Analisis Perbedaan Return Saham , Trading Volume Activity Dan Variance Sebelum dan Sesudah Stock Split (Studi Kasus Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia Periode 2011-2013)
Jurnal:
Copeland, Thomas E, 1979. “Liquidity Change Following Stock Splits”, The Journal of Blackwell Publishing for the American Finance Association, Volume 34 Nomor 1, Maret 1979 hal 115-141,.
Kusniyah, 2012. “Analisis Volume Perdagangan Saham dan Return Saham
Sebelum dan Sesudah Stock Split Pada Perusahaan Go Public di Bursa Efek Indonesia Periode 2007-2011”, Jurnal Fakultas Ekonomi Universitas Trunojoyo Madura .
Purnamasari, Sagung Intan, 2013. “Pengaruh Stock Split Terhadap Likuiditas
Perdagangan Saham BEI 2007-2012”, E-Journal Akuntasi Universitas Udayana Bali, hal 258-276.Rahayu, Indah Retno, 2006. “Reaksi Pasar Terhadap Peristiwa Stock Split yang Terjadi di Bursa Efek Jakarta (BEJ)”, Jurnal Universitas Islam Indonesia, Yogyakarta.
Sutrisno, Wang, 2000. “Pengaruh Stock Split Terhadap Likuiditas dan Return Saham di Bursa Efek Jakarta”. Journals Management Universitas Kristen Petra, Volume 2 Nomor 2, September 2000 hal 1-13.
Wismoyojati, Yudha dan Evi Steelyana, 2012. “Dampak Stock Split Terhadap Return Saham dan Trading Volume Activity Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia Periode 2007-2011”.
Wulff, Christian, 2002. “The Market Reaction To Stock Splits – Evidence From
Germany”, Schmalenbach Business Review Institute of Banking Humboldt
Universitat zu Berlin International, Volume 54, Juli 2002 hal 270 – 297.
Skripsi:
Foejisanto, Yose, 2010. Analisis Perbedaan Return Saham, Trading Volume
Activity, dan Variance Saham Pada Sebelum dan Sesudah Stock Split.Universitas Sumatera Utara, Medan. Mila, I Gusti Ayu, 2010. Analisis Pengaruh Pemecahan Saham (Stock Split) Terhadap Volume Perdagangan Saham Dan Abnormal Return Saham Pada
Perusahaan yang Terdaftar Di BEI Tahun 2007 – 2009. Universitas Diponegoro, Semarang.
Website :
http:akses oleh Desy Novitasari, 3 Maret 2014, pukul
10 WIB http:diakses oleh Desy Novitasari, 4 Maret 2014, pukul
15 WIB
http:diakses oleh Desy Novitasari, 4 Maret 2014, pukul 17.00
WIBLAMPIRAN Lampiran 1 Data harga saham, return, volume perdagangan, saham beredar dan TVA 7 hari sebelum dan 7 hari sesudah stock split.
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
JTPE -8 1520 - JTPE -7 1525 0.00328947 25,382,500 353,936,000 0.071714940 JTPE -6 1520 -0.00327869 21,685,000 353,936,000 0.061268140 JTPE -5 1480 -0.02631579 11,767,500 353,936,000 0.033247540 JTPE -4 1490 0.00675676 18,412,500 353,936,000 0.052022120 JTPE -3 1490 0.00000000 16,542,500 353,936,000 0.046738680 JTPE -2 1490 0.00000000 6,350,000 353,936,000 0.017941100 JTPE -1 1450 -0.02684564 10,487,500 353,936,000 0.029631060 JTPE 305 -0.78965517 24,721,000 1,769,680,000 0.013969190 JTPE 1 300 -0.01639344 10,224,000 1,769,680,000 0.005777320 JTPE 2 295 -0.01666667 6,249,500 1,769,680,000 0.003531430 JTPE 3 280 -0.05084746 15,739,000 1,769,680,000 0.008893700 JTPE 4 280 0.00000000 5,412,000 1,769,680,000 0.003058180 JTPE 5 280 0.00000000 4,818,000 1,769,680,000 0.002722530 JTPE 6 285 0.01785714 5,653,000 1,769,680,000 0.003194360 JTPE 7 275 -0.03508772 3,864,000 1,769,680,000 0.002183450 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
SSIA -8 1,350 - SSIA -7 1,340 -0.00740741 23,876,000 1,176,312,360 0.020297330 SSIA -6 1,340 0.00000000 17,742,000 1,176,312,360 0.015082729 SSIA -5 1,350 0.00746269 24,666,000 1,176,312,360 0.020968920 SSIA -4 1,360 0.00740741 23,768,000 1,176,312,360 0.020205518 SSIA -3 1,350 -0.00735294 26,426,000 1,176,312,360 0.022465121 SSIA -2 1,350 0.00000000 13,440,000 1,176,312,360 0.011425537 SSIA -1 1,340 -0.00740741 29,880,000 1,176,312,360 0.025401416 SSIA 330 -0.75373134 45,112,500 4,705,249,440 0.009587696 SSIA 1 335 0.01515152 18,940,500 4,705,249,440 0.004025398 SSIA 2 330 -0.01492537 26,205,000 4,705,249,440 0.005569312 SSIA 3 330 0.00000000 31,197,000 4,705,249,440 0.006630254 SSIA 4 350 0.06060606 141,652,000 4,705,249,440 0.030105099 SSIA 5 345 -0.01428571 41,668,000 4,705,249,440 0.008855641 SSIA 6 350 0.01449275 31,016,500 4,705,249,440 0.006591893 SSIA 7 345 -0.01428571 16,369,500 4,705,249,440 0.003478987
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
AUTO -8 15,600 - AUTO -7 15,600 525,000 771,157,280 0.000680795 AUTO -6 15,750 0.009615385 1,562,500 771,157,280 0.002026176 AUTO -5 15,600 -0.00952381 275,000 771,157,280 0.000356607 AUTO -4 15,600 237,500 771,157,280 0.000307979 AUTO -3 15,900 0.019230769 475,000 771,157,280 0.000615957 AUTO -2 16,300 0.025157233 525,000 771,157,280 0.000680795 AUTO -1 16,600 0.018404908 3,112,500 771,157,280 0.004036142 AUTO 3,300 -0.80120482 5,450,000 3,855,786,400 0.001413460 AUTO 1 3,250 -0.01515152 2,757,500 3,855,786,400 0.000715159 AUTO 2 3,225 -0.00769231 1,080,000 3,855,786,400 0.000280099 AUTO 3 4,250 0.317829457 1,537,500 3,855,786,400 0.000398751 AUTO 4 4,175 -0.01764706 1,077,500 3,855,786,400 0.000279450 AUTO 5 4,200 0.005988024 48,420,000 3,855,786,400 0.012557750 AUTO 6 4,200 24,305,000 3,855,786,400 0.006303513 AUTO 7 4,200 5,532,500 3,855,786,400 0.001434856 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
PBRX -8 1,840 - PBRX -7 1,870 0.016304348 580,000 445,440,000 0.001302083 PBRX -6 1,860 -0.00534759 11,750,000 445,440,000 0.026378412 PBRX -5 1,880 0.010752688 2,418,000 445,440,000 0.005428341 PBRX -4 2,025 0.07712766 6,696,000 445,440,000 0.015032328 PBRX -3 2,000 -0.01234568 53,838,000 445,440,000 0.120864763 PBRX -2 1,980 -0.0100000 20,330,000 445,440,000 0.045640266 PBRX -1 1,930 -0.02525253 4,910,000 445,440,000 0.011022809 PBRX 485 -0.74870466 18,600,000 3,063,861,660 0.00607077 PBRX 1 475 -0.02061856 4,579,500 3,063,861,660 0.001494682 PBRX 2 450 -0.05263158 1,858,500 3,063,861,660 0.000606587 PBRX 3 460 0.022222222 6,152,500 3,063,861,660 0.002008087 PBRX 4 470 0.02173913 5,731,500 3,063,861,660 0.001870678 PBRX 5 475 0.010638298 12,359,500 3,063,861,660 0.004033962 PBRX 6 485 0.021052632 3,141,500 3,063,861,660 0.00102534 PBRX 7 500 0.030927835 8,631,500 3,063,861,660 0.002817196
Harga Volume Saham
Kode Tgl. Return TVASaham Perdagangan Beredar
INTA -8 - 3,800
INTA -7 3,800 0.00000000 5,660,000 432,005,844 0.013101675
INTA -6 3,800 0.00000000 81,045,000 432,005,844 0.187601629
INTA -5 3,825 0.00657895 51,940,000 432,005,844 0.120229855
INTA -4 3,875 0.01307190 56,495,000 432,005,844 0.130773694
INTA -3 3,875 0.00000000 45,747,500 432,005,844 0.105895558
INTA -2 3,850 -0.00645161 27,297,500 432,005,844 0.063187803
INTA -1 3,850 0.00000000 17,337,500 432,005,844 0.040132559
INTA 770 -0.80000000 22,459,000 2,160,029,220 0.010397545
INTA 1 770 0.00000000 15,347,000 2,160,029,220 0.007104996
INTA 2 760 -0.01298701 22,160,000 2,160,029,220 0.010259120
INTA 3 740 -0.02631579 24,959,000 2,160,029,220 0.011554936
INTA 4 730 -0.01351351 13,585,000 2,160,029,220 0.006289267
INTA 5 710 -0.02739726 17,677,500 2,160,029,220 0.008183917
INTA 6 700 -0.01408451 41,832,000 2,160,029,220 0.019366405
INTA 7 700 0.00000000 28,686,500 2,160,029,220 0.013280607
Harga Volume Saham
Kode Tgl. Return TVASaham Perdagangan Beredar
- BTPN -8 11,000 BTPN -7 11,000 0.00000000 50,000 1,121,396,194 0.000044587 BTPN -6 11,000 0.00000000 12,500 1,121,396,194 0.000011147 BTPN -5 10,800 -0.01818182 12,500 1,121,396,194 0.000011147 BTPN -4 10,750 -0.00462963 887,500 1,121,396,194 0.000791424 BTPN -3 10,900 0.01395349 1,075,000 1,121,396,194 0.000958626
BTPN -2 11,750 0.07798165 5,950,000 1,121,396,194 0.005305886 BTPN -1 11,650 -0.00851064 3,162,500 1,121,396,194 0.002820145 BTPN 2,500 -0.78540773 3,072,500 5,606,980,970 0.000547978 BTPN 1 2,550 0.02000000 2,603,500 5,606,980,970 0.000464332 BTPN 2 2,525 -0.00980392 1,726,000 5,606,980,970 0.000307831 BTPN 3 2,500 -0.00990099 732,500 5,606,980,970 0.000130641 BTPN 4 2,450 -0.02000000 653,500 5,606,980,970 0.000116551 BTPN 5 2,500 0.02040816 330,000 5,606,980,970 0.000058855 BTPN 6 2,450 -0.02000000 353,000 5,606,980,970 0.000062957 BTPN 7 2,425 -0.01020408 290,000 5,606,980,970 0.000051721
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
LSIP -8 10,550 - LSIP -7 10,550 0.00000000 20,827,500 1,364,572,793 0.015263019 LSIP -6 10,550 0.00000000 35,457,500 1,364,572,793 0.025984323 LSIP -5 10,950 0.03791469 20,882,500 1,364,572,793 0.015303324 LSIP -4 11,000 0.00456621 20,865,000 1,364,572,793 0.015290500 LSIP -3 10,900 -0.00909091 38,205,000 1,364,572,793 0.027997774 LSIP -2 10,800 -0.00917431 30,577,500 1,364,572,793 0.022408112 LSIP -1 10,500 -0.02777778 7,681,000 1,364,572,793 0.005628868 LSIP 2,150 -0.79523810 7,579,000 6,822,863,965 0.001110824 LSIP 1 2,150 0.00000000 14,399,000 6,822,863,965 0.002110404 LSIP 2 2,225 0.03488372 13,142,500 6,822,863,965 0.001926244 LSIP 3 2,250 0.01123596 28,791,500 6,822,863,965 0.004219855 LSIP 4 2,275 0.01111111 24,748,500 6,822,863,965 0.003627289 LSIP 5 2,350 0.03296703 15,133,000 6,822,863,965 0.002217984 LSIP 6 2,375 0.01063830 33,961,500 6,822,863,965 0.004977602 LSIP 7 2,400 0.01052632 20,145,000 6,822,863,965 0.002952572 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
MAIN -8 5,350 - MAIN -7 5,350 0.00018692 5,145,000 8,475,000,000 0.000607080 MAIN -6 5,350 0.00018692 6,217,500 8,475,000,000 0.000733628 MAIN -5 5,350 0.00018692 6,317,500 8,475,000,000 0.000745428 MAIN -4 5,350 0.00018692 6,250,000 8,475,000,000 0.000737463 MAIN -3 5,300 0.00018517 5,657,500 8,475,000,000 0.000667552 MAIN -2 5,300 0.00018868 4,917,500 8,475,000,000 0.000580236 MAIN -1 5,350 0.00019046 7,520,000 8,475,000,000 0.000887316 MAIN 1,050 0.00003668 8,714,500 1,695,000,000 0.005141298 MAIN 1 1,030 0.00093424 4,085,500 1,695,000,000 0.002410324 MAIN 2 1,020 0.00096145 4,898,000 1,695,000,000 0.002889676 MAIN 3 1,020 0.00098039 3,429,500 1,695,000,000 0.002023304 MAIN 4 1,030 0.00099000 7,436,000 1,695,000,000 0.004387021 MAIN 5 1,020 0.00096145 4,969,500 1,695,000,000 0.002931858 MAIN 6 1,020 0.00098039 4,777,000 1,695,000,000 0.002818289 MAIN 7 1,020 0.00098039 3,794,500 1,695,000,000 0.002238643
Harga Volume Saham
Kode Tgl. Return TVASaham Perdagangan Beredar
BBRI - -8 10,350 BBRI -7 10,355 0.00009667 181,789,000 12,216,933,950 0.014880084 BBRI -6 10,350 0.00009653 93,518,500 12,216,933,950 0.007654826 BBRI -5 10,300 0.00009615 53,144,500 12,216,933,950 0.004350069 BBRI -4 10,600 0.00009992 62,344,000 12,216,933,950 0.005103081 BBRI -3 10,350 0.00009211 38,167,500 12,216,933,950 0.003124147 BBRI -2 9,300 0.00008682 45,738,000 12,216,933,950 0.003743820 BBRI -1 9,800 0.00011331 25,265,000 12,216,933,950 0.002068031 BBRI 4,800 0.00004998 56,720,500 24,422,470,380 0.002322472 BBRI 1 4,775 0.00020725 25,751,500 24,422,470,380 0.001054418 BBRI 2 4,700 0.00020613 66,687,500 24,422,470,380 0.002730580 BBRI 3 4,875 0.00022069 44,675,000 24,422,470,380 0.001829258 BBRI 4 5,150 0.00021670 83,249,000 24,422,470,380 0.003408705 BBRI 5 5,300 0.00019983 58,631,500 24,422,470,380 0.002400719 BBRI 6 5,250 0.00018690 57,598,000 24,422,470,380 0.002358402 BBRI 7 5,100 0.00018503 32,220,000 24,422,470,380 0.001319277
Harga Volume Saham
Kode Tgl. Return TVASaham Perdagangan Beredar
- ACES -8 6700 ACES -7 6750 0.01515200 5,400,000 1,715,000,000 0.003148688 ACES -6 6700 0.02985100 4,555,000 1,715,000,000 0.002655977 ACES -5 6900 0.01449300 1,715,000,000 - ACES -4 7000 -0.00714300 2,400,000 1,715,000,000 0.001399417 ACES -3 6950 -0.00719400 4,270,000 1,715,000,000 0.002489796
ACES -2 6900 0.01449300 12,360,000 1,715,000,000 0.007206997 ACES -1 7000 0.02857100 3,514,000 1,715,000,000 0.002048980 ACES 740 0.02777800 12,719,500 17,150,000,000 0.000741662 ACES 1 740 0.00000000 4,005,500 17,150,000,000 0.000233557 ACES 2 760 0.02702700 4,841,000 17,150,000,000 0.000282274 ACES 3 720 -0.05263200 19,426,500 17,150,000,000 0.001132741 ACES 4 710 -0.01388900 12,754,000 17,150,000,000 0.000743673 ACES 5 710 0.00000000 8,105,500 17,150,000,000 0.000472624 ACES 6 700 -0.01408500 5,694,500 17,150,000,000 0.000332041 ACES 7 720 0.02857100 2,563,000 17,150,000,000 0.000149446
Harga Volume Saham
Kode Tgl. Return TVASaham Perdagangan Beredar
KLBF -8 - 4750 KLBF -7 4750 0.00584800 48,342,500 10,156,014,422 0.004759987 KLBF -6 4700 0.09302300 75,282,500 10,156,014,422 0.007412603 KLBF -5 4550 -0.03191500 107,795,000 10,156,014,422 0.010613908 KLBF -4 4575 0.00549500 51,995,000 10,156,014,422 0.005119626 KLBF -3 4575 0.00000000 30,827,500 10,156,014,422 0.003035393 KLBF -2 4700 0.02732200 50,510,000 10,156,014,422 0.004973408 KLBF -1 4800 0.02127700 48,042,500 10,156,014,422 0.004730448 KLBF 950 -0.01041700 37,794,500 50,780,072,110 0.000744278 KLBF 1 960 0.01052600 32,860,000 50,780,072,110 0.000647104 KLBF 2 980 0.02083300 63,946,500 50,780,072,110 0.001259283 KLBF 3 980 0.00000000 28,477,000 50,780,072,110 0.000560791 KLBF 4 970 -0.01020400 24,280,000 50,780,072,110 0.000478140 KLBF 5 970 0.00000000 20,082,500 50,780,072,110 0.000395480 KLBF 6 990 0.02061900 16,795,000 50,780,072,110 0.000330740 KLBF 7 980 -0.01010100 26,101,500 50,780,072,110 0.000514011
Harga Volume Saham
Kode Tgl. Return TVASaham Perdagangan Beredar
IDKM -8 - 5,400
IDKM -7 5,300 -0.01851852 740,740 2,025,613,819 0.000365687
IDKM -6 5,350 0.00943396 1,278,257 2,025,613,819 0.000631047
IDKM -5 5,500 0.02803738 402,837 2,025,613,819 0.000198872
IDKM -4 5,400 -0.01818182 556,757 2,025,613,819 0.000274858
IDKM -3 5,500 0.01851852 1,274,650 2,025,613,819 0.000629266
IDKM -2 5,500 0.00000000 6,073,827 2,025,613,819 0.002998512
IDKM -1 5,600 0.01818182 2,752,522 2,025,613,819 0.001358858
IDKM 1,120 -0.80000000 1,329,965 10,128,069,095 0.000131315
IDKM 1 1,044 -0.06785714 752,524 10,128,069,095 0.000074301
IDKM 2 1,100 0.05363985 267,195 10,128,069,095 0.000026382
IDKM 3 1,045 -0.05000000 1,599,565 10,128,069,095 0.000157934
IDKM 4 1,200 0.14832536 2,222,941 10,128,069,095 0.000219483
IDKM 5 1,100 -0.08333333 3,261,901 10,128,069,095 0.000322065
IDKM 6 1,040 -0.05454545 632,034 10,128,069,095 0.000062404
IDKM 7 1,200 0.15384615 688,070 10,128,069,095 0.000067937
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
KREN -8 920 - KREN -7 919 -0.00108695 848,000 792,342,573 0.001070244 KREN -6 920 0.001088139 1,586,000 792,342,573 0.002001659 KREN -5 920 1,372,000 792,342,573 0.001731574 KREN -4 912 -0.00869565 2,014,000 792,342,573 0.002541830 KREN -3 920 0.00877193 1,544,000 792,342,573 0.001948652 KREN -2 952 0.034782609 2,826,000 792,342,573 0.003566639 KREN -1 932 -0.02100840 2,458,000 792,342,573 0.003102194 KREN 220 -0.76394849 1,836,000 3,169,370,290 0.000579295 KREN 1 225 0.022727273 335,500 3,169,370,290 0.000105857 KREN 2 225 472,500 3,169,370,290 0.000149083 KREN 3 225 296,500 3,169,370,290 0.000093552 KREN 4 215 -0.04444444 189,000 3,169,370,290 0.000059633 KREN 5 220 0.023255814 404,500 3,169,370,290 0.000127628 KREN 6 220 239,500 3,169,370,290 0.000075567 KREN 7 225 0.022727273 245,000 3,169,370,290 0.000077302 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
DKFT -8 1,590 - DKFT -7 1,630 0.025157233 12,287,500 1,122,471,146 0.010946829 DKFT -6 1,620 -0.00613496 33,117,500 1,122,471,146 0.029504099 DKFT -5 1,630 0.00617284 10,570,000 1,122,471,146 0.009416723 DKFT -4 1,730 0.061349693 15,965,000 1,122,471,146 0.014223083 DKFT -3 2,000 0.156069364 69,792,500 1,122,471,146 0.062177545 DKFT -2 2,000 146,262,500 1,122,471,146 0.130304018 DKFT -1 1,930 -0.035000 76,467,500 1,122,471,146 0.068124246 DKFT 365 -0.81088082 38,102,500 5,612,355,730 0.006789039 DKFT 1 360 -0.01369863 21,065,000 5,612,355,730 0.003753326 DKFT 2 340 -0.05555555 16,655,500 5,612,355,730 0.002967649 DKFT 3 350 0.029411765 19,042,000 5,612,355,730 0.003392871 DKFT 4 350 22,314,500 5,612,355,730 0.003975960 DKFT 5 345 -0.01428571 16,787,000 5,612,355,730 0.002991079 DKFT 6 335 -0.02898550 9,685,000 5,612,355,730 0.001725657 DKFT 7 335 6,464,500 5,612,355,730 0.001151834
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
IMAS -1 16,000 0.06666700 1,639,000 1,382,639,206 0.001185414
IMAS 6 7,250 -0.02027000 3,618,500 2,765,278,412 0.001308548
IMAS 5 7,400 -0.05128200 2,154,500 2,765,278,412 0.000779126
IMAS 4 7,800 0.00000000 3,102,500 2,765,278,412 0.001121949
IMAS 3 7,800 -0.01886800 3,606,500 2,765,278,412 0.001304209
IMAS 2 7,950 0.05298000 3,345,000 2,765,278,412 0.001209643
IMAS 1 7,550 -0.02580600 1,362,500 2,765,278,412 0.000492717
IMAS 7,750 -0.51562500 2,113,000 2,765,278,412 0.000764118
IMAS -2 15,000 -0.00332200 1,140,500 1,382,639,206 0.000824872
MDRN -8 3,150 - MDRN -7 3,000 -0.047619048 882,500 831,763,273 0.001060999 MDRN -6 3,100 0.033333333 3,917,500 831,763,273 0.004709874 MDRN -5 3,075 -0.008064516 42,500 831,763,273 0.000051096 MDRN -4 3,100 0.008130081 27,500 831,763,273 0.000033062 MDRN -3 3,025 -0.024193548 715,000 831,763,273 0.000859620 MDRN -2 3,150 0.041322314 1,647,500 831,763,273 0.001980732 MDRN -1 3,050 -0.031746032 1,700,000 831,763,273 0.002043851 MDRN 640 -0.790163934 2,102,500 4,158,816,363 0.000505552 MDRN 1 660 0.03125 1,285,500 4,158,816,363 0.000309102 MDRN 2 670 0.015151515 935,000 4,158,816,363 0.000224824 MDRN 3 690 0.029850746 207,000 4,158,816,363 0.000049774 MDRN 4 690 13,794,000 4,158,816,363 0.003316809 MDRN 5 700 0.014492754 1,565,000 4,158,816,363 0.000376309 MDRN 6 690 -0.014285714 2,438,000 4,158,816,363 0.000586224 MDRN 7 730 0.057971014 1,487,000 4,158,816,363 0.000357554 Kode Tgl.
IMAS -3 15,050 -0.05642600 1,256,000 1,382,639,206 0.000908408
IMAS -4 15,950 0.98753900 1,181,000 1,382,639,206 0.000854164
IMAS -5 8,025 -0.05309700 2,823,000 1,382,639,206 0.002041747
IMAS -6 8,475 -0.04507000 1,376,000 1,382,639,206 0.000995198
IMAS -7 8,875 0.01719200 232,000 1,382,639,206 0.000167795
IMAS -8 8,725 -
Harga Saham Return Volume Perdagangan Saham Beredar TVA
IMAS 7 7,350 0.01379300 1,803,000 2,765,278,412 0.000652014
Harga Volume Saham
Kode Tgl. Return TVASaham Perdagangan Beredar
ASII -8 60,200 - ASII -7 60,200 0.00000000 50,640,000 40,483,553,314 0.001250878 ASII -6 60,175 -0.00041528 16,530,000 40,483,553,314 0.000408314 ASII -5 60,200 0.00041545 26,780,000 40,483,553,314 0.000661503 ASII -4 60,150 -0.00083056 35,245,000 40,483,553,314 0.000870600 ASII -3 60,020 -0.00216126 63,410,000 40,483,553,314 0.001566315 ASII -2 60,200 0.00299900 4,559,500 40,483,553,314 0.000112626 ASII -1 60,000 -0.00332226 4,414,000 40,483,553,314 0.000109032 ASII 6,250 -0.89583333 27,014,500 404,835,533,140 0.000066730 ASII 1 6,600 0.05600000 41,969,000 404,835,533,140 0.000103669 ASII 2 6,950 0.05303030 45,218,000 404,835,533,140 0.000111695 ASII 3 6,800 -0.02158273 14,550,500 404,835,533,140 0.000035942 ASII 4 6,650 -0.02205882 43,667,500 404,835,533,140 0.000107865 ASII 5 6,600 -0.00751880 17,595,000 404,835,533,140 0.000043462 ASII 6 6,650 0.00757576 67,072,500 404,835,533,140 0.000165678 ASII 7 6,850 0.03007519 33,262,500 404,835,533,140 0.000082163
Harga Volume Kode Tgl. Return Saham Beredar TVA Saham Perdagangan
- PWON -8 790 PWON -7 800 0.012658228 21,242,000 12,039,900,600 0.001764300 PWON -6 800 32,974,000 12,039,900,600 0.002738727 PWON -5 820 0.025 26,344,000 12,039,900,600 0.002188058 PWON -4 820 65,280,000 12,039,900,600 0.005421972 PWON -3 820 22,988,000 12,039,900,600 0.001909318
PWON -2 820 79,284,000 12,039,900,600 0.006585104 PWON -1 840 0.024390244 40,736,000 12,039,900,600 0.003383417 PWON 205 -0.755952381 47,016,000 48,159,602,400 0.000976254 PWON 1 210 0.024390244 34,328,500 48,159,602,400 0.000712807 PWON 2 205 -0.023809524 40,518,000 48,159,602,400 0.000841328 PWON 3 205 18,783,500 48,159,602,400 0.000390026 PWON 4 205 4,724,000 48,159,602,400 0.000098091 PWON 5 205 9,423,000 48,159,602,400 0.000195662 PWON 6 200 -0.024390244 11,265,500 48,159,602,400 0.000233920 PWON 7 197 -0.015 12,397,000 48,159,602,400 0.000257415
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
PTRO -8 40,900 - PTRO -7 40,900 0.00000000 3,130,000 100,860,500 0.031032961 PTRO -6 41,000 0.00244499 1,370,000 100,860,500 0.013583117 PTRO -5 43,250 0.05487805 1,775,000 100,860,500 0.017598564 PTRO -4 43,500 0.00578035 1,285,000 100,860,500 0.012740369 PTRO -3 45,000 0.03448276 2,235,000 100,860,500 0.022159319 PTRO -2 44,900 -0.00222222 2,345,000 100,860,500 0.023249934 PTRO -1 44,000 -0.02004454 700,000 100,860,500 0.006940279 PTRO 4,400 -0.90000000 10,320,000 1,008,605,000 0.010231954 PTRO 1 4,575 0.03977273 3,849,500 1,008,605,000 0.003816658 PTRO 2 4,475 -0.02185792 3,602,500 1,008,605,000 0.003571765 PTRO 3 4,400 -0.01675978 7,022,000 1,008,605,000 0.006962091 PTRO 4 4,250 -0.03409091 4,195,000 1,008,605,000 0.004159210 PTRO 5 4,225 -0.00588235 4,498,500 1,008,605,000 0.004460121 PTRO 6 4,125 -0.02366864 8,217,000 1,008,605,000 0.008146896 PTRO 7 4,075 -0.01212121 5,460,000 1,008,605,000 0.005413418 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
JPFA -8 8,900 - JPFA -7 8,900 0.00000000 5,862,500 2,132,104,582 0.002749631 JPFA -6 8,900 0.00000000 4,435,000 2,132,104,582 0.002080104 JPFA -5 8,950 0.00561798 6,215,000 2,132,104,582 0.002914960 JPFA -4 8,850 -0.01117318 2,492,500 2,132,104,582 0.001169033 JPFA -3 8,800 -0.00564972 1,220,000 2,132,104,582 0.000572205 JPFA -2 9,150 0.03977273 6,280,000 2,132,104,582 0.002945447 JPFA -1 9,400 0.02732240 7,060,000 2,132,104,582 0.003311282 JPFA 1,940 -0.79361702 16,020,000 10,660,522,910 0.001502741 JPFA 1 1,980 0.02061856 11,141,500 10,660,522,910 0.001045118 JPFA 2 1,940 -0.02020202 7,583,500 10,660,522,910 0.000711363 JPFA 3 1,930 -0.00515464 3,843,000 10,660,522,910 0.000360489 JPFA 4 1,910 -0.01036269 2,054,500 10,660,522,910 0.000192720 JPFA 5 1,940 0.01570681 4,134,000 10,660,522,910 0.000387786 JPFA 6 1,940 0.00000000 3,670,000 10,660,522,910 0.000344261 JPFA 7 1,930 -0.00515464 3,444,000 10,660,522,910 0.000323061
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
ARNA -8 3,100 - ARNA -7 3,200 0.03225806 23,438,000 1,835,357,744 0.012770262 ARNA -6 3,200 0.00000000 11,090,000 1,835,357,744 0.006042419 ARNA -5 3,250 0.01562500 2,244,000 1,835,357,744 0.001222650 ARNA -4 3,375 0.03846154 13,480,000 1,835,357,744 0.007344617 ARNA -3 3,250 -0.03703704 11,134,000 1,835,357,744 0.006066392 ARNA -2 3,250 0.00000000 1,580,000 1,835,357,744 0.000860868 ARNA -1 3,300 0.01538462 2,366,000 1,835,357,744 0.001289122 ARNA 820 -0.75151515 5,975,000 7,341,430,976 0.000813874 ARNA 1 820 0.00000000 3,517,000 7,341,430,976 0.000479062 ARNA 2 800 -0.02439024 4,233,500 7,341,430,976 0.000576659 ARNA 3 780 -0.02500000 4,209,500 7,341,430,976 0.000573390 ARNA 4 790 0.01282051 5,623,000 7,341,430,976 0.000765927 ARNA 5 730 -0.07594937 28,285,500 7,341,430,976 0.003852859 ARNA 6 780 0.06849315 13,673,000 7,341,430,976 0.001862443 ARNA 7 760 -0.02564103 6,762,500 7,341,430,976 0.000921142 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
TOWR -8 24,500 - TOWR -7 24,500 25,000 1,020,292,500 0.000024503 TOWR -6 24,550 0.002040816 30,000 1,020,292,500 0.000029403 TOWR -5 24,500 -0.00203666 910,000 1,020,292,500 0.000891901 TOWR -4 24,400 -0.00408163 5,000 1,020,292,500 0.000004901 TOWR -3 24,500 0.004098361 380,000 1,020,292,500 0.000372442 TOWR -2 25,000 0.020408163 1,090,000 1,020,292,500 0.001068321 TOWR -1 24,900 -0.004 1,090,000 1,020,292,500 0.001068321 TOWR 2,900 -0.88353413 120,000 10,202,925,000 0.000011761 TOWR 1 2,775 -0.04310344 90,000 10,202,925,000 0.000008821 TOWR 2 2,800 0.009009009 483,000 10,202,925,000 0.000047339 TOWR 3 2,825 0.008928571 21,500 10,202,925,000 0.000002107 TOWR 4 2,975 0.053097345 145,500 10,202,925,000 0.000014261 TOWR 5 2,825 -0.05042016 228,000 10,202,925,000 0.000022347 TOWR 6 2,975 0.053097345 22,000 10,202,925,000 0.000002156 TOWR 7 2,850 -0.04201680 77,000 10,202,925,000 0.000007547
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
AMRT -8 7200 - AMRT -7 7000 -0.02777778 90,000 3,774,954,700 0.000023841 AMRT -6 6500 -0.07142857 245,000 3,774,954,700 0.000064901 AMRT -5 6400 -0.01538462 25,000 3,774,954,700 0.000006623 AMRT -4 6,500 0.01562500 40,285,000 3,774,954,700 0.010671651 AMRT -3 6,400 -0.01538462 1,320,000 3,774,954,700 0.000349673 AMRT -2 6,400 0.00000000 15,000 3,774,954,700 0.000003974 AMRT -1 6,300 -0.01562500 50,000 3,774,954,700 0.000013245 AMRT 650 -0.89682540 152,000 37,749,547,000 0.000004027 AMRT 1 640 -0.01538462 72,000 37,749,547,000 0.000001907 AMRT 2 640 0.00000000 31,000 37,749,547,000 0.000000821 AMRT 3 650 0.01562500 379,000 37,749,547,000 0.000010040 AMRT 4 650 0.00000000 180,000 37,749,547,000 0.000004768 AMRT 5 640 -0.01538462 1,301,000 37,749,547,000 0.000034464 AMRT 6 720 0.12500000 295,500 37,749,547,000 0.000007828 AMRT 7 690 -0.04166667 309,000 37,749,547,000 0.000008186 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
JRPT -8 5,000 - JRPT -7 5,000 0.00000000 2,750,000,000 - JRPT -6 5,000 0.00000000 2,750,000,000 - JRPT -5 5,000 0.00000000 132,500 2,750,000,000 0.000048182 JRPT -4 5,000 0.00000000 2,750,000,000 - JRPT -3 5,000 0.00000000 30,000 2,750,000,000 0.000010909 JRPT -2 4,950 -0.01000000 2,500 2,750,000,000 0.000000909 JRPT -1 4,950 0.00000000 35,000 2,750,000,000 0.000012727 JRPT 990 -0.80000000 860,000 13,750,000,000 0.000062545 JRPT 1 980 -0.01010101 2,000 13,750,000,000 0.000000145 JRPT 2 980 0.00000000 500 13,750,000,000 0.000000036 JRPT 3 980 0.00000000 564,500 13,750,000,000 0.000041055 JRPT 4 980 0.00000000 134,500 13,750,000,000 0.000009782 JRPT 5 980 0.00000000 24,500 13,750,000,000 0.000001782 JRPT 6 980 0.00000000 3,500 13,750,000,000 0.000000255 JRPT 7 980 0.00000000 500 13,750,000,000 0.000000036
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
TLKM -8 11,350 - TLKM -7 10,600 -0.066079295 138,227,500 20,159,999,280 0.006856523 TLKM -6 10,400 -0.018867925 130,175,000 20,159,999,280 0.006457093 TLKM -5 10,955 0.053365385 229,065,000 20,159,999,280 0.011362352 TLKM -4 10,600 -0.032405294 202,245,000 20,159,999,280 0.010031994 TLKM -3 10,075 -0.049528302 145,652,500 20,159,999,280 0.007224827 TLKM -2 10,600 0.052109181 84,685,000 20,159,999,280 0.004200645 TLKM -1 10,250 -0.033018868 81,722,500 20,159,999,280 0.004053696 TLKM 2,150 -0.790243902 128,692,500 100,799,996,400 0.001276711 TLKM 1 2,225 0.034883721 140,114,000 100,799,996,400 0.001390020 TLKM 2 2,200 -0.011235955 105,664,500 100,799,996,400 0.001048259 TLKM 3 2,150 -0.022727273 109,446,500 100,799,996,400 0.001085779 TLKM 4 2,200 0.023255814 63,655,500 100,799,996,400 0.000631503 TLKM 5 2,100 -0.045454545 50,207,000 100,799,996,400 0.000498085 TLKM 6 2,000 -0.047619048 106,755,500 100,799,996,400 0.001059082 TLKM 7 1,990 -0.005000000 147,371,000 100,799,996,400 0.001462014 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
BATA -8 85000 - BATA -7 85000 0.00000000 50,000 130,000,000 0.000384615 BATA -6 85000 0.00000000 50,000 130,000,000 0.000384615 BATA -5 85000 0.00000000 50,000 130,000,000 0.000384615 BATA -4 85000 0.00000000 50,000 130,000,000 0.000384615 BATA -3 85000 0.00000000 50,000 130,000,000 0.000384615 BATA -2 85000 0.00000000 50,000 130,000,000 0.000384615 BATA -1 85000 0.00000000 50,000 130,000,000 0.000384615 BATA 850 -0.99000000 204,500 1,300,000,000 0.000157308 BATA 1 850 0.00000000 266,000 1,300,000,000 0.000204615 BATA 2 855 0.00588235 206,500 1,300,000,000 0.000158846 BATA 3 850 -0.00584795 1,776,500 1,300,000,000 0.001366538 BATA 4 860 0.01176471 958,500 1,300,000,000 0.000737308 BATA 5 865 0.00581395 504,500 1,300,000,000 0.000388077 BATA 6 850 -0.01734104 176,500 1,300,000,000 0.000135769 BATA 7 855 0.00588235 162,500 1,300,000,000 0.000125000
Kode Tgl. Harga Saham Return Volume Perdagangan Saham Beredar TVA
JKON -8 2700 - JKON -7 2550 -0.05555556 250,000 3,261,703,972 0.000076647 JKON -6 2650 0.03921569 252,500 3,261,703,972 0.000077414 JKON -5 2550 -0.03773585 3,707,500 3,261,703,972 0.001136676 JKON -4 2550 0.00000000 3,707,500 3,261,703,972 0.001136676 JKON -3 2225 -0.12745098 2,500 3,261,703,972 0.000000766 JKON -2 2450 0.10112360 5,000 3,261,703,972 0.000001533 JKON -1 2550 0.04081633 2,500 3,261,703,972 0.000000766 JKON 490 -0.80784314 192,500 16,308,519,860 0.000011804 JKON 1 485 -0.01020408 3,636,000 16,308,519,860 0.000222951 JKON 2 510 0.05154639 3,045,000 16,308,519,860 0.000186712 JKON 3 530 0.03921569 809,000 16,308,519,860 0.000049606 JKON 4 530 0.00000000 194,000 16,308,519,860 0.000011896 JKON 5 540 0.01886792 584,500 16,308,519,860 0.000035840 JKON 6 540 0.00000000 1,781,000 16,308,519,860 0.000109207 JKON 7 510 -0.05555556 2,500 16,308,519,860 0.000000153 Kode Tgl.
Harga Saham Return Volume Perdagangan Saham Beredar TVA
MTSM -8 3,000 MTSM -7 3,000 - 6,000 58,212,000 0.000103072 MTSM -6 3,000 6,000 58,212,000 0.000103072 MTSM -5 3,000 6,000 58,212,000 0.000103072 MTSM -4 3,000 6,000 58,212,000 0.000103072 MTSM -3 3,000 6,000 58,212,000 0.000103072 MTSM -2 3,000 6,000 58,212,000 0.000103072 MTSM -1 3,000 6,000 58,212,000 0.000103072 MTSM 750 -0.75 1,500 232,848,000 0.000006442 MTSM 1 750 1,500 232,848,000 0.000006442 MTSM 2 750 1,500 232,848,000 0.000006442 MTSM 3 710 -0.05333333 2,000 232,848,000 0.000008589 MTSM 4 710 2,000 232,848,000 0.000008589 MTSM 5 710 2,000 232,848,000 0.000008589 MTSM 6 710 2,000 232,848,000 0.000008589 MTSM 7 710 2,000 232,848,000 0.000008589 Lampiran 2 Rata-rata return, TVA, dan variance sebelum stock split
Return
Variance
No Kode
TVA
3 SSIA -0.001042523 0.019406653 0.000044460
18 ASII -0.00047356 0.0007113241 0.00000403
1 MTSM 0.00000000 0.000103072 0.000000
28 JKON -0.005655254 0.0003472112 0.00566002
27 BATA 0.000000 0.000384615 0.0000000
26 TLKM -0.013489303 0.00716959 0.002267563
25 JRPT -0.001428571 0.00001038961 0.000014286
24 AMRT -0.01856794 0.001590558 0.000736987
23 TOWR 0.002347007 0.000494256 0.000072617
22 ARNA 0.00924174 0.00508519 0.000018869774
21 JPFA 0.007984315 0.002248952 0.000345077
20 PTRO 0.010759911 0.018186363 0.000639391
19 PWON 0.008864067 0.00342727 0.000138352
17 IMAS 0.130497571 0.000996800 0.144801924
4 AUTO 0.008983498 0.001243493 0.000159948
16 MDRN -0.004119631 0.001534176 0.001115282
2 JTPE -0.006627698 0.04465194 0.000195491
14 KREN 0.001978809 0.002280399 0.000296450 Lampiran 3 Rata-rata return, TVA, dan variance sesudah stock split
13 IDKM 0.005353049 0.000922443 0.000336923
12 KLBF 0.017292857 0.005806482 0.001473690
11 ACES 0.012603286 0.002707122 0.000224656
10 MAIN 0.000187424 0.000708386 0.000000000003
9 BBRI 0.000097357 0.005846294 0.0000000000670
8 LSIP -0.000508871 0.018267988 0.000305491
7 BTPN 0.008659008 0.00142042318 0.001029239
6 INTA 0.001885604 0.094417539 0.000038482
5 PBRX 0.007319843 0.032238429 0.001145628
15 DKFT 0.029659166 0.046385220 0.003982899
Return
Variance
No Kode
TVA
3 SSIA 0.006679075 0.009322369 0.00073856
18 ASII 0.01364584 0.0000929249 0.0011026
1 MTSM -0.007619048 0.000007976 0.000406349
28 JKON 0.006267195 0.0000880521 0.001244416
27 BATA 0.000879196 0.000445165 0.00009515
26 TLKM -0.010556755 0.001024963 0.000996509
25 JRPT -0.001443001 0.00000758442 0.000014576
24 AMRT 0.0097413 0.000009716 0.002902396
23 TOWR -0.001629736 0.000014940 0.001991076
22 ARNA -0.009952425 0.001290212 0.000001497776
21 JPFA -0.000649804 0.000480685 0.000206253
20 PTRO -0.010658298 0.005218594 0.000574876
19 PWON -0.005544218 0.00038989 0.000294415
17 IMAS -0.007064714 0.000981172 0.001118404
4 AUTO 0.040475229 0.003138511 0.015030645
16 MDRN 0.019204331 0.000745799 0.000548386
2 JTPE -0.014448306 0.004194424 0.00053679
14 KREN 0.003466559 0.00009837 0.000577513
13 IDKM 0.014296490 0.000132929 0.010689967
12 KLBF 0.004524714 0.000597936 0.000172132
11 ACES -0.003572571 0.000478051 0.000782691
10 MAIN 0.000969759 0.002814159 0.000000000358
9 BBRI 0.000203219 0.002157337 0.0000000001867
8 LSIP 0.015908919 0.003147421 0.000167621
7 BTPN -0.004214404 0.00017041256 0.000298406
6 INTA -0.013471155 0.01086275 0.000120413
5 PBRX 0.004761426 0.001979505 0.000919307
15 DKFT -0.011873378 0.002851196 0.000699421