DATA IHSG DAN RETURN PASAR BULANAN SEBELUM KRISIS MONETER Tahun Bulan IHSG Rm Rm -1 Rm + 1 1993 Nov

• 0.07735 0.00552 -0.09860
• 0.09860 -0.07735 -0.06087
• 0.06087 -0.09860 0.08519
• 0.08866 0.08519 -0.01360
• 0.01360 -0.08866 0.13120
• 0.02409 0.13120 0.05125
• 0.07805 0.05125 -0.02692
• 0.02692 -0.07805 -0.07625

• 0.07625 -0.02692 0.04552

• 0.05498 0.04552 -0.02832
• 0.02832 -0.05498 0.14113
• 0.02209 0.04018 -0.01500
• 0.01500 -0.02209 -0.00971
• 0.00971 -0.01500 -0.01376
• 0.01376 -0.00971 0.06668
• 0.01032 0.06522 -0.03758
• 0.03758 -0.01032 -0.09799
• 0.09799 -0.03758 0.02161
• 0.01030 0.04808 0.07919
• 0.99879 0.00001 -0.00733

  Nov

  Feb

  578.555 0.12592 0.06668 0.01150

  1996 Jan

  513.85 0.06668 -0.01376 0.12592

  Des

  481.73

  488.45

  Mar

  Okt

  493.24

  Sept

  500.75

  Aug

  512.06 0.04018 0.03577 -0.02209

  Jul

  585.209 0.01150 0.12592 0.00085

  585.705 0.00085 0.01150 0.06522

  637.432 0.03983 0.07919 -0.23766

  547.61 0.02161 -0.09799 0.04808

  Des

  613.013 0.07919 -0.01030 0.03983

  Nov

  568.029

  Okt

  573.939 0.04808 0.02161 -0.01030

  Sept

  Aug

  492.28 0.03577 0.14113 0.04018

  536.029

  Jul

  594.259

  Jun

  617.466

  Mei

  623.904 0.06522 0.00085 -0.01032

  Apr

  475.28 0.14113 -0.02832 0.03577

  Jun

  492.373

  457.3

  Jun

  501.79 0.08519 -0.06087 -0.08866

  Mei

  462.4

  Apr

  Mar

  451.08

  546.23

  Feb

  592.02 0.00552 0.13491 -0.07735

  Des 588.77 1994 Jan

  518.78

  IHSG Rm Rm -1 Rm + 1 1993 Nov

  DATA IHSG DAN RETURN PASAR BULANAN SEBELUM KRISIS MONETER Tahun Bulan

  Jul

  Aug

  Mei

  1995 Jan

  416.5

  Apr

  428.64

  Mar

  453.58 0.04552 -0.07625 -0.05498

  Feb

  433.83

  469.64

  510.26 0.13120 -0.01360 -0.02409

  Des

  482.63

  Nov

  523.49 0.05125 -0.02409 -0.07805

  Okt

  497.97

  Sept

  Perpustakaan Unika

• 0.00733 -0.99879 0.12241
• 0.15014 0.12241 -0.08621
• 0.08621 -0.15014 0.06054
• 0.28913 0.08028 -0.19357
• 0.19357 -0.28913 0.08915

• 0.03846 0.03492 -0.00798
• 0.00798 -0.03846 0.24956
• 0.09424 0.16605 -0.08072
• 0.08072 -0.09424 -0.07094
• 0.07094 -0.08072 0.09775
• 0.05990 0.16153 -0.09402
• 0.09402 -0.05990 0.01168
• 0.09693 0.01168 -0.13747
• 0.13747 -0.09693 0.13379
• 0.04449 0.13379 -0.05244
• 0.05244 -0.04449 -0.09658
• 0.09658 -0.05244 -0.03795
• 0.03795 -0.09658 0.05888
• 0.03004 0.05888 -1.00000

  576.542

  Feb

  636.372

  2000 Jan

  676.919 0.16153 0.00839 -0.05990

  Des

  582.78 0.00839 0.09775 0.16153

  Nov

  577.932 0.09775 -0.07094 0.00839

  Okt

  526.469

  Sept

  566.67

  Aug

  616.428

  Jul

  680.561 0.16605 0.18872 -0.09424

  Mar

  583.276 0.01168 -0.09402 -0.09693

  Apr

  Sept

  416.321

  Des

  429.214 0.05888 -0.03795 -0.03004

  Nov

  405.347

  Okt

  421.336

  466.38

  526.737

  Aug

  492.193

  Jul

  515.11 0.13379 -0.13747 -0.04449

  Jun

  454.327

  Mei

  Jun

  583.649 0.18872 0.24956 0.16605

  Mei

  482.378

  Jun

  420.465

  Mei

  460.135

  Apr

  541.425 0.12241 -0.00733 -0.15014

  Mar

  Feb

  Jul

  485.938

  1998 Jan

  401712

  Des

  401708

  IHSG Rm Rm -1 Rm + 1 1997 Nov

  DATA IHSG DAN RETURN PASAR BULANAN SELAMA KRISIS MONETER Tahun Bulan

  445.92 0.06054 -0.08621 0.08028

  481.717 0.08028 0.06054 -0.28913

  490.99 0.24956 -0.00798 0.18872

  398.033 0.03045 0.28427 0.03492

  Apr

  392.93

  Mar

  396.089

  Feb

  411.932 0.03492 0.03045 -0.03846

  1999 Jan

  Des

  Aug

  386.271 0.28427 0.08915 0.03045

  Nov

  300.77 0.08915 -0.19357 0.28427

  Okt

  276.15

  Sept

  342.436

  Perpustakaan Unika

  TABEL BETA DAN BETA KOREKSI SEBELUM KRISIS MONETER NO KODE BETA B-1 B-0 B+1 p wi Bi 1994

  32 MTDL 0.110 0.1299 0.0975 -0.1741 -0.0782 1.0926 0.0491

  24 SMCB 0.073 -0.2627 -0.1106 -0.0687 -0.0782 1.0926 -0.4726

  25 SMGR 0.126 -0.1449 0.1625 0.3440 -0.0782 1.0926 0.3801

  26 ALMI -0.522 0.2963 -0.2015 1.9193 -0.0782 1.0926 2.2193

  27 CTBN 0.263 -0.4339 0.3164 0.6556 -0.0782 1.0926 0.5586

  28 JPRS 2.227 -1.2014 1.9923 -0.7190 -0.0782 1.0926 -0.1060

  29 TBMS 0.923 -0.3164 0.8841 -0.0387 -0.0782 1.0926 0.4961

  30 IKBI -0.522 0.2963 -0.2015 1.9193 -0.0782 1.0926 2.2193

  31 SCCO 0.050 0.3666 0.1456 0.3768 -0.0782 1.0926 0.9579

  33 MLPL -0.556 -1.0110 -0.5739 0.5870 -0.0782 1.0926 -1.0372

  22 BRNA 0.214 0.1736 0.2633 0.2026 -0.0782 1.0926 0.6743

  34 TRPK -0.649 1.0854 -0.2999 1.5570 -0.0782 1.0926 2.5874

  35 GDYR 0.612 0.7382 0.7072 0.1160 -0.0782 1.0926 1.6406

  36 INDS 0.862 -0.2546 0.9083 0.4865 -0.0782 1.0926 1.1616

  37 NIPS -0.567 0.3081 -0.2988 1.5635 -0.0782 1.0926 1.7462

  38 INTD -0.347 0.1969 -0.1147 1.4056 -0.0782 1.0926 1.6362

  39 BYSP 0.689 1.2668 0.6412 -1.2028 -0.0782 1.0926 0.7112

  40 MERK 0.124 0.1850 0.1820 0.2585 -0.0782 1.0926 0.6665

  41 SCPI -0.038 -0.0677 -0.0413 0.0239 -0.0782 1.0926 -0.0892

  23 IGAR -0.577 -2.0642 -0.9910 -1.3032 -0.0782 1.0926 -4.6703

  21 ASTR -0.296 1.3393 -0.1479 0.0439 -0.0782 1.0926 1.3636

  1 CPIN -0.277 1.3240 -0.1406 -0.0243 -0.0782 1.0926 1.2795

  10 BATI 0.490 0.1960 0.5787 0.4506 -0.0782 1.0926 1.2852

  2 CPDW -0.592 2.4851 -0.1519 1.1815 -0.0782 1.0926 3.8544

  3 TPFC -0.198 1.1054 -0.0956 -0.0955 -0.0782 1.0926 1.0080

  4 DMAD 1.048 -0.3446 1.0032 -0.0580 -0.0782 1.0926 0.5633

  5 INCO 0.931 -0.4481 0.9515 0.4517 -0.0782 1.0926 0.9554

  6 DLTA -0.355 -0.0176 -0.4020 -0.2980 -0.0782 1.0926 -0.7468

  7 MLBI 0.930 0.1335 0.9953 0.3417 -0.0782 1.0926 1.5145

  8 SHDS 0.072 -0.0784 0.0900 0.1777 -0.0782 1.0926 0.1985

  9 SUBA -0.319 1.2227 -0.1937 -0.0221 -0.0782 1.0926 1.1182

  11 CNTX 0.287 0.3748 0.4949 1.1173 -0.0782 1.0926 2.1252

  20 AKPI -0.255 -0.1767 -0.2739 -0.0010 -0.0782 1.0926 -0.4681

  12 TFCO 0.202 0.1604 0.2234 0.0302 -0.0782 1.0926 0.4316

  13 UNTX -0.567 2.4738 -0.1210 1.2265 -0.0782 1.0926 3.9222

  14 CNBE 1.176 0.6958 1.3217 0.4776 -0.0782 1.0926 2.6038

  15 IMAS 0.570 0.1205 0.6882 0.6991 -0.0782 1.0926 1.5838

  16 BATA 0.263 -0.4339 0.3164 0.6556 -0.0782 1.0926 0.5586

  17 SUMI -0.206 0.0619 -0.1176 0.5414 -0.0782 1.0926 0.5416

  18 INRU -1.420 -0.5061 -1.7802 -2.0381 -0.0782 1.0926 -4.5601

  19 KKGI 0.649 1.3588 0.6431 -0.9906 -0.0782 1.0926 1.0454

  42 SQIB -0.006 0.0959 -0.0008 -0.0297 -0.0782 1.0926 0.0715 Perpustakaan Unika

  44 ITMA 0.622 -0.0643 0.7151 0.6612 -0.0782 1.0926 1.3674

  7 MLBI -0.058 -0.1426 -0.0709 0.1390 -0.0334 1.0358 -0.0747

  0.9310 TABEL BETA DAN BETA KOREKSI SEBELUM KRISIS MONETER NO KODE BETA B-1 B-0 B+1 p wi Bi 1995

  1 CPIN 0.300 -0.0231 0.4064 -1.7025 -0.0334 1.0358 -1.3811

  2 CPDW -0.822 -0.0081 -0.8400 0.2755 -0.0334 1.0358 -0.5631

  3 TPFC 0.293 0.1113 0.4025 -1.6862 -0.0334 1.0358 -1.2288

  4 DMAD 0.980 1.3380 0.9478 1.1851 -0.0334 1.0358 3.5613

  5 INCO 0.042 -0.0322 0.0596 -0.2895 -0.0334 1.0358 -0.2736

  6 DLTA 0.613 0.3081 0.6461 -0.3688 -0.0334 1.0358 0.5832

  8 SHDS 0.677 0.6689 0.6561 0.6660 -0.0334 1.0358 2.0389

  64 MDLN -0.558 2.5125 -0.1104 1.2139 -0.0782 1.0926 3.9612

  9 SUBA 0.300 -0.0231 0.4064 -1.7025 -0.0334 1.0358 -1.3811

  10 BATI 0.103 -0.0702 0.0644 0.5835 -0.0334 1.0358 0.5962

  11 CNTX -1.968 -0.6079 -2.0332 0.7401 -0.0334 1.0358 -1.8964

  12 TFCO -0.836 -1.0199 -0.7985 1.1002 -0.0334 1.0358 -0.7153

  13 UNTX -0.822 -0.0081 -0.8400 0.2755 -0.0334 1.0358 -0.5631

  14 CNBE -1.109 0.0039 -1.0834 -0.4123 -0.0334 1.0358 -1.5066

  15 IMAS -1.190 0.6318 -1.2908 1.9254 -0.0334 1.0358 1.3581

  65 SHID -0.060 0.0391 -0.0014 0.3611 -0.0782 1.0926 0.4359 9.303 60.5136 Rt2 0.143116

  63 MTSM 0.372 0.6516 0.4684 0.1827 -0.0782 1.0926 1.3801

  45 BLTA 0.995 0.2197 1.0722 0.3563 -0.0782 1.0926 1.7015

  53 BNUM 0.223 0.8545 0.3406 0.1802 -0.0782 1.0926 1.4711

  46 RIGS 2.733 0.6318 2.6798 -0.7951 -0.0782 1.0926 2.5014

  47 ZBRA 0.685 1.2845 0.6471 -1.1503 -0.0782 1.0926 0.7936

  48 TKGA -0.043 0.5626 0.1152 0.6565 -0.0782 1.0926 1.4472

  49 BNLI 0.630 0.6862 0.7154 0.0870 -0.0782 1.0926 1.5603

  50 BDTA -0.683 -0.5939 -0.6063 0.9258 -0.0782 1.0926 -0.2436

  51 PDFC 0.856 -0.2806 0.9012 0.4949 -0.0782 1.0926 1.1354

  52 BNSY -0.535 -1.2155 -0.6401 0.1524 -0.0782 1.0926 -1.8017

  54 IDVS -1.006 0.8161 -0.7755 0.9592 -0.0782 1.0926 1.1644

  62 DILD 0.013 -0.6906 -0.0139 0.3080 -0.0782 1.0926 -0.4319

  55 INPC -0.529 2.6471 -0.0666 1.2159 -0.0782 1.0926 4.1542

  56 PNBN 0.331 0.4828 0.4669 0.5651 -0.0782 1.0926 1.6119

  57 ASBI 0.243 0.1124 0.5244 1.7928 -0.0782 1.0926 2.6061

  58 ASDM -0.103 1.3244 0.0957 0.3939 -0.0782 1.0926 1.9731

  59 AHAP 0.170 0.4914 0.2277 0.0418 -0.0782 1.0926 0.8103

  60 ASRM 0.409 0.6618 0.4899 0.0748 -0.0782 1.0926 1.2947

  61 POOL 0.035 0.0241 -0.0302 0.0159 -0.0782 1.0926 0.0135

  16 BATA 2.635 0.1357 2.5515 1.4055 -0.0334 1.0358 4.1479 Perpustakaan Unika

  18 INRU 1.170 -0.7365 1.1330 0.2288 -0.0334 1.0358 0.6071

  51 PDFC 0.938 1.6286 1.0000 -0.1778 -0.0334 1.0358 2.5029

  43 UNVR 0.613 0.4007 0.6483 -0.3689 -0.0334 1.0358 0.6812

  44 ITMA 0.792 0.0802 0.7521 0.6761 -0.0334 1.0358 1.5356

  45 BLTA 0.938 1.6286 1.0000 -0.1778 -0.0334 1.0358 2.5029

  46 RIGS 0.321 -0.4019 0.4148 -1.6969 -0.0334 1.0358 -1.7593

  47 ZBRA 0.758 0.3478 0.7848 -0.2526 -0.0334 1.0358 0.8834

  48 TKGA 1.304 0.9114 1.3418 -0.1579 -0.0334 1.0358 2.1223

  49 BNLI 1.051 -0.2281 1.0817 -0.6060 -0.0334 1.0358 0.2177

  50 BDTA 0.921 1.4338 0.9712 -0.0984 -0.0334 1.0358 2.3545

  52 BNSY 0.737 -0.9297 0.6502 0.9299 -0.0334 1.0358 0.6504

  41 SCPI -0.107 -0.3737 -0.1106 -0.1345 -0.0334 1.0358 -0.6371

  53 BNUM -3.174 -0.7084 3.2263 0.4833 -0.0334 1.0358 2.9931

  54 IDVS -2.012 0.0962 -2.0825 1.1723 -0.0334 1.0358 -0.7686

  55 INPC 0.502 0.2072 0.5515 -0.6829 -0.0334 1.0358 0.0588

  56 PNBN 0.286 -0.5362 0.2980 -0.4607 -0.0334 1.0358 -0.7347

  57 ASBI -0.986 -0.5645 -1.0595 0.8899 -0.0334 1.0358 -0.7224

  58 ASDM -0.513 -0.5240 -0.5092 -0.3136 -0.0334 1.0358 -1.3768

  59 AHAP -0.395 -0.4185 -0.4070 -0.0186 -0.0334 1.0358 -0.8597

  60 ASRM -0.673 -0.1268 -0.6673 -0.1570 -0.0334 1.0358 -0.9612

  42 SQIB -0.052 0.0015 -0.0468 -0.0808 -0.0334 1.0358 -0.1289

  40 MERK -0.053 0.1455 -0.0555 0.1186 -0.0334 1.0358 0.2180

  19 KKGI 0.805 0.1895 0.8255 -0.2272 -0.0334 1.0358 0.7865

  28 JPRS 1.765 0.5077 1.6515 2.0564 -0.0334 1.0358 4.3075

  20 AKPI 0.892 0.0312 0.9137 -0.3271 -0.0334 1.0358 0.6072

  21 ASTR 0.312 -0.0533 0.4188 -1.7309 -0.0334 1.0358 -1.4293

  22 BRNA -0.082 0.3703 -0.1080 0.6031 -0.0334 1.0358 0.9003

  23 IGAR 13.300 -2.6676 13.2228 -0.0933 -0.0334 1.0358 10.3629

  24 SMCB 0.734 0.1844 0.7426 -0.0538 -0.0334 1.0358 0.8779

  25 SMGR 1.205 1.0098 1.1763 0.9549 -0.0334 1.0358 3.2113

  26 ALMI 0.544 1.1807 0.4710 1.7480 -0.0334 1.0358 3.5047

  27 CTBN 2.603 -0.0165 2.5173 1.3622 -0.0334 1.0358 3.9113

  29 TBMS 0.660 -0.4402 0.5852 0.9745 -0.0334 1.0358 1.1386

  39 BYSP 0.805 0.1895 0.8255 -0.2272 -0.0334 1.0358 0.7865

  30 IKBI 0.544 1.1807 0.4710 1.7480 -0.0334 1.0358 3.5047

  31 SCCO 0.705 -0.8003 0.6342 0.7402 -0.0334 1.0358 0.5719

  32 MTDL 0.547 0.1144 0.5518 -0.0143 -0.0334 1.0358 0.6555

  33 MLPL 0.789 1.3226 0.8439 -0.2135 -0.0334 1.0358 1.9928

  34 TRPK 0.757 1.3783 0.8076 -0.1203 -0.0334 1.0358 2.1107

  35 GDYR 1.050 -0.2281 1.0817 -0.6060 -0.0334 1.0358 0.2177

  36 INDS 0.938 1.6286 1.0000 -0.1778 -0.0334 1.0358 2.5029

  37 NIPS -0.021 1.1565 -0.0636 1.2478 -0.0334 1.0358 2.4269

  38 INTD 0.575 0.5939 0.4943 1.5893 -0.0334 1.0358 2.7557

  61 POOL -0.203 -0.1819 -0.2072 -0.0297 -0.0334 1.0358 -0.4264 Perpustakaan Unika

  63 MTSM -3.159 -0.7719 3.2148 0.5047 -0.0334 1.0358 2.9381

  26 ALMI 0.139 -0.8069 0.3293 -0.0547 0.2270 0.8439 -0.3978

  19 KKGI -0.790 1.1884 -1.0369 1.0339 0.2270 0.8439 0.8384

  20 AKPI -0.143 1.4691 -0.4620 0.8876 0.2270 0.8439 1.5268

  21 ASTR 1.487 -0.1755 1.5618 0.9555 0.2270 0.8439 2.2200

  22 BRNA 1.081 -0.9171 1.3001 0.0295 0.2270 0.8439 0.5511

  23 IGAR -1.119 0.6303 -1.2810 -0.3688 0.2270 0.8439 -1.0603

  24 SMCB 0.787 0.2965 0.7242 0.2198 0.2270 0.8439 1.1599

  25 SMGR 2.087 -0.3541 2.1779 0.2019 0.2270 0.8439 2.0495

  27 CTBN 5.251 -1.8881 5.7168 0.5110 0.2270 0.8439 4.5547

  17 SUMI 0.008 1.6700 -0.3969 -0.2268 0.2270 0.8439 0.8210

  28 JPRS -0.977 0.1330 -1.0038 0.1315 0.2270 0.8439 -0.7806

  29 TBMS 0.272 -0.6280 0.4234 0.0767 0.2270 0.8439 -0.0418

  30 IKBI 0.151 0.3043 0.0863 0.2135 0.2270 0.8439 0.5233

  31 SCCO 0.219 -0.2704 0.2794 -0.1012 0.2270 0.8439 -0.0342

  32 MTDL 0.209 0.0987 0.1632 -0.6622 0.2270 0.8439 -0.3123

  33 MLPL 3.647 1.1364 3.3766 -0.0156 0.2270 0.8439 4.3225

  34 TRPK 0.168 0.6291 0.0423 0.7023 0.2270 0.8439 1.1657

  18 INRU 7.772 -5.1330 8.9351 -1.6444 0.2270 0.8439 3.2159

  16 BATA 5.080 -1.6262 5.5023 1.0361 0.2270 0.8439 5.0043

  64 MDLN -0.822 -0.0081 -0.8400 0.2755 -0.0334 1.0358 -0.5631

  6 DLTA -0.556 1.9316 -0.9747 1.1762 0.2270 0.8439 1.6478

  65 SHID -0.240 -0.6181 -0.1832 -1.2116 -0.0334 1.0358 -2.0785 29.325 0.9086 Rt2 0.451156

  TABEL BETA DAN BETA KOREKSI SEBELUM KRISIS MONETER NO KODE BETA B-1 B-0 B+1 p wi Bi 1996

  1 CPIN 1.616 -0.3178 1.7235 0.9289 0.2270 0.8439 2.2393

  2 CPDW 1.120 -0.1261 1.1350 -0.4297 0.2270 0.8439 0.6660

  3 TPFC 1.630 -0.5216 1.7820 0.8298 0.2270 0.8439 2.0420

  4 DMAD -0.489 -0.0530 -0.4668 0.2785 0.2270 0.8439 -0.2766

  5 INCO 0.336 0.4210 0.2446 0.2614 0.2270 0.8439 0.8206

  7 MLBI 1.421 -0.1840 1.4732 0.2411 0.2270 0.8439 1.5214

  15 IMAS 0.248 -0.4051 0.3378 -0.1858 0.2270 0.8439 -0.1609

  8 SHDS 1.194 -0.1712 1.2389 0.1161 0.2270 0.8439 1.1924

  9 SUBA 1.616 -0.3178 1.7235 0.9289 0.2270 0.8439 2.2393

  10 BATI 1.160 -0.5924 1.2917 -0.2586 0.2270 0.8439 0.5735

  11 CNTX -1.808 1.1161 -2.0406 0.9408 0.2270 0.8439 -0.3049

  12 TFCO 1.421 -0.1840 1.4732 0.2411 0.2270 0.8439 1.5214

  13 UNTX 1.120 -0.1261 1.1350 -0.4297 0.2270 0.8439 0.6660

  14 CNBE 0.692 -0.3161 0.7724 0.1617 0.2270 0.8439 0.6422

  35 GDYR 2.518 -0.9417 2.7482 0.1966 0.2270 0.8439 2.1195 Perpustakaan Unika

  37 NIPS -0.258 0.6275 -0.4022 0.1478 0.2270 0.8439 0.2520

  1 CPIN -0.0446 0.0918 -0.0338 -0.1719 -0.03941 1.0428 -0.1173

  60 ASRM 0.049 -0.0001 0.0567 0.2143 0.2270 0.8439 0.2375

  61 POOL 0.042 0.0102 0.0393 -0.0024 0.2270 0.8439 0.0458

  62 DILD -0.201 -0.3788 -0.1115 -0.0066 0.2270 0.8439 -0.4367

  63 MTSM 1.286 0.9769 1.0848 0.8890 0.2270 0.8439 2.6594

  64 MDLN 1.120 -0.1261 1.1350 -0.4297 0.2270 0.8439 0.6660

  65 SHID 0.558 0.2007 0.5507 1.1847 0.2270 0.8439 1.7197 Rt2 52.799 77.8505 0.812294

  1.1977 TABEL BETA DAN BETA KOREKSI SELAMA KRISIS MONETER NO KODE BETA B-1 B-0 B+1 p wi Bi 1998

  2 CPDW 0.0935 0.5886 0.0519 0.4431 -0.03941 1.0428 1.1277

  58 ASDM -0.500 -1.5989 -0.1163 0.1161 0.2270 0.8439 -1.3676

  3 SHSA 0.2940 0.2053 0.2775 0.5829 -0.03941 1.0428 1.0994

  4 ALDI 0.8120 1.8374 0.7671 -0.6431 -0.03941 1.0428 2.0124

  5 ANTM 0.3020 0.0495 0.3217 -0.4129 -0.03941 1.0428 -0.0572

  6 TINS 0.2380 0.0816 0.2467 -0.1332 -0.03941 1.0428 0.1929

  7 AQUA 0.2160 0.8548 0.1996 -0.4033 -0.03941 1.0428 0.6705

  8 DLTA 0.5010 -0.4613 0.4789 0.1030 -0.03941 1.0428 0.1053

  9 MLBI -0.0919 -0.0859 -0.0857 0.2259 -0.03941 1.0428 0.0603

  59 AHAP -0.058 -0.2365 -0.0047 -0.0935 0.2270 0.8439 -0.2831

  57 ASBI 0.167 -0.2685 0.1772 -1.5696 0.2270 0.8439 -1.3739

  38 INTD 0.126 0.1292 0.0907 -0.1201 0.2270 0.8439 0.0984

  46 RIGS -0.919 0.1112 -0.9186 0.7873 0.2270 0.8439 -0.1604

  39 BYSP -0.790 1.1884 -1.0369 1.0339 0.2270 0.8439 0.8384

  40 MERK 0.252 0.5653 0.1068 -0.3115 0.2270 0.8439 0.3209

  41 SCPI 0.352 0.0479 0.1943 0.0605 0.2270 0.8439 0.2858

  42 SQIB 3.833 -9.6588 16.3345 6.0425 0.2270 0.8439 13.2829

  43 UNVR 0.608 0.7908 0.4371 0.4956 0.2270 0.8439 1.5227

  44 ITMA 0.323 0.7908 0.4371 0.4956 0.2270 0.8439 1.5227

  45 BLTA 0.152 0.6421 0.0257 0.7598 0.2270 0.8439 1.2086

  47 ZBRA -0.753 1.1611 -0.9922 1.0608 0.2270 0.8439 0.8828

  56 PNBN -0.197 0.1857 -0.2248 0.4678 0.2270 0.8439 0.3266

  48 TKGA 0.555 0.5561 0.4254 0.0881 0.2270 0.8439 0.9690

  49 BNLI 3.940 -1.7985 4.3742 0.1922 0.2270 0.8439 3.0188

  50 BDTA 0.574 0.1389 0.5552 0.4147 0.2270 0.8439 1.0224

  51 PDFC 0.152 0.6421 0.0257 0.7598 0.2270 0.8439 1.2086

  52 BNSY 0.881 -0.2416 0.9531 0.4252 0.2270 0.8439 1.1080

  53 BNUM 1.149 1.0673 0.9292 0.9962 0.2270 0.8439 2.6705

  54 IDVS 0.486 0.7308 0.3190 0.2001 0.2270 0.8439 1.1045

  55 INPC 1.156 -0.1692 1.1866 -0.2949 0.2270 0.8439 0.7950

  10 SMAR 0.4240 -0.1829 0.4088 0.1840 -0.03941 1.0428 0.4100 Perpustakaan Unika

  12 BATI -0.0015 -0.0209 0.0086 -0.2610 -0.03941 1.0428 -0.2854

  45 CMPP 0.3610 -0.0595 0.3331 0.6104 -0.03941 1.0428 0.9076

  37 TURI 1.0130 1.2208 0.8479 5.0822 -0.03941 1.0428 7.4206

  38 MDRN 0.0864 0.5130 0.0607 0.1336 -0.03941 1.0428 0.7349

  39 MERK 0.0356 -0.3493 0.0206 0.0307 -0.03941 1.0428 -0.3116

  40 SQIB 0.0020 -0.0018 0.0026 -0.0171 -0.03941 1.0428 -0.0170

  41 TSPC 0.4950 -0.5453 0.4712 0.0493 -0.03941 1.0428 -0.0461

  42 TCID 0.2500 0.1578 0.2645 0.4979 -0.03941 1.0428 0.9482

  43 MRAT 0.1720 -0.3731 -0.1570 0.0004 -0.03941 1.0428 -0.2317

  44 BLTA 0.0908 0.2103 0.1037 0.5046 -0.03941 1.0428 0.8492

  46 HITS 0.1560 0.4278 0.1792 -0.1499 -0.03941 1.0428 0.4690

  35 NIPS -0.3620 -0.5996 -0.4401 1.2966 -0.03941 1.0428 0.2868

  47 RIGS 1.5400 -1.5481 2.0399 13.3676 -0.03941 1.0428 14.3650

  48 ISAT 0.2420 0.4226 0.2064 1.2500 -0.03941 1.0428 1.9506

  49 MPPA 0.0510 -0.3068 -0.0104 0.0820 -0.03941 1.0428 -0.2449

  50 TGKA 0.0159 -0.0489 0.0180 -0.0489 -0.03941 1.0428 -0.1321

  51 LPGI 0.4240 0.2473 0.4342 0.4696 -0.03941 1.0428 1.1817

  52 POOL -0.0743 0.0159 -0.0719 -0.0441 -0.03941 1.0428 -0.1013

  53 JRPT 0.5440 -0.2527 0.5742 0.9522 -0.03941 1.0428 1.3037

  54 MTSM 0.1180 -0.0021 0.1049 0.3080 -0.03941 1.0428 0.4239

  36 PRAS -0.0075 0.2547 0.0022 0.0083 -0.03941 1.0428 0.2765

  34 INDS 0.0708 0.4682 0.0957 -0.1554 -0.03941 1.0428 0.4219

  13 GGRM 0.1610 0.3482 0.1571 0.4226 -0.03941 1.0428 0.9609

  22 BATA 0.0824 0.3881 0.0851 0.4280 -0.03941 1.0428 0.9362

  14 HMSP 0.4650 -0.0425 0.4844 -0.4943 -0.03941 1.0428 -0.0755

  15 ERTX -0.2130 0.2051 -0.1695 0.8463 -0.03941 1.0428 0.9268

  16 RDTX 0.1340 -0.2567 0.1169 0.1622 -0.03941 1.0428 0.0184

  17 SSTM 0.1390 0.2161 0.1203 0.6435 -0.03941 1.0428 1.0166

  18 MYTX -0.1410 -0.1850 -0.1125 0.8562 -0.03941 1.0428 0.5873

  19 INDR 0.4650 0.0916 0.4655 0.0818 -0.03941 1.0428 0.6463

  20 KARW 0.4720 -0.0710 0.4928 0.5515 -0.03941 1.0428 0.9939

  21 PBRX 0.3140 0.3067 0.3192 0.4121 -0.03941 1.0428 1.0687

  23 TKIM -0.8980 0.3657 0.9045 0.5032 -0.03941 1.0428 1.8105

  33 HEXA 0.0517 -0.1018 0.0491 -0.0326 -0.03941 1.0428 -0.0911

  24 DYNA 0.0851 0.2621 0.0933 0.4410 -0.03941 1.0428 0.8264

  25 SMGR 0.4410 -0.2869 0.3305 2.3614 -0.03941 1.0428 2.4938

  26 INAI 0.4450 -0.1233 0.4334 0.1703 -0.03941 1.0428 0.4825

  27 LION 0.2540 0.2766 0.2538 0.2646 -0.03941 1.0428 0.8182

  28 PICO 0.3010 -0.0194 0.2992 0.0203 -0.03941 1.0428 0.3001

  29 TBMS 0.1620 -0.2466 0.1621 -0.2369 -0.03941 1.0428 -0.3420

  30 KOMI -0.0259 0.4616 -0.0228 0.3569 -0.03941 1.0428 0.8308

  31 SCCO 0.3520 0.9048 0.3433 -0.6444 -0.03941 1.0428 0.6149

  32 GDYR 0.1030 0.4790 0.1061 0.3803 -0.03941 1.0428 1.0021

  55 RBMS 0.5670 0.3044 0.5733 0.1328 -0.03941 1.0428 1.0292 Perpustakaan Unika

  57 PLIN 0.0108 0.0318 0.0049 0.1710 -0.03941 1.0428 0.2163 11.9697 52.3506

  28 PICO 1.8550 4.6223 0.2555 1.1966 0.31942 0.8051 4.9403

  21 PBRX -0.0267 1.1162 -0.4219 0.3309 0.31942 0.8051 0.7432

  22 BATA 0.3200 0.5227 0.1745 -0.0319 0.31942 0.8051 0.5696

  23 TKIM 0.7590 0.3791 0.5600 0.4194 0.31942 0.8051 1.2028

  24 DYNA 0.9560 2.2253 0.1471 0.7607 0.31942 0.8051 2.5512

  25 SMGR 0.3540 0.7226 0.1187 0.1167 0.31942 0.8051 0.7945

  26 INAI 0.5890 2.0333 -0.0816 0.3702 0.31942 0.8051 1.8534

  27 LION 0.2710 -0.9487 1.0302 -2.3006 0.31942 0.8051 -1.5858

  29 TBMS 3.0080 2.3017 3.4873 -5.4921 0.31942 0.8051 0.9187

  19 INDR 0.3190 -0.7320 0.6281 -0.4535 0.31942 0.8051 -0.3264

  30 KOMI 0.3630 0.9592 0.0551 0.1334 0.31942 0.8051 0.9348

  31 SCCO 0.3220 2.0037 -0.4487 0.8880 0.31942 0.8051 1.8794

  32 GDYR 1.2480 0.3439 1.2265 -0.3788 0.31942 0.8051 1.1985

  33 HEXA -1.7840 1.1334 -2.3688 1.2115 0.31942 0.8051 -0.4809

  34 INDS 1.0580 0.3092 1.0938 -0.6015 0.31942 0.8051 0.8584

  35 NIPS 0.0800 -1.6728 1.6700 -0.4867 0.31942 0.8051 -0.0686

  36 PRAS 0.8240 2.1854 0.0130 0.8258 0.31942 0.8051 2.4373

  20 KARW 0.1930 1.0839 -0.2241 0.4821 0.31942 0.8051 1.0367

  18 MYTX 0.0317 2.9889 -0.7786 -0.2965 0.31942 0.8051 1.3890

  Rt2 0.2100 0.9184

  7 AQUA 0.3450 1.0631 0.1082 -0.3523 0.31942 0.8051 0.6805

  TABEL BETA DAN BETA KOREKSI SELAMA KRISIS MONETER NO KODE BETA B-1 B-0 B+1 p wi Bi 1999

  1 CPIN 0.7020 -0.9011 1.0244 -0.2836 0.31942 0.8051 0.0706

  2 CPDW 1.3370 9.5046 -2.3241 4.2318 0.31942 0.8051 8.7350

  3 SHSA -0.5840 1.0252 -0.6967 -0.8886 0.31942 0.8051 -0.5867

  4 ALDI 0.5150 1.5250 -0.0438 0.5441 0.31942 0.8051 1.6220

  5 ANTM 0.1740 0.1269 0.1367 0.0021 0.31942 0.8051 0.2406

  6 TINS 0.2300 -0.6555 0.2608 0.7660 0.31942 0.8051 0.3498

  8 DLTA -0.2440 1.3500 -0.4234 -1.0257 0.31942 0.8051 -0.1622

  17 SSTM -0.9600 3.7132 -1.7851 -1.2356 0.31942 0.8051 0.2096

  9 MLBI 0.1740 -0.8836 0.6378 -0.9826 0.31942 0.8051 -0.8646

  10 SMAR 3.2640 5.9938 -0.8646 -3.0990 0.31942 0.8051 1.4659

  11 ULTJ 0.4310 0.4744 0.3799 -0.4164 0.31942 0.8051 0.4266

  12 BATI 0.0661 -0.3772 0.1279 0.2306 0.31942 0.8051 0.0099

  13 GGRM 0.2780 0.8448 0.0253 0.0291 0.31942 0.8051 0.7289

  14 HMSP 0.6730 0.1971 0.5161 0.4734 0.31942 0.8051 1.0559

  15 ERTX 0.6630 2.0768 -0.1006 0.7495 0.31942 0.8051 2.1748

  16 RDTX 0.7150 1.0463 0.2151 0.9302 0.31942 0.8051 1.8063

  37 TURI -1.0290 0.5666 1.1036 -0.4328 0.31942 0.8051 1.2113 Perpustakaan Unika

  Perpustakaan Unika

  39 MERK -0.9010 -0.1771 0.8682 0.0906 0.31942 0.8051 0.7985

  40 SQIB -0.7790 -0.1066 0.6778 0.3331 0.31942 0.8051 0.8602

  41 TSPC 1.8890 5.2066 -0.0725 2.1079 0.31942 0.8051 5.8163

  42 TCID 0.5120 -0.2135 0.8331 -1.2374 0.31942 0.8051 -0.3350

  43 MRAT -0.4570 1.3307 0.8459 0.0007 0.31942 0.8051 0.2261

  44 BLTA 0.0241 -0.0015 -0.0505 0.3580 0.31942 0.8051 0.2366

  45 CMPP 0.9110 0.8394 0.6452 0.0981 0.31942 0.8051 1.4000

  46 HITS 1.5340 1.8421 0.7337 1.2553 0.31942 0.8051 3.2274

  47 RIGS 0.5410 -0.5856 0.5517 0.7661 0.31942 0.8051 0.6970

  48 ISAT 0.7150 0.0065 0.7362 -0.1116 0.31942 0.8051 0.6516

  49 MPPA -2.1370 3.4265 -1.3215 0.8811 0.31942 0.8051 2.1465

  50 TGKA 0.1520 1.6019 -0.0606 1.6019 0.31942 0.8051 0.2486

  51 LPGI 0.4720 0.6659 0.4721 -0.9280 0.31942 0.8051 0.2612

  52 POOL 0.4510 -1.2659 0.7378 0.3940 0.31942 0.8051 0.0358

  53 JRPT 2.4750 1.8316 1.5428 -1.8995 0.31942 0.8051 1.4881

  54 MTSM -1.3630 0.8320 1.0679 -0.2508 0.31942 0.8051 1.5359

  55 RBMS 0.6040 -0.0861 0.5387 0.4298 0.31942 0.8051 0.8154

  56 SMRA 1.3650 2.6656 0.3486 1.1380 0.31942 0.8051 3.4109

  57 PLIN -0.0118 -0.0199 -0.0052 -0.0040 0.31942 0.8051 -0.0244 25.0305 67.3857

  Rt2 0.4391

  1.1822 TABEL BETA DAN BETA KOREKSI SELAMA KRISIS MONETER NO KODE BETA B-1 B-0 B+1 p wi Bi 2000

  1 CPIN 0.4060 0.6234 0.6152 0.0336 -0.19971 1.3325 1.4906

  2 CPDW -0.7520 0.3756 0.8908 -0.0569 -0.19971 1.3325 1.3155

  3 SHSA 0.7460 1.6214 1.3943 0.3818 -0.19971 1.3325 4.0637

  4 ALDI 2.8250 0.8916 3.2666 0.4503 -0.19971 1.3325 5.0547

  5 ANTM 0.5050 -0.2658 0.4549 0.0962 -0.19971 1.3325 0.2290

  6 TINS 0.8130 0.0421 0.8251 -0.0033 -0.19971 1.3325 0.8768

  7 AQUA 1.8050 -0.6075 1.6045 -0.0232 -0.19971 1.3325 0.7640

  8 DLTA 0.0191 1.6535 -0.5323 -0.0787 -0.19971 1.3325 1.5662

  9 MLBI 0.3120 -0.0460 0.2253 0.0768 -0.19971 1.3325 0.2662

  10 SMAR 0.3380 -0.7572 0.0271 -0.2012 -0.19971 1.3325 -1.2500

  11 ULTJ 0.7050 0.7297 0.9595 0.0665 -0.19971 1.3325 2.0205

  12 BATI -0.5620 -0.2739 -0.6705 -0.0618 -0.19971 1.3325 -1.1178

  13 GGRM 1.8830 0.0212 1.8981 0.0235 -0.19971 1.3325 1.9577

  14 HMSP 1.5670 0.0728 1.5792 -0.0298 -0.19971 1.3325 1.6365

  15 ERTX -0.2750 -0.1243 -0.2897 0.0688 -0.19971 1.3325 -0.3637

  16 RDTX -0.0434 0.3817 0.0832 0.0162 -0.19971 1.3325 0.6133

  17 SSTM 0.3830 -0.2637 0.3149 0.0444 -0.19971 1.3325 0.0226

  18 MYTX 1.7450 0.0493 1.7605 0.0009 -0.19971 1.3325 1.8273

  19 INDR 0.6850 0.1419 0.7360 0.0164 -0.19971 1.3325 0.9470

  20 KARW 1.5980 -0.1496 1.5444 -0.0182 -0.19971 1.3325 1.3208

  50 TGKA -0.4600 -0.2032 -0.5436 -0.2032 -0.19971 1.3325 -0.8888

  43 MRAT -1.4870 0.4351 1.3765 -0.0773 -0.19971 1.3325 -0.8996

  44 BLTA -1.0330 -0.4110 -1.1647 -0.0032 -0.19971 1.3325 -1.7166

  45 CMPP 1.3460 0.2675 1.4567 0.0730 -0.19971 1.3325 1.9104

  46 HITS 0.9860 0.1497 1.0014 -0.0892 -0.19971 1.3325 1.0820

  47 RIGS 9.4740 6.1543 7.3683 -0.4454 -0.19971 1.3325 14.9754

  48 ISAT 0.7950 0.5261 0.9331 0.0201 -0.19971 1.3325 1.6609

  49 MPPA 0.4940 0.4381 0.6872 0.1531 -0.19971 1.3325 1.4750

  51 LPGI 0.9480 1.7171 0.3353 0.1947 -0.19971 1.3325 2.8827

  41 TSPC 0.1800 -0.2783 0.0743 -0.0489 -0.19971 1.3325 -0.3617

  52 POOL -0.5460 0.5526 -0.3284 0.1201 -0.19971 1.3325 0.5679

  53 JRPT 3.4800 -0.6235 3.2597 -0.0640 -0.19971 1.3325 2.3436

  54 MTSM -0.8860 0.2636 -0.8112 -0.0244 -0.19971 1.3325 -0.4923

  55 RBMS 1.2220 0.7993 1.5104 0.0999 -0.19971 1.3325 2.7086

  56 SMRA 0.1790 2.0905 -0.5624 -0.2253 -0.19971 1.3325 1.9230

  57 PLIN -0.3130 -0.2311 0.3984 -0.0336 -0.19971 1.3325 0.0457 36.5341 62.7911

  Rt3 0.6409491 1.1016

  42 TCID -1.0650 0.1198 -1.0484 -0.0617 -0.19971 1.3325 -0.9710

  40 SQIB 0.3820 0.2105 0.3289 -0.3387 -0.19971 1.3325 0.1581

  21 PBRX -0.1460 -0.3510 -0.2885 -0.0893 -0.19971 1.3325 -0.8752

  29 TBMS 1.5010 4.2345 0.2997 0.3949 -0.19971 1.3325 6.4685

  22 BATA -0.0402 0.1206 0.0149 0.0479 -0.19971 1.3325 0.2395

  23 TKIM 1.2820 0.1898 1.3456 0.0106 -0.19971 1.3325 1.6127

  24 DYNA 0.8070 -0.5989 0.6508 0.0933 -0.19971 1.3325 -0.0229

  25 SMGR 0.2680 -0.0800 0.2271 -0.0441 -0.19971 1.3325 0.0617

  26 INAI 0.8580 0.0221 0.8439 -0.0600 -0.19971 1.3325 0.7934

  27 LION -0.6820 0.3791 0.5671 -0.0148 -0.19971 1.3325 1.0525

  28 PICO 1.6260 -0.2360 1.6883 0.3868 -0.19971 1.3325 1.8893

  30 KOMI 0.0136 0.0108 0.0179 0.0027 -0.19971 1.3325 0.0358

  39 MERK -0.3660 0.2414 -0.3033 -0.0390 -0.19971 1.3325 -0.0336

  31 SCCO -0.5520 0.1016 -0.6292 -0.3103 -0.19971 1.3325 -0.9073

  32 GDYR 0.2670 0.2793 0.4088 0.1515 -0.19971 1.3325 0.9829

  33 HEXA 0.1310 0.4061 0.2388 -0.0597 -0.19971 1.3325 0.7004

  34 INDS 0.1640 -0.0092 0.1316 -0.0835 -0.19971 1.3325 0.0081

  35 NIPS -0.0020 -0.3266 -1.1261 -0.0575 -0.19971 1.3325 -1.6379

  36 PRAS 0.6350 -0.3938 0.4851 -0.0723 -0.19971 1.3325 -0.1361

  37 TURI 1.0690 -0.1552 0.9845 -0.0996 -0.19971 1.3325 0.6450

  38 MDRN 1.3020 0.4669 1.4913 0.1176 -0.19971 1.3325 2.2700

  Perpustakaan Unika

  Perpustakaan Unika

RETURN SAHAM BULANAN SEBELUM KRISIS MONETER

  1

  2

  3

  4

  5

  6

  7

  8

  9

  10

  11

  12

  13

  14

  15 Th CPIN CPDW TPFC DMAP

  INCO DLTA MLBI SHDS SUBA BATI CNTX TFCO UNTX CNBE IMAS 1994 Jan 0.5000 0.2593 0.4063 0.2800 -0.0547 0.0000 0.0000 0.0750 0.4426 0.0000 -0.0556 0.0182 0.2500 0.0000 0.0000 Feb -0.0889 -0.0294 -0.0889 -0.1875 -0.0661 0.2500 -0.0333 -0.0155 -0.0682 -0.0192 -0.2353 0.0179 -0.0571 0.2333 -0.1818

  Mrt 0.0000 -0.0379 0.0000 0.1538 -0.0973 0.0000 -0.2138 0.0000 0.0000 -0.0980 0.0000 -0.0877 -0.0379 -0.2973 -0.0833 Apr -0.0976 -0.1496 -0.0976 0.3333 0.0196 0.0200 0.0702 -0.0551 -0.0976 0.0435 0.0000 0.0192 -0.1496 0.0000 0.0000 May -0.0135 0.0000 0.0135 0.6000 0.2115 0.0000 0.1148 -0.0333 -0.0135 -0.1250 -0.2308 0.0189 0.0000 -0.1538 -0.0303 Jun -0.0137 -0.0370 -0.0133 0.1094 0.0000 0.0343 0.0588 -0.0302 -0.0137 0.0000 0.0000 0.0370 -0.0370 0.1364 0.0000 Jul 0.0278 -0.0192 0.0000 0.0000 0.1429 0.0000 -0.0278 0.1556 0.0278 0.0000 0.0000 -0.0357 -0.0192 0.0000 0.1250 Agst -0.0405 -0.3627 -0.0405 0.1268 0.1458 0.0000 0.1429 -0.0385 -0.0405 0.1786 0.4000 0.0370 -0.3627 0.5200 0.1111 Sept 0.0141 1.0308 0.0141 0.0000 -0.0182 0.0000 0.0000 -0.0320 0.0141 -0.0303 0.0357 0.0000 1.0308 0.0000 0.0250 Oct -0.1528 -0.0379 -0.1389 0.0000 -0.1358 -0.0332 -0.0313 0.0413 -0.1528 0.0208 -0.4138 -0.0179 -0.0379 0.0000 0.0732 Nov 0.3443 -0.1496 0.2903 0.0000 -0.1857 0.0000 -0.1871 -0.0476 0.3443 -0.0816 0.0588 -0.0436 -0.1496 -0.1053 0.0455 Dec -0.0976 -0.0185 -0.0750 0.0000 0.0965 0.0000 -0.0317 0.0333 -0.0976 -0.1111 0.0000 -0.0114 -0.0185 -0.1176 0.0000

  1995 Jan 0.0000 0.0755 0.0000 -0.6250 0.0320 -0.1667 0.0492 -0.0242 0.0000 0.0000 0.9722 0.0192 0.0755 0.2667 0.7391 Feb -0.0946 0.0351 -0.0946 -0.1000 0.0155 0.0000 0.0000 0.1074 -0.0946 -0.0250 0.0141 0.0000 0.0351 0.0000 -0.4000 Mrt 0.1343 -0.0508 0.1343 0.0000 0.0153 -0.0353 0.0000 -0.0075 0.1343 -0.1026 0.0000 0.0000 -0.0508 0.0000 0.0000 Apr -0.4211 0.2857 -0.4211 0.1481 -0.0977 -0.0244 0.0000 0.0000 -0.4211 0.1786 0.0000 0.0000 0.2857 -0.1053 -0.1042 May 0.1364 -0.2569 0.1364 -0.2258 0.0000 0.0000 0.0625 0.1278 0.1364 0.0909 0.0000 0.0189 -0.2569 -0.1176 0.0000 Jun -0.1200 0.0280 -0.1200 0.1667 -0.0333 0.0000 0.0000 0.3233 -0.1200 0.0444 0.0000 -0.0074 0.0280 0.0000 0.0000 Jul -0.0682 0.2727 -0.0682 0.0000 0.0086 0.2500 -0.1176 -0.4005 -0.0682 -0.0213 0.0000 -0.0299 0.2727 0.0000 0.0000 Agst 0.0976 -0.0571 0.1707 -0.0714 -0.0342 0.0000 0.0167 -0.0084 0.0976 0.1304 0.0000 0.0192 -0.0571 0.0000 0.0000 Sept 0.3333 -0.0379 0.2500 -0.0769 -0.0442 0.0200 -0.0574 -0.0339 0.3333 -0.0192 -0.0556 1.1698 -0.0379 0.2333 -0.0233 Oct 0.2167 0.0079 0.2167 0.0417 -0.0278 0.0000 0.0261 -0.0439 0.2167 0.0490 -0.2353 0.0261 0.0079 -0.2973 -0.1429 Nov -0.2329 -0.2188 -0.2329 0.0000 -0.0095 0.0343 0.0508 -0.0275 -0.2329 0.0748 0.0000 0.0508 -0.2188 0.0000 -0.1111 Dec 0.0893 -0.0400 0.0893 0.2800 -0.0192 0.0000 -0.0323 0.0755 0.0893 -0.0217 0.0000 -0.0323 -0.0400 -0.1538 0.3750

  1996 Jan 0.4426 -0.0417 0.4426 -0.1875 0.0196 0.0000 -0.0333 0.2105 0.4426 0.0489 -0.2308 -0.0333 -0.0417 0.1364 0.0000 Feb -0.0682 0.0870 -0.0682 0.1538 0.0962 0.0000 -0.0345 -0.0471 -0.0682 0.1017 0.0000 -0.0345 0.0870 0.0000 0.0000 Mrt 0.0000 0.0800 0.0000 0.3333 -0.0175 -0.0142 0.2500 0.0095 0.0000 0.0154 0.0000 0.2500 0.0800 0.2000 -0.1818 Apr -0.0976 0.0185 -0.0976 0.6000 0.0179 0.0000 0.4393 -0.0151 -0.0976 1.0985 0.4000 0.4393 0.0185 0.3000 -0.0833 May -0.0135 0.0182 -0.0135 0.1094 0.0000 0.2308 0.0893 -0.0057 -0.0135 0.0542 0.0357 0.0893 0.0182 -0.1026 0.0000 Jun -0.0137 -0.0893 -0.0137 0.0000 0.0088 0.0781 0.0934 -0.0942 -0.0137 0.0447 -0.4138 0.0934 -0.0893 0.0571 -0.0303 Jul 0.0278 -0.3627 0.0278 0.1268 -0.0696 -0.1304 -0.3083 -0.1231 0.0278 0.1802 0.4118 -0.3083 -0.3627 -0.0270 0.0000 Agst -0.0405 0.1846 0.0135 0.0000 -0.0187 -0.0667 0.0843 0.1162 -0.0405 -0.1389 -0.0417 0.0843 0.1846 0.0000 0.1250 Sept 0.0141 -0.1558 -0.0133 0.0000 0.0476 -0.0179 0.3889 0.0000 0.0141 -0.0516 0.0870 0.3889 -0.1558 0.0000 0.1111 Oct -0.1528 -0.1846 -0.1757 0.0000 0.0545 0.9091 0.3600 0.0152 -0.1528 -0.0136 0.6000 0.3600 -0.1846 -0.0278 0.0250 Nov 0.3443 -0.0566 0.3443 0.0000 0.0603 0.0476 0.1765 0.0385 0.3443 0.2414 -0.3625 0.1765 -0.0566 -0.0286 0.0732 , Dec -0.2927 0.1200 -0.2683 0.0000 -0.0407 0.0000 0.1000 0.0370 -0.2927 0.0833 0.0784 0.1000 0.1200 -0.0294 0.0455

  Perpustakaan Unika

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  9Th Bln BATA SUMI INRU KKGI AKPI ASTR BRNA IGAR SMCB SMGR ALMI CTBN JPRS TBMS IKBI SCCO MTDL 1994 Jan 0.2258 0.0000 -0.1154 0.6667 -0.0423 0.4839 0.0926 -0.2000 -0.0426 0.1286 0.2321 0.2258 -0.0370 0.0094 0.2321 0.0185 0.1017 Feb -0.0263 -0.0400 0.0489 -0.2250 0.0588 -0.1087 -0.0339 0.4583 0.0000 -0.0253 -0.1014 -0.0263 -0.0769 -0.0327 -0.1014 0.0182 0.0154

  Mrt 0.0135 -0.0833 -0.0933 0.1290 0.0278 0.0000 -0.0877 0.2857 0.0000 0.0000 -0.1935 0.0135 0.0417 -0.0338 -0.1935 0.0000 0.0000 Apr -0.2000 0.0909 -0.2229 -0.0571 0.0405 -0.0976 0.0385 0.1556 0.0444 -0.0909 0.0400 -0.2000 -0.0400 -0.1400 0.0400 -0.0476 -0.0606 May -0.0667 -0.0417 -0.1765 0.0303 -0.0390 -0.0135 -0.0185 -0.0962 0.0213 -0.0571 -0.2308 -0.0667 0.9583 0.1628 -0.2308 -0.0250 -0.0645 Jun -0.1071 -0.0435 0.5625 0.0882 0.0000 -0.0137 -0.0377 0.1915 -0.1094 -0.0530 -0.1000 -0.1071 -0.4894 -0.2000 -0.1000 0.0321 0.0172 Jul 0.6000 0.0909 -0.2229 -0.3243 0.0405 0.0278 0.0196 0.2321 0.0000 0.2800 0.6667 0.6000 0.0833 0.1125 0.6667 0.0497 0.0169 Agst -0.1250 -0.0417 -0.1765 0.1200 -0.0390 -0.0541 0.0192 -0.0145 0.0058 -0.0625 -0.0833 -0.1250 0.0385 0.1236 -0.0833 0.0059 0.1000 Sept -0.1143 0.0000 -0.1339 0.0000 0.0000 0.0286 -0.1509 -0.4118 -0.0116 -0.0533 -0.0691 -0.1143 -0.0370 -0.1000 -0.0691 0.0294 -0.1212 Oct 0.1290 0.0000 -0.0103 -0.0357 0.0946 -0.1528 0.0000 0.7000 -0.0118 0.0704 0.0000 0.1290 -0.0192 -0.1111 0.0000 -0.0286 -0.0345 Nov -0.1429 0.1739 -0.0208 -0.1111 0.0494 0.3443 0.0667 -0.0882 0.1726 -0.0789 0.4844 -0.1429 0.1569 0.0000 0.4844 -0.0824 0.0536 Dec 0.1333 -0.0370 1.1277 0.0000 0.0118 -0.1098 -0.2083 0.1774 0.0863 0.0571 0.0000 0.1333 -0.0847 -0.0250 0.0000 -0.2308 -0.0169

  1995 Jan -0.0882 0.0000 0.0300 -0.0417 -0.0814 0.0000 0.1316 -0.2192 -0.1682 -0.0405 -0.0526 -0.0882 -0.1111 -0.0769 -0.0526 -0.1000 0.0345 Feb 0.4194 0.1154 0.0777 -0.0217 0.0000 -0.0822 0.0000 0.0000 -0.0843 0.1831 0.0000 0.4194 0.0833 0.0000 0.0000 0.0370 0.1000 Mrt -0.0341 -0.0690 -0.1982 0.1111 -0.0380 0.1343 0.0000 -0.0351 0.0184 -0.0119 0.1111 -0.0227 0.0385 0.0000 0.1111 0.0000 -0.1212 Apr 0.0000 -0.1481 0.0112 -0.0400 -0.1579 -0.4211 0.0000 -0.1273 0.0060 0.0000 -0.0750 0.0000 -0.0370 -0.0278 -0.0750 0.2143 -0.0345 May 0.3412 0.0870 0.1556 0.1250 0.1094 0.1364 0.0000 3.5833 0.1377 0.2048 -0.2432 0.3488 -0.0192 -0.0857 -0.2432 0.2500 0.0536 Jun 0.4035 0.0000 -0.1154 0.0741 -0.0423 -0.1200 0.0000 -0.0364 -0.0211 0.4850 0.2321 0.3793 0.1569 -0.0938 0.2321 -0.0588 0.1017 Jul -0.6250 -0.0400 0.0489 0.1897 0.0588 -0.0682 0.0000 0.1604 -0.0108 -0.5354 -0.1014 -0.6375 -0.0847 -0.0690 -0.1014 -0.2125 0.0154 Agst -0.0167 -0.0833 -0.0933 -0.1594 0.0278 0.0976 0.0000 -0.4309 0.0217 -0.0145 -0.1935 -0.0345 -0.0370 -0.1852 -0.1935 0.0794 0.0000 Sept -0.1864 0.0909 -0.2229 0.0000 0.0405 0.3333 -0.5233 0.0143 0.0000 -0.0588 0.0400 -0.1429 -0.0769 -0.0909 0.0400 0.0294 -0.0606 Oct -0.2083 -0.0417 -0.1765 0.4483 -0.0390 0.2167 -0.1220 -0.0775 0.0213 -0.0781 -0.2308 -0.2083 0.0417 0.1000 -0.2308 -0.0286 -0.0645 Nov -0.1579 0.0000 -0.1339 -0.0476 0.0000 -0.2329 0.1111 0.1298 -0.1094 -0.0508 -0.1000 -0.1579 -0.0400 -0.0909 -0.1000 0.0294 0.0172 Dec 0.5000 0.0000 -0.0103 0.2125 0.0946 0.0893 -0.0750 0.0676 0.0000 0.1429 0.6667 0.5000 0.9583 0.4500 0.6667 0.0714 -0.0169

  1996 Jan 1.0000 0.1739 -0.0208 0.0000 0.0494 0.4098 0.0000 -0.2215 0.0058 0.3750 -0.0833 1.0000 -0.4787 -0.1724 -0.0833 0.0400 0.0345 Feb -0.1354 0.3333 0.2128 -0.0103 0.2118 -0.0233 0.1892 -0.0488 -0.0116 -0.0739 -0.0691 -0.1354 0.0408 -0.2083 -0.0691 -0.0897 0.0000 Mrt 0.0301 0.6667 -0.8509 0.0000 0.1262 0.0000 0.0909 0.2564 -0.0118 0.0153 0.2109 0.0301 0.0588 0.0000 0.2109 0.0000 0.1167 Apr -0.0468 -0.0333 5.7647 -0.1875 0.1121 -0.1190 0.2917 -0.0748 0.1726 -0.0242 -0.0645 -0.0468 0.0926 0.0526 -0.0645 0.0423 0.2537 May -0.0184 0.2069 -0.1739 0.0000 0.0078 -0.0135 -0.1129 0.0588 0.0863 -0.0093 -0.1724 -0.0184 -0.1186 -0.0500 -0.1724 0.0338 0.1905 Jun -0.3063 0.0286 -0.0526 0.0641 -0.0231 -0.0137 -0.0545 0.0625 -0.1682 -0.1531 -0.0417 -0.3063 -0.0769 -0.1316 -0.0417 0.0196 0.0200 Jul -0.5135 -0.0139 -0.1556 -0.0120 -0.0394 0.0278 -0.1538 0.0000 -0.0843 -0.2140 -0.0217 -0.5225 -0.0417 -0.1667 -0.0217 -0.0192 0.0392 Agst 0.8704 -0.0423 0.0658 0.0122 -0.0246 -0.0405 0.3636 -0.2157 0.0184 0.2254 0.1111 0.9057 -0.0870 0.0182 -0.2889 -0.0065 -0.0189 Sept 0.0693 0.0000 0.0123 0.0843 -0.1092 0.0141 0.0000 0.0000 0.0482 0.0000 0.0400 0.0000 0.0952 -0.0357 0.1250 0.0066 0.0385 Oct 0.1667 -0.2206 0.0244 0.7444 0.3679 -0.1528 -0.0667 -0.0300 0.1839 0.0268 0.0000 0.0693 0.1304 0.0370 -0.1111 -0.0065 0.0000 Nov 0.1429 -0.1321 -0.1548 0.0191 -0.0483 0.3443 0.0357 -0.1323 0.1019 0.0672 0.1154 0.1667 0.0000 -0.0179 0.0938 0.0132 0.0000 , Dec 0.0000 0.3043 -0.0282 -0.0063 -0.0145 -0.2927 0.0517 0.1089 0.0881 0.0629 0.1034 0.1429 0.0000 -0.0545 -0.0571 0.0000 0.2593

  Perpustakaan Unika

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  49 Th Bln MLPL TRPK GDYR INDS NIPS

  INTD BYSP MERK SCPI SQIB UNVR ITMA BLTA RIGS ZBRA TGKA BNLI 1994 Jan 0.2093 -0.0857 0.1780 -0.1034 0.2069 0.2000 0.5714 -0.0074 -0.0963 0.0000 0.0000 -0.0222 0.0769 0.7368 0.5357 0.0222 0.1597

  Feb -0.1731 -0.0469 -0.1007 -0.0577 -0.0857 -0.1111 -0.2045 0.0000 0.0000 0.0000 0.0732 -0.1591 -0.1250 0.2121 -0.2093 -0.0435 -0.1014 Mrt -0.0233 -0.0721 -0.1200 -0.0408 -0.1875 -0.1563 0.1286 0.0000 0.0328 0.0000 0.0023 -0.0811 -0.0408 0.2500 0.1324 -0.0909 -0.1129 Apr

  0.6667 0.3074 -0.1000 0.3191 0.0385 0.0370 -0.1139 0.0000 0.0000 0.0000 -0.0590 0.0294 0.2340 -0.1000 -0.1169 0.0625 -0.1091 May 0.0714 0.1081 0.1313 0.1290 -0.1852 -0.1429 0.0571 0.0000 0.0317 0.0000 -0.0723 -0.0571 0.1379 0.1111 0.0588 -0.1529 0.1429 Jun 0.3333 0.0488 -0.0536 0.1143 -0.0909 -0.1667 0.0811 -0.0672 0.0000 0.0000 0.0130 -0.0303 0.1818 -0.6200 0.0833 0.0417 -0.0536 Jul

  0.1000 -0.0814 0.0000 -0.1410 0.5500 0.5000 -0.3750 0.0000 -0.0308 -0.0351 -0.0128 0.1250 -0.1410 0.0526 -0.3846 0.0000 0.0000 Agst -0.0182 -0.2658 -0.0377 0.3284 -0.1129 -0.0833 0.1200 0.0000 0.0000 0.0000 0.0000 0.1667 0.3284 0.6500 0.1250 0.0800 -0.0377 Sept -0.5093 0.7759 0.1667 0.0225 -0.0691 -0.0691 0.0000 0.0000 0.0714 0.0364 0.0130 -0.0238 0.0225 0.2121 0.0370 0.1111 0.1667 Oct

  0.0000 -0.0291 0.0252 -0.0330 0.0000 0.0000 -0.0357 0.0000 0.0000 0.0000 0.0000 0.0732 -0.0330 0.2500 -0.0357 0.0000 0.0252 Nov 0.0755 -0.1300 0.0082 -0.1477 0.4844 0.4844 -0.1111 0.0000 0.0000 0.0000 -0.0449 0.0682 -0.1477 -0.1000 -0.1111 0.0556 0.0000 Dec 0.0000 -0.0575 -0.0081 -0.0667 0.0000 0.0000 0.0000 -0.2400 0.0000 0.0000 -0.0604 0.0213 -0.0667 -0.0222 0.0000 -0.0632 0.0000