Analisis Resiko Saham Perusahaan Basic Industry and Chemicals Pada Bursa Efek Indonesia

  LAMPIRAN

  IKAI 04-06-1997

  ITMA 10-12-1990

  16 Itamaraya Tbk

  INAI 05-12-1994

  15 Indal Aluminium Industry Tbk

  14 Gunawan Dianjaya Steel Tbk GDST 23-12-2009

  13 Citra Turbindo Tbk CTBN 28-11-1989

  12 Beton Jaya Manunggal Tbk BTON 18-07-1991

  11 Alumindo Light Metal Industry Tbk ALMI 02-01-1997

  10 Alaska Industrindo Tbk ALKA 12-07-1990

  III Sub sektor Logam & Sejenisnya

  9 Surya Toto Indonesia Tbk TOTO 30-10-1990

  8 Mulia Industrindo Tbk MLIA 17-01-1994

  7 Keramika Indonesia Asosiasi Tbk KIAS 08-12-1994

  6 Inti Keramik Alam Asri Industri Tbk

  Lampiran 1

  5 Arwana Citra Mulia Tbk ARNA 17-07-2001

  4 Asahimas Flat Glass Tbk AMFG 08-11-1995

  II Sub sektor Keramik, Porselen & Kaca

  3 Semen Gresik Tbk SMGR 09-07-1991

  2 Holcim Indonesia Tbk SMCB 10-08-1977

  INTP 05-12-1989

  1 Indocement Tunggal Prakarsa Tbk

  I Sub sektor Semen

  Listing

  Emiten Tanggal

  Perusahaan Kode

  N O Nama

  

Tabel

Daftar Emiten Perusahaan Sektor Basic Industry and Chemicals

  17 Jakarta Kyoei Steel Work LTD Tbk JKSW 06-08-1997

  18 Jaya Pari Steel Tbk JPRS 04-08-1989

  32 Sorini Agro Asia Corporindo Tbk SOBI 03-08-1992

  IPOL 09-07-2010

  42 Indopoly Swakarsa Industry Tbk

  IGAR 05-11-1990

  41 Champion Pasific Indonesia Tbk

  40 Titan Kimia Nusantara Tbk FPNI 21-03-2002

  39 Berlina Tbk BRNA 06-11-1989

  38 Asiaplast Industries Tbk APLI 01-05-2000

  37 Argha Karya Prima Industry Tbk AKPI 18-12-1992

  36 Alam Karya Unggul Tbk AKKU 01-11-2004

  V Sub sektor Plastik & Kemasan

  35 Unggul Indah Cahaya Tbk UNIC 06-11-1989

  34 Chandra Asri Petrochemical TPIA 26-05-2008

  33 Indo Acitama Tbk SRSN 11-01-1993

  INCI 24-07-1990

  19 Krakatau Steel Tbk KRAS 10-11-2010

  31 Intan Wijaya International Tbk

  30 Eterindo Wahanatama ETWA 16-05-1997

  29 Ekadharma International Tbk EKAD 14-08-1990

  28 Duta Pertiwi Nusantara DPNS 08-08-1990

  27 Budi Acid Jaya Tbk BUDI 08-05-1995

  26 Barito Pasific Tbk BRPT 01-10-1993

  IV Sub sektor Kimia

  25 Tembaga Mulia Semanan Tbk TBMS 23-05-1990

  24 Pelangi Indah Canindo Tbk PICO 23-09-1996

  23 Pelat Timah Nusantara Tbk NIKL 14-12-2009

  22 Hanson International Tbk MYRX 31-10-1990

  21 Lionmesh Prima Tbk LMSH 04-06-1990

  20 Lion Metal Works Tbk LION 20-08-1993

  43 Sekawan Intipratama Tbk SIAP 17-10-2008

  44 Siwani Makmur Tbk SIMA 03-06-1994

  53 Alkindo Naratama Tbk ALDO 12-07-2011

  59 Suparma Tbk SPMA 16-11-1994

  58 Surabaya Agung Industri Pulp & kertas Tbk SAIP 03-05-1993

  57 Kertas Basuki Rachmat Indonesia Tbk KBRI 11-07-2008

  INRU 03-12-2007

  56 Toba Pulp Lestari Tbk

  INKP 16-07-1990

  55 Indah Kiat Pulp & Paper Tbk

  54 Fajar Surya Wisesa Tbk FASW 19-12-1994

  VIII Sub sektor Pulp & Kertas

  45 Trias Sentosa Tbk TRST 02-07-1990

  52 Tirta Mahakam Resources Tbk TIRT 13-12-1999

  51 Sumalindo Lestari Jaya Tbk SULI 21-03-1994

  VII Sub sektor Kayu & Pengolahannya

  50 Siearad Produce Tbk SIPD 27-12-1996

  49 Malindo feedmill Tbk MAIN 10-02-2006

  48 Japfa Comfeed Indonesia Tbk JPFA 23-10-1989

  47 Charoen Pokphand Indonesia Tbk CPIN 18-03-1991

  VI Sub sektor Pakan Ternak

  46 Yana Prima Hasta Persada Tbk YPAS 05-03-2008

  60 Pabrik Kertas Tjiwi Kimia Tbk TKIM 03-04-1990

  Lampiran 2

  Tabel Pengembalian Saham Individual Subsektor No Kode Emiten Ri

  1 INTP 0.31997 Semen

  2 SMCB 0.358486

  3 SMGR 0.362061

  4 AMFG 0.266202

  5 ARNA 1.604093 Keramik, Porselen

  6 IKAI 0.123081 dan Kaca

  7 KIAS 1.048018

  8 MLIA -0.38212

  9 TOTO 0.421842 Logam

  10 ALKA

  11 ALMI -0.25054

  12 BTON 0.956591

  13 CTBN 0.045793

  14 GDST -0.13625

  15 INAI -0.0197

  16 ITMA 1.0898 Logam dan

  17 JKSW 0.398072 Sejenisnya

  18 JPRS -0.25696

  19 KRAS

  20 LION 0.791052

  21 LMSH 0.826529

  22 MYRX 0.082278

  23 NIKL -0.11289

  24 PICO 0.576462

  25 TBMS 0.294263

  26 BRPT -0.51402

  27 BUDI -0.68124

  28 DPNS -0.4239

  29 EKAD 0.377046 Kimia

  30 ETWA -0.27998

  31 INCI 0.27435

  32 SOBI -0.8756

  33 SRSN -0.01382

  34 TPIA 0.772579

  35 UNIC 0.011577

  36 AKKU 0.193313

  37 AKPI -0.10607 Plastik dan

  38 APLI 0.27793 Kemasan

  39 BRNA 0.794281

  40 FPNI -0.2425

  41 IGAR -0.09816

  42 IPOL -0.18551 Plastik dan

  43 SIAP 0.610232 Kemasan

  44 SIMA

  45 TRST -0.05466

  46 YPAS 0.007267

  47 CPIN 0.544486 Pakan

  48 JPFA 0.541617 Ternak

  49 MAIN 0.973032

  50 SIPD -0.03239 Kayu dan

  51 SULI 0.011745 Pengolahannya

  52 TIRT 0.27675

  53 ALDO 0.314223

  54 FASW -0.47967

  55 INKP -0.49706 Pulp dan Kertas

  56 INRU 0.139954

  57 KBRI 0.055919

  58 SAIP 0.13363

  59 SPMA 0.354277

  60 TKIM -0.00721 Lampiran 3

  Tabel Pengukuran Resiko Sistematis Subsektor No Kode Emiten Beta Saham ( i)

  27 BUDI 0.664 0.442 0.0000758 0.00335

  18 JPRS 0.994 0.988 0.0000758 0.00749

  19 KRAS 0.000 0.000 0.0000758 0.00000

  20 LION -0.183 0.033 0.0000758 0.00025

  21 LMSH -0.160 0.026 0.0000758 0.00019

  22 MYRX 0.842 0.708 0.0000758 0.00537

  23 NIKL 0.464 0.215 0.0000758 0.00163

  24 PICO -0.065 0.004 0.0000758 0.00003

  25 TBMS 0.169 0.029 0.0000758 0.00022 Kimia

  26 BRPT 1.219 1.486 0.0000758 0.01127

  28 DPNS 0.403 0.162 0.0000758 0.00123

  16 ITMA 0.226 0.051 0.0000758 0.00039

  29 EKAD 1.465 2.145 0.0000758 0.01626

  30 ETWA 0.573 0.328 0.0000758 0.00249

  31 INCI 1.017 1.035 0.0000758 0.00785

  32 SOBI -0.152 0.023 0.0000758 0.00018

  33 SRSN 0.587 0.345 0.0000758 0.00261

  34 TPIA 0.688 0.473 0.0000758 0.00359

  35 UNIC 0.033 0.001 0.0000758 0.00001 Plastik dan

  Kemasan

  36 AKKU 0.384 0.148 0.0000758 0.00112

  37 AKPI 0.113 0.013 0.0000758 0.00010

  17 JKSW -0.032 0.001 0.0000758 0.00001

  15 INAI 0.798 0.637 0.0000758 0.00483

  i

  Porselen dan Kaca

  2 Varians Saham ( m

  2 ) Resiko Sistematis (%) ( i

  2

  m

  2 )

  Semen

  1 INTP 1.218 1.484 0.0000758 0.01125

  2 SMCB 1.158 1.342 0.0000758 0.01017

  3 SMGR 1.248 1.557 0.0000758 0.01180 Keramik,

  4 AMFG 0.346 0.120 0.0000758 0.00091

  14 GDST 0.633 0.400 0.0000758 0.00304

  5 ARNA 0.688 0.473 0.0000758 0.00358

  6 IKAI 0.257 0.066 0.0000758 0.00050

  7 KIAS 0.980 0.959 0.0000758 0.00727

  8 MLIA 0.161 0.026 0.0000758 0.00020

  9 TOTO 0.267 0.071 0.0000758 0.00054 Logam dan

  Sejenisnya

  10 ALKA 0.000 0.000 0.0000758 0.00000

  11 ALMI 1.142 1.305 0.0000758 0.00989

  12 BTON 1.417 2.008 0.0000758 0.01522

  13 CTBN -0.168 0.028 0.0000758 0.00021

  38 APLI 0.591 0.349 0.0000758 0.00265 Plastik dan Kemasan

  39 BRNA 0.928 0.860 0.0000758 0.00652

  Pengolahan

  59 SPMA 0.535 0.286 0.0000758 0.00217

  58 SAIP 0.433 0.187 0.0000758 0.00142

  57 KBRI 0.177 0.031 0.0000758 0.00024

  56 INRU 0.018 0.000 0.0000758 0.00000

  55 INKP 0.810 0.656 0.0000758 0.00497

  54 FASW 0.645 0.416 0.0000758 0.00315

  53 ALDO 0.947 0.897 0.0000758 0.00680

  Kertas

  52 TIRT 1.458 2.127 0.0000758 0.01612 Pulp dan

  51 SULI 0.120 0.014 0.0000758 0.00011

  50 SIPD 0.424 0.180 0.0000758 0.00136 Kayu dan

  40 FPNI 0.489 0.239 0.0000758 0.00182

  49 MAIN 1.256 1.577 0.0000758 0.01196

  48 JPFA 0.741 0.548 0.0000758 0.00416

  47 CPIN 1.468 2.155 0.0000758 0.01634

  Ternak

  46 YPAS 0.871 0.759 0.0000758 0.00576 Pakan

  45 TRST 1.014 1.027 0.0000758 0.00779

  44 SIMA 0.000 0.000 0.0000758 0.00000

  43 SIAP -0.338 0.114 0.0000758 0.00087

  42 IPOL 0.639 0.408 0.0000758 0.00309

  41 IGAR 1.033 1.067 0.0000758 0.00808

  60 TKIM 0.572 0.327 0.0000758 0.00248 Lampiran 4

  Tabel

Pengukuran Resiko Tidak Sistematis

Subsektor No Kode Emiten Varians Saham ( i

  27 BUDI 0.000525 0.00335 0.04917

  18 JPRS 0.000992 0.00749 0.09167

  19 KRAS 0.000000 0.00000 0.00000

  20 LION 0.000947 0.00025 0.09444

  21 LMSH 0.000750 0.00019 0.07476

  22 MYRX 0.001178 0.00537 0.11241

  23 NIKL 0.000462 0.00163 0.04461

  24 PICO 0.002427 0.00003 0.24265

  25 TBMS 0.001372 0.00022 0.13701 Kimia

  26 BRPT 0.001015 0.01127 0.09025

  28 DPNS 0.001581 0.00123 0.15687

  16 ITMA 0.001046 0.00039 0.10420

  29 EKAD 0.001212 0.01626 0.10497

  30 ETWA 0.000544 0.00249 0.05191

  31 INCI 0.001030 0.00785 0.09510

  32 SOBI 0.001275 0.00018 0.12735

  33 SRSN 0.000542 0.00261 0.05163

  34 TPIA 0.002508 0.00359 0.24722

  35 UNIC 0.000098 0.00001 0.00975 Plastik dan

  Kemasan

  36 AKKU 0.001171 0.00112 0.11602

  37 AKPI 0.000833 0.00010 0.08316

  17 JKSW 0.002635 0.00001 0.26352

  15 INAI 0.001215 0.00483 0.11669

  2

)

Resiko

  Porselen dan Kaca

  Sistematis (%) ( i

  2

  m

  2 ) Resiko Tidak Sistematis (%) (e

  2 )

  Semen

  1 INTP 0.000379 0.01125 0.02662

  2 SMCB 0.000591 0.01017 0.04896

  3 SMGR 0.000392 0.01180 0.02740 Keramik,

  4 AMFG 0.000249 0.00091 0.02403

  14 GDST 0.000432 0.00304 0.04018

  5 ARNA 0.000788 0.00358 0.07524

  6 IKAI 0.000920 0.00050 0.09149

  7 KIAS 0.001462 0.00727 0.13890

  8 MLIA 0.002257 0.00020 0.22547

  9 TOTO 0.001204 0.00054 0.11983 Logam dan

  Sejenisnya

  10 ALKA 0.000000 0.00000 0.00000

  11 ALMI 0.000718 0.00989 0.06188

  12 BTON 0.001992 0.01522 0.18402

  13 CTBN 0.000095 0.00021 0.00928

  38 APLI 0.001328 0.00265 0.13018 Plastik dan Kemasan

  39 BRNA 0.001017 0.00652 0.09516

  Pengolahan

  59 SPMA 0.001421 0.00217 0.13992

  58 SAIP 0.001790 0.00142 0.17761

  57 KBRI 0.000489 0.00024 0.04869

  56 INRU 0.000797 0.00000 0.07967

  55 INKP 0.000435 0.00497 0.03849

  54 FASW 0.000490 0.00315 0.04586

  53 ALDO 0.000654 0.00680 0.05860

  Kertas

  52 TIRT 0.001821 0.01612 0.16595 Pulp dan

  51 SULI 0.002389 0.00011 0.23879

  50 SIPD 0.000385 0.00136 0.03713 Kayu dan

  40 FPNI 0.000885 0.00182 0.08673

  49 MAIN 0.000745 0.01196 0.06251

  48 JPFA 0.000574 0.00416 0.05321

  47 CPIN 0.000484 0.01634 0.03207

  Ternak

  46 YPAS 0.000187 0.00576 0.01297 Pakan

  45 TRST 0.000579 0.00779 0.05013

  44 SIMA 0.000000 0.00000 0.00000

  43 SIAP 0.003429 0.00087 0.34203

  42 IPOL 0.000356 0.00309 0.03252

  41 IGAR 0.001213 0.00808 0.11318

  60 TKIM 0.000545 0.00248 0.05206 Lampiran 5

  Tabel Pengukuran Resiko Total Subsektor No Kode Emiten

Resiko

Sistematis (%)

  26 BRPT 0.01127 0.09025 0.10152

  18 JPRS 0.00749 0.09167 0.09916

  19 KRAS 0.00000 0.00000 0.00000

  20 LION 0.00025 0.09444 0.09469

  21 LMSH 0.00019 0.07476 0.07496 Logam dan

  Sejenisnya

  22 MYRX 0.00537 0.11241 0.11778

  23 NIKL 0.00163 0.04461 0.04624

  24 PICO 0.00003 0.24265 0.24268

  25 TBMS 0.00022 0.13701 0.13722 Kimia

  27 BUDI 0.00335 0.04917 0.05252

  16 ITMA 0.00039 0.10420 0.10459

  28 DPNS 0.00123 0.15687 0.15810

  29 EKAD 0.01626 0.10497 0.12123

  30 ETWA 0.00249 0.05191 0.05440

  31 INCI 0.00785 0.09510 0.10295

  32 SOBI 0.00018 0.12735 0.12753

  33 SRSN 0.00261 0.05163 0.05424

  34 TPIA 0.00359 0.24722 0.25081

  35 UNIC 0.00001 0.00975 0.00976

  36 AKKU 0.00112 0.11602 0.11714

  37 AKPI 0.00010 0.08316 0.08326

  17 JKSW 0.00001 0.26352 0.26353

  15 INAI 0.00483 0.11669 0.12152

  ( i

  Porselen dan Kaca

  

2

  m

  2 ) Resiko Tidak Sistematis (%) (e

  2 ) Resiko Total (%) ( i

  2 )

  Semen

  1 INTP 0.01125 0.02662 0.03787

  2 SMCB 0.01017 0.04896 0.05913

  3 SMGR 0.01180 0.02740 0.03920 Keramik,

  4 AMFG 0.00091 0.02403 0.02493

  14 GDST 0.00304 0.04018 0.04322

  5 ARNA 0.00358 0.07524 0.07882

  6 IKAI 0.00050 0.09149 0.09199

  7 KIAS 0.00727 0.13890 0.14617

  8 MLIA 0.00020 0.22547 0.22566

  9 TOTO 0.00054 0.11983 0.12037 Logam dan

  Sejenisnya

  10 ALKA 0.00000 0.00000 0.00000

  11 ALMI 0.00989 0.06188 0.07177

  12 BTON 0.01522 0.18402 0.19924

  13 CTBN 0.00021 0.00928 0.00950

  38 APLI 0.00265 0.13018 0.13282 Plastik dan Kemasan

  39 BRNA 0.00652 0.09516 0.10168

  51 SULI 0.00011 0.23879 0.23890

  59 SPMA 0.00217 0.13992 0.14208

  58 SAIP 0.00142 0.17761 0.17903

  57 KBRI 0.00024 0.04869 0.04893

  56 INRU 0.00000 0.07967 0.07967

  55 INKP 0.00497 0.03849 0.04346

  54 FASW 0.00315 0.04586 0.04902

  53 ALDO 0.00680 0.05860 0.06540

  Kertas

  52 TIRT 0.01612 0.16595 0.18207 Pulp dan

  Pengolahannya

  40 FPNI 0.00182 0.08673 0.08855

  50 SIPD 0.00136 0.03713 0.03849 Kayu dan

  49 MAIN 0.01196 0.06251 0.07446

  48 JPFA 0.00416 0.05321 0.05737

  47 CPIN 0.01634 0.03207 0.04840

  46 YPAS 0.00576 0.01297 0.01872 Pakan Ternak

  45 TRST 0.00779 0.05013 0.05792

  44 SIMA 0.00000 0.00000 0.00000

  43 SIAP 0.00087 0.34203 0.34289

  42 IPOL 0.00309 0.03252 0.03562

  41 IGAR 0.00808 0.11318 0.12127

  60 TKIM 0.00248 0.05206 0.05454