Regression Beta & Cost of Equity XL Axiata
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PeriodeDate
Adj XL Axiata
Adj Close IHSG
HPR XLHPR IHSGHPR+1 IHSG
Dibuat untuk personal blog http://sutarmin.com
Cara alternatif ngitung Return Market
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09/30/20052512.6066891066.223999Regression β XL Axiata0.781277281Periode140
3
110/31/20052286.2456051096.640991-0.090090138260.028527769051.028527769
Monthly Market Return Geometric Avg
1.220851921%PV IHSG1066.223999
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211/30/20052059.8845211162.63501-0.099009959170.060178325941.060178326Annual Market Return (Rm)15.67509%FV IHSG-5829.708008
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312/31/20052422.0620121232.3210450.17582417230.059938015281.059938015Risk Free Rate (Rf)4.75% Market Return (monthly)1.220851921%
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41/31/20062195.7014161230.66394-0.09345780367-0.0013447023460.9986552977
Cost of Equity = Rf + β*(Rm – Rf)
13.28553%Market Return (Yearly)15.67509%
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52/28/20062173.0651861322.973999-0.010309338890.075008339811.07500834
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63/31/20062173.0651861464.40600600.10690460061.106904601
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74/30/20061991.9765631329.995972-0.08333326776-0.091784678190.9082153218Cara alternatif ngitung Beta
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85/31/20061810.8875731310.262939-0.09090919711-0.014836911850.9851630881Covar ( XL, IHSG)0.002771937247
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96/30/20061924.0679931351.6490480.062499970560.031586109761.03158611Variansi IHSG0.003547955783
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107/31/20061833.5236821431.261963-0.047058789670.058900581571.058900582 β XL Axiata 0.781277281
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118/31/20061991.9765631534.614990.086419871510.072211118351.072211118
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129/30/20061856.159791582.625977-0.068181913140.031285362981.031285363
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1310/31/20062037.2484131718.961060.09756090180.086144853541.086144854
NB 2: Kalo ada yang mau ditanyakan atau dikoreksi mohon comment di blog sutarmin.com
16
1411/30/20062105.1567381805.5229490.033333355210.050357097091.050357097
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1512/31/20062009.5238041757.258057-0.04542794001-0.026731807550.9732681924
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161/31/20071964.8675541740.970947-0.02222230456-0.0092684793420.9907315207
19
172/28/20071942.5390631830.92395-0.01136386570.051668296451.051668296
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183/31/20072121.1647951999.1669920.091954769610.091889694271.091889694
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194/30/20072143.4931642084.3239750.010526465960.0425962331.042596233
22
205/31/20071928.2628172139.278076-0.10041102560.026365431511.026365432
23
216/30/20072152.4816892348.6730960.11628024460.097881160171.09788116
24
227/31/20071816.1534422194.339111-0.1562513859-0.065711139310.9342888607
25
238/31/20071860.9973142359.2060550.02469167580.075132846681.075132847
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249/30/20071816.1534422643.487061-0.024096688190.12049859121.120498591
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2510/31/20071726.4660642688.332031-0.049383150080.016964323621.016964324
28
2611/30/20071950.6846922745.8259280.12987143660.021386456861.021386457
29
2712/31/20071578.4873052627.250977-0.1908034592-0.043183710150.9568162898
30
281/31/20081816.1534422721.9440920.15056575760.03604266051.03604266
31
292/29/20081860.9973142447.2990720.0246916758-0.10090031640.8990996836
32
303/31/20081838.5754392304.516113-0.01204831132-0.058343077330.9416569227
33
314/30/20081924.6479492444.3491210.046814782890.060677817441.060677817
34
325/31/20081969.9342042349.104980.02352963046-0.038965031710.9610349683
35
336/30/20082105.7929692304.5080570.0689661435-0.018984644530.9810153555
36
347/31/20082219.0085452165.9431150.05376386837-0.060127775030.939872225
37
358/31/20081743.5028081832.506958-0.2142874745-0.15394502040.8460549796
38
369/30/2008815.1454471256.703979-0.5324668-0.31421598510.6857840149
39
3710/31/2008760.801881241.541016-0.06666732569-0.012065660050.9879343399
40
3811/30/2008860.4307251355.4079590.13095241690.091714201571.091714202
41
3912/31/20081104.9775391332.6669920.2842144137-0.016777950030.98322205
42
401/31/2009996.2886351285.475952-0.09836299849-0.035410976850.9645890232
43
412/28/2009996.2886351434.07397500.11559766851.115597669
44
423/31/20091222.7199711722.7659910.22727483590.20130901271.201309013
45
434/30/20091222.7199711916.83105500.11264737351.112647373
46
445/31/20091132.1474612026.780029-0.07407461410.057359762461.057359762
47
456/30/20091095.9146732323.236084-0.032003594270.14626947711.146269477
48
467/31/20091186.4873052341.5371090.0826456970.0078773849661.007877385
49
478/31/20091168.3709722467.591064-0.015268880610.053833848931.053833849
50
489/30/20091494.4283452367.7009280.2790700735-0.040480830660.9595191693
51
4910/31/20091702.7434082415.8369140.13939448060.020330264451.020330264
52
5011/30/20091748.0295412534.3559570.026595981980.04905920691.049059207
53
5112/31/20092422.7968752610.7958980.38601597870.030161485721.030161486
54
521/31/20102762.434572549.0329590.1401841395-0.023656747370.9763432526
55
532/28/20103170.0107422777.3010250.14754238030.089550849151.089550849
56
543/31/20103373.7990722971.2519530.064286321590.069834319811.06983432
57
554/30/20103147.3676762796.957031-0.06711466545-0.058660431620.9413395684
58
565/31/20103690.7937012913.6840820.17266048360.04173358751.041733588
59
576/30/20104302.1577153069.2800290.1656456750.053401790521.053401791
60
587/31/20104528.5805663081.8840330.052630067510.0041065018121.004106502
61
598/31/20104890.8706053501.2958980.080000793560.13608943771.136089438
62
609/30/20105207.8745123635.3239750.064815435250.038279563031.038279563
63
6110/31/20105072.0156253531.210938-0.02608720442-0.028639273340.9713607267
64
6211/30/20104800.2978523703.511963-0.053571951090.048793750371.04879375
65
6312/31/20104755.0117193409.166992-0.009434025637-0.079477256710.9205227433
66
641/31/20115162.5883793470.34790.085715174660.017945999171.017945999
67
652/28/20114936.1572273678.674072-0.043860004980.06003034221.060030342
68
663/31/20116158.8764653819.617920.24770670420.038313763391.038313763
69
674/30/20115570.1547853836.967041-0.0955891360.0045421090181.004542109
70
685/31/20115667.7451173888.5690920.017520219050.013448656311.013448656
71
696/30/20115299.1171884130.799805-0.065039609470.06229302021.06229302
72
707/31/20114654.0014653841.730957-0.1217402258-0.069978905210.9300210948
73
718/31/20114584.8818363549.031982-0.01485165605-0.076189347530.9238106525
74
729/30/20114607.9218753790.8469240.0050252198040.068135464331.068135464
75
7310/31/20114285.3735353715.080078-0.06999865639-0.019986785940.9800132141
76
7411/30/20114170.1743163821.991943-0.026881955110.028777809031.028777809
77
7512/31/20114124.0942383941.693115-0.01104991650.031319053991.031319054
78
761/31/20124354.4931643985.2099610.055866552190.011040140551.011040141
79
772/29/20124654.0014654121.5507810.068781437870.034211703111.034211703
80
783/31/20124976.5590824180.7319340.06930758820.014358952771.014358953
81
794/30/20125577.2348633832.8239750.1207010248-0.083216997520.9167830025
82
805/31/20125813.551273955.5769040.042371607580.032026758811.032026759
83
816/30/20125813.551274142.33691400.047214354451.047214354
84
827/31/20126806.1088874060.3310550.1707317216-0.019797003650.9802029964
85
838/31/20126286.2026374262.561035-0.076388176950.049806278671.049806279
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849/30/20126475.2626954350.2910160.030075399870.020581519021.020581519
87
8510/31/20124868.2587894276.141113-0.2481758628-0.017044814410.9829551856
88
8611/30/20125246.3798834316.6870120.077670705360.0094818898461.00948189
89
8712/31/20124726.4633794453.703125-0.09910004910.031741034881.031741035
90
881/31/20135151.8491214795.7890630.090000854320.076809326621.076809327
91
892/28/20134962.7885744940.98584-0.036697609450.030275888931.030275889
92
903/31/20134820.9931645034.070801-0.02857172090.018839349881.01883935
93
914/30/20134726.4633795068.62793-0.019607948360.0068646489821.006864649
94
925/31/20134697.8447274818.89502-0.006054982279-0.049270318010.950729682
95
936/30/20134381.4067384610.376953-0.06735812003-0.043270929570.9567290704
96
947/31/20134357.065434195.088867-0.005555591949-0.090076818060.9099231819
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958/31/20134137.9931644316.175781-0.05027977420.028863968761.028863969
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969/30/20134357.065434510.6308590.052941669380.045052631741.045052632
99
9710/31/20134868.2246094256.4360350.1173173062-0.056354605810.9436453942
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9811/30/20135062.9555664274.1767580.040000405210.0041679759441.004167976
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