407%
8.163%
-2.453%
6.190%
-1.639%
0.926%
4.587%
1.842%
-2.670%
-2.655%
1.455%
0.627%
0.623%
3.540%
BBCA
2.344%
-3.053%
-5.512%
-9.167%
4.587%
6.140%
-1.653%
3.361%
0.000%
10.569%
0.000%
-3.676%
5.344%
2.899%
-1.408%
4.286%
2.740%
-1.333%
-1.351%
-1.370%
BBNI
6.897%
-9.032%
-4.255%
-4.444%
1.550%
3.817%
0.000%
3.676%
-2.128%
10.145%
-1.316%
-3.333%
4.828%
5.263%
-0.625%
0.629%
2.500%
-1.220%
-3.086%
0.000%
BBRI
5.473%
-8.019%
4.615%
-6.863%
4.211%
0.000%
-7.071%
5.978%
-3.590%
10.638%
-0.962%
-1.942%
5.941%
10.280%
6.780%
-1.587%
4.839%
0.000%
-4.615%
-0.806%
BBTN
0.610%
-3.030%
-11.250%
-10.563%
7.874%
3.650%
-8.451%
4.615%
-1.471%
10.448%
-2.703%
3.472%
4.027%
8.387%
2.976%
2.312%
1.130%
-4.469%
-4.094%
1.829%
BDMN
-1.709%
-7.826%
1.887%
9.259%
1.695%
1.667%
1.639%
8.065%
-4.478%
-0.781%
0.000%
1.575%
-1.550%
2.362%
-0.769%
0.000%
-1.550%
-2.362%
-0.806%
-1.626%
BMRI
1.538%
-4.545%
-8.730%
-3.478%
5.405%
3.419%
-7.438%
4.464%
-2.564%
7.895%
0.813%
-3.226%
4.167%
10.400%
1.449%
-2.857%
5.147%
0.000%
-2.098%
1.429%
47
WAKTU
V-4
V-5
VI-1
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
EMAS
1.639%
-10.568%
13.881%
-0.942%
0.569%
-2.402%
-0.812%
3.485%
3.497%
1.229%
4.459%
2.834%
7.791%
-2.583%
3.549%
-1.675%
-1.685%
-9.957%
-0.962%
0.876%
2.497%
-2.478%
6.280%
AALI
0.000%
-1.695%
2.802%
-4.403%
0.877%
-0.435%
1.747%
-1.073%
-0.434%
1.089%
1.293%
-9.787%
1.415%
0.465%
1.852%
-1.818%
0.926%
-4.817%
-9.398%
-9.043%
11.988%
1.828%
10.256%
ADRO
5.618%
2.128%
2.083%
-2.041%
-3.125%
1.075%
7.447%
1.980%
0.000%
-1.942%
5.941%
-13.084%
1.075%
-3.191%
-12.088%
-0.500%
-2.010%
-16.410%
3.681%
-2.367%
16.970%
1.036%
8.974%
ANTM
0.000%
-2.273%
-1.163%
-1.176%
-3.571%
3.704%
0.000%
-1.190%
-3.614%
2.500%
-1.220%
-6.173%
4.737%
-2.513%
-1.031%
-1.563%
-3.704%
-13.187%
-6.329%
1.351%
11.333%
2.994%
6.395%
ASII
4.274%
-3.279%
-0.678%
-2.730%
2.281%
5.146%
7.259%
2.357%
4.755%
2.695%
-1.243%
-8.392%
3.053%
-1.037%
-0.225%
3.901%
-4.838%
-10.698%
7.052%
0.000%
7.143%
0.741%
2.794%
BBCA
0.000%
-0.694%
-0.699%
-1.408%
3.571%
2.759%
5.369%
1.274%
4.403%
-1.807%
2.454%
-4.192%
0.000%
0.000%
1.250%
2.469%
-5.422%
-4.459%
0.000%
-0.667%
8.054%
-3.106%
2.564%
BBNI
-0.637%
-1.282%
0.000%
-3.896%
-2.027%
0.690%
6.849%
-1.282%
2.597%
0.633%
13.208%
-12.222%
7.595%
-2.353%
-0.602%
-1.212%
0.000%
-15.951%
5.109%
-6.250%
12.593%
2.632%
3.846%
BBRI
4.878%
-3.101%
2.400%
-1.563%
-0.794%
2.400%
6.250%
0.000%
-0.735%
-2.222%
5.303%
-5.755%
0.000%
-2.290%
3.125%
1.515%
-4.478%
-12.500%
1.786%
2.632%
12.821%
-2.273%
4.651%
BBTN
-1.198%
-1.818%
0.617%
-1.227%
0.621%
3.704%
4.167%
2.286%
1.117%
-8.840%
3.636%
-9.357%
1.290%
1.911%
0.000%
-3.125%
-6.452%
-23.448%
5.405%
1.709%
26.050%
-2.667%
-1.370%
BDMN
0.000%
0.826%
1.639%
-4.032%
-0.840%
0.000%
2.542%
-0.826%
-6.667%
0.000%
-1.786%
-7.273%
5.882%
-7.407%
6.000%
0.000%
-7.547%
-4.082%
-3.191%
-5.495%
20.930%
-3.846%
0.000%
BMRI
1.408%
0.000%
-2.083%
-1.418%
-1.439%
2.190%
4.286%
4.110%
3.947%
-4.430%
3.974%
-7.643%
-0.690%
-3.472%
0.719%
0.000%
-7.143%
-15.385%
11.818%
-2.439%
11.667%
-1.493%
9.848%
48
WAKTU
EMAS
AALI
ADRO
ANTM
ASII
BBCA
BBNI
BBRI
BBTN
BDMN
XI-1
XI-2
XI-3
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
0.660%
1.927%
-3.600%
-1.686%
3.054%
-1.942%
-6.746%
0.651%
18.75%
0.37%
-2.093%
3.325%
3.908%
-7.080%
7.857%
-3.753%
-5.734%
2.920%
-9.02%
-0.18%
-2.353%
0.000%
-6.506%
-2.062%
2.632%
0.513%
-7.143%
-2.747%
-27.81%
-0.55%
-6.557%
-0.585%
-2.941%
-0.606%
1.829%
-0.599%
-3.012%
0.621%
-33.00%
-0.65%
-2.289%
3.221%
-4.113%
2.071%
2.899%
3.803%
-1.628%
2.069%
38.89%
0.76%
0.000%
3.125%
-6.061%
-2.581%
5.960%
0.000%
0.000%
0.625%
26.53%
0.52%
-1.235%
-0.625%
-6.918%
0.000%
6.081%
0.000%
-1.274%
1.290%
15.22%
0.30%
0.741%
2.941%
-6.429%
1.527%
0.752%
0.000%
0.000%
1.493%
36.37%
0.71%
-1.389%
0.704%
-5.594%
-7.407%
0.800%
-1.587%
-1.613%
-1.639%
-19.41%
-0.38%
-0.500%
-2.513%
-6.186%
-2.198%
-1.685%
0.000%
-4.000%
-1.190%
-28.75%
-0.56%
BMRI
-1.379%
1.399%
-8.276%
49
-1.504%
2.290%
-0.746%
0.752%
1.493%
11.55%
0.23%
49
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
BNBR
-2.941%
6.061%
4.286%
-6.849%
-2.941%
1.515%
-7.463%
3.226%
0.000%
4.688%
-1.493%
-4.545%
1.587%
3.125%
-1.515%
1.538%
0.000%
0.000%
10.606%
16.438%
-3.529%
-4.878%
0.000%
BUMI
1.667%
2.459%
1.600%
-5.512%
-6.667%
1.786%
-3.509%
3.636%
2.632%
3.419%
0.826%
2.459%
0.800%
5.556%
-2.256%
3.846%
-0.741%
2.985%
4.348%
-2.083%
-1.418%
-2.158%
-2.206%
DOID
9.524%
-3.106%
-5.769%
-12.925%
-2.344%
7.200%
-2.239%
-6.870%
-3.279%
-4.237%
-0.885%
-0.893%
3.604%
0.870%
4.310%
6.612%
1.550%
-0.763%
-5.385%
3.252%
-3.937%
-4.098%
1.709%
ELTY
-1.258%
-1.274%
-7.097%
-6.944%
-2.239%
-2.290%
-0.781%
6.299%
5.185%
-1.408%
2.143%
-3.497%
-0.725%
1.460%
1.439%
-1.418%
0.000%
3.597%
2.083%
14.966%
0.592%
-4.118%
-0.613%
ENRG
-1.587%
0.000%
-2.419%
-9.091%
-1.818%
-2.778%
-0.952%
2.885%
0.935%
2.778%
10.811%
1.626%
1.600%
1.575%
0.775%
-1.538%
10.156%
11.348%
2.548%
27.329%
-6.341%
-0.521%
9.948%
GGRM
8.784%
-3.851%
-0.775%
-6.250%
3.056%
-1.078%
-5.995%
3.623%
0.839%
0.277%
9.959%
5.409%
0.000%
-2.148%
0.366%
-1.580%
2.099%
-1.693%
0.369%
7.108%
-0.458%
0.690%
1.370%
INCO
3.704%
-4.592%
1.604%
-1.579%
1.604%
3.684%
1.523%
-2.000%
2.041%
2.000%
-8.333%
-1.070%
2.162%
1.058%
2.094%
-0.513%
1.546%
1.523%
-4.000%
0.000%
1.042%
0.000%
-2.062%
INDF
3.723%
-2.564%
3.158%
-7.653%
4.420%
1.587%
-2.604%
1.070%
2.116%
3.109%
-3.015%
1.554%
5.102%
5.825%
-1.835%
0.000%
4.673%
-0.893%
2.703%
-1.754%
0.000%
-1.786%
-0.909%
INDY
8.523%
3.141%
0.508%
-10.101%
-6.742%
1.807%
-6.509%
-3.165%
-2.614%
4.027%
-3.871%
4.698%
6.410%
-3.614%
3.750%
-3.614%
-0.625%
2.516%
1.840%
0.000%
-0.602%
4.242%
-3.488%
INTP
-1.840%
0.000%
-5.313%
-11.551%
4.478%
4.643%
-1.024%
7.931%
-8.626%
3.147%
0.339%
-2.703%
8.333%
7.051%
-4.192%
6.250%
4.706%
-5.056%
0.592%
-2.059%
2.402%
2.053%
-1.149%
ISAT
5.882%
-5.556%
0.980%
-1.942%
-3.960%
4.124%
0.000%
0.000%
0.990%
-1.961%
1.000%
1.980%
0.000%
6.796%
-3.636%
0.943%
0.000%
0.000%
0.935%
-3.704%
0.962%
-0.952%
0.000%
51
50
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
BNBR
-3.846%
-9.333%
0.000%
0.000%
-1.471%
-1.493%
6.061%
0.000%
-11.429%
4.839%
1.538%
-4.545%
0.000%
-3.175%
-9.836%
-7.273%
1.961%
3.846%
-1.852%
0.000%
-1.887%
-1.923%
-1.961%
BUMI
2.256%
-10.294%
0.000%
-0.820%
-0.826%
-0.833%
4.202%
-0.806%
-8.943%
-4.464%
0.935%
-6.481%
6.931%
-0.926%
-18.692%
-12.644%
1.579%
19.171%
-2.174%
8.889%
-4.082%
-1.064%
-6.452%
DOID
-10.924%
-6.604%
4.040%
1.942%
5.714%
-8.108%
0.000%
-4.902%
-16.495%
6.173%
1.163%
-2.299%
0.000%
-4.706%
-16.049%
-2.941%
-9.091%
8.333%
0.000%
0.000%
-4.615%
0.000%
1.613%
ELTY
-4.321%
-7.742%
4.196%
0.671%
-2.000%
0.680%
12.162%
2.410%
-14.118%
2.740%
-4.667%
0.699%
-1.389%
-4.930%
-10.370%
-10.744%
-4.630%
18.447%
-2.459%
0.840%
-4.167%
0.870%
-5.172%
ENRG
-4.762%
-2.500%
5.128%
0.000%
-2.439%
0.000%
15.000%
13.043%
-23.077%
7.500%
-10.698%
0.000%
-0.521%
-7.330%
-16.384%
-13.514%
-3.125%
37.097%
0.000%
1.765%
-8.671%
0.633%
-0.629%
GGRM
2.027%
-2.318%
6.102%
6.496%
1.700%
-0.295%
6.213%
-4.550%
-1.751%
8.911%
-3.273%
6.391%
5.124%
-5.714%
-10.873%
4.000%
6.731%
3.604%
-3.652%
8.123%
1.753%
0.984%
-0.650%
INCO
-3.158%
-1.630%
-0.552%
0.556%
-1.105%
-2.235%
-1.143%
-1.156%
-13.450%
3.378%
-2.614%
-0.671%
3.378%
-3.268%
-16.216%
-5.645%
0.000%
9.402%
1.563%
14.615%
-4.698%
-3.521%
-2.920%
INDF
-4.587%
1.923%
4.717%
8.108%
-3.333%
2.586%
0.840%
6.667%
-3.125%
4.839%
-6.154%
1.639%
-6.452%
-2.586%
-18.584%
8.152%
-1.005%
14.721%
-0.885%
-4.464%
-3.738%
-4.369%
-3.553%
INDY
-3.614%
-6.875%
0.671%
2.000%
-2.614%
-0.671%
4.054%
-2.597%
-13.333%
0.000%
-6.154%
7.377%
-0.763%
-9.231%
-20.339%
-7.447%
6.897%
12.903%
-2.857%
15.686%
-12.712%
-5.825%
-7.216%
INTP
-4.070%
2.424%
-1.183%
2.994%
-2.326%
-2.679%
0.306%
-5.183%
-12.540%
8.088%
0.340%
5.085%
-3.226%
-6.333%
-11.744%
9.677%
-5.515%
16.732%
-2.000%
10.204%
-3.704%
-2.564%
0.000%
ISAT
-0.962%
0.971%
-1.923%
0.000%
0.000%
3.922%
6.604%
-1.770%
0.901%
-1.786%
0.000%
-3.636%
5.660%
-1.786%
0.909%
-9.910%
-4.500%
4.712%
-0.500%
5.528%
1.905%
-2.804%
2.885%
51
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
BNBR
0.000%
0.000%
4.000%
-1.923%
-1.961%
-24.75%
-0.49%
BUMI
-5.747%
2.439%
4.762%
2.273%
-5.556%
-25.90%
-0.51%
DOID
1.587%
1.563%
7.692%
-4.286%
0.000%
-69.30%
-1.36%
ELTY
-2.727%
0.935%
-2.778%
16.190%
0.000%
-17.27%
-0.34%
ENRG
-5.063%
2.000%
1.307%
2.581%
10.063%
54.67%
1.07%
GGRM
0.082%
8.497%
-5.120%
-1.270%
-0.322%
57.07%
1.12%
INCO
-7.519%
3.252%
-0.787%
-3.175%
0.000%
-37.88%
-0.74%
INDF
-0.526%
2.646%
-1.031%
-4.688%
3.279%
7.06%
0.14%
INDY
-7.778%
8.434%
-2.222%
-4.545%
4.762%
-57.50%
-1.13%
INTP
-2.961%
2.373%
1.325%
8.170%
3.021%
13.12%
0.26%
ISAT
-2.804%
8.654%
-6.195%
1.887%
-2.778%
6.07%
0.12%
52
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
ITMG
0.495%
5.419%
-0.280%
-10.216%
-0.835%
0.526%
-6.283%
3.911%
-2.796%
-2.655%
-2.273%
12.791%
-0.103%
0.103%
2.784%
-2.207%
-2.564%
-2.105%
1.828%
-3.696%
2.522%
1.925%
-1.994%
JSMR
4.545%
-4.348%
0.000%
-5.303%
-2.400%
1.639%
-1.613%
2.459%
-1.600%
6.504%
0.000%
-2.290%
2.344%
5.344%
-2.899%
-0.746%
2.256%
-2.941%
3.788%
0.000%
0.730%
0.000%
-1.449%
KLBF
4.762%
-6.061%
-4.032%
-7.563%
4.545%
1.739%
-1.709%
1.739%
-0.855%
0.000%
6.897%
-4.032%
5.042%
11.200%
5.755%
0.000%
-3.401%
0.704%
-4.196%
0.000%
0.730%
0.000%
0.000%
LPKR
4.615%
1.471%
-11.594%
-6.557%
1.754%
-1.724%
-7.018%
11.321%
-10.169%
3.774%
3.636%
-3.509%
3.636%
10.526%
9.524%
1.449%
10.000%
1.299%
0.000%
-6.410%
-9.589%
3.030%
-1.471%
LSIP
7.950%
-8.140%
4.641%
-8.871%
0.000%
4.425%
-8.475%
1.852%
-2.273%
8.140%
-3.226%
0.000%
1.111%
3.297%
0.000%
2.128%
1.042%
1.031%
-1.020%
-1.031%
-1.042%
2.105%
0.000%
MEDC
8.000%
-2.963%
-1.527%
-8.527%
8.475%
5.469%
-3.704%
0.769%
-9.160%
-3.361%
0.870%
-2.586%
2.655%
-1.724%
0.000%
-1.754%
-0.893%
-0.901%
0.000%
-1.818%
0.000%
-3.704%
0.000%
PGAS
5.325%
-3.933%
-0.585%
-4.706%
1.852%
3.636%
-9.942%
0.000%
-5.844%
-1.379%
2.797%
0.000%
3.401%
2.632%
2.564%
0.625%
-2.484%
2.548%
4.969%
-4.142%
-2.469%
2.532%
0.617%
PTBA
8.255%
-0.654%
2.412%
-10.064%
-5.238%
2.010%
-3.941%
0.769%
1.781%
-0.250%
2.256%
0.000%
2.941%
4.762%
1.818%
0.670%
-1.552%
0.901%
-2.902%
-2.529%
-1.179%
3.103%
-1.852%
SMCB
0.000%
-1.111%
-6.742%
-5.542%
2.041%
-2.000%
-3.571%
2.646%
-4.639%
3.243%
-1.571%
-0.532%
8.289%
-1.728%
3.015%
6.098%
1.149%
0.000%
0.000%
-4.545%
2.381%
2.326%
2.273%
SMGR
4.324%
-3.627%
-2.688%
-13.812%
-1.923%
9.150%
0.599%
4.167%
-2.857%
3.529%
0.000%
-3.977%
7.692%
7.692%
-1.020%
-1.546%
0.524%
-1.042%
-1.579%
-1.070%
4.324%
0.518%
-1.031%
TINS
1.835%
-2.703%
-1.852%
-5.660%
12.000%
3.571%
-3.448%
0.893%
-4.425%
0.000%
-4.630%
-0.971%
3.922%
3.774%
2.727%
1.770%
-0.870%
0.877%
-5.217%
-1.835%
0.000%
-2.804%
-0.962%
53
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
ITMG
-0.857%
-3.888%
0.899%
0.891%
3.753%
1.489%
5.241%
1.295%
-14.454%
3.448%
-4.444%
0.349%
3.129%
-0.225%
-8.446%
-4.059%
-4.103%
12.299%
-2.381%
10.000%
-3.215%
2.176%
-4.260%
JSMR
-2.206%
3.759%
1.449%
6.429%
0.671%
-2.667%
6.164%
2.581%
-5.031%
3.974%
1.274%
2.516%
1.227%
-3.030%
-10.000%
9.028%
-4.459%
2.667%
1.948%
-1.274%
1.290%
0.000%
-1.274%
KLBF
-4.348%
-1.515%
6.923%
0.719%
3.571%
-2.759%
-1.418%
1.439%
-9.929%
8.661%
-2.174%
5.185%
-0.704%
0.709%
-17.606%
8.547%
5.512%
1.493%
0.000%
3.676%
-1.418%
2.878%
-4.895%
LPKR
-4.478%
-1.563%
3.175%
0.000%
0.000%
1.538%
13.636%
4.000%
-5.128%
6.757%
-7.595%
1.370%
0.000%
-5.405%
-7.143%
1.538%
-7.576%
6.557%
-1.538%
1.563%
-3.077%
1.587%
0.000%
LSIP
-4.124%
-1.075%
-1.087%
4.396%
-2.105%
0.000%
1.075%
1.064%
-7.368%
7.955%
-3.158%
6.522%
-7.143%
-3.297%
-12.273%
3.627%
-7.500%
10.811%
0.000%
8.537%
-2.247%
2.299%
4.494%
MEDC
-4.808%
-5.051%
0.000%
1.064%
-4.211%
-1.099%
6.667%
4.167%
-8.000%
11.957%
-5.825%
-4.124%
6.452%
1.010%
-11.000%
-6.742%
0.000%
14.458%
-9.474%
4.651%
5.556%
3.158%
-5.102%
PGAS
-3.067%
1.266%
0.000%
1.875%
-3.067%
1.266%
0.000%
0.000%
-24.375%
11.570%
-2.963%
-9.924%
-4.237%
-6.195%
-11.321%
10.638%
-1.923%
6.863%
7.339%
3.419%
0.000%
3.306%
-2.400%
PTBA
-1.415%
-0.239%
-1.679%
3.659%
1.176%
-3.023%
1.439%
1.182%
-9.346%
-2.062%
0.000%
1.842%
0.775%
-8.205%
-12.011%
6.667%
-15.476%
23.239%
-1.714%
9.302%
-5.053%
0.000%
-1.401%
SMCB
-6.667%
7.143%
-3.333%
3.448%
-3.333%
-2.299%
1.176%
-2.326%
-9.048%
4.712%
-3.500%
-0.518%
4.167%
-0.500%
-12.060%
-2.857%
0.000%
14.118%
-3.608%
4.278%
-0.513%
-1.546%
-2.094%
SMGR
-4.167%
4.348%
-0.521%
3.665%
-0.505%
1.523%
-1.000%
-5.556%
-5.882%
1.136%
-1.124%
3.409%
-0.549%
-3.867%
-8.046%
2.500%
-3.659%
13.924%
-1.111%
6.742%
-2.105%
0.000%
-3.226%
TINS
-1.942%
-4.950%
3.125%
1.010%
6.000%
-1.887%
-2.885%
-2.970%
-17.347%
13.580%
-6.522%
4.651%
-2.222%
-3.409%
-12.941%
-6.486%
-5.780%
14.110%
0.538%
8.289%
-3.704%
-2.051%
-5.236%
54
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
ITMG
-8.665%
3.077%
-3.109%
-5.006%
3.378%
-21.39%
-0.42%
JSMR
-1.935%
-0.658%
11.258%
-1.786%
0.000%
25.93%
0.51%
KLBF
-0.735%
5.926%
-3.497%
-2.899%
0.746%
13.35%
0.26%
LPKR
-1.563%
1.587%
0.000%
-1.563%
3.175%
7.85%
0.15%
LSIP
1.075%
-1.064%
0.000%
-8.602%
7.059%
1.51%
0.03%
MEDC
1.075%
4.255%
-1.020%
1.031%
0.000%
-17.34%
-0.34%
PGAS
-4.098%
10.256%
-2.326%
0.000%
2.381%
-17.70%
-0.35%
PTBA
-4.261%
4.451%
-2.841%
-2.339%
3.593%
-12.22%
-0.24%
SMCB
-2.139%
5.464%
11.399%
2.326%
-2.273%
1.09%
0.02%
SMGR
-0.556%
5.587%
1.058%
11.518%
1.408%
21.29%
0.42%
TINS
-3.867%
-1.149%
0.000%
-1.163%
-1.765%
-40.98%
-0.80%
55
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
TLKM
1.266%
-9.375%
4.138%
0.000%
1.325%
1.961%
-2.564%
-1.974%
1.342%
-3.311%
0.000%
-7.534%
5.185%
2.817%
-4.110%
4.286%
6.164%
-0.645%
-2.597%
1.333%
0.000%
1.316%
-0.649%
UNSP
3.947%
0.000%
-3.797%
-5.263%
-4.167%
1.449%
-5.714%
3.030%
2.941%
1.429%
-1.408%
1.429%
0.000%
1.408%
-2.778%
2.857%
1.389%
6.849%
2.564%
15.000%
5.435%
-7.216%
0.000%
UNTR
4.130%
1.879%
-9.221%
-7.901%
6.618%
5.287%
-1.310%
2.212%
-0.216%
2.386%
-2.542%
-4.348%
2.500%
-4.435%
2.784%
0.226%
4.279%
0.432%
3.226%
-7.917%
0.452%
1.577%
1.330%
UNVR
4.101%
-4.242%
1.899%
-11.491%
3.509%
5.085%
-5.161%
5.442%
2.258%
5.047%
0.901%
-7.143%
2.244%
-2.821%
-2.258%
-1.320%
3.010%
-0.649%
-2.288%
-0.669%
0.337%
0.336%
-0.334%
56
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
TLKM
-2.614%
-8.054%
5.109%
1.389%
-2.055%
0.000%
3.497%
0.000%
1.351%
-3.333%
2.069%
-0.676%
2.721%
-3.311%
-1.370%
3.472%
-2.685%
-1.379%
2.797%
1.361%
1.342%
-1.987%
0.676%
UNSP
1.111%
-7.692%
1.190%
0.000%
-2.353%
-1.205%
6.098%
1.149%
-15.909%
4.054%
1.299%
-2.564%
-1.316%
-2.667%
-16.438%
-9.836%
-3.636%
16.981%
-8.065%
7.018%
-6.557%
1.754%
-1.724%
UNTR
-1.532%
2.222%
1.739%
5.128%
2.846%
-2.174%
3.636%
6.628%
-12.614%
2.092%
-2.869%
0.211%
4.632%
-6.439%
-13.548%
5.970%
-3.286%
12.136%
0.000%
9.091%
-2.183%
1.420%
1.000%
UNVR
-1.007%
0.339%
2.703%
-1.645%
0.669%
-0.332%
-0.333%
5.017%
1.911%
3.750%
0.904%
1.791%
-1.760%
-16.418%
10.714%
6.452%
-3.636%
0.000%
1.887%
-3.086%
1.274%
1.572%
0.310%
57
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
E®
TLKM
-2.013%
1.370%
-2.027%
-1.379%
0.699%
-6.66%
-0.13%
UNSP
-3.509%
1.818%
-1.786%
3.636%
1.754%
-18.01%
-0.35%
UNTR
-4.950%
5.833%
-1.969%
1.205%
-0.794%
14.86%
0.29%
UNVR
10.185%
-1.961%
1.714%
0.000%
6.180%
22.98%
0.45%
58
LAMPIRAN 4
Risiko Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
EMAS
0.0418%
0.1319%
0.0073%
0.0301%
0.0016%
0.0014%
0.0022%
0.0497%
0.0160%
0.0129%
0.0097%
0.0016%
0.0014%
0.0000%
0.0786%
0.0022%
0.0156%
0.0570%
0.1786%
0.0023%
0.0162%
1.1958%
AALI
0.7592%
0.4310%
0.0318%
1.3644%
0.1163%
0.6916%
0.0479%
0.0722%
0.0537%
0.2802%
0.0614%
0.0269%
0.1506%
0.0478%
0.0184%
0.0228%
0.0223%
0.0068%
0.0157%
0.0036%
0.0003%
0.0230%
ADRO
0.0236%
0.4131%
0.0498%
0.8061%
0.0026%
0.3439%
0.1222%
0.0703%
0.0030%
0.0649%
0.0027%
0.0727%
0.1343%
0.0270%
0.0029%
0.0030%
0.0273%
0.0030%
0.1534%
0.0737%
0.3799%
0.0714%
ANTM
0.3560%
0.1939%
0.1473%
0.4316%
0.0022%
0.1614%
0.1370%
0.0042%
0.0024%
0.0868%
0.0742%
0.0042%
0.2807%
0.1584%
0.0783%
0.0016%
0.0647%
0.0042%
0.0702%
0.0042%
0.0042%
0.0264%
ASII
0.1108%
1.6929%
0.0493%
0.0117%
0.0870%
0.0002%
0.0137%
0.5477%
0.1034%
0.2945%
0.0577%
0.0003%
0.1463%
0.0117%
0.1178%
0.1168%
0.0048%
0.0002%
0.0002%
0.0771%
0.1233%
0.1633%
BBCA
0.0333%
0.1277%
0.3638%
0.9383%
0.1654%
0.3159%
0.0472%
0.0807%
0.0027%
1.0098%
0.0027%
0.1761%
0.2326%
0.0566%
0.0372%
0.1418%
0.0493%
0.0344%
0.0350%
0.0357%
0.0027%
0.0148%
BBNI
0.4353%
0.8706%
0.2074%
0.2250%
0.0157%
0.1238%
0.0009%
0.1141%
0.0589%
0.9695%
0.0261%
0.1319%
0.2051%
0.2465%
0.0085%
0.0011%
0.0485%
0.0230%
0.1146%
0.0009%
0.0087%
0.0250%
BBRI
0.2265%
0.7625%
0.1523%
0.5740%
0.1223%
0.0051%
0.6059%
0.2772%
0.1852%
0.9851%
0.0280%
0.0705%
0.2733%
0.9153%
0.3680%
0.0529%
0.1702%
0.0051%
0.2839%
0.0231%
0.1735%
0.1455%
BBTN
0.0098%
0.0702%
1.1814%
1.0369%
0.6814%
0.1624%
0.6513%
0.2496%
0.0119%
1.1725%
0.0539%
0.1484%
0.1943%
0.7687%
0.1127%
0.0725%
0.0228%
0.1672%
0.1379%
0.0488%
0.0067%
0.0207%
BDMN
0.0131%
0.5274%
0.0601%
0.9649%
0.0510%
0.0498%
0.0485%
0.7445%
0.1532%
0.0005%
0.0032%
0.0457%
0.0097%
0.0856%
0.0004%
0.0032%
0.0097%
0.0323%
0.0006%
0.0113%
0.0032%
0.0193%
BMRI
0.0172%
0.2277%
0.8022%
0.1372%
0.2682%
0.1019%
0.5874%
0.1796%
0.0779%
0.5880%
0.0034%
0.1192%
0. 1553%
1.0350%
0.0150%
0.0951%
0.2421%
0.0005%
0.0540%
0.0145%
0.0140%
0.0005%
BNBR
0.0603%
0.4285%
0.2276%
0.4050%
0.0603%
0.0400%
0.4868%
0.1377%
0.0024%
0.2676%
0.0101%
0.1649%
0.0430%
0.1303%
0.0106%
0.0410%
0.0024%
0.0024%
1.2302%
2.8641%
0.0927%
0.1930%
59
WAKTU
VI-1
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
EMAS
1.8262%
0.0172%
0.0004%
0.0767%
0.0139%
0.0972%
0.0979%
0.0074%
0.1674%
0.0608%
0.5511%
0.0871%
0.1012%
0.0417%
0.0421%
1.0661%
0.0177%
0.0026%
0.0453%
0.0809%
0.3495%
0.0009%
0.0243%
0.1574%
AALI
0.0887%
0.1786%
0.0111%
0.0007%
0.0370%
0.0080%
0.0007%
0.0160%
0.0216%
0.9236%
0.0253%
0.0041%
0.0412%
0.0269%
0.0122%
0.2153%
0.8502%
0.7860%
1.4799%
0.0402%
1.0885%
0.0367%
0.1227%
0.1669%
ADRO
0.0691%
0.0224%
0.0666%
0.0263%
0.6387%
0.0638%
0.0030%
0.0195%
0.4207%
1.5722%
0.0263%
0.0700%
1.3323%
0.0000%
0.0215%
2.5170%
0.1786%
0.0332%
3.0677%
0.0250%
0.9062%
0.0327%
0.0030%
0.3553%
ANTM
0.0027%
0.0028%
0.0855%
0.1893%
0.0042%
0.0030%
0.0881%
0.0990%
0.0033%
0.3053%
0.2899%
0.0348%
0.0015%
0.0084%
0.0934%
1.5725%
0.3229%
0.0399%
1.4353%
0.1326%
0.4960%
0.3493%
0.0000%
0.0526%
ASII
0.0207%
0.1220%
0.0231%
0.1921%
0.4221%
0.0254%
0.1594%
0.0373%
0.0402%
0.8380%
0.0525%
0.0324%
0.0097%
0.0985%
0.3136%
1.3134%
0.3956%
0.0058%
0.4071%
0.0000%
0.0413%
0.0931%
0.0604%
0.2377%
BBCA
0.0149%
0.0372%
0.0931%
0.0501%
0.2351%
0.0057%
0.1507%
0.0542%
0.0374%
0.2220%
0.0027%
0.0027%
0.0053%
0.0380%
0.3531%
0.2479%
0.0027%
0.0141%
0.5675%
0.1315%
0.0418%
0.0027%
0.0679%
0.4331%
BBNI
0.0009%
0.1759%
0.0541%
0.0015%
0.4291%
0.0250%
0.0529%
0.0011%
1.6664%
1.5677%
0.5324%
0.0703%
0.0081%
0.0228%
0.0009%
2.6404%
0.2315%
0.4288%
1.5115%
0.0544%
0.1259%
0.0235%
0.0085%
0.5208%
BBRI
0.0285%
0.0518%
0.0227%
0.0285%
0.3066%
0.0051%
0.0210%
0.0862%
0.2107%
0.4184%
0.0051%
0.0902%
0.0582%
0.0064%
0.2694%
1.7459%
0.0115%
0.0368%
1.4659%
0.0892%
0.1551%
0.0000%
0.0496%
0.5101%
BBTN
0.0100%
0.0072%
0.0100%
0.1668%
0.2068%
0.0711%
0.0224%
0.7156%
0.1614%
0.8057%
0.0279%
0.0525%
0.0014%
0.0753%
0.3686%
5.3212%
0.3348%
0.0437%
6.9860%
0.0523%
0.0098%
0.0102%
0.0118%
0.2718%
BDMN
0.0485%
0.1203%
0.0008%
0.0032%
0.0965%
0.0007%
0.3724%
0.0032%
0.0149%
0.4501%
0.4155%
0.4683%
0.4308%
0.0032%
0.4877%
0.1238%
0.0690%
0.2431%
4.6199%
0.1077%
0.0032%
0.0000%
0.0380%
0.3160%
BMRI
0.0534%
0.0271%
0.0277%
0.0385%
0.1648%
0.1508%
0.1385%
0.2169%
0.1404%
0.6193%
0.0084%
0.1368%
0.0024%
0.0005%
0.5431%
2.4371%
1.3437%
0.0710%
1.3088%
0.0295%
0.9258%
0.0258%
0.0137%
0.7229%
BNBR
0.0024%
0.1130%
0.7829%
0.0024%
0.0024%
0.0097%
0.0101%
0.4285%
0.0024%
1.1976%
0.2834%
0.0410%
0.1649%
0.0024%
0.0723%
0.8744%
0.4607%
0.0598%
0.1876%
0.0187%
0.0024%
0.0196%
0.0207%
0.0218%
60
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
EMAS
0.0422%
0.0722%
0.0533%
0.5060%
0.0008%
7.4614%
AALI
0.4765%
0.6454%
0.1279%
0.3088%
0.0959%
12.0845%
ADRO
0.0230%
0.1009%
0.0112%
0.4353%
0.0485%
14.9406%
ANTM
0.0000%
0.0613%
0.0000%
0.0559%
0.0161%
8.0396%
ASII
0.0171%
0.0456%
0.0924%
0.0572%
0.0171%
8.9016%
BBCA
0.0961%
0.2960%
0.0027%
0.0027%
0.0001%
7.1126%
BBNI
0.0009%
0.3344%
0.0009%
0.0247%
0.0098%
14.3862%
BBRI
0.0066%
0.0000%
0.0051%
0.0051%
0.0061%
12.1007%
BBTN
0.4938%
0.0139%
0.0146%
0.0152%
0.0158%
23.2794%
BDMN
0.0267%
0.0126%
0.0032%
0.1181%
0.0039%
11.4387%
BMRI
0.0299%
0.0426%
0.0095%
0.0028%
0.0160%
13.9836%
BNBR
0.0024%
0.0024%
0.2012%
0.0207%
0.0218%
11.9298%
TOTAL
3.825%
4.868%
5.413%
3.970%
4.178%
3.734%
5.311%
4.871%
6.756%
4.736%
5.236%
4.836%
STDEV
3.86%
4.92%
5.47%
4.01%
4.22%
3.77%
5.36%
4.92%
6.82%
4.78%
5.29%
4.88%
61
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
BUMI
0.0473%
0.0880%
0.0444%
0.2504%
0.3793%
0.0526%
0.0901%
0.1717%
0.0986%
0.1542%
0.0178%
0.0880%
0.0171%
0.3676%
0.0305%
0.1896%
0.0005%
0.1220%
0.2358%
0.0248%
0.0083%
0.0272%
0.0288%
DOID
1.1843%
0.0305%
0.1945%
1.3378%
0.0097%
0.7325%
0.0077%
0.3038%
0.0369%
0.0829%
0.0022%
0.0022%
0.2463%
0.0497%
0.3214%
0.6353%
0.0846%
0.0035%
0.1621%
0.2126%
0.0665%
0.0751%
0.0941%
ELTY
0.0084%
0.0087%
0.4567%
0.4364%
0.0361%
0.0381%
0.0020%
0.4406%
0.3051%
0.0114%
0.0616%
0.0997%
0.0015%
0.0323%
0.0316%
0.0117%
0.0011%
0.1549%
0.0587%
2.3423%
0.0087%
0.1428%
0.0008%
ENRG
0.0707%
0.0115%
0.1219%
1.0328%
0.0835%
0.1482%
0.0410%
0.0329%
0.0002%
0.0291%
0.9484%
0.0031%
0.0028%
0.0025%
0.0009%
0.0681%
0.8252%
1.0559%
0.0218%
6.8944%
0.5496%
0.0254%
0.7878%
GGRM
0.5875%
0.2470%
0.0359%
0.5430%
0.0375%
0.0483%
0.5060%
0.0627%
0.0008%
0.0071%
0.7814%
0.1840%
0.0125%
0.1067%
0.0057%
0.0728%
0.0096%
0.0791%
0.0056%
0.3587%
0.0249%
0.0018%
0.0006%
INCO
0.1977%
0.1482%
0.0551%
0.0070%
0.0551%
0.1960%
0.0513%
0.0158%
0.0775%
0.0752%
0.5762%
0.0011%
0.0844%
0.0324%
0.0805%
0.0005%
0.0524%
0.0513%
0.1061%
0.0055%
0.0318%
0.0055%
0.0174%
INDF
0.1285%
0.0730%
0.0912%
0.6071%
0.1833%
0.0210%
0.0752%
0.0087%
0.0391%
0.0882%
0.0994%
0.0200%
0.2464%
0.3234%
0.0389%
0.0002%
0.2056%
0.0106%
0.0658%
0.0358%
0.0002%
0.0370%
0.0110%
INDY
0.9312%
0.1822%
0.0267%
0.8053%
0.3152%
0.0861%
0.2896%
0.0415%
0.0221%
0.2657%
0.0753%
0.3393%
0.5682%
0.0619%
0.2379%
0.0619%
0.0025%
0.1327%
0.0881%
0.0127%
0.0028%
0.2883%
0.0557%
INTP
0.0440%
0.0007%
0.3102%
1.3944%
0.1781%
0.1923%
0.0164%
0.5889%
0.7892%
0.0835%
0.0001%
0.0876%
0.6522%
0.4616%
0.1979%
0.3591%
0.1979%
0.2823%
0.0011%
0.0536%
0.0460%
0.0322%
0.0198%
ISAT
0.3322%
0.3220%
0.0074%
0.0425%
0.1664%
0.1604%
0.0001%
0.0001%
0.0076%
0.0433%
0.0078%
0.0346%
0.0001%
0.4458%
0.1410%
0.0068%
0.0001%
0.0001%
0.0067%
0.1461%
0.0071%
0.0115%
0.0001%
ITMG
0.0084%
0.3408%
0.0002%
0.9596%
0.0017%
0.0089%
0.3438%
0.1875%
0.0565%
0.0500%
0.0343%
1.7451%
0.0010%
0.0027%
0.1026%
0.0319%
0.0460%
0.0284%
0.0505%
0.1074%
0.0865%
0.0550%
0.0248%
JSMR
0.1630%
0.2358%
0.0026%
0.3377%
0.0846%
0.0128%
0.0450%
0.0380%
0.0445%
0.3595%
0.0026%
0.0783%
0.0337%
0.2338%
0.1161%
0.0157%
0.0305%
0.1190%
0.1075%
0.0026%
0.0005%
0.0026%
0.0383%
62
WAKTU
VI-2
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
BUMI
0.0764%
0.9577%
0.0026%
0.0010%
0.0010%
0.0011%
0.2218%
0.0009%
0.7115%
0.1565%
0.0208%
0.3568%
0.5533%
0.0017%
3.3065%
1.4728%
0.0435%
3.8726%
0.0278%
0.8830%
0.1277%
0.0031%
0.3533%
DOID
0.9150%
0.2751%
0.2915%
0.1089%
0.5003%
0.4555%
0.0185%
0.1255%
2.2910%
0.5673%
0.0636%
0.0088%
0.0185%
0.1120%
2.1581%
0.0250%
0.5979%
0.9394%
0.0185%
0.0185%
0.1061%
0.0185%
0.0883%
ELTY
0.1586%
0.5481%
0.2056%
0.0102%
0.0276%
0.0104%
1.5627%
0.0755%
1.8986%
0.0948%
0.1873%
0.0108%
0.0110%
0.2108%
1.0064%
1.0827%
0.1841%
3.5289%
0.0450%
0.0139%
0.1465%
0.0146%
0.2337%
ENRG
0.3403%
0.1276%
0.1645%
0.0115%
0.1233%
0.0115%
1.9399%
1.4332%
5.8317%
0.4132%
1.3852%
0.0115%
0.0254%
0.7059%
3.0472%
2.1274%
0.1761%
12.9779%
0.0115%
0.0048%
0.9492%
0.0019%
0.0289%
GGRM
0.0082%
0.1181%
0.2483%
0.2892%
0.0034%
0.0200%
0.2595%
0.3213%
0.0824%
0.6071%
0.1929%
0.2779%
0.1604%
0.4669%
1.4382%
0.0830%
0.3149%
0.0617%
0.2276%
0.4905%
0.0040%
0.0002%
0.0313%
INCO
0.0583%
0.0079%
0.0004%
0.0169%
0.0013%
0.0223%
0.0016%
0.0017%
1.6148%
0.1698%
0.0350%
0.0001%
0.1698%
0.0638%
2.3943%
0.2403%
0.0055%
1.0291%
0.0531%
2.3587%
0.1564%
0.0772%
0.0474%
INDF
0.2233%
0.0318%
0.2096%
0.6351%
0.1205%
0.0599%
0.0049%
0.4262%
0.1065%
0.2209%
0.3959%
0.0225%
0.4343%
0.0742%
3.5053%
0.6422%
0.0131%
2.1264%
0.0105%
0.2119%
0.1503%
0.2032%
0.1363%
INDY
0.0619%
0.3304%
0.0323%
0.0978%
0.0221%
0.0021%
0.2685%
0.0216%
1.4899%
0.0127%
0.2527%
0.7232%
0.0013%
0.6567%
3.6909%
0.3994%
0.6438%
1.9686%
0.0299%
2.8270%
1.3420%
0.2207%
0.3708%
INTP
0.1872%
0.0470%
0.0208%
0.0749%
0.0667%
0.0862%
0.0000%
0.2960%
1.6378%
0.6132%
0.0001%
0.2330%
0.1213%
0.4344%
1.4403%
0.8874%
0.3332%
2.7140%
0.0510%
0.9894%
0.1569%
0.0796%
0.0007%
ISAT
0.0117%
0.0073%
0.0417%
0.0001%
0.0001%
0.1446%
0.4205%
0.0357%
0.0061%
0.0363%
0.0001%
0.1410%
0.3071%
0.0363%
0.0062%
1.0058%
0.2133%
0.2110%
0.0038%
0.2925%
0.0319%
0.0854%
0.0765%
ITMG
0.0019%
0.1203%
0.0174%
0.0172%
0.1741%
0.0364%
0.3204%
0.0294%
1.9698%
0.1496%
0.1620%
0.0059%
0.1259%
0.0004%
0.6443%
0.1325%
0.1357%
1.6177%
0.0385%
1.0856%
0.0782%
0.0674%
0.1475%
JSMR
0.0737%
0.1057%
0.0089%
0.3505%
0.0003%
0.1008%
0.3199%
0.0429%
0.3069%
0.1201%
0.0059%
0.0403%
0.0052%
0.1252%
1.1043%
0.7258%
0.2467%
0.0466%
0.0207%
0.0318%
0.0061%
0.0026%
0.0318%
63
WAKTU
XI-4
XII-1
XII-2
XII-3
XII-4
TOTAL
STDEV
BUMI
0.2745%
0.0868%
0.2777%
0.0773%
0.2548%
16.6594%
5.715%
5.77%
DOID
0.0868%
0.0853%
0.8192%
0.0857%
0.0185%
16.6933%
5.721%
5.78%
ELTY
0.0571%
0.0162%
0.0595%
2.7321%
0.0011%
18.8249%
6.075%
6.14%
ENRG
0.3764%
0.0086%
0.0006%
0.0228%
0.8084%
45.8240%
9.479%
9.57%
GGRM
0.0108%
0.5443%
0.3893%
0.0571%
0.0208%
10.4485%
4.526%
4.57%
INCO
0.4591%
0.1596%
0.0000%
0.0591%
0.0055%
11.1332%
4.672%
4.72%
INDF
0.0044%
0.0629%
0.0137%
0.2329%
0.0986%
12.7872%
5.007%
5.06%
INDY
0.4423%
0.9141%
0.0120%
0.1168%
0.3468%
22.1911%
6.596%
6.66%
INTP
0.1035%
0.0448%
0.0114%
0.6261%
0.0764%
17.3222%
5.828%
5.89%
ISAT
0.0854%
0.7284%
0.3986%
0.0313%
0.0839%
6.3327%
3.524%
3.56%
ITMG
0.6799%
0.1222%
0.0724%
0.2104%
0.1442%
12.5806%
4.967%
5.02%
JSMR
0.0597%
0.0136%
1.1556%
0.0526%
0.0026%
7.2113%
3.760%
3.80%
64
WAKTU
I-1
I-2
I-3
I-4
I-5
II-1
II-2
II-3
II-4
III-1
III-2
III-3
III-4
IV-1
IV-2
IV-3
IV-4
V-1
V-2
V-3
V-4
V-5
VI-1
VI-2
KLBF
0.2025%
0.3997%
0.1844%
0.6123%
0.1835%
0.0218%
0.0389%
0.0218%
0.0125%
0.0007%
0.4402%
0.1844%
0.2285%
1.1964%
0.3018%
0.0007%
0.1342%
0.0020%
0.1987%
0.0007%
0.0022%
0.0007%
0.0007%
0.2125%
LPKR
0.1990%
0.0173%
1.3802%
0.4504%
0.0256%
0.0353%
0.5143%
1.2470%
1.0657%
0.1310%
0.1213%
0.1342%
0.1213%
1.0759%
0.8779%
0.0168%
0.9695%
0.0131%
0.0002%
0.4309%
0.9493%
0.0827%
0.0264%
0.2145%
LSIP
0.6273%
0.6674%
0.2127%
0.7922%
0.0000%
0.1932%
0.7232%
0.0332%
0.0530%
0.6577%
0.1060%
0.0000%
0.0117%
0.1067%
0.0000%
0.0440%
0.0102%
0.0100%
0.0110%
0.0112%
0.0115%
0.0431%
0.0000%
0.1725%
MEDC
0.6956%
0.0688%
0.0141%
0.6703%
0.7770%
0.3374%
0.1131%
0.0123%
0.7780%
0.0913%
0.0146%
0.0505%
0.0897%
0.0192%
0.0012%
0.0200%
0.0031%
0.0031%
0.0012%
0.0218%
0.0012%
0.1131%
0.0012%
0.1996%
PGAS
0.3218%
0.1286%
0.0006%
0.1900%
0.0484%
0.1587%
0.9205%
0.0012%
0.3022%
0.0107%
0.0989%
0.0012%
0.1405%
0.0887%
0.0848%
0.0094%
0.0457%
0.0838%
0.2826%
0.1440%
0.0450%
0.0829%
0.0093%
0.0740%
PTBA
0.7215%
0.0017%
0.0703%
0.9652%
0.2498%
0.0506%
0.1370%
0.0102%
0.0408%
0.0000%
0.0623%
0.0006%
0.1012%
0.2502%
0.0423%
0.0083%
0.0172%
0.0130%
0.0709%
0.0524%
0.0088%
0.1117%
0.0260%
0.0138%
SMCB
0.0000%
0.0128%
0.4574%
0.3095%
0.0408%
0.0409%
0.1291%
0.0689%
0.2172%
0.1038%
0.0253%
0.0031%
0.6835%
0.0306%
0.0896%
0.3692%
0.0127%
0.0000%
0.0000%
0.2086%
0.0557%
0.0531%
0.0507%
0.4473%
SMGR
0.1526%
0.1636%
0.0965%
2.0248%
0.0548%
0.7626%
0.0003%
0.1406%
0.1072%
0.0968%
0.0017%
0.1931%
0.5292%
0.5292%
0.0207%
0.0386%
0.0001%
0.0213%
0.0399%
0.0221%
0.1526%
0.0001%
0.0210%
0.2101%
TINS
0.0696%
0.0361%
0.0110%
0.2359%
1.6393%
0.1914%
0.0699%
0.0288%
0.1311%
0.0065%
0.1464%
0.0003%
0.2233%
0.2095%
0.1247%
0.0662%
0.0000%
0.0282%
0.1948%
0.0106%
0.0065%
0.0400%
0.0002%
0.0130%
TLKM
0.0195%
0.8546%
0.1822%
0.0002%
0.0212%
0.0437%
0.0592%
0.0340%
0.0217%
0.1012%
0.0002%
0.5481%
0.2826%
0.0869%
0.1583%
0.1950%
0.3963%
0.0026%
0.0609%
0.0214%
0.0002%
0.0209%
0.0027%
0.0617%
UNSP
0.1849%
0.0012%
0.1186%
0.2411%
0.1454%
0.0325%
0.2874%
0.1145%
0.1085%
0.0317%
0.0111%
0.0317%
0.0012%
0.0310%
0.0588%
0.1031%
0.0303%
0.5188%
0.0851%
2.3572%
0.3350%
0.4711%
0.0012%
0.0214%
UNTR
0.1474%
0.0252%
0.9049%
0.6711%
0.4002%
0.2496%
0.0256%
0.0369%
0.0026%
0.0439%
0.0803%
0.2152%
0.0488%
0.2233%
0.0621%
0.0000%
0.1590%
0.0002%
0.0861%
0.6737%
0.0003%
0.0165%
0.0108%
0.0332%
UNVR
0.1332%
0.2202%
0.0210%
1.4260%
0.0935%
0.2147%
0.3149%
0.2492%
0.0327%
0.2113%
0.0020%
0.5766%
0.0321%
0.1071%
0.0734%
0.0314%
0.0655%
0.0121%
0.0750%
0.0125%
0.0001%
0.0001%
0.0062%
0.0212%
65
WAKTU
VI-3
VI-4
VII-1
VII-2
VII-3
VII-4
VIII-1
VIII-2
VIII-3
VIII-4
IX-1
IX-2
IX-3
IX-4
X-1
X-2
X-3
X-4
X-5
XI-1
XI-2
XI-3
XI-4
KLBF
0.0316%
0.4437%
0.0021%
0.1095%
0.0912%
0.0282%
0.0139%
1.0385%
0.7055%
0.0593%
0.2424%
0.0093%
0.0020%
3.1925%
0.6864%
0.2756%
0.0151%
0.0007%
0.1166%
0.0282%
0.0684%
0.2659%
0.0099%
LPKR
0.0295%
0.0912%
0.0002%
0.0002%
0.0192%
1.8178%
0.1479%
0.2790%
0.4360%
0.6004%
0.0148%
0.0002%
0.3091%
0.5324%
0.0192%
0.5975%
0.4100%
0.0286%
0.0198%
0.1044%
0.0205%
0.0002%
0.0295%
LSIP
0.0122%
0.0125%
0.1906%
0.0456%
0.0000%
0.0109%
0.0107%
0.5473%
0.6280%
0.1016%
0.4215%
0.5145%
0.1106%
1.5135%
0.1294%
0.5670%
1.1623%
0.0000%
0.7237%
0.0518%
0.0515%
0.1993%
0.0109%
MEDC
0.2219%
0.0012%
0.0197%
0.1498%
0.0058%
0.4909%
0.2031%
0.5868%
1.5120%
0.3009%
0.1432%
0.4613%
0.0182%
1.1364%
0.4098%
0.0012%
2.1898%
0.8342%
0.2491%
0.3476%
0.1224%
0.2268%
0.0200%
PGAS
0.0260%
0.0012%
0.0494%
0.0740%
0.0260%
0.0012%
0.0012%
5.7734%
1.4202%
0.0684%
0.9171%
0.1513%
0.3419%
1.2042%
1.2068%
0.0248%
0.5198%
0.5908%
0.1418%
0.0012%
0.1334%
0.0421%
0.1407%
PTBA
0.0000%
0.0207%
0.1520%
0.0201%
0.0775%
0.0282%
0.0202%
0.8292%
0.0332%
0.0006%
0.0433%
0.0103%
0.6345%
1.3857%
0.4770%
2.3215%
5.5127%
0.0217%
0.9105%
0.2317%
0.0006%
0.0135%
0.1617%
SMCB
0.5071%
0.1125%
0.1174%
0.1125%
0.0538%
0.0133%
0.0551%
0.8225%
0.2200%
0.1240%
0.0029%
0.1718%
0.0027%
1.4597%
0.0829%
0.0000%
1.9870%
0.1317%
0.1812%
0.0029%
0.0246%
0.0448%
0.0467%
SMGR
0.1545%
0.0088%
0.1055%
0.0085%
0.0122%
0.0201%
0.3568%
0.3969%
0.0052%
0.0237%
0.0895%
0.0093%
0.1836%
0.7163%
0.0434%
0.1661%
1.8243%
0.0234%
0.3999%
0.0636%
0.0017%
0.1327%
0.0095%
TINS
0.1720%
0.1543%
0.0329%
0.4629%
0.0117%
0.0433%
0.0469%
2.7368%
2.0689%
0.3270%
0.2975%
0.0201%
0.0679%
1.4732%
0.3230%
0.2477%
2.2243%
0.0180%
0.8267%
0.0841%
0.0156%
0.1964%
0.0939%
TLKM
0.6278%
0.2746%
0.0231%
0.0370%
0.0002%
0.1316%
0.0002%
0.0220%
0.1026%
0.0484%
0.0030%
0.0813%
0.1012%
0.0154%
0.1298%
0.0652%
0.0156%
0.0857%
0.0222%
0.0217%
0.0345%
0.0065%
0.0355%
UNSP
0.5386%
0.0238%
0.0012%
0.0400%
0.0073%
0.4161%
0.0226%
2.4199%
0.1942%
0.0273%
0.0489%
0.0093%
0.0535%
2.5873%
0.8993%
0.1078%
3.0048%
0.5947%
0.5433%
0.3849%
0.0444%
0.0188%
0.0996%
UNTR
0.0373%
0.0210%
0.2339%
0.0652%
0.0608%
0.1119%
0.4015%
1.6656%
0.0324%
0.0999%
0.0001%
0.1884%
0.4529%
1.9154%
0.3225%
0.1280%
1.4029%
0.0008%
0.7743%
0.0612%
0.0127%
0.0050%
0.2748%
UNVR
0.0001%
0.0507%
0.0439%
0.0005%
0.0061%
0.0061%
0.2085%
0.0213%
0.1089%
0.0021%
0.0180%
0.0488%
2.8455%
1.0534%
0.3601%
0.1670%
0.0020%
0.0206%
0.1251%
0.0068%
0.0126%
0.0002%
0.9476%
66
WAKTU
XII-1
XII-2
XII-3
XII-4
TOTAL
STDEV
KLBF
0.3208%
0.1413%
0.0999%
0.0023%
12.5828%
4.967%
5.02%
LPKR
0.0205%
0.0002%
0.0295%
0.0912%
15.7490%
5.557%
5.61%
LSIP
0.0120%
0.0000%
0.7451%
0.4941%
12.7645%
5.003%
5.05%
MEDC
0.2112%
0.0046%
0.0188%
0.0012%
13.9848%
5.237%
5.29%
PGAS
1.1243%
0.0391%
0.0012%
0.0744%
17.3697%
5.836%
5.89%
PTBA
0.2200%
0.0677%
0.0441%
0.1469%
16.4109%
5.673%
5.73%
SMCB
0.2963%
1.2945%
0.0531%
0.0526%
11.3835%
4.724%
4.77%
SMGR
0.2672%
0.0041%
1.2323%
0.0098%
11.6486%
4.779%
4.83%
TINS
0.0012%
0.0065%
0.0013%
0.0092%
15.4467%
5.503%
5.56%
TLKM
0.0225%
0.0360%
0.0156%
0.0069%
5.1409%
3.175%
3.21%
UNSP
0.0471%
0.0205%
0.1592%
0.0444%
17.6819%
5.888%
5.95%
UNTR
UNVR
0.3071% 0.0582%
0.0511% 0.0160%
0.0083% 0.0020%
0.0118% 0.3282%
12.7640% 10.3925%
5.003%
4.514%
5.05%
4.56%
67
LAMPIRAN 5
Kovarian Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
AALI
ADRO
ANTM
ASII
BBCA
BBNI
BBRI
BBTN
BDMN
BMRI
BNBR
BUMI
0.0005849
0.0006033
0.0005137
0.0004022
0.0008525
0.0008098
0.0008735
0.0004447
0.0006524
0.0002221
0.0004219
0.0006288
EMAS
COVAR 0.0006288 0.0005849 0.0006033 0.0005137 0.0004022 0.0008525 0.0008098 0.0008735 0.0004447 0.0006524 0.0002221 0.0004219
DOID
ELTY
ENRG
GGRM
INCO
INDF
INDY
INTP
ISAT
ITMG
JSMR
KLBF
0.0005782 0.0003652 0.0010472 0.0006328 0.0006864 0.0006796 0.0007528 0.0003143 0.0001529 0.0004639 0.0001959 0.0007763
EMAS
COVAR 0.0005782 0.0003652 0.0010472 0.0006328 0.0006864 0.0006796 0.0007528 0.0003143 0.0001529 0.0004639 0.0001959 0.0007763
LPKR
LSIP
MEDC
PGAS
PTBA
SMCB
SMGR
TINS
TLKM
UNSP
UNTR
UNVR
EMAS
0.0004653 0.0007428 0.0007172 0.0003454 0.0004781 0.0004347 0.0002684 0.0007970 -0.0000282 0.0007272 0.0005584
-0.0000502
COVAR 0.0004653 0.0007428 0.0007172 0.0003454 0.0004781 0.0004347 0.0002684 0.0007970 -0.0000282 0.0007272 0.0005584
-0.0000502
68
LAMPIRAN 6
Korelasi Emas dan Saham dalam LQ-45 Periode Januari-Desember 2011
AALI
ADRO
ANTM
ASII
BBCA
BBNI
BBRI
BBTN
BDMN
BMRI
BNBR
BUMI
0.331075 0.277002 0.389473 0.315159 0.27602 0.411392 0.426107 0.331385 0.240673 0.319328 0.117728 0.189194
EMAS
COVAR 0.337696 0.282542 0.397262 0.321462 0.28154