contoh cara mengitung portofolio dengan excel

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Daftar Saham Anggota Portofolio No Kode Nama Perusahaan 1 Gudang Garam Tbk 27-Aug-90 2 Bank Negara Indonesia (Persero) Tbk 25-Nov-96 3 Perusahaan Gas Negara (Persero) Tbk 15-Dec-03 4 Bank Mandiri (Persero) Tbk 14-Jul-03 5 Unilever Indonesia Tbk 11-Jan-82 6 14-Nov-95 7 Bank Rakyat Indonesia (Persero) Tbk 10-Nov-03 8 Astra International Tbk 4-Apr-90 9 Bank Central Asia Tbk 31-May-00 10 Media Nusantara Citra Tbk 22-Jun-07 11 LPPF Matahari Department Store Tbk 10-Oct-89 12 JSMR Jasa Marga (Persero) Tbk 12-Nov-07 13 Surya Citra Media Tbk 16-Jul-02 14 Indofood Sukses Makmur Tbk 14-Jul-94 15 Charoen Pokphand Indonesia Tbk 18-Mar-91 16 United Tractors Tbk 19-Sep-89 17 Indocement Tunggal Prakasa Tbk 5-Dec-89 18 Indofood CBP Sukses Makmur Tbk 7-Oct-10 19 Semen Indonesia (Persero) Tbk 8-Jul-91 20 Kalbe Farma Tbk 30-Jul-91 Tanggal IPO GGRM BBNI PGAS BMRI UNVR TLKM Telekomunikasi Indonesia (Persero) Tbk BBRI ASII BBCA MNCN SCMA INDF CPIN UNTR INTP ICBP SMGR KLBF

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emnggunakan rumus-rumus excel dalam memilihkombinasi saham yang terabaik untuk mencapai keuntungan yang maksimum.file ini digunakan untuk tugas investasi saat kuliah atau perkiraan saja.menggunakan alfa dan beta yang sudah dihitung di excel.

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Page 1: contoh cara mengitung portofolio dengan excel

Daftar Saham Anggota Portofolio

No Kode Nama Perusahaan Tanggal IPO Kapitalisasi Pasar

1 Gudang Garam Tbk 27-Aug-90 112,559,148,000,0002 Bank Negara Indonesia (Persero) Tbk 25-Nov-96 114,465,453,336,6003 Perusahaan Gas Negara (Persero) Tbk 15-Dec-03 127,873,955,733,9004 Bank Mandiri (Persero) Tbk 14-Jul-03 255,832,499,988,9255 Unilever Indonesia Tbk 11-Jan-82 271,055,750,000,0006 Telekomunikasi Indonesia (Persero) Tbk 14-Nov-95 285,263,989,812,0007 Bank Rakyat Indonesia (Persero) Tbk 10-Nov-03 291,237,959,281,5008 Astra International Tbk 4-Apr-90 316,783,803,320,5009 Bank Central Asia Tbk 31-May-00 322,191,660,384,000

10 Media Nusantara Citra Tbk 22-Jun-07 40,829,613,110,00011 LPPF Matahari Department Store Tbk 10-Oct-89 44,862,990,480,00012 JSMR Jasa Marga (Persero) Tbk 12-Nov-07 48,280,000,000,00013 Surya Citra Media Tbk 16-Jul-02 51,394,928,337,51014 Indofood Sukses Makmur Tbk 14-Jul-94 65,633,688,087,50015 Charoen Pokphand Indonesia Tbk 18-Mar-91 66,001,950,000,00016 United Tractors Tbk 19-Sep-89 67,888,459,475,20017 Indocement Tunggal Prakasa Tbk 5-Dec-89 84,668,329,077,00018 Indofood CBP Sukses Makmur Tbk 7-Oct-10 86,152,345,350,00019 Semen Indonesia (Persero) Tbk 8-Jul-91 86,155,328,000,00020 Kalbe Farma Tbk 30-Jul-91 86,953,351,514,050

GGRMBBNIPGASBMRIUNVRTLKMBBRIASIIBBCAMNCN

SCMAINDFCPINUNTRINTPICBPSMGRKLBF

Page 2: contoh cara mengitung portofolio dengan excel

TanggalCLOSING CLOSING CLOSING

27 April 2015 52,000 6,500 4,41528 April 2015 53,225 2.36% 6,650 2.31% 4,400 -0.34%29 April 2015 52,225 -1.88% 6,525 -1.88% 4,265 -3.07%30 April 2015 50,000 -4.26% 6,425 -1.53% 4,200 -1.52%04 Mei 2015 50,000 0.00% 6,475 0.78% 3,950 -5.95%05 Mei 2015 48,500 -3.00% 6,500 0.39% 3,915 -0.89%06 Mei 2015 48,175 -0.67% 6,550 0.77% 4,000 2.17%07 Mei 2015 45,975 -4.57% 6,700 2.29% 3,980 -0.50%08 Mei 2015 46,200 0.49% 6,650 -0.75% 4,045 1.63%11 Mei 2015 45,950 -0.54% 6,650 0.00% 4,075 0.74%12 Mei 2015 47,150 2.61% 6,750 1.50% 4,175 2.45%13 Mei 2015 47,125 -0.05% 6,825 1.11% 4,280 2.51%15 Mei 2015 46,500 -1.33% 6,725 -1.47% 4,225 -1.29%18 Mei 2015 45,050 -3.12% 6,675 -0.74% 4,225 0.00%19 Mei 2015 45,850 1.78% 6,750 1.12% 4,200 -0.59%20 Mei 2015 47,450 3.49% 6,775 0.37% 4,210 0.24%21 Mei 2015 47,600 0.32% 7,000 3.32% 4,200 -0.24%22 Mei 2015 47,075 -1.10% 7,075 1.07% 4,200 0.00%25 Mei 2015 46,300 -1.65% 7,050 -0.35% 4,185 -0.36%26 Mei 2015 46,350 0.11% 6,950 -1.42% 4,360 4.18%27 Mei 2015 45,800 -1.19% 6,850 -1.44% 4,300 -1.38%28 Mei 2015 46,200 0.87% 6,900 0.73% 4,300 0.00%29 Mei 2015 47,100 1.95% 6,875 -0.36% 4,295 -0.12%01 Juni 2015 47,000 -0.21% 6,650 -3.27% 4,315 0.47%03 Juni 2015 46,000 -2.13% 6,375 -4.14% 4,365 1.16%04 Juni 2015 45,000 -2.17% 6,200 -2.75% 4,255 -2.52%05 Juni 2015 45,200 0.44% 6,225 0.40% 4,300 1.06%

EXPECTED RETURN E(Ri) -0.0052 -0.0015 -0.0008VARIAN 0.0004 0.0003 0.0004STANDAR DEVIASI 0.0196 0.0170 0.0192Alpha (αi) -0.0052 -0.0013 0.0001Beta (βi) 1.0496 1.1105 0.7298Variance (α2i) 0.0004 0.0003 0.0004Variance (σei) 0.0004 0.0003 0.0004

Excess Return to Beta (ERB) 1.0033 0.0119 -0.1575Ai -0.0153 -0.0059 -0.0025Bi 2,747.8010 4,115.2542 1,397.7552Titik Pembatas (Ci) -0.0024 -0.0013 -0.0004Cut-Off Point (C*) 0.0006 0.0006 0.0006Proporsi dana (Xi) 2624.80 41.70 -302.84

-13.5806 -0.0630 0.2490

GGRM BBNI PGAS

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Expected return portofolio E(Rp)

Page 3: contoh cara mengitung portofolio dengan excel

51.5747 0.7083 -5.8015Beta portofolio (βp) 2,755.0167

Risiko atau standar deviasi portofolio (σp)

Page 4: contoh cara mengitung portofolio dengan excel

CLOSING CLOSING CLOSING CLOSING CLOSING

11,250 42,075 2,810 12,025 7,45010,900 -3.11% 44,500 5.76% 2,790 -0.71% 11,875 -1.25% 7,37510,550 -3.21% 42,250 -5.06% 2,700 -3.23% 11,625 -2.11% 7,10010,750 1.90% 42,600 0.83% 2,615 -3.15% 11,625 0.00% 6,85011,175 3.95% 43,000 0.94% 2,765 5.74% 11,625 0.00% 7,10011,225 0.45% 44,175 2.73% 2,750 -0.54% 11,700 0.65% 7,27511,400 1.56% 45,175 2.26% 2,770 0.73% 11,750 0.43% 7,35011,175 -1.97% 43,400 -3.93% 2,830 2.17% 11,625 -1.06% 7,20011,175 0.00% 44,000 1.38% 2,860 1.06% 11,650 0.22% 7,40011,125 -0.45% 43,650 -0.80% 2,845 -0.52% 11,775 1.07% 7,32511,275 1.35% 42,500 -2.63% 2,800 -1.58% 12,025 2.12% 7,37511,250 -0.22% 42,300 -0.47% 2,835 1.25% 12,175 1.25% 7,52510,950 -2.67% 43,500 2.84% 2,840 0.18% 11,800 -3.08% 7,50011,100 1.37% 43,850 0.80% 2,830 -0.35% 12,000 1.69% 7,55011,200 0.90% 43,850 0.00% 2,830 0.00% 12,275 2.29% 7,70011,275 0.67% 43,350 -1.14% 2,835 0.18% 12,475 1.63% 7,85011,625 3.10% 43,350 0.00% 2,865 1.06% 12,700 1.80% 7,82511,425 -1.72% 43,775 0.98% 2,870 0.17% 12,600 -0.79% 7,57511,150 -2.41% 44,400 1.43% 2,830 -1.39% 12,350 -1.98% 7,57511,125 -0.22% 45,725 2.98% 2,870 1.41% 12,375 0.20% 7,50011,000 -1.12% 44,500 -2.68% 2,830 -1.39% 11,950 -3.43% 7,42510,800 -1.82% 44,950 1.01% 2,855 0.88% 11,825 -1.05% 7,37510,775 -0.23% 43,300 -3.67% 2,845 -0.35% 11,775 -0.42% 7,30010,700 -0.70% 43,200 -0.23% 2,845 0.00% 11,725 -0.42% 7,32510,550 -1.40% 43,600 0.93% 2,875 1.05% 11,250 -4.05% 7,05010,525 -0.24% 42,650 -2.18% 2,825 -1.74% 11,125 -1.11% 7,02510,675 1.43% 42,150 -1.17% 2,855 1.06% 11,300 1.57% 7,000

-0.0019 0.0004 0.0008 -0.00220.0003 0.0006 0.0003 0.00030.0177 0.0235 0.0170 0.01670.0008 -0.0006 0.0023 -0.00021.4389 1.2927 1.1319 1.58150.0003 0.0006 0.0003 0.00030.0003 0.0006 0.0003 0.0003

-0.0226 -0.0054 0.0031 0.1479-0.0067 0.0007 0.0030 -0.0091

6,350.7626 2,922.5186 4,273.8590 8,652.9661-0.0013 0.0001 0.0006 -0.00200.0006 0.0006 0.0006 0.0006

-102.32 -13.55 9.36 805.91

0.1896 -0.0048 0.0071 -1.8078

BMRI UNVR TLKM BBRI ASII

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Page 5: contoh cara mengitung portofolio dengan excel

-1.8128 -0.3179 0.1591 13.4460

Page 6: contoh cara mengitung portofolio dengan excel

LPPF JSMR

CLOSING CLOSING CLOSING CLOSING

14,200 2,370 18000 6825-1.01% 14,050 -1.06% 2,365 -0.21% 17000 -5.56% 6675-3.73% 13,500 -3.91% 2,250 -4.86% 17000 0.00% 6150-3.52% 13,475 -0.19% 2,205 -2.00% 17500 2.94% 62003.65% 13,725 1.86% 2,250 2.04% 17,250 -1.43% 63752.46% 13,850 0.91% 2,315 2.89% 17,125 -0.72% 63251.03% 13,700 -1.08% 2,305 -0.43% 17,000 -0.73% 6300

-2.04% 13,700 0.00% 2,270 -1.52% 17,075 0.44% 63002.78% 13,775 0.55% 2,295 1.10% 16,875 -1.17% 6375

-1.01% 13,700 -0.54% 2,280 -0.65% 16,875 0.00% 64000.68% 13,725 0.18% 2,245 -1.54% 16,500 -2.22% 63752.03% 13,725 0.00% 2,250 0.22% 16,925 2.58% 6375

-0.33% 13,525 -1.46% 2,235 -0.67% 17,350 2.51% 61500.67% 13,600 0.55% 2,160 -3.36% 17,475 0.72% 61501.99% 13,650 0.37% 2,115 -2.08% 18,025 3.15% 63501.95% 13,875 1.65% 2,230 5.44% 17,975 -0.28% 6300

-0.32% 14,125 1.80% 2,220 -0.45% 17,500 -2.64% 6400-3.19% 14,350 1.59% 2,145 -3.38% 17,550 0.29% 65750.00% 14,300 -0.35% 2,190 2.10% 17,325 -1.28% 6450

-0.99% 14,350 0.35% 2,210 0.91% 17,700 2.16% 6450-1.00% 14,250 -0.70% 2,175 -1.58% 17,500 -1.13% 6400-0.67% 14,150 -0.70% 2,130 -2.07% 17,450 -0.29% 6400-1.02% 14,125 -0.18% 2,060 -3.29% 17,450 0.00% 64750.34% 14,125 0.00% 2,100 1.94% 17,325 -0.72% 7000

-3.75% 13,600 -3.72% 2,025 -3.57% 17,375 0.29% 6550-0.35% 13,625 0.18% 2,030 0.25% 17,350 -0.14% 6475-0.36% 13,650 0.18% 2,020 -0.49% 17,500 0.86% 6250

-0.0022 -0.0014 -0.0059 -0.00090.0004 0.0002 0.0005 0.00030.0193 0.0134 0.0223 0.01810.0001 0.0004 -0.0044 0.00131.8660 1.3440 1.5300 -0.00630.0004 0.0002 0.0005 0.00030.0004 0.0002 0.0005 0.0003

-0.2342 -0.0401 0.0135 -0.0076-0.0067 -0.0090 -0.0133 -0.0031

9,002.6535 9,738.7027 4,519.9253 0.1164-0.0011 -0.0031 -0.0016 -0.00060.0006 0.0006 0.0006 0.0006

-1132.91 -295.40 37.94 0.15

2.4916 0.4207 -0.2227 -0.0001

ASII BBCA MNCN

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Page 7: contoh cara mengitung portofolio dengan excel

-21.8643 -3.9478 0.8473 0.0028

Page 8: contoh cara mengitung portofolio dengan excel

JSMR

CLOSING CLOSING CLOSING CLOSING

3100 7200 3230 22700-2.20% 3035 -2.10% 7125 -1.04% 3130 -3.10% 22500-7.87% 2880 -5.11% 6700 -5.96% 2950 -5.75% 220000.81% 2900 0.69% 6750 0.75% 2835 -3.90% 214002.82% 3170 9.31% 6875 1.85% 2815 -0.71% 21300

-0.78% 3170 0.00% 6875 0.00% 2880 2.31% 21300-0.40% 3175 0.16% 6800 -1.09% 2865 -0.52% 212250.00% 3165 -0.31% 6750 -0.74% 2700 -5.76% 228001.19% 3100 -2.05% 6650 -1.48% 2790 3.33% 239250.39% 3055 -1.45% 6650 0.00% 2920 4.66% 23550

-0.39% 3145 2.95% 6925 4.14% 3150 7.88% 238000.00% 3100 -1.43% 7200 3.97% 3215 2.06% 23700

-3.53% 2990 -3.55% 7175 -0.35% 3190 -0.78% 228000.00% 3050 2.01% 7050 -1.74% 3110 -2.51% 22,1003.25% 2985 -2.13% 7050 0.00% 3135 0.80% 25250

-0.79% 3050 2.18% 6925 -1.77% 3150 0.48% 228501.59% 3065 0.49% 6850 -1.08% 3175 0.79% 227002.73% 3025 -1.31% 6875 0.36% 3205 0.94% 23275

-1.90% 3000 -0.83% 6875 0.00% 3290 2.65% 226250.00% 3105 3.50% 7025 2.18% 3365 2.28% 22625

-0.78% 2950 -4.99% 7200 2.49% 3240 -3.71% 221000.00% 3000 1.69% 7300 1.39% 3230 -0.31% 211001.17% 3090 3.00% 7300 0.00% 3140 -2.79% 203008.11% 3700 19.74% 7100 -2.74% 3190 1.59% 20525

-6.43% 3005 -18.78% 6975 -1.76% 3055 -4.23% 21550-1.15% 3000 -0.17% 6975 0.00% 3015 -1.31% 21700-3.47% 3000 0.00% 7050 1.08% 2955 -1.99% 22200

-0.0029 0.0006 -0.0006 -0.00290.0009 0.0037 0.0004 0.00100.0295 0.0595 0.0201 0.03120.0003 0.0054 0.0012 0.00092.3092 3.7317 1.2999 2.53320.0009 0.0035 0.0004 0.00100.0009 0.0037 0.0004 0.0010

-0.1030 0.0010 -0.0055 -0.0330-0.0038 0.0002 -0.0017 -0.0034

5,892.6353 3,791.7279 4,007.8027 6,335.4588-0.0003 0.0000 -0.0002 -0.00020.0006 0.0006 0.0006 0.0006

-264.33 0.36 -18.98 -84.00

0.7729 0.0002 0.0113 0.2446

SCMA INDF CPIN UNTR

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Page 9: contoh cara mengitung portofolio dengan excel

-7.8028 0.0212 -0.3824 -2.6233

Page 10: contoh cara mengitung portofolio dengan excel

CLOSING CLOSING CLOSING CLOSING

13325 13800 13325 1850-0.88% 13225 -0.75% 13100 -5.07% 13225 -0.75% 1875-2.22% 12975 -1.89% 12650 -3.44% 12975 -1.89% 1785-2.73% 12500 -3.66% 13200 4.35% 12500 -3.66% 1795-0.47% 12725 1.80% 13600 3.03% 12725 1.80% 18250.00% 13000 2.16% 13725 0.92% 13000 2.16% 1825

-0.35% 13100 0.77% 13675 -0.36% 13100 0.77% 18207.42% 12875 -1.72% 13900 1.65% 12875 -1.72% 18204.93% 13325 3.50% 13775 -0.90% 13325 3.50% 1845

-1.57% 13275 -0.38% 13725 -0.36% 13275 -0.38% 18501.06% 13225 -0.38% 13675 -0.36% 13225 -0.38% 1795

-0.42% 13025 -1.51% 13625 -0.37% 13025 -1.51% 1780-3.80% 13300 2.11% 13600 -0.18% 13300 2.11% 1795-3.07% 13375 0.56% 13750 1.10% 13375 0.56% 180514.25% 13325 -0.37% 13700 -0.36% 13325 -0.37% 1760-9.50% 13150 -1.31% 14000 2.19% 13150 -1.31% 1800-0.66% 13200 0.38% 13800 -1.43% 13200 0.38% 18302.53% 13125 -0.57% 13925 0.91% 13125 -0.57% 1840

-2.79% 13150 0.19% 13975 0.36% 13150 0.19% 18300.00% 13250 0.76% 14125 1.07% 13250 0.76% 1830

-2.32% 13175 -0.57% 14200 0.53% 13175 -0.57% 1740-4.52% 13350 1.33% 14150 -0.35% 13350 1.33% 1755-3.79% 13450 0.75% 14100 -0.35% 13450 0.75% 18401.11% 13475 0.19% 14100 0.00% 13475 0.19% 17904.99% 13300 -1.30% 13750 -2.48% 13300 -1.30% 17600.70% 13250 -0.38% 13675 -0.55% 13250 -0.38% 17652.30% 13225 -0.19% 13450 -1.65% 13225 -0.19% 1740

0.0001 -0.0002 -0.0008 -0.00020.0019 0.0002 0.0003 0.00020.0431 0.0144 0.0183 0.01440.0010 0.0009 0.0021 0.00090.5430 0.7745 0.8347 0.77450.0019 0.0002 0.0003 0.00020.0019 0.0002 0.0003 0.0002

0.0003 -0.0025 -0.0042 -0.00250.0000 -0.0010 -0.0027 -0.0010

153.0693 2,783.5575 2,004.9098 2,783.55750.0000 -0.0003 -0.0005 -0.00030.0006 0.0006 0.0006 0.0006

-0.10 -11.27 -11.55 -11.27

0.0000 0.0021 0.0094 0.0021

UNTR INTP ICBP SMGR KLBF

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Realized Return (Rt)

Page 11: contoh cara mengitung portofolio dengan excel

-0.0042 -0.1624 -0.2113 -0.1624

Page 12: contoh cara mengitung portofolio dengan excel

IHSG RETURN MARKET (Rm) SBI Risk Free (Rf) SBIRm-Rf

5,245 6.65%1.35% 5,242 -0.0006 6.65% 0.0000% -0.0627%

-4.80% 5,106 -0.0261 6.65% 0.0000% -2.6057%0.56% 5,086 -0.0037 6.65% 0.0000% -0.3748%1.67% 5,141 0.0108 6.65% 0.0000% 1.0756%0.00% 5,160 0.0037 6.65% 0.0000% 0.3729%

-0.27% 5,185 0.0048 6.65% 0.0000% 0.4775%0.00% 5,150 -0.0066 6.65% 0.0000% -0.6647%1.37% 5,182 0.0062 6.65% 0.0000% 0.6160%0.27% 5,172 -0.0019 6.65% 0.0000% -0.1878%

-2.97% 5,206 0.0064 6.65% 0.0000% 0.6405%-0.84% 5,246 0.0078 6.65% 0.0000% 0.7784%0.84% 5,227 -0.0036 6.65% 0.0000% -0.3629%0.56% 5,238 0.0020 6.65% 0.0000% 0.2050%

-2.49% 5,269 0.0060 6.65% 0.0000% 0.6025%2.27% 5,293 0.0044 6.65% 0.0000% 0.4437%1.67% 5,313 0.0039 6.65% 0.0000% 0.3865%0.55% 5,315 0.0004 6.66% 0.1355% -0.0988%

-0.54% 5,288 -0.0050 6.66% 0.0000% -0.5040%0.00% 5,321 0.0062 6.66% 0.0000% 0.6153%

-4.92% 5,253 -0.0127 6.66% 0.0000% -1.2688%0.86% 5,237 -0.0030 6.66% 0.0000% -0.3043%4.84% 5,216 -0.0040 6.66% 0.0000% -0.4014%

-2.72% 5,214 -0.0005 6.66% 0.0000% -0.0491%-1.68% 5,130 -0.0160 6.66% 0.0000% -1.5980%0.28% 5,096 -0.0068 6.66% 0.0000% -0.6759%

-1.42% 5,101 0.0009 6.66% 0.0000% 0.0932%

-0.0021 -0.0010 0.00010.0004 0.0001 0.00000.0206 0.0078 0.0003

-0.00161.10940.00040.0004

0.0138-0.0057

2,787.4060-0.00080.0006

33.14

-0.0707 -11.3491

KLBF

Realized Return (Rt)

Page 13: contoh cara mengitung portofolio dengan excel

0.6834 22.3496

Page 14: contoh cara mengitung portofolio dengan excel

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.4352299938R Square 0.1894251475Adjusted R Square 0.1541827626Standard Error 0.0183608125Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.001811991408 0.0018119914 5.3749242023 0.02967087631Residual 23 0.007753746995 0.0003371194Total 24 0.009565738403

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0052091248 0.003703473217 -1.4065512313 0.1729290144 -0.0128703429 0.0024520932 -0.0128703429 0.0024520932R_IHSG 1.0496118859 0.452733433997 2.3183882769 0.0296708763 0.11306142219 1.9861623496 0.1130614222 1.9861623496

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.5321461201R Square 0.2831794932Adjusted R Square 0.2520133842Standard Error 0.0149411123Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.002028360165 0.0020283602 9.0861356245 0.00617890064Residual 23 0.005134447219 0.0002232368Total 24 0.007162807384

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.001315352 0.003013701555 -0.4364572717 0.6665747863 -0.0075496686 0.0049189647 -0.0075496686 0.0049189647R_IHSG 1.1105118815 0.368411859397 3.014321752 0.0061789006 0.34839388476 1.8726298782 0.3483938848 1.8726298782

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.2974605875R Square 0.0884828011Adjusted R Square 0.0488516185Standard Error 0.0198093133Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.000876114106 0.0008761141 2.2326560903 0.14871524107Residual 23 0.009025404555 0.0003924089Total 24 0.009901518662

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 5.5510064E-05 0.003995643516 0.0138926469 0.9890354358 -0.0082101083 0.0083211284 -0.0082101083 0.0083211284R_IHSG 0.7298456259 0.488449977557 1.4942075124 0.1487152411 -0.2805901375 1.7402813893 -0.2805901375 1.7402813893

GGRM

BBNI

PGAS

Page 15: contoh cara mengitung portofolio dengan excel

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.6699964494R Square 0.4488952422Adjusted R Square 0.4249341658Standard Error 0.0134819786Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.003405226056 0.0034052261 18.73435209 0.00024839848Residual 23 0.004180566209 0.0001817637Total 24 0.007585792265

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0008446977 0.002719386569 0.3106206814 0.7588864709 -0.004780782 0.0064701774 -0.004780782 0.0064701774R_IHSG 1.4388769218 0.332433137118 4.3283197768 0.0002483985 0.75118658278 2.1265672609 0.7511865828 2.1265672609

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.4898512211R Square 0.2399542189Adjusted R Square 0.2069087501Standard Error 0.0194550936Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.002748420143 0.0027484201 7.2613350019 0.01293391748Residual 23 0.008705515345 0.0003785007Total 24 0.011453935487

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0005642894 0.003924195524 -0.1437974798 0.8869128875 -0.0086821064 0.0075535275 -0.0086821064 0.0075535275R_IHSG 1.2926835863 0.479715772425 2.6946864385 0.0129339175 0.30031590283 2.2850512698 0.3003159028 2.2850512698

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.5221293337R Square 0.2726190411Adjusted R Square 0.240993782Standard Error 0.0156349134Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.002107235416 0.0021072354 8.6202943161 0.00742221671Residual 23 0.005622361926 0.0002444505Total 24 0.007729597342

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0022762446 0.003153644933 0.7217821515 0.4777028254 -0.004247567 0.0088000562 -0.004247567 0.0088000562

BMRI

UNVR

TLKM

Page 16: contoh cara mengitung portofolio dengan excel

R_IHSG 1.1318977625 0.385519326407 2.936033773 0.0074222167 0.33439027394 1.929405251 0.3343902739 1.929405251

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.7452694093R Square 0.5554264924Adjusted R Square 0.5360972095Standard Error 0.0119653672Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.004113986948 0.0041139869 28.734976573 1.9159704E-05Residual 23 0.003292910282 0.00014317Total 24 0.00740689723

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0001551576 0.002413478 -0.0642879673 0.9492964235 -0.0051478172 0.004837502 -0.0051478172 0.004837502R_IHSG 1.5815470916 0.295037149959 5.3605015225 1.91597E-05 0.97121624594 2.1918779372 0.9712162459 2.1918779372

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.757081266R Square 0.5731720433Adjusted R Square 0.5546143061Standard Error 0.0136172933Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.005727189625 0.0057271896 30.885879877 1.1829593E-05Residual 23 0.004264905578 0.0001854307Total 24 0.009992095204

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 9.613285E-05 0.002746680256 0.0349996509 0.9723820046 -0.0055858082 0.0057780739 -0.0055858082 0.0057780739R_IHSG 1.8660421718 0.335769671191 5.5575066241 1.182959E-05 1.17144968615 2.5606346575 1.1714496861 2.5606346575

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.7920641112R Square 0.6273655563Adjusted R Square 0.6111640587Standard Error 0.008759045Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.002970838406 0.0029708384 38.722689317 2.3852958E-06Residual 23 0.001764580006 7.672087E-05Total 24 0.004735418412

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%

BBRI

ASII

BBCA

Page 17: contoh cara mengitung portofolio dengan excel

Intercept 0.0003678366 0.001766745819 0.2082000904 0.8369054075 -0.0032869555 0.0040226288 -0.0032869555 0.0040226288R_IHSG 1.3439718982 0.215976964035 6.2227557655 2.385296E-06 0.89718950783 1.7907542885 0.8971895078 1.7907542885

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.5350142052R Square 0.2862401997Adjusted R Square 0.255207165Standard Error 0.0204314608Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.003850394402 0.0038503944 9.2237256733 0.0058569552Residual 23 0.009601225621 0.0004174446Total 24 0.013451620023

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0043944727 0.004121133972 -1.0663261003 0.2973422338 -0.0129196879 0.0041307424 -0.0129196879 0.0041307424R_IHSG 1.5300417507 0.503790638056 3.0370587208 0.0058569552 0.48787141327 2.5722120882 0.4878714133 2.5722120882

SUMMARY OUTPUT LPPF

Regression StatisticsMultiple R 0.0033686046R Square 1.1347497E-05Adjusted R Square -0.04346642Standard Error 0.0157984313Observations 25

ANOVAdf SS MS F Significance F

Regression 1 6.514195096E-08 6.5141951E-08 0.0002609954 0.98724978064Residual 23 0.005740579892 0.0002495904Total 24 0.005740645034

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0012676534 0.003186627341 0.3978041082 0.6944427934 -0.0053243875 0.0078596943 -0.0053243875 0.0078596943R_IHSG -0.0062933379 0.389551281832 -0.0161553517 0.9872497806 -0.8121415618 0.7995548859 -0.8121415618 0.7995548859

SUMMARY OUTPUT JSMR

Regression StatisticsMultiple R 0.6155032884R Square 0.378844298Adjusted R Square 0.3518375283Standard Error 0.0250044882Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.008770493987 0.008770494 14.027753147 0.0010564305Residual 23 0.014380161924 0.0006252244Total 24 0.023150655911

MNCN

Page 18: contoh cara mengitung portofolio dengan excel

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.000289086 0.00504353784 0.057318091 0.9547868676 -0.010144267 0.0107224389 -0.010144267 0.0107224389R_IHSG 2.3092061243 0.616550484289 3.7453642209 0.0010564305 1.03377427272 3.5846379758 1.0337742727 3.5846379758

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.4910009227R Square 0.2410819061Adjusted R Square 0.2080854672Standard Error 0.0559892925Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.022903797996 0.022903798 7.3063007513 0.01269175408Residual 23 0.072100420149 0.0031348009Total 24 0.095004218144

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0054047093 0.011293337134 0.4785750431 0.6367590369 -0.0179573385 0.0287667571 -0.0179573385 0.0287667571R_IHSG 3.7316802618 1.380561165674 2.7030169721 0.0126917541 0.87577189977 6.5875886238 0.8757718998 6.5875886238

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.5058378617R Square 0.2558719423Adjusted R Square 0.2235185485Standard Error 0.0187458094Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.002779145056 0.0027791451 7.908658478 0.00988796886Residual 23 0.008082323503 0.0003514054Total 24 0.010861468559

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0011750883 0.003781129137 0.3107770849 0.7587690786 -0.0066467733 0.0089969499 -0.0066467733 0.0089969499R_IHSG 1.2998890359 0.462226531206 2.8122337168 0.0098879689 0.34370060435 2.2560774674 0.3437006043 2.2560774674

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.643139566R Square 0.4136285014Adjusted R Square 0.3881340884Standard Error 0.0255051683Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.010554115095 0.0105541151 16.224280264 0.00052482699

SCMA

INDF

CPIN

Page 19: contoh cara mengitung portofolio dengan excel

Residual 23 0.014961812988 0.0006505136Total 24 0.025515928083

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0008992262 0.005144527658 0.1747927649 0.8627720412 -0.0097430401 0.0115414925 -0.0097430401 0.0115414925R_IHSG 2.5331539594 0.62889604868 4.0279374702 0.000524827 1.23218336209 3.8341245566 1.2321833621 3.8341245566

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.0984834841R Square 0.0096989966Adjusted R Square -0.0333575687Standard Error 0.046400131Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.000484982244 0.0004849822 0.2252617353 0.63953513519Residual 23 0.04951835964 0.0021529722Total 24 0.050003341884

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0010124672 0.009359152422 0.1081793639 0.9147916165 -0.0183484147 0.020373349 -0.0183484147 0.020373349R_IHSG 0.5430172082 1.144115527948 0.4746174621 0.6395351352 -1.8237660859 2.9098005023 -1.8237660859 2.9098005023

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.4217302195R Square 0.177856378Adjusted R Square 0.1421110031Standard Error 0.0140819906Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.000986683097 0.0009866831 4.9756473014 0.03574798693Residual 23 0.004560956569 0.0001983025Total 24 0.005547639666

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0009331019 0.002840412163 0.3285093411 0.7454987999 -0.0049427383 0.0068089422 -0.0049427383 0.0068089422R_IHSG 0.7745322708 0.347227987663 2.2306159018 0.0357479869 0.05623645161 1.4928280901 0.0562364516 1.4928280901

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.4216844643R Square 0.1778177875Adjusted R Square 0.1420707347Standard Error 0.0151779567Observations 25

ANOVA

UNTR

INTP

ICBP

Page 20: contoh cara mengitung portofolio dengan excel

df SS MS F Significance FRegression 1 0.001145939216 0.0011459392 4.9743342159 0.03577014758Residual 23 0.005298518521 0.0002303704Total 24 0.006444457737

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0020694685 0.00306147434 0.6759712144 0.5057997494 -0.0042636737 0.0084026107 -0.0042636737 0.0084026107R_IHSG 0.8347020192 0.374251873796 2.2303215499 0.0357701476 0.06050303227 1.6089010062 0.0605030323 1.6089010062

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.4217302195R Square 0.177856378Adjusted R Square 0.1421110031Standard Error 0.0140819906Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.000986683097 0.0009866831 4.9756473014 0.03574798693Residual 23 0.004560956569 0.0001983025Total 24 0.005547639666

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept 0.0009331019 0.002840412163 0.3285093411 0.7454987999 -0.0049427383 0.0068089422 -0.0049427383 0.0068089422R_IHSG 0.7745322708 0.347227987663 2.2306159018 0.0357479869 0.05623645161 1.4928280901 0.0562364516 1.4928280901

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.4246512329R Square 0.1803286696Adjusted R Square 0.1446907857Standard Error 0.0200016121Observations 25

ANOVAdf SS MS F Significance F

Regression 1 0.002024337266 0.0020243373 5.060027413 0.03435568984Residual 23 0.009201483176 0.0004000645Total 24 0.011225820442

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0% Upper 95,0%Intercept -0.0015806921 0.004034431198 -0.391800477 0.6988123308 -0.0099265489 0.0067651647 -0.0099265489 0.0067651647R_IHSG 1.1094100815 0.493191602431 2.2494504691 0.0343556898 0.08916551969 2.1296546432 0.0891655197 2.1296546432

SMGR

KLBF

Page 21: contoh cara mengitung portofolio dengan excel

PENGUMUMAN

Pemenang lelang SBIS ditetapkan sbb:

Tanggal Lelang 22-May-15

Piranti SBIS

Jangka Waktu 9 bulan (273 hari)

Tanggal Setelmen 22-May-15

Tanggal Jatuh Waktu 19-Feb-16

Target Indikatif (miliar) Rp1,000.00

Nominal Penawaran (miliar) Rp797.50

Frekuensi Penawaran 10

Nominal Pemenang (miliar) Rp797.50

Tingkat Imbalan SBIS 6.66%

Jakarta, 22 Mei 2015

Grup Operasi Moneter

Departemen Pengelolaan Moneter

HASIL LELANG SERTIFIKAT BANK INDONESIA SYARIAH (SBIS)

Page 22: contoh cara mengitung portofolio dengan excel

PENGUMUMAN

HASIL LELANG SERTIFIKAT BANK INDONESIA SYARIAH (SBIS)

Pemenang lelang SBIS ditetapkan sbb:

Tanggal Lelang 22-May-15

Piranti SBIS

Jangka Waktu 9 bulan (273 hari)

Tanggal Setelmen 22-May-15

Tanggal Jatuh Waktu 19-Feb-16

Target Indikatif (miliar) Rp1,000.00

Nominal Penawaran (miliar) Rp797.50

Frekuensi Penawaran 10

Nominal Pemenang (miliar) Rp797.50

Tingkat Imbalan SBIS 6.66%

Jakarta, 22 Mei 2015

Grup Operasi Moneter

Departemen Pengelolaan Moneter

Page 23: contoh cara mengitung portofolio dengan excel

Pemenang lelang SBI dan SBIS ditetapkan sbb:

Tanggal Lelang 19-Mar-15

Piranti SBI SBIS

Jangka Waktu 9 bulan (273 hari) 9 bulan (274 hari)

Tanggal Setelmen 20-Mar-15 19-Mar-15

Tanggal Jatuh Waktu 18-Dec-15 18-Dec-15

Target Indikatif (miliar) Rp8,000.00 Rp750.00

Nominal Penawaran (miliar) Rp9,996.00 Rp770.00

Kisaran Bid Rate 6,50%-6,90% -

Frekuensi Penawaran 83 6

Nominal Pemenang (miliar) Rp8,000.00 Rp770.00

Stop Out Rate (SOR) SBI -

Diskonto rrt SBI 6.65% -

Tingkat Imbalan SBIS - 6.65%

Jakarta, 19 Maret 2015

Grup Operasi Moneter

Departemen Pengelolaan Moneter

6,68% (propo 22,34%)