Analisis Risk and return.xlsx

	A	B	C	D	E	F	G	I	J	K	L	M	N	O	P	Q	R	S
1	Date	Harga WEGE	Harga IHSG	Return WEGE	Return IHSG	Return IHSG geometric	beta
2	1/12/2020	256	5,979	0.10345	0.06540	1.06540	2.393797756
3	1/11/2020	232	5,612	0.29609	0.09438	1.09438
4	1/10/2020	179	5,128	0.14013	0.05298	1.05298
5	1/9/2020	157	4,870	-0.17368	-0.07026	0.92974
6	1/8/2020	190	5,238	-0.02062	0.01728	1.01728										Monthly Market Return	-0.28%
7	1/7/2020	194	5,149	0.01571	0.04975	1.04975										Annual Market Return (Rm)	-3.36%	Return Aktual
8	1/6/2020	191	4,905	0.19375	0.03198	1.03198										Risk Free Rate (Rf)	4.98%
9	1/5/2020	160	4,753	0.03896	0.00785	1.00785										Rate of Return (Rr) = Rf + Beta x (Rm - Rf)	-14.98%	Return yang diharapkan
10	1/4/2020	154	4,716	0.14925	0.03922	1.03922										Rekomendasi	Efisien
11	1/3/2020	134	4,538	-0.36190	-0.16764	0.83236
12	1/2/2020	210	5,452	-0.15663	-0.08215	0.91785										Dividen Terakhir (D0)	11.8
13	1/1/2020	249	5,940	-0.13240	-0.05699	0.94301										Dividen Growth (G)	60.15%
14	1/12/2019	287	6,299	0.18595	0.04791	1.04791										Rate of Return (Rr) = Rf + Beta x (Rm - Rf)	-14.98%
15	1/11/2019	242	6,011	-0.17123	-0.03484	0.96516										Harga Saham Saat Ini	256
16	1/10/2019	292	6,228	0.01038	0.00956	1.00956										Nilai Wajar Harga Saham	-127
17	1/9/2019	289	6,169	-0.16715	-0.02513	0.97487										Rekomendasi	overvalue
18	1/8/2019	347	6,328	0.10863	-0.00970	0.99030
19	1/7/2019	313	6,390	-0.02492	0.00503	1.00503
20	1/6/2019	321	6,358	0.08446	0.02400	1.02400
21	1/5/2019	296	6,209	-0.13953	-0.03811	0.96189
22	1/4/2019	344	6,455	-0.04444	-0.00201	0.99799
23	1/3/2019	360	6,468	0.19205	0.00388	1.00388
24	1/2/2019	302	6,443	0.12687	-0.01363	0.98637
25	1/1/2019	268	6,532	0.23502	0.05457	1.05457
26	1/12/2018	217	6,194	0.07960	0.02279	1.02279
27	1/11/2018	201	6,056	-0.00495	0.03859	1.03859
28	1/10/2018	202	5,831	-0.03810	-0.02426	0.97574
29	1/9/2018	210	5,976	-0.01408	-0.00698	0.99302
30	1/8/2018	213	6,018	0.02404	0.01381	1.01381
31	1/7/2018	208	5,936	0.11828	0.02362	1.02362
32	1/6/2018	186	5,799	-0.08824	-0.03075	0.96925
33	1/5/2018	204	5,983	-0.08520	-0.00184	0.99816
34	1/4/2018	223	5,994	-0.05907	-0.03135	0.96865		SUMMARY OUTPUT
35	1/3/2018	237	6,188	-0.03659	-0.06200	0.93800
36	1/2/2018	246	6,597	0.00000	-0.00121	0.99879		Regression Statistics
37	1/1/2018	246	6,605					Multiple R	0.8475765446
38								R Square	0.7183859989
39								Adjusted R Square	0.7098522413
40								Standard Error	0.07519706973
41								Observations	35
42
43								ANOVA
44									df	SS	MS	F	Significance F
45								Regression	1	0.476013633	0.476013633	84.18167374	0.0000000001335878212
46								Residual	33	0.1866017767	0.005654599295
47								Total	34	0.6626154097
48
49									Coefficients	Standard Error	t Stat	P-value	Lower 95%	Upper 95%	Lower 95.0%	Upper 95.0%
50								Intercept	0.01481507274	0.01271753958	1.164932308	0.2523985691	-0.01105895609	0.04068910156	-0.01105895609	0.04068910156
51								X Variable 1	2.393797756	0.2609027624	9.175057152	0.0000000001335878212	1.862987095	2.924608418	1.862987095	2.924608418
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