INDF Harga Saham Return_Saham (ReIHSG Return_Pasar Return Ekspektasi (E(Rit))

2-Jan-14 6700 4327.26

3-Jan-14 6750 0.7463 4257.66 -1.608408092 0.0252642219
6-Jan-14 6700 -0.7407 4202.8 -1.288501195 0.0243502479
7-Jan-14 6625 -1.1194 4175.8 -0.642428857 0.0225044192
8-Jan-14 6700 1.1321 4200.59 0.5936587001 0.0189729171
9-Jan-14 6575 -1.8657 4201.21 0.0147598314 0.0206268312
10-Jan-14 6675 1.5209 4254.97 1.2796313443 0.0170130932
13-Jan-14 6725 0.7491 4390.77 3.1915618677 0.0115507077
15-Jan-14 6675 -0.7435 4441.59 1.1574279682 0.0173622283
16-Jan-14 6725 0.7491 4412.48 -0.655395928 0.0225414662
17-Jan-14 6675 -0.7435 4412.22 -0.005892378 0.0206858345
20-Jan-14 6750 1.1236 4431.57 0.4385547412 0.0194160491
21-Jan-14 6775 0.3704 4452.49 0.4720674614 0.0193203033
22-Jan-14 7175 5.9041 4477.48 0.5612589809 0.0190654831
23-Jan-14 7275 1.3937 4496.04 0.4145188812 0.0194847196
24-Jan-14 7275 0.0000 4437.34 -1.305593367 0.0243990802
27-Jan-14 6950 -4.4674 4322.78 -2.58172689 0.0280449937
28-Jan-14 6950 0.0000 4341.65 0.4365246439 0.0194218491
29-Jan-14 6925 -0.3597 4417.34 1.7433464236 0.0156882593
30-Jan-14 6975 0.7220 4418.75 0.0319196621 0.0205778055
3-Feb-14 6925 -0.7168 4386.25 -0.735502122 0.0227703296
4-Feb-14 6825 -1.4440 4352.25 -0.775149615 0.0228836025
5-Feb-14 6875 0.7326 4384.31 0.7366304785 0.0185644467
6-Feb-14 7025 2.1818 4424.7 0.9212396021 0.0180370185
7-Feb-14 7050 0.3559 4466.66 0.94831288 0.0179596701
10-Feb-14 7050 0.0000 4450.74 -0.356418442 0.0216872875
11-Feb-14 6900 -2.1277 4470.19 0.437005981 0.0194204739
12-Feb-14 7000 1.4493 4496.28 0.5836440957 0.0190015288
13-Feb-14 6975 -0.3571 4491.66 -0.102751608 0.0209625613
14-Feb-14 7000 0.3584 4508.04 0.3646758659 0.0196271211
17-Feb-14 7025 0.3571 4555.36 1.0496801271 0.0176700639
18-Feb-14 7000 -0.3559 4556.19 0.0182202943 0.0206169446
19-Feb-14 7000 0.0000 4592.65 0.8002300167 0.0183827428
20-Feb-14 7000 0.0000 4598.22 0.1212807421 0.0203225009
21-Feb-14 7050 0.7143 4646.15 1.0423598697 0.0176909779
24-Feb-14 6975 -1.0638 4623.57 -0.48599378 0.0220574842
25-Feb-14 6975 0.0000 4577.29 -1.000958134 0.0235287374
26-Feb-14 6950 -0.3584 4532.72 -0.973720258 0.0234509188
27-Feb-14 7025 1.0791 4568.94 0.7990786989 0.0183860322
28-Feb-14 7175 2.1352 4620.21 1.1221421161 0.01746304
3-Mar-14 7150 -0.3484 4584.2 -0.779401802 0.0228957509
4-Mar-14 7125 -0.3497 4601.28 0.3725840932 0.0196045272
5-Mar-14 7225 1.4035 4659.17 1.258128173 0.0170745278
6-Mar-14 7400 2.4221 4687.85 0.6155602822 0.0189103443
 7-Mar-14 7425 0.3378 4685.89 -0.041810212 0.0207884518
10-Mar-14 7400 -0.3367 4677.24 -0.184596736 0.0211963929
11-Mar-14 7500 1.3514 4704.21 0.5766221105 0.0190215906
12-Mar-14 7550 0.6667 4684.38 -0.421537304 0.0218733321
13-Mar-14 7700 1.9868 4726.16 0.8919003155 0.0181208408
14-Mar-14 7750 0.6494 4878.64 3.2262978824 0.0114514669
17-Mar-14 7675 -0.9677 4876.18 -0.050423889 0.020813061
18-Mar-14 7500 -2.2801 4805.61 -1.447239437 0.0248037631
19-Mar-14 7475 -0.3333 4821.45 0.3296147627 0.0197272906
20-Mar-14 7225 -3.3445 4698.97 -2.540314636 0.0279266789
21-Mar-14 7325 1.3841 4700.21 0.0263887618 0.0205936073
24-Mar-14 7050 -3.7543 4720.42 0.4299807881 0.0194405449
25-Mar-14 7025 -0.3546 4703.09 -0.367128349 0.0217178857
26-Mar-14 7075 0.7117 4728.24 0.5347548101 0.0191412055
27-Mar-14 7250 2.4735 4723.05 -0.109766002 0.0209826015
28-Mar-14 7300 0.6897 4768.27 0.9574321678 0.0179336163
1-Apr-14 7425 1.7123 4873.93 2.2158980091 0.0143381794
2-Apr-14 7400 -0.3367 4870.2 -0.076529618 0.0208876451
3-Apr-14 7300 -1.3514 4891.32 0.4336577553 0.0194300398
4-Apr-14 7150 -2.0548 4857.94 -0.682433372 0.0226187121
7-Apr-14 7225 1.0490 4921.03 1.2986986253 0.016958618
8-Apr-14 7175 -0.6920 4921.4 0.0075187512 0.0206475189
10-Apr-14 7025 -2.0906 4765.72 -3.163327508 0.0297066267
11-Apr-14 7200 2.4911 4816.57 1.0669951235 0.0176205949
14-Apr-14 7225 0.3472 4864.88 1.0029959079 0.0178034407
15-Apr-14 7150 -1.0381 4870.21 0.1095607703 0.0203559849
16-Apr-14 7050 -1.3986 4873.01 0.0574923874 0.0205047442
17-Apr-14 7200 2.1277 4897.05 0.4933295848 0.0192595574
21-Apr-14 7175 -0.3472 4892.28 -0.097405581 0.0209472877
22-Apr-14 7225 0.6969 4898.2 0.1210069743 0.0203232831
23-Apr-14 7150 -1.0381 4893.14 -0.103303254 0.0209641374
24-Apr-14 7200 0.6993 4891.07 -0.042304124 0.0207898629
25-Apr-14 7150 -0.6944 4897.64 0.1343264357 0.0202852294
28-Apr-14 7000 -2.0979 4818.75 -1.610775802 0.0252709865
29-Apr-14 7025 0.3571 4819.68 0.0192996109 0.020613861
30-Apr-14 7050 0.3559 4840.14 0.424509511 0.0194561763
2-May-14 7050 0.0000 4838.76 -0.028511572 0.0207504576
5-May-14 7025 -0.3546 4842.5 0.0772925295 0.0204481752
6-May-14 7025 0.0000 4834.46 -0.166029943 0.0211433475
7-May-14 7025 0.0000 4862.06 0.5709014037 0.0190379347
8-May-14 7025 0.0000 4860.88 -0.024269548 0.0207383381
9-May-14 7050 0.3559 4898.13 0.7663221474 0.0184796176
12-May-14 7075 0.3546 4912.99 0.3033810863 0.0198022402
13-May-14 7050 -0.3534 4921.39 0.1709753124 0.0201805235
14-May-14 7050 0.0000 4991.63 1.4272390524 0.016591378
16-May-14 7100 0.7092 5031.57 0.8001394334 0.0183830016
19-May-14 7025 -1.0563 5014.99 -0.329519414 0.021610437
20-May-14 6775 -3.5587 4895.95 -2.373683696 0.0274506143
21-May-14 6750 -0.3690 4910.29 0.292895148 0.0198321986
22-May-14 6775 0.3704 4969.88 1.2135739437 0.0172018192
23-May-14 6700 -1.1070 4973.05 0.0637842362 0.0204867684
26-May-14 6775 1.1194 4963.92 -0.183589548 0.0211935153
28-May-14 6800 0.3690 4985.57 0.4361472385 0.0194229273
30-May-14 6825 0.3676 4893.9 -1.838706507 0.0259221845
2-Jun-14 6875 0.7326 4912.09 0.3716872024 0.0196070897
3-Jun-14 6950 1.0909 4942.15 0.6119594714 0.0189206318
4-Jun-14 6900 -0.7194 4932.56 -0.194045102 0.0212233869
5-Jun-14 6850 -0.7246 4935.56 0.0608203448 0.0204952363
6-Jun-14 6800 -0.7299 4937.17 0.0326204119 0.0205758035
9-Jun-14 6800 0.0000 4885.08 -1.055057857 0.0236833003
10-Jun-14 6850 0.7353 4946.09 1.2489048286 0.0171008789
11-Jun-14 6900 0.7299 4971.94 0.5226350511 0.0191758317
12-Jun-14 6875 -0.3623 4934.4 -0.755037269 0.0228261415
13-Jun-14 6875 0.0000 4926.66 -0.156857977 0.0211171432
16-Jun-14 6800 -1.0909 4885.45 -0.836469332 0.0230587929
17-Jun-14 6875 1.1029 4909.51 0.4924827805 0.0192619767
18-Jun-14 6825 -0.7273 4887.86 -0.440980872 0.0219288824
19-Jun-14 6825 0.0000 4864.27 -0.482624298 0.0220478576
20-Jun-14 6825 0.0000 4847.7 -0.340647209 0.0216422291
23-Jun-14 6825 0.0000 4842.12 -0.115106133 0.0209978582
24-Jun-14 6825 0.0000 4862.24 0.4155204745 0.019481858
25-Jun-14 6775 -0.7326 4838.98 -0.478380335 0.0220357326
26-Jun-14 6825 0.7380 4872.42 0.6910547264 0.0186946566
27-Jun-14 6800 -0.3663 4845.13 -0.560091289 0.0222691808
30-Jun-14 6700 -1.4706 4878.58 0.6903839525 0.018696573
1-Jul-14 6750 0.7463 4884.82 0.127906071 0.0203035724
2-Jul-14 6825 1.1111 4908.27 0.4800586306 0.0192974725
3-Jul-14 6825 0.0000 4888.73 -0.398103609 0.021806382
4-Jul-14 6800 -0.3663 4905.82 0.3495795432 0.0196702512
7-Jul-14 6900 1.4706 4989.03 1.6961486561 0.0158231033
8-Jul-14 6900 0.0000 5024.71 0.715169081 0.0186257619
10-Jul-14 7075 2.5362 5098.01 1.4587906566 0.0165012351
11-Jul-14 7100 0.3534 5032.59 -1.283245816 0.0243352333
14-Jul-14 7050 -0.7042 5021.06 -0.229106683 0.0213235578
15-Jul-14 7050 0.0000 5070.82 0.9910257993 0.0178376393
16-Jul-14 7075 0.3546 5113.93 0.850158357 0.0182400976
17-Jul-14 6975 -1.4134 5071.2 -0.835560909 0.0230561975
18-Jul-14 7075 1.4337 5087.01 0.3117605301 0.0197783002
21-Jul-14 7050 -0.3534 5127.12 0.7884788904 0.0184163158
22-Jul-14 7000 -0.7092 5083.52 -0.85037994 0.0230985355
 23-Jul-14 7050 0.7143 5093.23 0.1910093793 0.0201232862
24-Jul-14 7075 0.3546 5098.64 0.1062194325 0.0203655311
25-Jul-14 7075 0.0000 5088.8 -0.192992641 0.02122038
4-Aug-14 7175 1.4134 5119.24 0.5981763874 0.0189600101
5-Aug-14 7075 -1.3937 5109.08 -0.19846696 0.0212360201
6-Aug-14 7050 -0.3534 5058.22 -0.995482553 0.0235130937
7-Aug-14 7000 -0.7092 5066.97 0.1729857539 0.0201747797
8-Aug-14 6975 -0.3571 5053.76 -0.260708076 0.021413843
11-Aug-14 7075 1.4337 5113.23 1.1767476097 0.0173070321
12-Aug-14 7100 0.3534 5132.39 0.3747142217 0.0195984415
13-Aug-14 7125 0.3521 5168.26 0.698894667 0.0186722579
14-Aug-14 7150 0.3509 5155.54 -0.246117649 0.0213721581
15-Aug-14 7100 -0.6993 5148.96 -0.127629695 0.021033638
18-Aug-14 7125 0.3521 5156.75 0.1512926882 0.0202367568
19-Aug-14 7000 -1.7544 5165.16 0.1630872158 0.0202030598
20-Aug-14 7075 1.0714 5190.16 0.4840121119 0.0192861774
21-Aug-14 7125 0.7067 5206.13 0.3076976432 0.0197899078
22-Aug-14 7100 -0.3509 5198.89 -0.139066831 0.0210663139
25-Aug-14 7075 -0.3521 5184.95 -0.268134159 0.0214350593
26-Aug-14 7000 -1.0601 5146.55 -0.74060502 0.0227849085
27-Aug-14 6950 -0.7143 5165.24 0.3631559006 0.0196314636
28-Aug-14 6950 0.0000 5184.47 0.3722963502 0.0196053493
29-Aug-14 6875 -1.0791 5136.86 -0.91831952 0.0232926389
1-Sep-14 7025 2.1818 5177.61 0.7932861709 0.0184025814
2-Sep-14 7025 0.0000 5201.58 0.4629549155 0.0193463378
4-Sep-14 7025 0.0000 5205.32 0.07190123 0.0204635782
5-Sep-14 6975 -0.7117 5217.33 0.2307254885 0.0200098173
8-Sep-14 7000 0.3584 5246.48 0.5587148982 0.0190727515
9-Sep-14 7000 0.0000 5197.11 -0.941011878 0.0233574709
10-Sep-14 6950 -0.7143 5142.99 -1.04134798 0.0236441312
11-Sep-14 6950 0.0000 5133.03 -0.193661664 0.0212222914
12-Sep-14 7050 1.4388 5143.71 0.2080642428 0.0200745605
15-Sep-14 7025 -0.3546 5144.89 0.0229406401 0.0206034586
16-Sep-14 6975 -0.7117 5130.5 -0.279694998 0.0214680886
17-Sep-14 7075 1.4337 5188.18 1.124256895 0.0174569981
18-Sep-14 6975 -1.4134 5208.14 0.3847206535 0.0195698531
19-Sep-14 7100 1.7921 5227.58 0.3732618555 0.0196025909
22-Sep-14 7125 0.3521 5219.8 -0.148826034 0.021094196
23-Sep-14 7025 -1.4035 5188.11 -0.607111384 0.0224035172
24-Sep-14 7050 0.3559 5174 -0.271968019 0.0214460126
25-Sep-14 6925 -1.7730 5201.37 0.5289911094 0.0191576724
26-Sep-14 6950 0.3610 5132.56 -1.322920692 0.0244485844
29-Sep-14 6975 0.3597 5142.01 0.1841186464 0.020142973
30-Sep-14 7000 0.3584 5137.57 -0.086347557 0.020915695
1-Oct-14 6975 -0.3571 5140.91 0.0650112797 0.0204832628
 2-Oct-14 6825 -2.1505 5000.8 -2.725392975 0.0284554477
3-Oct-14 6775 -0.7326 4949.34 -1.029035354 0.023608954
6-Oct-14 6775 0.0000 5000.13 1.0261974324 0.0177371539
7-Oct-14 6875 1.4760 5032.84 0.6541829912 0.0187999992
8-Oct-14 6725 -2.1818 4958.51 -1.476899723 0.0248885025
9-Oct-14 6775 0.7435 4993.87 0.7131174486 0.0186316234
10-Oct-14 6850 1.1070 4962.96 -0.618958844 0.0224373654
13-Oct-14 6800 -0.7299 4913.05 -1.005649854 0.0235421416
14-Oct-14 6950 2.2059 4922.58 0.1939731938 0.0201148186
15-Oct-14 7000 0.7194 4962.94 0.8198952582 0.0183265592
16-Oct-14 6825 -2.5000 49511.61 897.62660842 -2.5438502203
17-Oct-14 6975 2.1978 5028.94 -89.84290755 0.2773501869
20-Oct-14 6900 -1.0753 5040.53 0.2304660624 0.0200105585
21-Oct-14 6800 -1.4493 5029.34 -0.222000464 0.0213032553
22-Oct-14 6775 -0.3676 5074.32 0.8943519428 0.0181138365
23-Oct-14 6750 -0.3690 5103.51 0.5752494916 0.0190255122
24-Oct-14 6650 -1.4815 5073.06 -0.596648189 0.0223736239
27-Oct-14 6475 -2.6316 5024.29 -0.961352714 0.0234155847
28-Oct-14 6400 -1.1583 5001.3 -0.45757709 0.0219762977
29-Oct-14 6575 2.7344 5074.05 1.4546217983 0.0165131455
30-Oct-14 6600 0.3802 5058.84 -0.299760546 0.0215254159
31-Oct-14 6825 3.4091 5089.54 0.6068584893 0.0189352053
3-Nov-14 6850 0.3663 5085.5 -0.07937849 0.0208957843
4-Nov-14 6725 -1.8248 5070.94 -0.286304198 0.0214869711
5-Nov-14 6625 -1.4870 5066.83 -0.081050062 0.02090056
6-Nov-14 6500 -1.8868 5034.23 -0.643400311 0.0225071947
7-Nov-14 6450 -0.7692 4987.42 -0.929834354 0.0233255367
10-Nov-14 6425 -0.3876 4965.38 -0.44191185 0.0219315422
11-Nov-14 6525 1.5564 5032.28 1.3473289053 0.0168196813
12-Nov-14 6550 0.3831 5048.84 0.3290754886 0.0197288313
13-Nov-14 6575 0.3817 5048.66 -0.003565175 0.0206791857
14-Nov-14 6575 0.0000 5049.48 0.0162419335 0.0206225968
17-Nov-14 6675 1.5209 5053.94 0.0883259266 0.0204166528
18-Nov-14 6650 -0.3745 5102.46 0.9600430555 0.017926157
19-Nov-14 6650 0.0000 5127.93 0.4991709881 0.0192428685
20-Nov-14 6650 0.0000 5093.56 -0.670250959 0.022583907
21-Nov-14 6750 1.5038 5112.04 0.3628110791 0.0196324487
24-Nov-14 6800 0.7407 5141.76 0.5813726027 0.0190080185
25-Nov-14 6775 -0.3676 5118.94 -0.443816903 0.0219369849
26-Nov-14 6675 -1.4760 5133.03 0.2752522983 0.0198826042
27-Nov-14 6725 0.7491 5145.31 0.2392349158 0.0199855058
28-Nov-14 6700 -0.3717 5149.88 0.0888187495 0.0204152448
1-Dec-14 6625 -1.1194 5164.28 0.2796181659 0.0198701309
2-Dec-14 6675 0.7547 5175.79 0.2228771484 0.02003224
3-Dec-14 6600 -1.1236 5166.04 -0.18837704 0.0212071932
 4-Dec-14 6625 0.3788 5177.16 0.2152519144 0.0200540253
5-Dec-14 6675 0.7547 5187.99 0.209188049 0.0200713497
8-Dec-14 6625 -0.7491 5144.01 -0.847727154 0.0230909565
9-Dec-14 6650 0.3774 5122.31 -0.42184988 0.0218742251
10-Dec-14 6600 -0.7519 5165.4 0.8412220268 0.0182656287
11-Dec-14 6525 -1.1364 5152.69 -0.246060324 0.0213719943
12-Dec-14 6550 0.3831 5160.43 0.1502128015 0.020239842
15-Dec-14 6575 0.3817 5108.43 -1.007667966 0.0235479074
16-Dec-14 6525 -0.7605 5026.02 -1.613215802 0.0252779575
17-Dec-14 6400 -1.9157 5035.64 0.1914039339 0.020122159
18-Dec-14 6450 0.7813 5113.34 1.5430014854 0.0162606448
19-Dec-14 6550 1.5504 5144.62 0.6117332311 0.0189212782
22-Dec-14 6550 0.0000 5125.77 -0.366402183 0.021715811
23-Dec-14 6625 1.1450 5139.06 0.2592781182 0.0199282424
24-Dec-14 6600 -0.3774 5166.98 0.543290018 0.0191168204
29-Dec-14 6625 0.3788 5178.37 0.2204382444 0.0200392079
30-Dec-14 6750 1.8868 5226.94 0.9379399309 0.0179893056
Abnormal Return

0.7210
-0.7651
-1.1419
1.1131
-1.8863
1.5039
0.7375
-0.7609
0.7265
-0.7642
1.1042
0.3511
5.8850
1.3742
-0.0244
-4.4954
-0.0194
-0.3754
0.7014
-0.7396
-1.4669
0.7140
2.1638
0.3379
-0.0217
-2.1471
1.4303
-0.3781
0.3388
0.3395
-0.3765
-0.0184
-0.0203
0.6966
-1.0859
-0.0235
-0.3819
1.0608
2.1178
-0.3713
-0.3693
1.3864
2.4032
 0.3170
-0.3579
1.3323
0.6448
1.9686
0.6379
-0.9886
-2.3049
-0.3531
-3.3724
1.3635
-3.7737
-0.3763
0.6926
2.4525
0.6717
1.6980
-0.3576
-1.3708
-2.0774
1.0320
-0.7127
-2.1203
2.4735
0.3294
-1.0584
-1.4191
2.1084
-0.3682
0.6765
-1.0590
0.6785
-0.7147
-2.1232
0.3365
0.3364
-0.0208
-0.3751
-0.0211
-0.0190
-0.0207
0.3374
0.3348
-0.3735
-0.0166
 0.6908
-1.0779
-3.5862
-0.3888
0.3532
-1.1275
1.0982
0.3496
0.3417
0.7130
1.0720
-0.7406
-0.7451
-0.7505
-0.0237
0.7182
0.7108
-0.3851
-0.0211
-1.1140
1.0837
-0.7492
-0.0220
-0.0216
-0.0210
-0.0195
-0.7546
0.7193
-0.3886
-1.4893
0.7260
1.0918
-0.0218
-0.3860
1.4548
-0.0186
2.5197
0.3290
-0.7255
-0.0178
0.3364
-1.4365
1.4139
-0.3718
-0.7323
 0.6942
0.3342
-0.0212
1.3945
-1.4150
-0.3769
-0.7294
-0.3786
1.4164
0.3338
0.3334
0.3295
-0.7203
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