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ANALISIS BETA

D

I

S

U

S

U

N

OLEH:

FEBRI NELDIKO20100410049

MANAJEMEN A

UNIVERSITAS MUHAMMADIYAH YOGYAKARTA

TAHUN 2007

BNI

FAST

GGRM

IHSG

1820

1800

10350

1757,2577

BNI

FAST

GGRM

IHSG

1750

1850

10850

1740,971

-0,03846

0,027778

0,048309

-0,00927

1760

1850

10600

1830,9236

0,005714

0

-0,02304

0,051668

2200

2300

10850

1999,1669

0,25

0,243243

0,023585

0,09189

2500

2200

11100

2084,3245

0,136364

-0,04348

0,023041

0,042597

2475

2300

11150

2139,2779

-0,01

0,045455

0,004505

0,026365

2475

2300

10850

2348,67

0

0

-0,02691

0,09788

1950

2300

9550

2194,34

-0,21212

0

-0,11982

-0,06571

2000

2300

9400

2359,21

0,025641

0

-0,01571

0,075134

1990

2300

10000

2643,49

-0,005

0

0,06383

0,120498

1840

2300

8400

2688,33

-0,07538

0

-0,16

0,016962

1970

2450

8500

2745,83

0,070652

0,065217

0,011905

0,021389

0,013401

0,030747

-0,01548

0,042673

TAHUN 2008

BNI

FAST

GGRM

IHSG

1740

2450

8150

2627,251

BNI

FAST

GGRM

IHSG

1660

2450

7950

2721,9444

-0,04598

0

-0,02454

0,036043

1390

2450

7650

2447,299

-0,16265

0

-0,03774

-0,1009

1200

2700

7600

2304,516

-0,13669

0,102041

-0,00654

-0,05834

1250

2700

7400

2444,349

0,041667

0

-0,02632

0,060678

1210

3000

6450

2349,105

-0,032

0,111111

-0,12838

-0,03896

1460

2700

6650

2304,508

0,206612

-0,1

0,031008

-0,01898

1270

3000

6450

2165,943

-0,13014

0,111111

-0,03008

-0,06013

970

3000

5900

0

-0,23622

0

-0,08527

-1

510

3000

4300

1256,704

-0,47423

0

-0,27119

560

3000

4325

1241,541

0,098039

0

0,005814

-0,01207

680

3100

4250

1355,408

0,214286

0,033333

-0,01734

0,091714

-0,05975

0,023418

-0,05369

-0,1101

TAHUN 2009

BNI

FAST

GGRM

IHSG

770

3000

5400

1332,667

BNI

FAST

GGRM

IHSG

700

3000

5200

1285,476

-0,09091

0

-0,03704

-0,03541

720

3000

5900

1434,074

0,028571

0

0,134615

0,115598

1250

3000

7450

1722,766

0,736111

0

0,262712

0,201309

1570

3000

11350

1916,831

0,256

0

0,52349

0,112647

1720

3200

12550

2026,78

0,095541

0,066667

0,105727

0,05736

1890

3500

14100

2323,236

0,098837

0,09375

0,123506

0,146269

1940

3500

14300

2341,537

0,026455

0

0,014184

0,007877

2125

3500

14900

2467,591

0,095361

0

0,041958

0,053834

1850

3600

14300

2367,701

-0,12941

0,028571

-0,04027

-0,04048

2025

3350

17250

2415,837

0,094595

-0,06944

0,206294

0,02033

1980

5200

21550

2534,356

-0,02222

0,552239

0,249275

0,049059

0,108084

0,061071

0,144041

0,062581

TAHUN 2010

BNI

FAST

GGRM

IHSG

2275

6500

24000

2.610,80

BNI

FAST

GGRM

IHSG

2600

7000

26050

2.549,03

0,142857

0,076923

0,085417

-0,02366

2500

7000

24750

2.777,30

-0,03846

0

-0,0499

0,089552

2350

7100

27600

2.971,25

-0,06

0,014286

0,115152

0,069834

3025

7250

33700

2.796,96

0,287234

0,021127

0,221014

-0,05866

3475

7300

34200

2.913,68

0,14876

0,006897

0,014837

0,041731

3675

9000

35000

3.069,28

0,057554

0,232877

0,023392

0,053403

3900

9000

39400

3.081,88

0,061224

0

0,125714

0,004105

4050

10000

51600

3.501,30

0,038462

0,111111

0,309645

0,136092

3875

9200

47700

3.635,32

-0,04321

-0,08

-0,07558

0,038277

40700

3.531,21

-1

-1

-0,14675

-0,02864

40000

3.703,51

-0,0172

0,048793

-0,04056

-0,06168

0,055067

0,033712

TAHUN 2007

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

12331.840

19603.695

.629

.545

IHSG

.192

.401

.157

.478

.644

a. Dependent Variable: BNI

R= 12331.840+.192 .Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

53008.204

30319.861

1.748

.114

IHSG

-.562

.620

-.289

-.907

.388

a. Dependent Variable: FAST

R= 53008.204+ ( -.562).Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

11816.143

7242.171

1.632

.137

IHSG

-.084

.148

-.186

-.568

.584

a. Dependent Variable: GGRM

R = 11816.143+ (-.084) .Rm + e

TAHUN 2008

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

19222.936

28555.791

.673

.518

IHSG

1.367

.816

.488

1.677

.128

a. Dependent Variable: BNI

R = 19222.936+ 1.367.Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

38300.258

16964.631

2.258

.050

IHSG

-.378

.485

-.252

-.780

.455

a. Dependent Variable: FAST

R = 38300.258+ (-.378).Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

-2356.009

4932.161

-.478

.644

IHSG

-1.127E-5

.141

.000

.000

1.000

a. Dependent Variable: GGRM

R = -2356.009 + (-1.127E-5).Rm + e

TAHUN 2009

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

-19060.113

69886.321

-.273

.791

IHSG

1.982

.758

.657

2.613

.028

a. Dependent Variable: BNI

R = -19060.113+ 1.982.Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

73737.491

70897.156

1.040

.325

IHSG

-.235

.769

-.101

-.305

.767

a. Dependent Variable: FAST

R = 73737.491+ (-.235) .Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

65261.122

36826.844

1.772

.110

IHSG

.677

.400

.492

1.694

.124

a. Dependent Variable: GGRM

R = 65261.122+ .677.Rm + e

TAHUN 2010

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

94610.520

35497.959

2.665

.026

IHSG

-.949

.589

-.473

-1.611

.142

a. Dependent Variable: BNI

R = 94610.520+(-.949) .Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

23255.593

31877.226

.730

.484

IHSG

.441

.529

.267

.833

.427

a. Dependent Variable: FAST

R = 23255.593+.441 .Rm + e

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

50217.192

46005.854

1.092

.303

IHSG

.680

.764

.284

.890

.397

a. Dependent Variable: GGRM

R = 50217.192+(.680) .Rm + e