komputasi finansial
TRANSCRIPT
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8/11/2019 Komputasi finansial
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Date GGRM UNVR INDF TLKM Return 1 Return 2 Return 3
6/4/2012 58650 22900 4700 1470
6/11/2012 57250 22450 4775 1580
6/18/2012 59000 23050 4825 1550
6/25/2012 61500 22900 4850 1630
7/2/2012 61500 24200 5250 1640 0.048593 0.056769 0.117021
7/9/2012 59500 23900 5550 1730 0.039301 0.064588 0.1623047/16/2012 58350 23000 5400 1800 -0.01102 -0.00217 0.119171
7/23/2012 58150 24100 5350 1860 -0.05447 0.052402 0.103093
7/30/2012 51000 24450 5400 1790 -0.17073 0.010331 0.028571
8/6/2012 51200 24800 5350 1840 -0.1395 0.037657 -0.03604
8/13/2012 51600 25550 5150 1960 -0.11568 0.11087 -0.0463
8/20/2012 52100 25550 5350 1900 -0.10404 0.060166 0
8/27/2012 50100 27100 5400 1860 -0.01765 0.108384 0
9/3/2012 49750 28000 5400 1930 -0.02832 0.129032 0.009346
9/10/2012 49050 27800 5500 1930 -0.04942 0.088063 0.067961
9/17/2012 47250 26650 5500 1880 -0.09309 0.043053 0.028037
9/24/2012 46450 26050 5650 1890 -0.07285 -0.03875 0.046296
10/1/2012 49950 26050 5800 1900 0.00402 -0.06964 0.074074
10/8/2012 52500 26100 5750 1930 0.070336 -0.06115 0.045455
10/15/2012 51100 26000 6200 1930 0.081481 -0.02439 0.127273
10/22/2012 50900 25450 6000 1930 0.095802 -0.02303 0.061947
10/29/2012 47850 26350 5800 1910 -0.04204 0.011516 0
11/5/2012 47600 26000 5900 1880 -0.09333 -0.00383 0.026087
11/12/2012 46300 26150 5700 1890 -0.09393 0.005769 -0.08065
11/19/2012 51800 26450 5850 1840 0.017682 0.039293 -0.025
11/26/2012 52850 26350 5850 1800 0.104493 0 0.008621
12/3/2012 55300 26250 5900 1840 0.161765 0.009615 012/10/2012 57450 22200 6050 1770 0.240821 -0.15105 0.061404
12/17/2012 57000 20800 5600 1830 0.100386 -0.21361 -0.04274
12/24/2012 56300 20850 5850 1810 0.065279 -0.20873 0
12/31/2012 55000 21750 5950 1820 -0.00542 -0.17143 0.008475
1/7/2013 52300 21300 5900 1810 -0.08964 -0.04054 -0.02479
1/14/2013 52850 22450 5950 1960 -0.07281 0.079327 0.0625
1/21/2013 50500 22250 6000 1960 -0.10302 0.067146 0.025641
1/28/2013 52250 21950 5950 1930 -0.05 0.009195 0
2/4/2013 49900 22000 6600 1930 -0.04589 0.032864 0.118644
2/11/2013 50450 23000 6700 1990 -0.04541 0.024499 0.12605
2/18/2013 50550 22950 6800 1970 0.00099 0.031461 0.133333
2/25/2013 49950 22750 7400 2170 -0.04402 0.036446 0.243697
3/4/2013 49850 23000 7700 2150 -0.001 0.045455 0.166667
3/11/2013 49250 22300 7250 2060 -0.02379 -0.03043 0.08209
3/18/2013 46100 22100 7200 2110 -0.08803 -0.03704 0.058824
3/25/2013 48950 22800 7450 2200 -0.02002 0.002198 0.006757
4/1/2013 51650 22950 7300 2140 0.036108 -0.00217 -0.05195
4/8/2013 54250 22800 7400 2230 0.101523 0.022422 0.02069
4/15/2013 50100 22650 7400 2340 0.086768 0.024887 0.027778
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4/22/2013 50000 22750 7500 2250 0.02145 -0.00219 0.006711
4/29/2013 49950 25900 7250 2260 -0.03291 0.12854 -0.00685
5/6/2013 53800 27500 7200 2370 -0.00829 0.20614 -0.02703
5/13/2013 55500 31250 7450 2390 0.107784 0.379691 0.006757
5/20/2013 53650 32300 7500 2460 0.073 0.41978 0
5/27/2013 53500 30500 7350 2210 0.071071 0.177606 0.013793
6/3/2013 51500 28900 7050 2200 -0.04275 0.050909 -0.020836/10/2013 49400 28850 6900 2110 -0.10991 -0.0768 -0.07383
6/17/2013 47700 27250 6300 1990 -0.1109 -0.15635 -0.16
6/24/2013 50600 30750 7350 2250 -0.05421 0.008197 0
7/1/2013 49050 29300 7050 2200 -0.04757 0.013841 0
7/8/2013 46050 31000 7050 2370 -0.06781 0.074523 0.021739
7/15/2013 46900 34600 7300 2330 -0.01677 0.269725 0.15873
7/22/2013 43900 32950 6700 2330 -0.13241 0.071545 -0.08844
7/29/2013 41700 31450 6800 2400 -0.14985 0.073379 -0.03546
8/5/2013 41700 31450 6800 2400 -0.09446 0.014516 -0.03546
8/12/2013 43450 30700 6700 2270 -0.07356 -0.11272 -0.08219
8/19/2013 36000 29000 6250 2150 -0.17995 -0.11988 -0.06716
8/26/2013 37950 31200 6500 2200 -0.08993 -0.00795 -0.04412
9/2/2013 37250 31900 5950 1990 -0.10671 0.014308 -0.125
9/9/2013 41300 30700 6500 2200 -0.04948 0 -0.02985
9/16/2013 39800 32000 6950 2325 0.105556 0.103448 0.112
9/23/2013 36300 30950 7050 2175 -0.04348 -0.00801 0.084615
9/30/2013 35350 30700 6700 2250 -0.05101 -0.03762 0.12605
10/7/2013 34350 30750 7000 2325 -0.16828 0.001629 0.076923
10/14/2013 33850 30800 7100 2350 -0.1495 -0.0375 0.021583
10/21/2013 37450 32050 7400 2175 0.03168 0.035541 0.049645
10/28/2013 36100 29800 6500 2300 0.021216 -0.02932 -0.0298511/4/2013 35600 30150 6700 2275 0.03639 -0.01951 -0.04286
11/11/2013 38000 29000 6600 2175 0.1226 -0.05844 -0.07042
11/18/2013 37150 27450 6600 2150 -0.00801 -0.14353 -0.10811
11/25/2013 37000 26600 6650 2175 0.024931 -0.10738 0.023077
12/2/2013 39150 25500 6500 2000 0.099719 -0.15423 -0.02985
12/9/2013 39400 25950 6600 2075 0.036842 -0.10517 0
12/16/2013 41900 26000 6450 2100 0.12786 -0.05282 -0.02273
12/23/2013 41250 26600 6450 2125 0.114865 0 -0.03008
12/30/2013 42500 26500 6700 2125 0.085568 0.039216 0.030769
1/6/2014 42500 25900 6675 2145 0.07868 -0.00193 0.011364
1/13/2014 45000 27650 6675 2225 0.073986 0.063462 0.034884
1/20/2014 42150 28075 7275 2210 0.021818 0.055451 0.127907
1/27/2014 41900 28550 6975 2275 -0.01412 0.077358 0.041045
2/3/2014 43900 28225 7050 2295 0.032941 0.089768 0.05618
2/10/2014 43650 28375 7000 2250 -0.03 0.026221 0.048689
2/17/2014 47900 28400 7050 2400 0.136418 0.011576 -0.03093
2/24/2014 47700 28575 7175 2325 0.138425 0.000876 0.028674
3/3/2014 47200 28125 7425 2295 0.075171 -0.00354 0.053191
3/10/2014 49000 30875 7750 2280 0.122566 0.088106 0.107143
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3/17/2014 46100 28125 7325 2160 -0.03758 -0.00968 0.039007
3/24/2014 49400 29250 7300 2215 0.035639 0.023622 0.017422
3/31/2014 48900 29400 7150 2275 0.036017 0.045333 -0.03704
4/7/2014 49000 30525 7200 2315 0 -0.01134 -0.07097
4/14/2014 50600 30800 7200 2325 0.097614 0.095111 -0.01706
4/21/2014 54550 29025 7150 2365 0.104251 -0.00769 -0.02055
4/28/2014 57300 29200 7050 2300 0.171779 -0.0068 -0.01399
2.599019 2.059906 -5.57346 1.914536
148923.8 60149.25 -39292.9 4403.433
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8/11/2019 Komputasi finansial
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Return 4 Exp.Return xp.Return xp.Return xp.Return 4 Var 1 Var 2
0.115646
0.0949370.16129
0.141104
0.091463 -0.02967 0.036384 0.106032 0.120888 0.006349 0.000727
0.063584 -0.06728 0.032562 0.075421 0.110476 0.006121 0.000629
0.088889 -0.09828 0.041818 0.033701 0.109266 0.003357 0.001565
0.021505 -0.11688 0.054285 0.009866 0.081309 0.001495 0.00109
0.039106 -0.10952 0.065481 -0.01075 0.06091 0.002631 0.001549
0.048913 -0.08104 0.089222 -0.0146 0.052399 0.002389 0.001185
-0.01531 -0.06302 0.099303 0.006202 0.036621 0.001581 0.000552
-0.01053 -0.0585 0.08574 0.021069 0.016738 0.001187 0.000974
0.016129 -0.05227 0.065957 0.030328 0.015663 0.000774 0.003551
-0.01554 -0.04793 0.030352 0.045143 0.004733 0.001149 0.005601
0 -0.0282 -0.00768 0.052365 -0.00505 0.003481 0.003881
0.026596 -0.00202 -0.03018 0.064227 0.003331 0.005111 0.001597
0.021164 0.035757 -0.04339 0.071009 0.009669 0.003939 0.00036
0.005263 0.04192 -0.03334 0.06175 0.007496 0.002752 0.000858
-0.02591 0.022449 -0.02018 0.052152 0.005423 0.005745 0.000595
-0.02073 -0.01041 -0.00679 0.026932 0.001278 0.006916 0.000215
-0.04663 -0.02317 0.005943 -0.00352 -0.01337 0.005222 0.000416
-0.05759 -0.02143 0.010549 -0.01419 -0.02912 0.005648 0.000234
-0.02128 0.019335 0.010169 -0.01419 -0.03443 0.010613 0.000233-0.06349 0.086165 -0.01927 -0.00712 -0.04194 0.013419 0.004526
-0.00543 0.125029 -0.06315 0.000458 -0.03889 0.005462 0.010028
0.005556 0.134549 -0.11276 0.005458 -0.02845 0.003781 0.009708
-0.01087 0.112565 -0.14704 0.005429 -0.0191 0.007035 0.006678
0.022599 0.062284 -0.15707 0.00047 -0.01033 0.0122 0.003937
0.071038 -0.00044 -0.111 0.000689 0.016578 0.005541 0.012984
0.082873 -0.04112 -0.05484 0.014364 0.034239 0.003957 0.014072
0.06044 -0.06418 -0.01126 0.014364 0.045216 0.001177 0.008257
0.066298 -0.07227 0.029598 0.036398 0.06065 0.000488 0.001846
0.015306 -0.06343 0.042606 0.066567 0.059191 0.000494 0.000698
0.005102 -0.04867 0.033033 0.080734 0.046004 0.001088 0.000361
0.124352 -0.03687 0.026893 0.124345 0.0543 0.000362 9.33E-05
0.11399 -0.02707 0.034145 0.157678 0.06501 0.000489 4.7E-05
0.035176 -0.02265 0.021485 0.150367 0.058785 0.000401 0.000721
0.071066 -0.03117 0.009178 0.136922 0.069937 0.001079 0.001252
0.013825 -0.03537 0.003325 0.111607 0.071682 0.00088 0.001128
-0.00465 -0.01935 -0.0044 0.052478 0.045881 0.00163 0.000855
0.082524 0.001159 -0.00901 0.023282 0.039588 0.004064 0.000481
0.109005 0.023269 0.002059 0.01242 0.054354 0.004916 0.000496
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0.022727 0.045166 0.009028 0.001998 0.044686 0.00196 0.000146
0.056075 0.042587 0.034296 -0.00072 0.053136 0.002323 0.002355
0.06278 0.033706 0.075959 0.004261 0.066622 0.002753 0.006259
0.021368 0.034959 0.147413 0.001474 0.054391 0.00293 0.019031
0.093333 0.032205 0.226392 -0.00408 0.051257 0.002675 0.024627
-0.02212 0.042129 0.262352 -0.00267 0.042286 0.002855 0.01336
-0.07173 0.040162 0.246825 -0.00546 0.016725 0.003166 0.018479-0.11715 0.019839 0.190237 -0.01482 -0.01926 0.006787 0.035893
-0.19106 -0.0239 0.08303 -0.04817 -0.06175 0.006746 0.041245
0.0181 -0.04934 0.000713 -0.04817 -0.07679 0.004405 0.012909
0 -0.07307 -0.03204 -0.05093 -0.07237 0.000943 0.005612
0.123223 -0.07808 -0.02732 -0.04242 -0.03338 0.000739 0.006485
0.170854 -0.05945 0.041988 0.004094 0.024224 0.000941 0.018839
0.035556 -0.06375 0.087566 0.018407 0.069546 0.001458 0.009069
0.090909 -0.08288 0.100603 0.011315 0.084108 0.002556 0.007679
0.012658 -0.09226 0.100738 0.004222 0.08664 0.002246 0.007656
-0.02575 -0.09341 0.06329 -0.01656 0.056845 0.002195 0.015229
-0.07725 -0.12605 -0.01463 -0.06174 0.007224 0.001453 0.007344
-0.08333 -0.11755 -0.03053 -0.05288 -0.01655 0.001634 0.005615
-0.17083 -0.10892 -0.04234 -0.07079 -0.0689 0.001374 0.003718
-0.03084 -0.09993 -0.04525 -0.06966 -0.0776 0.001958 0.003421
0.081395 -0.0641 -0.00201 -0.03083 -0.05617 0.00898 0.005064
-0.01136 -0.03681 0.020359 -0.00047 -0.04299 0.005636 0.001792
0.130653 -0.02903 0.014425 0.033563 -0.0002 0.005052 0.002269
0.056818 -0.04134 0.011889 0.073948 0.045333 0.007571 0.002295
0.010753 -0.06134 0.004389 0.084234 0.053651 0.009498 0.002699
0 -0.07612 -0.00919 0.071763 0.037372 0.005439 0.000746
0.022222 -0.06318 -0.01345 0.04887 0.044089 0.006953 0.000808-0.02151 -0.0457 -0.00983 0.015089 0.013658 0.008601 0.000686
-0.07447 0.012478 -0.02185 -0.01438 -0.0126 0.007876 0.000988
-0.01149 0.040775 -0.04305 -0.04032 -0.01705 0.001912 0.00345
-0.05435 0.039425 -0.07164 -0.04563 -0.02792 0.001944 0.002226
-0.12088 0.055126 -0.09662 -0.04563 -0.05654 0.002358 0.002608
-0.04598 0.055216 -0.11375 -0.03706 -0.06143 0.002355 0.00114
-0.02326 0.056268 -0.11263 -0.02752 -0.05119 0.002501 0.001269
-0.02299 0.080843 -0.08392 -0.01192 -0.05349 0.001757 0.002791
0.0625 0.092971 -0.0546 -0.01038 -0.03012 0.000989 0.004854
0.033735 0.088763 -0.02414 -0.00213 0.000803 0.001004 0.002496
0.059524 0.096192 0.009585 0.004843 0.021903 0.000453 0.00158
0.04 0.074983 0.03124 0.03497 0.034554 0.000909 0.000753
0.070588 0.049187 0.046712 0.049194 0.053269 0.001513 0.000744
0.06993 0.038662 0.056823 0.054276 0.054755 0.00119 0.001001
0.011236 0.016925 0.062452 0.061741 0.050256 0.00134 0.000466
0.085973 0.029412 0.052075 0.048579 0.055545 0.003389 0.000876
0.021978 0.052733 0.04116 0.028732 0.051941 0.00521 0.001279
0 0.070591 0.02498 0.031161 0.037823 0.004098 0.001155
0.013333 0.088516 0.024647 0.041354 0.026504 0.004034 0.001112
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6/36
-0.1 0.087 0.017466 0.039417 0.004257 0.004402 0.001296
-0.04731 0.066845 0.019875 0.049087 -0.0224 0.004035 0.001291
-0.00871 0.046363 0.028767 0.035945 -0.02854 0.002781 0.001269
0.015351 0.031329 0.027208 0.011113 -0.02547 0.002819 0.001379
0.076389 0.026338 0.028609 -0.01373 -0.01286 0.002008 0.001558
0.06772 0.054704 0.029008 -0.02564 0.020687 0.0016 0.001528
0.010989 0.081932 0.022923 -0.03192 0.032347 0.003528 0.001742
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Var 3 Var 4 Std 1 Std 2 Std 3 Std 4 Cov11
0.001894 0.000722 0.079679 0.026954 0.043517 0.026862 0.006349
0.004969 0.001264 0.078239 0.025083 0.070492 0.035558 0.006121
0.004682 0.001308 0.057939 0.039557 0.068424 0.036164 0.003357
0.00288 0.001525 0.038659 0.03301 0.053665 0.039056 0.001495
0.000736 0.00075 0.051291 0.039357 0.02713 0.027392 0.002631
0.000493 0.00052 0.048876 0.034421 0.022199 0.022803 0.002389
0.001331 0.001163 0.039759 0.023487 0.036489 0.0341 0.001581
0.000655 0.000666 0.034446 0.031205 0.025584 0.025801 0.001187
0.000607 0.00066 0.027823 0.059589 0.024644 0.025692 0.000774
0.000587 0.000625 0.033901 0.074837 0.02422 0.025009 0.001149
0.000278 0.000144 0.058996 0.062296 0.016679 0.011995 0.003481
0.001211 0.000253 0.071492 0.039966 0.0348 0.015902 0.005111
0.000904 0.000238 0.062762 0.018982 0.030069 0.015424 0.003939
0.001705 0.000229 0.052463 0.029291 0.041289 0.015124 0.002752
0.001837 0.000341 0.075794 0.024398 0.042856 0.018477 0.005745
0.004719 0.000455 0.08316 0.014664 0.068692 0.021333 0.006916
0.002317 0.000571 0.072263 0.020388 0.048134 0.023906 0.005222
0.001375 0.000476 0.075151 0.015284 0.037087 0.021819 0.005648
0.001375 0.000224 0.103019 0.015279 0.037087 0.014959 0.0106130.002144 0.000322 0.11584 0.067274 0.046302 0.017936 0.013419
0.001259 0.000489 0.073905 0.100142 0.035482 0.022111 0.005462
0.001104 0.000763 0.061487 0.098527 0.033233 0.027621 0.003781
0.001104 0.000568 0.083876 0.081718 0.03323 0.023823 0.007035
0.001256 0.000837 0.110456 0.062749 0.035446 0.028938 0.0122
0.001283 0.000872 0.074436 0.113948 0.035824 0.029535 0.005541
0.000844 0.001342 0.062905 0.118626 0.029047 0.03664 0.003957
0.000844 0.001195 0.034306 0.090866 0.029047 0.034565 0.001177
0.002526 0.000416 0.022089 0.042963 0.050261 0.020404 0.000488
0.002475 0.000536 0.022217 0.026419 0.049745 0.023148 0.000494
0.003162 0.000919 0.032985 0.019012 0.056233 0.030315 0.001088
0.005965 0.001806 0.019033 0.009661 0.077231 0.042497 0.000362
0.002119 0.002396 0.022112 0.006857 0.046036 0.048952 0.000489
0.002904 0.002535 0.020018 0.026843 0.053888 0.050351 0.000401
0.004281 0.002063 0.032855 0.035387 0.065429 0.04542 0.001079
0.007026 0.001849 0.029662 0.033592 0.083822 0.042999 0.00088
0.00539 0.001794 0.040372 0.029247 0.073419 0.042353 0.00163
0.002132 0.001095 0.06375 0.021931 0.046176 0.03309 0.004064
0.001327 0.001837 0.070118 0.022281 0.036422 0.042857 0.004916
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8/36
0.000794 0.001887 0.044273 0.012074 0.028175 0.043445 0.00196
0.000798 0.001652 0.048196 0.048524 0.02824 0.040639 0.002323
0.000386 0.00082 0.052473 0.079113 0.019654 0.028642 0.002753
0.000326 0.00103 0.054125 0.137951 0.018049 0.032091 0.00293
0.000157 0.000727 0.051716 0.15693 0.012528 0.026958 0.002675
0.000196 0.00156 0.053433 0.115585 0.013984 0.039502 0.002855
0.00025 0.003469 0.056266 0.135939 0.015819 0.058898 0.0031660.001004 0.005335 0.082386 0.189454 0.031691 0.073038 0.006787
0.004014 0.009102 0.082136 0.203088 0.063358 0.095405 0.006746
0.004014 0.005341 0.06637 0.113616 0.063358 0.073081 0.004405
0.003703 0.005903 0.030704 0.074914 0.060851 0.076831 0.000943
0.004505 0.012034 0.027191 0.080528 0.067122 0.109699 0.000739
0.010237 0.015654 0.030684 0.137254 0.101177 0.125117 0.000941
0.006359 0.004357 0.038185 0.09523 0.079743 0.066005 0.001458
0.006821 0.003707 0.050561 0.087631 0.082591 0.060881 0.002556
0.007183 0.003306 0.047391 0.087497 0.084752 0.0575 0.002246
0.008183 0.004677 0.04685 0.123404 0.09046 0.06839 0.002195
0.000508 0.003212 0.038119 0.085696 0.022546 0.056673 0.001453
0.000349 0.004126 0.040419 0.074932 0.018691 0.064234 0.001634
0.001008 0.003836 0.03707 0.060975 0.031754 0.061939 0.001374
0.001093 0.00272 0.04425 0.058493 0.033054 0.052155 0.001958
0.006153 0.006779 0.094765 0.071162 0.078442 0.082336 0.00898
0.007633 0.006918 0.075075 0.042335 0.087367 0.083176 0.005636
0.009295 0.010792 0.071075 0.047634 0.096412 0.103884 0.005052
0.003012 0.003546 0.087013 0.04791 0.054881 0.059545 0.007571
0.0013 0.002555 0.097456 0.051949 0.036051 0.05055 0.009498
0.001229 0.002712 0.07375 0.027309 0.03506 0.052077 0.005439
0.002737 0.002238 0.083386 0.028431 0.052318 0.047305 0.0069530.002087 0.000674 0.092741 0.026187 0.045688 0.025952 0.008601
0.001917 0.001165 0.088747 0.031429 0.04378 0.034128 0.007876
0.002742 0.001036 0.043726 0.058739 0.052366 0.032189 0.001912
0.001899 0.001138 0.044089 0.047176 0.043579 0.033735 0.001944
0.001899 0.001544 0.04856 0.051065 0.043579 0.0393 0.002358
0.002241 0.001297 0.048525 0.033759 0.047334 0.036019 0.002355
0.001968 0.00145 0.050009 0.035623 0.044363 0.038078 0.002501
0.000427 0.001289 0.041921 0.05283 0.020663 0.035897 0.001757
0.000544 0.003433 0.031456 0.069669 0.023326 0.058592 0.000989
0.000495 0.001645 0.031678 0.049958 0.022245 0.040557 0.001004
0.000719 0.001452 0.02128 0.039749 0.02682 0.0381 0.000453
0.002689 0.000949 0.030146 0.027437 0.051852 0.030809 0.000909
0.001648 0.000196 0.038897 0.027269 0.040589 0.014014 0.001513
0.001564 0.000233 0.0345 0.031637 0.039542 0.015253 0.00119
0.001146 0.000503 0.036611 0.021592 0.033849 0.022424 0.00134
0.002546 0.000713 0.058215 0.029597 0.050456 0.026698 0.003389
0.000973 0.000877 0.072183 0.035761 0.031185 0.029611 0.00521
0.001056 0.001148 0.064018 0.03398 0.032495 0.033876 0.004098
0.001982 0.000933 0.063512 0.033347 0.044514 0.030549 0.004034
-
8/11/2019 Komputasi finansial
9/36
0.001968 0.003592 0.066349 0.035995 0.044363 0.059936 0.004402
0.000982 0.002078 0.063523 0.035924 0.031332 0.045586 0.004035
0.002209 0.001684 0.052735 0.035621 0.047001 0.041036 0.002781
0.003819 0.001897 0.053093 0.037139 0.061799 0.043554 0.002819
0.001516 0.003512 0.044809 0.039469 0.038941 0.05926 0.002008
0.000828 0.002166 0.040003 0.039089 0.028769 0.046544 0.0016
0.000445 0.001124 0.059393 0.041732 0.021083 0.033532 0.003528
-
8/11/2019 Komputasi finansial
10/36
Cov12 Cov13 Cov14 Cov21 Cov22 Cov23 Cov24 Cov31 Cov32
0.00122 0.003197 0.000441 0.00122 0.000727 0.000655 -0.00026 0.003197 0.000655
0.000729 0.004994 0.00139 0.000729 0.000629 0.000457 -0.00029 0.004994 0.000457
-0.00042 0.003027 0.001892 -0.00042 0.001565 -0.00162 -0.00052 0.003027 -0.00162
0.000554 0.001131 0.000565 0.000554 0.00109 -0.00069 -3.7E-05 0.001131 -0.00069
0.001569 -7.7E-05 -0.00087 0.001569 0.001549 -0.00053 -0.00024 -7.7E-05 -0.00053
0.001249 0.000841 -0.00045 0.001249 0.001185 0.000246 0.000143 0.000841 0.000246
0.000457 0.000737 -0.00046 0.000457 0.000552 -0.0002 0.000434 0.000737 -0.0002
0.000979 -1.4E-05 0.000464 0.000979 0.000974 -0.00013 0.000573 -1.4E-05 -0.00013
0.001227 -0.00034 0.000516 0.001227 0.003551 -0.00068 0.000592 -0.00034 -0.00068
-0.00044 0.000302 4.96E-05 -0.00044 0.005601 -0.00108 0.00085 0.000302 -0.00108
-0.00224 0.000307 -4.3E-05 -0.00224 0.003881 -0.00011 -0.00031 0.000307 -0.00011
-0.00161 0.001706 0.000389 -0.00161 0.001597 -0.00039 -2.8E-05 0.001706 -0.00039
0.000361 0.000746 0.000246 0.000361 0.00036 0.000229 0.000284 0.000746 0.000229
-0.00045 0.001371 0.000468 -0.00045 0.000858 -0.00044 0.000251 0.001371 -0.00044
-0.00127 0.002243 0.001157 -0.00127 0.000595 -0.00043 -8.6E-05 0.002243 -0.00043
-0.00104 0.004569 0.001681 -0.00104 0.000215 -0.00084 -0.00021 0.004569 -0.00084
-0.0003 0.002045 0.00076 -0.0003 0.000416 -0.00057 -0.00038 0.002045 -0.00057
0.000231 0.000816 -0.00116 0.000231 0.000234 -0.00016 -5.1E-05 0.000816 -0.00016
0.000217 0.001394 -0.00052 0.000217 0.000233 -0.00017 -6.1E-05 0.001394 -0.00017-0.00527 0.005178 -0.00111 -0.00527 0.004526 -0.00228 0.000678 0.005178 -0.00228
-0.00322 0.002134 -0.00036 -0.00322 0.010028 -0.0002 -0.00071 0.002134 -0.0002
0.001193 0.001545 -0.00116 0.001193 0.009708 0.000586 -0.00133 0.001545 0.000586
0.00276 0.001479 -0.00162 0.00276 0.006678 0.000478 -0.00056 0.001479 0.000478
-0.00359 0.002505 -0.00284 -0.00359 0.003937 -4.5E-05 0.000486 0.002505 -4.5E-05
-0.00731 -0.00133 -0.00146 -0.00731 0.012984 0.002804 0.003157 -0.00133 0.002804
-0.00661 -0.00041 -0.00165 -0.00661 0.014072 0.002034 0.004075 -0.00041 0.002034
-0.00244 -8.1E-05 -0.00084 -0.00244 0.008257 0.001408 0.00305 -8.1E-05 0.001408
-6.6E-05 0.000548 2.33E-05 -6.6E-05 0.001846 0.001239 0.000809 0.000548 0.001239
-0.00045 0.00055 -0.00034 -0.00045 0.000698 -0.0001 0.00034 0.00055 -0.0001
-0.00039 0.001193 -0.00082 -0.00039 0.000361 -8.6E-05 0.000247 0.001193 -8.6E-05
6.07E-05 0.000231 -0.00044 6.07E-05 9.33E-05 0.000669 0.0001 0.000231 0.000669
7.63E-05 -0.00012 -0.0001 7.63E-05 4.7E-05 0.000144 0.000266 -0.00012 0.000144
8.51E-05 -0.00028 -9.2E-05 8.51E-05 0.000721 0.001018 0.000573 -0.00028 0.001018
0.000759 0.000689 -0.00036 0.000759 0.001252 0.001938 0.000592 0.000689 0.001938
0.000576 0.000316 -5.6E-05 0.000576 0.001128 0.001988 0.00097 0.000316 0.001988
0.000678 -0.00085 -0.00064 0.000678 0.000855 0.000836 0.000506 -0.00085 0.000836
0.001238 -0.00144 0.000122 0.001238 0.000481 -0.00061 -5.9E-06 -0.00144 -0.00061
0.001467 -0.00082 0.000962 0.001467 0.000496 -0.0002 0.000282 -0.00082 -0.0002
-
8/11/2019 Komputasi finansial
11/36
0.000445 0.000439 0.001558 0.000445 0.000146 0.000236 0.000507 0.000439 0.000236
-0.00144 0.000632 0.000999 -0.00144 0.002355 9.94E-05 0.000524 0.000632 9.94E-05
-0.00287 0.000877 0.000946 -0.00287 0.006259 -0.00139 -0.00013 0.000877 -0.00139
0.002266 0.000695 7.5E-05 0.002266 0.019031 -0.00086 -0.00183 0.000695 -0.00086
0.005825 0.000396 -0.0002 0.005825 0.024627 0.000144 0.001874 0.000396 0.000144
0.004597 0.000544 -0.00075 0.004597 0.01336 0.000412 0.001609 0.000544 0.000412
0.006148 0.000784 0.001346 0.006148 0.018479 0.001025 0.006402 0.000784 0.0010250.014317 0.002437 0.00508 0.014317 0.035893 0.004745 0.013406 0.002437 0.004745
0.015358 0.004395 0.006999 0.015358 0.041245 0.010415 0.01922 0.004395 0.010415
0.007192 0.003169 0.003127 0.007192 0.012909 0.006449 0.006342 0.003169 0.006449
0.002159 0.001628 0.001942 0.002159 0.005612 0.004293 0.004754 0.001628 0.004293
0.001792 0.001565 0.002339 0.001792 0.006485 0.005302 0.008728 0.001565 0.005302
0.003828 0.002965 0.003237 0.003828 0.018839 0.013718 0.01604 0.002965 0.013718
0.001552 0.002688 0.001052 0.001552 0.009069 0.006009 0.005502 0.002688 0.006009
0.002197 0.003515 0.001061 0.002197 0.007679 0.005963 0.004435 0.003515 0.005963
0.003011 0.003637 0.001844 0.003011 0.007656 0.006573 0.004205 0.003637 0.006573
0.002297 0.003204 0.00121 0.002297 0.015229 0.009575 0.008079 0.003204 0.009575
-0.00024 -8.1E-05 0.000165 -0.00024 0.007344 0.000671 0.004418 -8.1E-05 0.000671
5.36E-05 -6.3E-05 -0.00025 5.36E-05 0.005615 0.001296 0.003431 -6.3E-05 0.001296
0.000924 4.74E-05 0.00056 0.000924 0.003718 7.53E-05 -0.0008 4.74E-05 7.53E-05
0.001289 0.000422 0.000855 0.001289 0.003421 2.35E-05 -0.00143 0.000422 2.35E-05
0.006207 0.006562 0.006348 0.006207 0.005064 0.003578 0.003067 0.006562 0.003578
0.002841 0.005368 0.005685 0.002841 0.001792 0.001904 0.002221 0.005368 0.001904
0.002751 0.00428 0.00443 0.002751 0.002269 0.000391 0.000233 0.00428 0.000391
0.003074 0.001106 0.000751 0.003074 0.002295 0.000379 0.000199 0.001106 0.000379
0.003973 0.002276 0.001542 0.003973 0.002699 0.000727 0.000422 0.002276 0.000727
0.001045 0.000521 -0.00062 0.001045 0.000746 -0.00021 -0.00068 0.000521 -0.00021
0.000701 -0.00124 -0.00069 0.000701 0.000808 0.0001 -0.00058 -0.00124 0.00010.000576 -0.00267 -0.00167 0.000576 0.000686 0.000707 2.58E-05 -0.00267 0.000707
-8E-05 -0.00232 -0.00205 -8E-05 0.000988 0.001042 0.000468 -0.00232 0.001042
0.000511 -3.4E-05 -0.00117 0.000511 0.00345 0.002886 0.00042 -3.4E-05 0.002886
0.000819 -7.8E-05 -0.00104 0.000819 0.002226 0.000504 0.000321 -7.8E-05 0.000504
0.00037 0.00017 -0.00153 0.00037 0.002608 0.00011 0.000717 0.00017 0.00011
0.000692 1.25E-05 -0.00144 0.000692 0.00114 0.000136 7.52E-05 1.25E-05 0.000136
0.00083 0.00066 -0.00072 0.00083 0.001269 0.000669 0.000673 0.00066 0.000669
0.001047 -0.00079 0.000181 0.001047 0.002791 -0.00033 0.00162 -0.00079 -0.00033
0.000546 -0.00038 -2.5E-06 0.000546 0.004854 0.000836 0.003787 -0.00038 0.000836
0.000658 -0.00038 6.76E-05 0.000658 0.002496 0.000426 0.001709 -0.00038 0.000426
-0.00069 -0.00052 -0.00075 -0.00069 0.00158 0.000873 0.001268 -0.00052 0.000873
-0.00052 -0.00153 -0.00046 -0.00052 0.000753 0.001006 0.000597 -0.00153 0.001006
-0.00069 -0.00076 -0.00016 -0.00069 0.000744 0.000435 0.00028 -0.00076 0.000435
-0.00067 -0.00059 -0.00027 -0.00067 0.001001 0.000416 0.000422 -0.00059 0.000416
0.00034 -8.6E-06 0.000399 0.00034 0.000466 -9.6E-05 0.000467 -8.6E-06 -9.6E-05
-0.00076 -0.00175 0.00108 -0.00076 0.000876 0.000716 0.000157 -0.00175 0.000716
-0.00161 -0.0016 0.000409 -0.00161 0.001279 0.00065 0.000472 -0.0016 0.00065
-0.00104 -0.00137 0.000677 -0.00104 0.001155 0.000381 0.000573 -0.00137 0.000381
0.000108 -0.00058 0.000868 0.000108 0.001112 0.00102 -0.00016 -0.00058 0.00102
-
8/11/2019 Komputasi finansial
12/36
-
8/11/2019 Komputasi finansial
13/36
Cov33 Cov34 Cov41 Cov42 Cov43 Cov44
0.001894 0.000247 0.000441 -0.00026 0.000247 0.000722
0.004969 0.001568 0.00139 -0.00029 0.001568 0.001264
0.004682 0.002313 0.001892 -0.00052 0.002313 0.001308
0.00288 0.001348 0.000565 -3.7E-05 0.001348 0.001525
0.000736 -0.0001 -0.00087 -0.00024 -0.0001 0.00075
0.000493 -0.00042 -0.00045 0.000143 -0.00042 0.00052
0.001331 -0.00117 -0.00046 0.000434 -0.00117 0.001163
0.000655 -0.00053 0.000464 0.000573 -0.00053 0.000666
0.000607 -0.0005 0.000516 0.000592 -0.0005 0.00066
0.000587 -0.00047 4.96E-05 0.00085 -0.00047 0.000625
0.000278 -8.4E-05 -4.3E-05 -0.00031 -8.4E-05 0.000144
0.001211 0.000323 0.000389 -2.8E-05 0.000323 0.000253
0.000904 0.000172 0.000246 0.000284 0.000172 0.000238
0.001705 0.000246 0.000468 0.000251 0.000246 0.000229
0.001837 0.000521 0.001157 -8.6E-05 0.000521 0.000341
0.004719 0.001104 0.001681 -0.00021 0.001104 0.000455
0.002317 0.000647 0.00076 -0.00038 0.000647 0.000571
0.001375 -8E-05 -0.00116 -5.1E-05 -8E-05 0.000476
0.001375 -0.00016 -0.00052 -6.1E-05 -0.00016 0.0002240.002144 -0.00061 -0.00111 0.000678 -0.00061 0.000322
0.001259 -0.00058 -0.00036 -0.00071 -0.00058 0.000489
0.001104 -0.00068 -0.00116 -0.00133 -0.00068 0.000763
0.001104 -0.00065 -0.00162 -0.00056 -0.00065 0.000568
0.001256 -0.00086 -0.00284 0.000486 -0.00086 0.000837
0.001283 0.000793 -0.00146 0.003157 0.000793 0.000872
0.000844 0.000691 -0.00165 0.004075 0.000691 0.001342
0.000844 0.000533 -0.00084 0.00305 0.000533 0.001195
0.002526 0.000567 2.33E-05 0.000809 0.000567 0.000416
0.002475 -0.00067 -0.00034 0.00034 -0.00067 0.000536
0.003162 -0.00119 -0.00082 0.000247 -0.00119 0.000919
0.005965 0.001404 -0.00044 0.0001 0.001404 0.001806
0.002119 0.001705 -0.0001 0.000266 0.001705 0.002396
0.002904 0.002121 -9.2E-05 0.000573 0.002121 0.002535
0.004281 0.001834 -0.00036 0.000592 0.001834 0.002063
0.007026 0.003293 -5.6E-05 0.00097 0.003293 0.001849
0.00539 0.002873 -0.00064 0.000506 0.002873 0.001794
0.002132 0.0009 0.000122 -5.9E-06 0.0009 0.001095
0.001327 0.001175 0.000962 0.000282 0.001175 0.001837 PER 4 Minggu
-
8/11/2019 Komputasi finansial
14/36
0.000794 0.000955 0.001558 0.000507 0.000955 0.001887
0.000798 0.000988 0.000999 0.000524 0.000988 0.001652
0.000386 0.000278 0.000946 -0.00013 0.000278 0.00082
0.000326 0.000169 7.5E-05 -0.00183 0.000169 0.00103 u 1
0.000157 -0.00015 -0.0002 0.001874 -0.00015 0.000727
0.000196 -0.00034 -0.00075 0.001609 -0.00034 0.00156
0.00025 1.87E-05 0.001346 0.006402 1.87E-05 0.003469 0.0067460.001004 0.001711 0.00508 0.013406 0.001711 0.005335 0.015358
0.004014 0.005107 0.006999 0.01922 0.005107 0.009102 0.004395
0.004014 0.004382 0.003127 0.006342 0.004382 0.005341 0.006999
0.003703 0.004457 0.001942 0.004754 0.004457 0.005903
0.004505 0.006964 0.002339 0.008728 0.006964 0.012034 0.001458
0.010237 0.011974 0.003237 0.01604 0.011974 0.015654 0.001552
0.006359 0.004051 0.001052 0.005502 0.004051 0.004357 0.002688
0.006821 0.003734 0.001061 0.004435 0.003734 0.003707 0.001052
0.007183 0.00423 0.001844 0.004205 0.00423 0.003306
0.008183 0.005425 0.00121 0.008079 0.005425 0.004677 0.001634
0.000508 0.000544 0.000165 0.004418 0.000544 0.003212 5.36E-05
0.000349 0.000586 -0.00025 0.003431 0.000586 0.004126 -6.3E-05
0.001008 0.0015 0.00056 -0.0008 0.0015 0.003836 -0.00025
0.001093 0.001245 0.000855 -0.00143 0.001245 0.00272
0.006153 0.00632 0.006348 0.003067 0.00632 0.006779 0.005052
0.007633 0.006801 0.005685 0.002221 0.006801 0.006918 0.002751
0.009295 0.009386 0.00443 0.000233 0.009386 0.010792 0.00428
0.003012 0.002631 0.000751 0.000199 0.002631 0.003546 0.00443
0.0013 0.001326 0.001542 0.000422 0.001326 0.002555
0.001229 0.00134 -0.00062 -0.00068 0.00134 0.002712 0.008601
0.002737 0.001927 -0.00069 -0.00058 0.001927 0.002238 0.0005760.002087 0.000766 -0.00167 2.58E-05 0.000766 0.000674 -0.00267
0.001917 0.000966 -0.00205 0.000468 0.000966 0.001165 -0.00167
0.002742 0.000662 -0.00117 0.00042 0.000662 0.001036
0.001899 -0.00018 -0.00104 0.000321 -0.00018 0.001138 0.002355
0.001899 -0.00063 -0.00153 0.000717 -0.00063 0.001544 0.000692
0.002241 -0.00051 -0.00144 7.52E-05 -0.00051 0.001297 1.25E-05
0.001968 -0.00058 -0.00072 0.000673 -0.00058 0.00145 -0.00144
0.000427 7.75E-05 0.000181 0.00162 7.75E-05 0.001289
0.000544 0.001038 -2.5E-06 0.003787 0.001038 0.003433 0.000453
0.000495 0.000707 6.76E-05 0.001709 0.000707 0.001645 -0.00069
0.000719 0.001014 -0.00075 0.001268 0.001014 0.001452 -0.00052
0.002689 0.00083 -0.00046 0.000597 0.00083 0.000949 -0.00075
0.001648 -0.00014 -0.00016 0.00028 -0.00014 0.000196
0.001564 -9.1E-05 -0.00027 0.000422 -9.1E-05 0.000233 0.003389
0.001146 -0.00019 0.000399 0.000467 -0.00019 0.000503 -0.00076
0.002546 -0.00073 0.00108 0.000157 -0.00073 0.000713 -0.00175
0.000973 -0.00042 0.000409 0.000472 -0.00042 0.000877 0.00108
0.001056 -0.00069 0.000677 0.000573 -0.00069 0.001148
0.001982 -0.00111 0.000868 -0.00016 -0.00111 0.000933 0.004035
C
C
C
C
C
C
C
C
-
8/11/2019 Komputasi finansial
15/36
0.001968 -0.00107 0.003662 0.000557 -0.00107 0.003592 0.001043
0.000982 0.000566 0.002847 0.000654 0.000566 0.002078 0.00077
0.002209 0.000431 0.002002 0.000947 0.000431 0.001684 0.002847
0.003819 -0.00053 0.001476 0.000784 -0.00053 0.001897
0.001516 -0.00154 0.002182 0.001677 -0.00154 0.003512 0.003528
0.000828 -0.00033 0.001372 0.000411 -0.00033 0.002166 -8.9E-05
0.000445 0.000309 0.000568 0.000479 0.000309 0.001124 0.0011060.000568
C
C
-
8/11/2019 Komputasi finansial
16/36
-
8/11/2019 Komputasi finansial
17/36
1 1 1
MuV 0.5
0.015358 0.004395 0.006999 5295.43 -7150.41 -4454.03 13526.130.041245 0.010415 0.01922 -7150.41 11505.55 6608.94 -22505.2
0.010415 0.004014 0.005107 -4454.03 6608.94 4807.852 -13228.2
0.01922 0.005107 0.009102 13526.13 -22505.2 -13228.2 44653.56
MuV 0.5
0.001552 0.002688 0.001052 473986.9 95700.13 -345669 86107.56
0.009069 0.006009 0.005502 95700.13 19874.07 -69982.4 16865.61
0.006009 0.006359 0.004051 -345669 -69982.4 252540.8 -62975.8
0.005502 0.004051 0.004357 86107.56 16865.61 -62975.8 16695.7
MuV 0.5
5.36E-05 -6.3E-05 -0.00025 815.4359 -916.175 2867.016 403.992
0.005615 0.001296 0.003431 -916.175 4272.987 -13072.8 -1750.68
0.001296 0.000349 0.000586 2867.016 -13072.8 43760.91 4824.709
0.003431 0.000586 0.004126 403.992 -1750.68 4824.709 1036.9
MuV 0.5
0.002751 0.00428 0.00443 1081.265 -1255.17 -439.701 196.9313
0.002269 0.001904 0.002221 -898.523 1492.325 376.6006 -265.874
0.000391 0.009295 0.009386 -258.639 225.3615 987.1077 -798.759
0.000233 0.009386 0.010792 -199.467 286.9581 -686.192 712.2961
MuV 0.5
0.000576 -0.00267 -0.00167 3804.349 -13205 9755.9 -1148.57
0.000686 0.000707 2.58E-05 -13205 49087.59 -35675 5923.3880.000707 0.002087 0.000766 9755.9 -35675 26849.91 -4959.76
2.58E-05 0.000766 0.000674 -1148.57 5923.388 -4959.76 4048.747
MuV 0.5
0.000692 1.25E-05 -0.00144 54199.28 -39583.6 17820.5 69271.97
0.00114 0.000136 7.52E-05 -39583.6 29800.59 -13087.1 -50671.7
0.000136 0.002241 -0.00051 17820.5 -13087.1 6355.069 22974.87
7.52E-05 -0.00051 0.001297 69271.97 -50671.7 22974.87 89389.61
MuV 0.5
-0.00069 -0.00052 -0.00075 16519.07 1106.415 -9332.06 14072.39
0.00158 0.000873 0.001268 1106.415 2271.888 2162.121 -2925.78
0.000873 0.000719 0.001014 -9332.06 2162.121 105750.4 -80606.8
0.001268 0.001014 0.001452 14072.39 -2925.78 -80606.8 66835.02
MuV 0.5
-0.00076 -0.00175 0.00108 2528.171 4175.564 -1136.54 -5917.6
0.000876 0.000716 0.000157 4175.564 9320.031 -3062.4 -11523.9
0.000716 0.002546 -0.00073 -1136.54 -3062.4 1648.15 4089.023
0.000157 -0.00073 0.000713 -5917.6 -11523.9 4089.023 17106.48
MuV 0.5
0.001043 0.00077 0.002847 11592.17 -3692.12 3246.268 -15603.7
inverse C
Inverse C
inverse C
inverse C
inverse C
inverse C
inverse C
inverse C
-
8/11/2019 Komputasi finansial
18/36
0.001291 0.000886 0.000654 -3692.12 3266.174 -2823.11 4799.396
0.000886 0.000982 0.000566 3246.268 -2823.11 3649.272 -4553.2
0.000654 0.000566 0.002078 -15603.7 4799.396 -4553.2 21588.23
MuV 0.5
-8.9E-05 0.001106 0.000568 2726.994 1350.438 -7778.69 188.8081
0.001742 0.000283 0.000479 1350.438 1347.045 -4137.31 -116.753
0.000283 0.000445 0.000309 -7778.69 -4137.31 25091.31 -1216.040.000479 0.000309 0.001124 188.8081 -116.753 -1216.04 1178.383
inverse C
inverse C
-
8/11/2019 Komputasi finansial
19/36
-
8/11/2019 Komputasi finansial
20/36
uT
1
1
1
1
mT
-0.0239 uC-1 7217.113 -11541.1 -6265.49 22446.220.08303
-0.04817
-0.06175
mT
-0.06375 uC-1 310125.5 62457.37 -226087 56693.03
0.087566
0.018407
0.069546
mT
-0.11755 uC-1 3170.269 -11466.7 38379.82 4514.919
-0.03053
-0.05288
-0.01655
mT
-0.02903 uC-1 -275.363 749.4788 237.8156 -155.406
0.014425
0.033563
-0.0002
mT
-0.0457 uC-1 -793.328 6130.986 -4028.93 3863.802
-0.009830.015089
0.013658
mT
0.055216 uC-1 101708.2 -73541.8 34063.32 130964.8
-0.11375
-0.03706
-0.06143
mT
0.096192 uC-1 22365.82 2614.639 17973.66 -2625.19
0.009585
0.004843
0.021903
mT
0.029412 uC-1 -350.4 -1090.71 1538.239 3753.998
0.052075
0.048579
0.055545
mT
0.066845 uC-1 -4457.35 1550.339 -480.776 6230.755
-
8/11/2019 Komputasi finansial
21/36
0.019875
0.049087
-0.0224
mT
0.081932 uC-1 -3512.45 -1556.58 11959.27 34.39928
0.022923
-0.031920.032347
-
8/11/2019 Komputasi finansial
22/36
-
8/11/2019 Komputasi finansial
23/36
mC-1 -1340.88 2197.432 1240.372 -4311.81 uC-1mT -2214.88
mC-1 -22213.1 -4476.27 16178.74 -4010.98 uC-1mT -14521.6
mC-1 -226.177 697.5028 -2331.81 -266.333 uC-1mT -2126.82
mC-1 -52.9868 65.46593 51.46052 -36.5004 uC-1mT 26.81633
mC-1 87.49175 -336.555 242.3074 -25.2893 uC-1mT -32.0452
mC-1 2579.273 -1977.53 825.6978 3245.884 uC-1mT 4673.322
mC-1 1862.637 74.5927 -2130.33 2399.119 uC-1mT 2206.015
mC-1 -92.1064 -180.716 114.2895 374.6712 uC-1mT 216.1382
mC-1 1210.365 -427.967 442.0099 -1654.71 uC-1mT -430.305
-
8/11/2019 Komputasi finansial
24/36
mC-1 508.7929 269.8115 -1572.43 89.72698 uC-1mT -704.099
-
8/11/2019 Komputasi finansial
25/36
-
8/11/2019 Komputasi finansial
26/36
mC-1mT 420.984 uC-1uT 11856.72 mC-1uT -2214.88
mC-1mT 1043.075 uC-1uT 203189.3 mC-1uT -14521.6
mC-1mT 133.0058 uC-1uT 34598.32 mC-1uT -2126.82
mC-1mT 4.216681 uC-1uT 556.5262 mC-1uT 27.43925
mC-1mT 2.621378 uC-1uT 5172.527 mC-1uT -32.0452
mC-1mT 137.3561 uC-1uT 193194.5 mC-1uT 4673.322
mC-1mT 222.1163 uC-1uT 40328.92 mC-1uT 2206.015
mC-1mT 14.24349 uC-1uT 3851.126 mC-1uT 216.1382
mC-1mT 131.1631 uC-1uT 2842.97 mC-1uT -430.305
-
8/11/2019 Komputasi finansial
27/36
mC-1mT 100.9668 uC-1uT 6924.648 mC-1uT -704.099
-
8/11/2019 Komputasi finansial
28/36
-
8/11/2019 Komputasi finansial
29/36
1 -2214.88 11856.72 10.5 420.984 -2214.88 0.5
1 -14521.6 203189.3 1
0.5 1043.075 -14521.6 0.5
1 -2126.82 34598.32 1
0.5 133.0058 -2126.82 0.5
1 26.81633 556.5262 1
0.5 4.216681 27.43925 0.5
1 -32.0452 5172.527 1
0.5 2.621378 -32.0452 0.5
1 4673.322 193194.5 1
0.5 137.3561 4673.322 0.5
1 2206.015 40328.92 1
0.5 222.1163 2206.015 0.5
1 216.1382 3851.126 1
0.5 14.24349 216.1382 0.5
1 -430.305 2842.97 1
M1 M2 M3
M1 M2 M3
M1 M2 M3
M3M1 M2
M1 M2
M1 M2 M3
M1 M2 M3
M3
M1 M2 M3
-
8/11/2019 Komputasi finansial
30/36
0.5 131.1631 -430.305 0.5
1 -704.099 6924.648 1
0.5 100.9668 -704.099 0.5M1 M2 M3
-
8/11/2019 Komputasi finansial
31/36
-
8/11/2019 Komputasi finansial
32/36
11856.72 -2214.88 detM1 1528.426 Wopt 1.302674 2.966479-2214.88 420.984 detM2 8143.243
detM3 85777.71
203189.3 -14521.6 detM1 8303.883 Wopt -3.81207 -1.0611
-14521.6 1043.075 detM2 116116.3
detM3 1064324
34598.32 -2126.82 detM1 1196.417 Wopt -7.66204 -2.15866
-2126.82 133.0058 detM2 19425.98
detM3 78406.36
556.5262 26.81633 detM1 -9.19148 Wopt -6.67921 5.917035
27.43925 4.216681 detM2 250.8238
detM3 1610.873
5172.527 -32.0452 detM1 18.64397 Wopt 17.09905 -61.194
-32.0452 2.621378 detM2 2618.308detM3 12532.25
193194.5 4673.322 detM1 -2199.31 Wopt 2.855235 -4.26738
4673.322 137.3561 detM2 91923.92
detM3 4696494
40328.92 2206.015 detM1 -880.891 Wopt 3.360431 -0.23554
2206.015 222.1163 detM2 17958.44
detM3 4091207
3851.126 216.1382 detM1 -93.8256 Wopt -15.308 -25.3859
216.1382 14.24349 detM2 1709.425
detM3 8137.745
2842.97 -430.305 detM1 346.3156 Wopt 3.716467 -1.36152
-
8/11/2019 Komputasi finansial
33/36
-430.305 131.1631 detM2 1851.79
detM3 187730.1
6924.648 -704.099 detM1 453.0165 Wopt 2.599019 2.059906
-704.099 100.9668 detM2 4166.423
detM3 203403.9
-
8/11/2019 Komputasi finansial
34/36
-
8/11/2019 Komputasi finansial
35/36
6.112564 -9.38172 0 0 0 1
1.145501 4.727672 1 1 0 0
7.913389 2.907308 1 1 0 0
6.655797 -4.79663 1 0 0 1
44.63048 0.464514 0 1 0 0
0.209888 2.202253 0 1 0 0
-13.2211 11.09622 0 1 1 0
6.272386 35.42149 1 1 0 0
3.47312 -4.82806 0 1 0 1
cek short selling
-
8/11/2019 Komputasi finansial
36/36
-5.57346 1.914536 0 0 1 0