1.

BANK BUKOPIN (BBKP)

Harga Return Saham
Tanggal (RA – RAVG)2
Saham (RA)
29 Maret 2019 334 - 0,0116 - 0,00003364
5 April 2019 314 0 - 0,00003364
RAVG = - 0,0058 ∑ (RA – RAVG)2 = 0,00006728

Ri =

R29 = 334 – 342

342
= - 0,0116
R5 = 314 – 314
314
= 0

= 0,00006728
2-1
= 0,00006728
IHSG
Return Indeks Pasar
Tanggal IHSG (RM – RAVG)2
(RM)
29 Maret 2019 6,468.75 - 0,001857 0,00000043099225
5 April 2019 6,474.02 - 0,00317 0,00000043099225
∑ (RA – RAVG)2 =
RAVG = - 0,0025135
0,0000008619845
R29 = 6,468.75 – 6,480.79
6,480.79
= - 0,001857
R5 = 6,474.02 – 6,494.63
6,494.63
= - 0,00317
Variance = 0,0000008619845
COVARIANCE

Return Return Indeks Product

X – X avg Y – Y avg
Saham (X) Pasar (Y) (X-Xavg) (Y-Yavg)
- 0,0116 - 0,001857 - 0,0058 0,0006565 - 0,0000038077
0 - 0,00317 0,0058 - 0,0006565 - 0,0000038077
X avg = Y avg =
∑ = 0,0000076154
- 0,0058 - 0,0025135

= 0,0000076154
Beta = 0,0000076154
0,0000008619845
= 8,8347296280
 2. BEKASI FAJAR INDUSTRIAL ESTATE Tbk (BEST)

Harga Return Saham

Tanggal (RA – RAVG)2
Saham (RA)
29 Maret 2019 240 - 0,0243 - 0,000247905
5 April 2019 280 - 0,00719 0,0000018632
RAVG = - 0,008555 ∑ (RA – RAVG)2 = - 0, 0002460418

Ri =

R29 = 240 – 246

246
= - 0,0243
R5 = 280 – 278
278
= - 0,00719

= - 0, 0002460418
2-1
= - 0, 0002460418

IHSG
Return Indeks Pasar
Tanggal IHSG (RM – RAVG)2
(RM)
29 Maret 2019 6,468.75 - 0,001857 0,00000043099225
5 April 2019 6,474.02 - 0,00317 0,00000043099225
∑ (RA – RAVG)2 =
RAVG = - 0,0025135
0,0000008619845
R29 = 6,468.75 – 6,480.79
6,480.79
= - 0,001857
R5 = 6,474.02 – 6,494.63
6,494.63
= - 0,00317
Variance = 0,0000008619845
COVARIANCE

Return Return Indeks Product

X – X avg Y – Y avg
Saham (X) Pasar (Y) (X-Xavg) (Y-Yavg)
- 0,0243 - 0,001857 0,006125 0,0006565 0,0000040211
- 0,00719 - 0,00317 0,001365 - 0,0006565 - 0,0000008961
X avg = Y avg =
∑ = 0,000003125
- 0,008555 - 0,0025135

= 0,000003125
Beta = 0,000003125
0,0000008619845
= 3,62535521230