ANALISIS REAKSI PASAR DAN RISIKO INVESTASI: KASUS PRAKTIK PERATAAN LABA PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK JAKARTA - Unika Repository
Regression Variables Entered/Removed b
ANOVA b
Casewise Diagnostics a Perpustakaan Unika
VIF Collinearity Statistics Dependent Variable: CAR a.
Standardi zed Coefficien ts t Sig. Tolerance
1 B Std. Error Unstandardized Coefficients Beta
Coefficients a
Predictors: (Constant), Unexpected Earnings, Perataan Laba a. Dependent Variable: CAR b.
1 Sum of Squares df Mean Square F Sig.
Model
99 Regression Residual Total
.925 97 9.536E-03 .932
a
6.710E-03 2 3.355E-03 .352 .704
Durbin-W atson Predictors: (Constant), Unexpected Earnings, Perataan Laba a. Dependent Variable: CAR b.
Unexpecte d Earnings, Perataan Laba
R Square Std. Error of the Estimate
1 R R Square Adjusted
.007 -.013 9.765E-02 1.961 Model
a
.085
Model Summary b
Dependent Variable: CAR b.
a.
Variables Removed Method All requested variables entered.
1 Variables Entered
. Enter Model
a
- 2.43E-02 .014 -1.678 .097
- 1.53E-02 .020 -.079 -.776 .439 .993 1.007
- 1.26E-05 .000 -.039 -.383 .703 .993 1.007 (Constant) Perataan Laba Unexpected Earnings Model
Perpustakaan Unika
Charts
Histogram 20 30 Dependent Variable: CAR Frequency
10 -4.25 -3.75 -3.25 -2.75 -2.25 -1.75 -1.25 -.75 -.25 .25 .75 1.25 1.75 N = 100.00 Mean = 0.00 Std. Dev = .99 Regression Standardized Residual 1.00 Dependent Variable: CAR Normal P-P Plot of Regression Standardized Residual .50 .75 Expected Cum Prob 0.00 .25 0.00 .25 .50 .75 Observed Cum Prob 1.00 Scatterplot 1 2 3 Dependent Variable: CAR Regression Studentized Residual -5 -4 -3 -1 -2
- 2 -1 Regression Standardized Predicted Value 1 2 3 4
- .02418 .013 -1.851 .067
- .00725 .018 -.042 -.406 .685 .993 1.007
- .00001 .000 -.035 -.344 .732 .993 1.007 (Constant) Perataan Laba Unexpected Earnings Model
- .103 1.466
- .712 Asymp. Sig. (2-tailed) .476 a.
- 3 Senin 0 - (-0.000119) = 0.000119 0.000833
- 2 Selasa 0 - (-0.000119) = 0.000119
- 1 Rabu 0 - (-0.000119) = 0.000119
- 3
- 2
- 1 Senin 0 - 0.001213 = -0.001213
- -0.001213
- 3 Selasa 0 – 0 =
- 2 Rabu 0 – 0 =
- 1 Kamis 0 – 0 =
- 3 Selasa 0.04545 – 0.0027552 = 0.0426984 0.0261636
- 2 Rabu 0 – 0.0027552 = -0.0027552
- 1 Kamis 0 – 0.0027552 = -0.0027552
- 3
- 2
- 1 Senin 0 – 0.000185= -0.000185
- 3
- 2 Senin 0 – 0 =
- 1 Selasa 0 – 0 =
- 3
- 2 Senin 0 - (-0.000663) = 0.000663
- 1 Selasa -0.02222 - (-0.000663) = -0.021557
- 0.04545 - (-0.000663) = -0.044787
- 0.04545 - (-0.000663) = -0.044787
- 3
- 2
- 1 Senin 0 - (-0.000614) = 0.000614
- 0.01053 - (-0.000614) = -0.009916
- 3 Selasa 0 – (0.000664)= 0.000664 0.010168
- 2 Rabu 0 – (0.000664)= 0.000664
- 1 Kamis 0 – (0.000664)= 0.000664
- 3
- 0.00662 – 0.001443 = -0.008063 -0.010051
- 2
- 1
- 3 -0.00855 – 0.005061= -0.013611 -0.013611
- 2 -0.00855 – 0.005061 = -0.013611
- 1 -0.00855 – 0.005061 = -0.013611
- 0.00862 - 0.005061 = -0.013681
- 3 0 – (-0.0204465) = 0.024465 0.049225
- 2 0 - (-0.0204465) = 0.024465
- 1 -0.01316 - (-0.0204465) = 0.011305
- 0.02667 - (-0.0204465) = -0.002205
- 3 Selasa 0 - (-0.001149) = 0.001149 -0.097217
- 2 Rabu 0 (-0.001149) = 0.001149
- 1 Kamis 0 (-0.001149) = 0.001149
- 3 0 – 0.009926 = -0.009926 -0.06482
- 2 0 – 0.009926 = -0.009926
- 1 0 – 0.009926 = -0.009926
- 3 Selasa 0 – (0.001717) = -0.001717 -0.012019
- 2 Rabu 0 – (0.001717) = -0.001717
- 1 Kamis 0 – (0.001717) = -0.001717
- 3 Selasa 0.03448 – (-0.002466) = 0.035866 -0.016068
- 2 Rabu 0 – (-0.002466) = 0.002466
- 1 Kamis 0 – (-0.002466) = 0.002466
- 3 Senin 0 – (-0.0033857) = 0.0033857 0.1423119
- 2 Selasa 0.07317 - (-0.0033857) = 0.0765557
- 1 Kamis 0 – (-0.0033857) = 0.0033857
- 3 Selasa 0 – 0.00224 = -0.00224 -0.01465
- 2 Rabu -0.03158 – 0.00224 = -0.03382
- 1 Kamis 0 – 0.00224 = -0.00224
- 3 -0.0625 – (-0.001944) = -0.060556 0.019798
- 2 0 – (-0.001944) = 0.001944
- 1 Selasa -0.02222 – (-0.001944) = -0.020276
- 3 0 - 0.001308 = -0.001308 -0.097216
- 2 Senin 0 - 0.001308 = -0.001308
- 1 Selasa -0.03448 - 0.001308 = -0.035788
- 3
- 2 Senin 0 – 0.006649 = -0.006649
- 1 Selasa 0 – 0.006649 = -0.006649
- 3 Selasa 0 – 0.005643 = -0.005643 0.026679
- 2 Rabu 0.0625 – 0.005643 = 0.0056857
- 1 Kamis 0 – 0.005643 = -0.005643
- 0.05882 - 0.005643 = -0.064463
- 3
- 2
- 1
- 3
- 2
- 1
- 3
- 0.2 – 0.006912 = -0.206912 -0.248384
- 2
- 1
- 3 0 – (-0.000595) = 0.000595 0.004165
- 2 0 – (-0.000595) = 0.000595
- 1 Senin 0 – (-0.000595) = 0.000595
- 3 0 – 0.004145 = -0.004145 -0.029015
- 2 0 – 0.004145 = -0.004145
- 1 Selasa 0 – 0.004145 = -0.004145
- 3 Selasa 0 – 0.004234 = -0.004234 -0.029638
- 2 Rabu 0 – 0.004234 = -0.004234
- 1 Kamis 0 – 0.004234 = -0.004234
- 3 0 – (0.000464) = 0.000464 0.003248
- 2 Rabu 0 – (0.000464) = 0.000464
- 1 Kamis 0 – (0.000464) = 0.000464
- 3 Selasa 0 – 0.0001531 = -0.0001531 -0.0928917
- 2 Rabu -0.01852 – 0.0001531 = -0.0186731
- 1 Kamis -0.01852 – 0.0001531 = -0.0186731
- 3 Senin 0.04 – (-0.002793) = 0.042793 0.021091
- 2
- 0.03846 – (-0.002793) = -0.035667
- 1 Rabu 0 – (-0.002793) = 0.002793
- 3
- 2 Senin 0 – (-0.001542) = 0.001542
- 1 Selasa 0 – (-0.001542) = 0.001542
- 3
- 2 Selasa 0 – 0.001167 = -0.001167
- 1 Rabu 0.04 – 0.001167 = 0.038833
- 0.03846 – 0.001167 = -0.039627
- 0.03846 – 0.001167 = -0.039627
- 3 Senin 0 – (-0.003033) = 0.003033 0.021231
- 2 Selasa 0 – (-0.003033) = 0.003033
- 1 Rabu 0 – (-0.003033) = 0.003033
- 3 Senin 0 – 0.004925 = -0.004925 -0.034475
- 2 Selasa 0 – 0.004925 = -0.004925
- 1 Rabu 0 – 0.004925 = -0.004925
- 3
- 0.11111 – 0.006428 = -0.117538 -0.190296
- 2
- 1 Senin -0.02439 – 0.006428 = -0.030818
- 0.0241 – 0.006428 = -0.030528
- 0.0241 – 0.006428 = -0.030528
- 0.0241 – 0.006428 = -0.030528
- 3
- 2 Senin 0 – 0.007383 = -0.007383
- 1 Selasa 0 – 0.007383 = -0.007383
- 3
- 2
- 1 Senin 0 – (-0.000426) = 0.000426
- 0.06667 – (-0.000426) = -0.066244
- 0.02381 – (-0.000426) = -0.023384
- 3 Senin 0 – 0.0000123 = -0.0000123 -0.0000861
- 2 Selasa 0 – 0.0000123 = -0.0000123
- 1 Rabu 0 – 0.0000123 = -0.0000123
- 3
- 2
- 1
- 3 Selasa 0.01923 – 0.000867 = 0.018363 -0.066478
- 2 Rabu -0.01887 – 0.000867 = -0.02754
- 1 Kamis -0.01887 – 0.000867 = -0.02754
- 0.01923 – 0.000867 = -0.020097
- 3
- 2
- 0.01818 – 0.001519 = -0.019699
- 1
- 3
- 2
- 1 Selasa 0 - 0.0020971 = -0.0020971
- 0.03191 - 0.0020971 = -0.0340071
- 0.03191 - 0.0020971 = -0.0340071
- 0.03297 - 0.0020971 = -0.0350671
- 3 Senin 0 – (-0.001777) = 0.001777 -0.075791
- 2 Selasa -0.02941 - (-0.001777) = -0.027633
- 1 Rabu 0.0303 - (-0.001777) = 0.032077
- 0.02941 - (-0.001777) = -0.027633
- 3 Senin 0 – (-0.001639) = 0.001639 0.011473
- 2 Selasa 0 – (-0.001639) = 0.001639
- 1 Rabu 0 – (-0.001639) = 0.001639
- 3
- 2 Senin 0 – (-0.00264) = 0.00264
- 1 Selasa 0 – (-0.00264) = 0.00264
- 3
- 2
- 1 Selasa 0 – 0.003801 = -0.003801
- 0.02273 – 0.003801 = -0.026531
- 0.02273 – 0.003801 = -0.026531
- 0.05814 – 0.003801 = -0.061941
- 3
- 2
- 1 Senin 0.03279 - (-0.000774) = 0.033564
- 3 Senin 0.04762 – 0.005643 = 0.041977 -0.080611
- 2 Selasa -0.04545 – 0.005643 = -0.051093
- 1 Kamis -0.04545 – 0.005643 = -0.051093
- 3
- 2
- 1
- 3
- 2 Senin 0 – (-0.000359) = 0.000359
- 1 Selasa 0 – (-0.000359) = 0.000359
- 3 Selasa 0 – 0.000227 = -0.000227 0.028095
- 2 Rabu 0 – 0.000227 = -0.000227
- 1 Kamis 0.01961 – 0.000227 = -0.019383
- 3 Selasa 0 – 0.000818 = -0.000818 -0.005726
- 2 Rabu 0 – 0.000818 = -0.000818
- 1 Kamis 0 – 0.000818 = -0.000818
- 3 Selasa -0.02941 – 0.0058365 = -0.0352465 0.024691
- 2 Rabu 0.0303 – 0.0058365 = 0.0244635
- 1 Kamis 0 – 0.0058365 = -0.0058365
- 3
- 2
- 1
- 3
- 2
- 1
- 3
- 2 Senin 0 – 0.001709 = -0.001709
- 1 Selasa 0.05263 – 0.001709 = 0.050921
- 3
- 2 Senin -0.08571 – (0.0009) = -0.08481
- 1 Selasa -0.03125 – (0.0009) = -0.03035
- 3
- 2 Selasa 0 – (-0.000458) = 0.000458
- 1 Rabu 0 – (-0.000458) = 0.000458
- 3
- 0.01556 – 0.001433 = -0.016993 -0.029131
- 2
- 0.01556 – 0.001433 = -0.016993
- 1
- 0.01556 – 0.001433 = -0.016993
- 0.00769 – 0.001433 = -0.009123
- 3 -0.0202 – 0.003371 = -0.023571 -0.206916
- 2 Senin -0.1031 – 0.003371 = -0.106471
- 1 Selasa -0.02083 – 0.003371 = -0.024201
- 3 -0.01389 – (-0.000713) = -0.013177 0.005181
- 2 Senin 0 – (-0.000713) = 0.000713
- 1 Selasa 0.01408 – (-0.000713) = 0.014793
- 3 Selasa 0 – (-0.000764) = 0.000764 0.005348
- 2 Rabu 0 – (-0.000764) = 0.000764
- 1 Kamis 0 – (-0.000764) = 0.000764
- 3 0 – 0.004534 = -0.004534 -0.122648
- 2 0 – 0.004534 = -0.004534
- 1 0 – 0.004534 = -0.004534
- 3 0 – 0.000864 = -0.000864 0.015232
- 2 0 – 0.000864 = -0.000864
- 1 Senin 0 – 0.000864 = -0.000864
- 3 0 – 0.00151 = -0.00151 -0.08169
- 2 -0.01754 – 0.00151 = -0.01905
- 1 Selasa 0 – 0.00151 = -0.00151
- 3 0 – 0.005053 = -0.005053 -0.457481
- 2 Senin 0 – 0.005053 = -0.005053
- 1 Selasa 0 – 0.005053 = -0.005053
- 3 Selasa 0 – (0.005019) = 0.005019 -0.165577
- 2 Rabu -0.02439 – (-0.005019) = -0.019371
- 1 Kamis -0.05 – (0.005019) = -0.044981
- 3 Selasa 0.01562 – (-0.000431) = -0.165577 0.079707
- 2 Rabu 0.01538 – (-0.000431) = 0.016051
- 1 Kamis 0.01515 – (-0.000431) = 0.015581
- 3 0 – (0.001564) = 0.001564 0.050128
- 2 -0.01887 – (0.001564) = -0.017306
- 1 Selasa 0.01923 – (0.001564) = 0.020794
- 3 Senin -0.01429 -0.006463 = -0.020753 -0.065164
- 2 0.01449 -0.006463 = 0.008027
- 1 Rabu 0.01429 -0.006463 = 0.007827
- 3 Selasa 0 – 0.001854 = -0.001854 0.098142
- 2 Rabu 0 – 0.001854 = -0.001854
- 1 Kamis 0.03704 – 0.001854 = 0.035186
Regression Variables Entered/Removed b
ANOVA b
VIF Collinearity Statistics Dependent Variable: CAR a. Perpustakaan Unika
Standardi zed Coefficien ts t Sig. Tolerance
1 B Std. Error Unstandardized Coefficients Beta
Coefficients a
Predictors: (Constant), Unexpected Earnings, Perataan Laba a. Dependent Variable: CAR b.
1 Sum of Squares df Mean Square F Sig.
Model
98 Regression Residual Total
.746 96 7.776E-03 .749
a
2.029E-03 2 1.015E-03 .130 .878
Durbin-W atson Predictors: (Constant), Unexpected Earnings, Perataan Laba a. Dependent Variable: CAR b.
Unexpected Earnings, Perataan Laba
R Square Std. Error of the Estimate
1 R R Square Adjusted
.003 -.018 8.818E-02 2.137 Model
a
.052
Model Summary b
Dependent Variable: CAR b.
a.
Removed Method All requested variables entered.
1 Variables Entered Variables
. Enter Model
a
Perpustakaan Unika
Charts
Histogram 20 Dependent Variable: CAR Frequency
10 N = 99.00 Mean = 0.00 Std. Dev = .99 Regression Standardized Residual -3.50 -3.00 -2.50 -2.00 -1.50 -1.00 -.50 Dependent Variable: CAR Normal P-P Plot of Regression Standardized Residual 0.00 .50 1.00 1.50 2.00
1.00 .75 .50 .25 Expected Cum Prob
0.00 0.00 .25 .50 .75 Observed Cum Prob 1.00 Scatterplot 1 2 3 Dependent Variable: CAR Regression Studentized Residual -4 -3 -2 -1 -2 -1 1 2 3 4 Regression Standardized Predicted Value
Perpustakaan Unika
Regression b Variables Entered/Removed
Variables Variables Model Entered Removed Method
1 Unexpecte d Earnings, . Enter Perataan
a
Laba a. All requested variables entered.
b.
Dependent Variable: | e |
Model Summary
Adjusted Std. Error of Model R R Square R Square the Estimate
a
1 .061 .004 -.017 5.778E-02 a.
Predictors: (Constant), Unexpected Earnings, Perataan Laba
b ANOVA
Sum of Model Squares df Mean Square F Sig.
a
1 Regression 1.216E-03 2 6.080E-04 .182 .834 Residual
.320 96 3.338E-03 Total
.322
98 a. Predictors: (Constant), Unexpected Earnings, Perataan Laba b. Dependent Variable: | e |
a Coefficients
Standardi zed Unstandardized Coefficien
Coefficients ts Model B Std. Error Beta t Sig. 1 (Constant)
.06781 .009 7.921 .000 Perataan Laba -.00294 .012 -.026 -.252 .802 Unexpected Earnings
.00001 .000 .054 .525 .601 a. Dependent Variable: | e |
NPar Tests One-Sample Kolmogorov-Smirnov Test
100 2.971E-02 2.349E-02
.147 .147
.027 N
Mean Std. Deviation
Normal Parameters
a,b
Absolute Positive Negative
Most Extreme Differences Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)
RISK Test distribution is Normal.
a.
Calculated from data.
b. Perpustakaan Unika
Perpustakaan Unika
NPar Tests Mann-Whitney Test Ranks
Perataan Laba N Mean Rank Sum of Ranks RISK Non Peratalaba
46 48.26 2220.00 Peratalaba
54 52.41 2830.00 Total
100
a Test Statistics
RISK Mann-Whitney U 1139.000 Wilcoxon W
2220.000 Z
Grouping Variable: Perataan Laba
Perpustakaan Unika Descriptives
CAR N Mean Std. Deviation Minimum Maximum
Non Peratalaba 46 -.0237 .0843 -.2069 .1423 Peratalaba 54 -.0384 .1070 -.4575 .1604 Total 100 -.0316 .0970 -.4575 .1604
Descriptives
Unexpected Earnings N Mean Std. Deviation Minimum Maximum
Non Peratalaba 46 -43.3696 319.6425 -1366.00 587.00 Peratalaba 54 -93.9074 279.1184 -1162.00 245.00 Total 100 -70.6600 297.9768 -1366.00 587.00
Descriptives
RISK N Mean Std. Deviation Minimum Maximum
Non Peratalaba 46 .0304 .0280 .0000 .1410 Peratalaba 54 .0291 .0191 .0007 .0925 Total 100 .0297 .0235 .0000 .1410
ABNORMAL RETURN DAN CAR 2002 AQUA
Hari Return E (R) RTN CAR
2/6/2003
Kamis 0 - (-0.000119) = 0.000119
2 Minggu 0 – 0.0027552 = -0.0027552
INDF
3/7/2003
Hari Return E (R) RTN CAR
Jumat 0 – 0.0027552 = -0.0027552
1 Sabtu 0 – 0.0027552 = -0.0027552
3 Senin 0 – 0.0027552 = -0.0027552
2 Minggu 0 – 0 =
MLBI
2/11/2003
Hari Return E (R) RTN CAR
Sabtu 0 – 0.000185= -0.000185 0.089615
Minggu 0.09091 - 0.000185= 0.090725
Selasa 0 – 0.000185= -0.000185 Perpustakaan Unika
3 Senin 0 – 0 =
1 Sabtu 0 – 0 =
1 Jumat 0 - (-0.000119) = 0.000119
Jumat 0 – 0 =
3/21/2003
FAST
3 Jumat 0 - 0.001213 = -0.001213
2 Kamis 0 - 0.001213 = -0.001213
1 Rabu 0 - 0.001213 = -0.001213
Selasa 0 - 0.001213 =
Minggu 0 - 0.001213 = -0.001213
Sabtu 0 - 0.001213 = -0.001213 -0.008491
Hari Return E (R) RTN CAR
2/25/2003
DLTA
3 Minggu 0 - (-0.000119) = 0.000119
2 Sabtu 0 - (-0.000119) = 0.000119
Hari Return E (R) RTN CAR
1 Rabu 0 - (-0.000614) = 0.000614
2 Kamis 0 - (-0.000614) = 0.000614
3 Jumat
BATI
1/31/2003
Hari Return E (R) RTN CAR
Jumat 0 – (0.000664)= 0.000664
1 Sabtu 0 – (0.000664)= 0.000664
3 Senin 0 – (0.000664)= 0.000664
2 Minggu 0.00552 – (0.000664)= 0.006184
GGRM
3/1/2003
Hari Return E (R) RTN CAR
Jumat
Sabtu 0 – 0.001443 = -0.001443
Minggu 0.00667 – 0.001443 = 0.005227
Senin 0 – 0.001443 = -0.001443
1 Selasa 0 – 0.001443 = -0.001443
Selasa 0 - (-0.000614) = 0.000614
Sabtu 0 – (-0.000614) = 0.000614 -0.006232
Minggu 0 - (-0.000614) = 0.000614
STTP
SHDA
4/30/2003
Hari Return E (R) RTN CAR
Minggu 0 – 0 =
Rabu 0 – 0 =
1 Kamis 0 – 0 =
2 Jumat 0 – 0 =
3 Sabtu 0 – 0 =
4/30/2003
Hari Return E (R) RTN CAR
Hari Return E (R) RTN CAR
Minggu 0.04651 – (-0.000663) = 0.047173 -0.107419
Rabu -0.04545 - (-0.000663) = -0.044787
1 Kamis
2 Jumat
3 Sabtu 0 - (-0.000663) = 0.000663
ULTJ
3/18/2003
2 Rabu 0 – 0.001443 = -0.001443 Perpustakaan Unika
Perpustakaan Unika
3/10/2003
HMSP Hari Return E (R) RTN CAR
Jumat
Sabtu
Minggu
Senin
Selasa 1 -0.01739 - 0.005061 = -0.022451
Rabu 2 0.0354 - 0.005061 = 0.030339
Kamis 3 -0.00855 - 0.005061 = -0.013611
2/10/2003
PBRX Hari Return E (R) RTN CAR
Jumat
Sabtu
Minggu
Senin
Selasa 1 -0.0274 - (-0.0204465) = -0.002935
Rabu 2 -0.0274 - (-0.0204465) = -0.002935
Kamis 3 -0.0274- (-0.0204465) = -0.002935
2/7/2003
BATA Hari Return E (R) RTN CAR
Jumat 0 (-0.001149) = 0.001149 Sabtu
1 -0.10526 (-0.001149) = -0.104111 Minggu
2 0 (-0.001149) = 0.001149 Senin
3 0 (-0.001149) = 0.001149 3/27/2003
TIRT Hari Return E (R) RTN CAR
Senin
Selasa
Rabu
Kamis 0 – 0.009926 = -0.009926
Jumat 1 0 – 0.009926 = -0.009926
Sabtu 2 0 – 0.009926 = -0.009926
Minggu 3 0 – 0.009926 = -0.009926
2/28/2003
CLPI Hari Return E (R) RTN CAR
Jumat 0 – (0.001717) = -0.001717 Sabtu
1 0 – (0.001717) = -0.001717 Minggu
2 0 – (0.001717) = -0.001717
Perpustakaan Unika
3/14/2003
LTLS Hari Return E (R) RTN CAR
Jumat 0 – (-0.002466) = 0.002466 Sabtu
1 -0.03333 – (-0.002466) = -0.030864 Minggu
2 0 – (-0.002466) = 0.002466 Senin
3 0 – (-0.002466) = 0.002466 2/14/2003
UNIC Hari Return E (R) RTN CAR
Jumat 0 – (-0.0033857) = 0.0033857 Sabtu
1 0 – (-0.0033857) = 0.0033857 Minggu
2 0 – (-0.0033857) = 0.0033857 Senin
3 0 – (-0.0033857) = 0.0033857 3/7/2003
EKAD Hari Return E (R) RTN CAR
Jumat 0 – 0.00224 = -0.00224 Sabtu
1 0 – 0.00224 = -0.00224 Minggu
2 0 – 0.00224 = -0.00224 Senin
3 0.03261 – 0.00224 = 0.03037 3/5/2003
INCI Hari Return E (R) RTN CAR
Minggu
Senin
Rabu 0 – (-0.001944) = 0.001944 Kamis
1 0 – (-0.001944) = 0.001944 Jumat
2 0 – (-0.001944) = 0.001944 Sabtu
3 0.09091 - (-0.001944) = 0.092854 4/3/2003
BRNA Hari Return E (R) RTN CAR
Minggu
Rabu 0 - 0.001308 = -0.001308
1 Kamis -0.01786 - 0.001308 = -0.019168 Jumat
2 -0.01786 - 0.001308 = -0.019168
2 Rabu 0 – 0.000619 = -0.000619
3 Kamis 0 – 0.000619 = -0.000619
SMGR
5/12/2003
Hari Return E (R) RTN CAR
Jumat 0 – 0.001053 = -0.001053 -0.007371
Sabtu 0 – 0.001053 = -0.001053
Minggu 0 – 0.001053 = -0.001053
Senin 0 – 0.001053 = -0.001053
2 Rabu 0 – 0.001053 = -0.001053
1 Selasa 0 – 0.001053 = -0.001053
3 Kamis 0 – 0.001053 = -0.001053
BTON
1/5/2003
Hari Return E (R) RTN CAR
Jumat
Sabtu 0 – 0.006912 = -0.006912
Minggu 0 – 0.006912 = -0.006912
Senin 0 – 0.006912 = -0.006912
1 Selasa 0 – 0.006912 = -0.006912
1 Selasa 0 – 0.000619 = -0.000619
Senin 0.09091 – 0.000619 = 0.090291
Minggu 0 – 0.000619 = -0.000619
IGAR
DYNA
3/26/2003
Hari Return E (R) RTN CAR
Minggu 0.02632 – 0.006649 = 0.019671 0.133617
Rabu 0 – 0.006649 = -0.006649
1 Kamis 0.05128 – 0.006649 = 0.044631
2 Jumat 0.05128 – 0.006649 = 0.044631
3 Sabtu 0.05128 – 0.006649 = 0.044631
2/28/2003
Sabtu 0 – 0.000619 = -0.000619
Hari Return E (R) RTN CAR
Jumat 0 – 0.005643 = -0.005643
1 Sabtu 0 – 0.005643 = -0.005643
2 Minggu
3 Senin 0.0625 - 0.005643 = 0.056857
LAPD
2/24/2003
Hari Return E (R) RTN CAR
Jumat 0 – 0.000619 = -0.000619 0.086577
2 Rabu 0 – 0.006912 = -0.006912 Perpustakaan Unika
Perpustakaan Unika
3/12/2003
CTBN Hari Return E (R) RTN CAR
Sabtu
Minggu
Selasa 0 – (-0.000595) = 0.000595 Rabu
1 0 – (-0.000595) = 0.000595 Kamis
2 0 – (-0.000595) = 0.000595 Jumat
3 0 – (-0.000595) = 0.000595 3/5/2003
LION Hari Return E (R) RTN CAR
Minggu
Senin
Rabu 0 – 0.004145 = -0.004145 Kamis
1 0 – 0.004145 = -0.004145 Jumat
2 0 – 0.004145 = -0.004145 Sabtu
3 0 – 0.004145 = -0.004145 2/28/2003
TBMS Hari Return E (R) RTN CAR
Jumat 0 – 0.004234 = -0.004234 Sabtu
1 0 – 0.004234 = -0.004234 Minggu
2 0 – 0.004234 = -0.004234 Senin
3 0 – 0.004234 = -0.004234 3/28/2003
SCCO Hari Return E (R) RTN CAR
Selasa
Jumat 0 – (0.000464) = 0.000464 Sabtu
1 0 – (0.000464) = 0.000464 Minggu
2 0 – (0.000464) = 0.000464 Senin
3 0 – (0.000464) = 0.000464 1/24/2003
ASGR Hari Return E (R) RTN CAR
Jumat -0.01852 – 0.0001531 = -0.0186731 Sabtu
1 -0.03774 – 0.0001531 = -0.0378931 Minggu
2 0.03922 – 0.0001531 = 0.0390669 Senin
1 Jumat 0 – (-0.003033) = 0.003033
1 Jumat
2 Sabtu
3 Minggu 0 – 0.001167 = -0.001167
BRAM
2/27/2003
Hari Return E (R) RTN CAR
Kamis 0 – (-0.003033) = 0.003033
2 Sabtu 0 – (-0.003033) = 0.003033
Senin 0.02041 – 0.001167 = 0.019243 -0.063139
3 Minggu 0 – (-0.003033) = 0.003033
GDYR
1/16/2003
Hari Return E (R) RTN CAR
Kamis 0 – 0.004925 = -0.004925
1 Jumat 0 – 0.004925 = -0.004925
2 Sabtu 0 – 0.004925 = -0.004925
Kamis -0.03846 – 0.001167 = -0.039627
Hari Return E (R) RTN CAR
3 Minggu 0 – 0.004925 = -0.004925 Perpustakaan Unika
3 Minggu 0 – (-0.002793) = 0.002793
MLPL
3/27/2003
Hari Return E (R) RTN CAR
Selasa
Kamis 0 – (-0.002793) = 0.002793
1 Jumat 0 – (-0.002793) = 0.002793
2 Sabtu 0 – (-0.002793) = 0.002793
ACAP
3/6/2003
2/26/2003
Hari Return E (R) RTN CAR
Sabtu 0 – (-0.001542) = 0.001542 0.010794
Rabu 0 – (-0.001542) = 0.001542
1 Kamis 0 – (-0.001542) = 0.001542
2 Jumat 0 – (-0.001542) = 0.001542
3 Sabtu 0 – (-0.001542) = 0.001542
AUTO
Minggu 0 – (-0.000426) = 0.000426
Selasa 0 – (-0.000426) = 0.000426
1 Rabu 0 – (-0.000426) = 0.000426
2 Kamis
3 Jumat
SMSM
2/27/2003
Hari Return E (R) RTN CAR
1 Jumat 0 – 0.0000123 = -0.0000123
Kamis 0 – 0.0000123 = -0.0000123
2 Sabtu 0 – 0.0000123 = -0.0000123
3 Minggu 0 – 0.0000123 = -0.0000123
SUGI
2/18/2003
Hari Return E (R) RTN CAR
Sabtu 0 – (-0.006785) = 0.006785 -0.174725
Minggu 0 – (-0.006785) = 0.006785
Senin 0 – (-0.006785) = 0.006785
Sabtu 0 – (-0.000426) = 0.000426 -0.087498
Hari Return E (R) RTN CAR
3/18/2003
2 Kamis
HEXA
3/11/2003
Hari Return E (R) RTN CAR
Sabtu
Minggu 0.025 – 0.006428 = 0.018572
Selasa 0.0375 – 0.006428 = 0.031072
1 Rabu
3 Jumat
PRAS
INTA
3/26/2003
Hari Return E (R) RTN CAR
Minggu 0 – 0.007383 = -0.007383 -0.051681
Rabu 0 – 0.007383 = -0.007383
1 Kamis 0 – 0.007383 = -0.007383
2 Jumat 0 – 0.007383 = -0.007383
3 Sabtu 0 – 0.007383 = -0.007383
Selasa 0 – (-0.006785) = 0.006785 Perpustakaan Unika
Minggu 0.01075 – 0.0020971 = 0.0086529 -0.1326297
Senin 0 - 0.0020971 = -0.0020971
Rabu -0.03191 - 0.0020971 = -0.0340071
1 Kamis
2 Jumat
3 Sabtu
KAEF
Hari Return E (R) RTN CAR
3/27/2003
Kamis 0 – (-0.001777) = 0.001777
1 Jumat 0 – (-0.001777) = 0.001777
2 Sabtu 0 – (-0.001777) = 0.001777
3 Minggu
MERK
1/16/2003
Hari Return E (R) RTN CAR
Hari Return E (R) RTN CAR
DNKS
3/5/2003
UNTR
TURI
3/29/2003
Hari Return E (R) RTN CAR
Jumat -0.01887 – 0.000867 = -0.02754
1 Sabtu 0 – 0.000867 = -0.000867
2 Minggu
3 Senin 0.01961 – 0.000867 = 0.018743
3/19/2003
3 Sabtu 0 – 0.001519 = -0.001519
Hari Return E (R) RTN CAR
Minggu 0 – 0.001519 = -0.001519 0.026067
Senin
Selasa 0.01852 – 0.001519 = 0.017001
Rabu 0 – 0.001519 = -0.001519
1 Kamis 0.03636 – 0.001519 = 0.034841
2 Jumat 0 – 0.001519 = -0.001519
Kamis 0 – (-0.001639) = 0.001639 Perpustakaan Unika
Sabtu 0.01667 – (-0.000774) = 0.017444 0.102488
Minggu 0 - (-0.000774) = 0.000774
Selasa 0 - (-0.000774) = 0.000774
1 Rabu 0.01587 - (-0.000774) = 0.016644
2 Kamis 0.01587 - (-0.000774) = 0.016644
3 Jumat 0.01587 - (-0.000774) = 0.016644
MRAT
4/14/2003
Jumat -0.04545 – 0.005643 = -0.051093
Hari Return E (R) RTN CAR
1 Sabtu 0.04762 – 0.005643 = 0.041977
2 Minggu 0 – 0.005643 = -0.005643
3 Senin 0 – 0.005643 = -0.005643
UNVR
3/31/2003
Hari Return E (R) RTN CAR
Jumat 0.01111 – (-0.000477) = 0.011587 0.025679
Sabtu 0.01111 – (-0.000477) = 0.011587
Hari Return E (R) RTN CAR
TCID
2/11/2003
3 sabtu
PYFA
3/27/2003
Hari Return E (R) RTN CAR
Minggu 0 – (-0.00264) = 0.00264 0.01848
Rabu 0 – (-0.00264) = 0.00264
1 Kamis 0 – (-0.00264) = 0.00264
2 Jumat 0 – (-0.00264) = 0.00264
0 – (-0.00264) = 0.00264
3 Sabtu
TSPC
3/5/2003
Hari Return E (R) RTN CAR
Minggu 0 – 0.003801 = -0.003801 -0.152937
Senin 0 – 0.003801 = -0.003801
Rabu -0.02273 – 0.003801 = -0.026531
1 Kamis
2 Jumat
Minggu 0.01111 – (-0.000477) = 0.011587 Perpustakaan Unika
ABNORMAL RETURN DAN CAR 2003 AQUA
Minggu 0 – (-0.000359) = 0.000359 0.052183
3/31/2004
Hari Return E (R) RTN CAR
Rabu 0 – (-0.000359) = 0.000359
INDF
Senin 0 – (-0.001735) = 0.001735 Perpustakaan Unika
Minggu 0 – (-0.001735) = 0.001735
Sabtu 0 – (-0.001735) = 0.001735
Jumat 0 – (-0.001735) = 0.001735 0.012145
Hari Return E (R) RTN CAR
1/19/2004
MLBI
3 Senin 0.02941 – 0.0058365 = 0.0235735
2 Minggu 0 – 0.0058365 = -0.0058365
1 Sabtu 0 – 0.0058365 = -0.0058365
Jumat 0 – 0.0058365 = -0.0058365
Hari Return E (R) RTN CAR
2/20/2004
2 Minggu 0 – 0.000818 = -0.000818
3 Senin 0 – 0.000818 = -0.000818
1 Kamis 0.04967 – (-0.000359) = 0.050029
1 Sabtu 0 – 0.000818 = -0.000818
Hari Return E (R) RTN CAR
3/26/2004
FAST
3 Senin 0.00962 – 0.000227 = 0.009393
2 Minggu 0 – 0.000227 = -0.000227
1 Sabtu 0.01961 – 0.000227 = -0.019383
Jumat 0.01961 – 0.000227 = -0.019383
Hari Return E (R) RTN CAR
2/20/2004
DLTA
3 Sabtu 0 – (-0.000359) = 0.000359
2 Jumat 0 – (-0.000359) = 0.000359
Jumat 0 – 0.000818 = -0.000818
2 Sabtu 0 – (-0.000458) = 0.000458
2 Jumat 0.01695 – (0.0009) = 0.01785
3 Sabtu 0.01695 – (0.0009) = 0.01785
BATI
1/23/2004
Hari Return E (R) RTN CAR
Senin 0 – (-0.000458) = 0.000458 0.003206
Kamis 0 – (-0.000458) = 0.000458
1 Jumat 0 – (-0.000458) = 0.000458
3 Minggu 0 – (-0.000458) = 0.000458
Rabu -0.04839 – (0.0009) = -0.04749
GGRM
3/29/2004
Hari Return E (R) RTN CAR
Jumat
Sabtu
Minggu
Senin 0.00791 – 0.001433 = 0.006477
1 Selasa 0.01961 – 0.001433 = 0.018177
2 Rabu
1 Kamis 0.01695 – (0.0009) = 0.01785
Minggu 0 – (0.0009) = 0.0009 -0.1082
Kamis Perpustakaan Unika
3 Kamis 0.02941 – 0.005584 = 0.023826
SHDA
1/19/2004
Hari Return E (R) RTN CAR
Jumat 0 – 0.005584 = -0.005584 0.102482
Sabtu 0 – 0.005584 = -0.005584
Minggu 0 – 0.005584 = -0.005584
Senin 0.03279 – 0.005584 = 0.027206
1 Selasa 0.07937 – 0.005584 = 0.073786
2 Rabu 0 – 0.005584 = -0.005584
STTP
Hari Return E (R) RTN CAR
3/31/2004
Hari Return E (R) RTN CAR
Minggu 0 – 0.001709 = -0.001709 0.127817
Rabu -0.075 – 0.001709 = -0.076709
1 Kamis 0.05405 – 0.001709 = 0.052341
2 Jumat 0.05405 – 0.001709 = 0.052341
3 Sabtu 0.05405 – 0.001709 = 0.052341
ULTJ
3/31/2004
Perpustakaan Unika
3/10/2004
HMSP Hari Return E (R) RTN CAR
Minggu
Rabu 0 – 0.003371 = -0.003371 Kamis
1 -0.02128 – 0.003371 = -0.024651 Jumat
2 -0.02128 – 0.003371 = -0.024651 Sabtu
3 -0.02128 – 0.003371 = -0.024651 3/3/2004
PBRX Hari Return E (R) RTN CAR
Minggu
Rabu 0 – (-0.000713) = 0.000713 Kamis
1 0 – (-0.000713) = 0.000713 Jumat
2 0 – (-0.000713) = 0.000713 Sabtu
3 0 – (-0.000713) = 0.000713 3/26/2004
BATA Hari Return E (R) RTN CAR
Jumat 0 – (-0.000764) = 0.000764 Sabtu
1 0 – (-0.000764) = 0.000764 Minggu
2 0 – (-0.000764) = 0.000764 Senin
3 0 – (-0.000764) = 0.000764 6/20/2004
TIRT Hari Return E (R) RTN CAR
Jumat
Sabtu
Minggu
Senin 0 – 0.004534 = -0.004534
Selasa 1 0 – 0.004534 = -0.004534
Rabu 2 0 – 0.004534 = -0.004534
Kamis 3 -0.09091 - 0.004534 = -0.095444
3/30/2004
CLPI Hari Return E (R) RTN CAR
Sabtu
Minggu
Selasa 0 – 0.000864 = -0.000864 Rabu
1 0.02128 – 0.000864 = 0.020416 Kamis
2 0 – 0.000864 = -0.000864 Jumat
Perpustakaan Unika
3/24/2004
LTLS Hari Return E (R) RTN CAR
Minggu
Senin
Rabu 0 – 0.00151 = -0.00151 Kamis
1 -0.01786 – 0.00151 = -0.01937 Jumat
2 -0.01786 – 0.00151 = -0.01937 Sabtu
3 -0.01786 – 0.00151 = -0.01937 2/18/2004
UNIC Hari Return E (R) RTN CAR
Minggu
Rabu 0.01754 – 0.005053 = 0.012487 Kamis
1 -0.14655 – 0.005053 = -0.151603 Jumat
2 -0.14655 – 0.005053 = -0.151603 Sabtu
3 -0.14655 – 0.005053 = -0.151603 2/27/2004
EKAD Hari Return E (R) RTN CAR
Jumat -0.05 – (0.005019) = -0.044981 Sabtu
1 -0.05 – (0.005019) = -0.044981 Minggu
2 -0.02632 – (0.005019) = -0.021301 Senin
3 0 – (0.005019) = 0.005019 3/5/2004
INCI Hari Return E (R) RTN CAR
Jumat 0.01515 – (-0.000431) = 0.015581 Sabtu
1 0.01515 – (-0.000431) = 0.015581 Minggu
2 0 – (-0.000431) = 0.000431 Senin
3 0 – (-0.000431) = 0.000431 3/24/2004
BRNA Hari Return E (R) RTN CAR
Minggu
Senin
Rabu 0.01923 – (0.001564) = 0.020794 Kamis
1 0.01923 – (0.001564) = 0.020794 Jumat
2 -0.01887 – (0.001564) = -0.017306 Sabtu
Perpustakaan Unika
3/18/2004
DYNA Hari Return E (R) RTN CAR
Selasa
Kamis -0.01408 -0.006463 = -0.020543 Jumat
1 -0.01408 -0.006463 = -0.020543 Sabtu
2 -0.01408 -0.006463 = -0.020543 Minggu
3 0 -0.006463 = -0.006463 3/5/2004
IGAR Hari Return E (R) RTN CAR
Jumat 0.03704 – 0.001854 = 0.035186 Sabtu
1 0.03704 – 0.001854 = 0.035186 Minggu