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TUGAS MANAJEMEN INVESTASI & PORTFOLIO
HPR, HPY, AM, VARIANCE, RESIKO, CV
PADA LIMA EMITEN DI YAHOOFINANCE.COM
DISUSUN OLEH
DEWI MAULANA SARI PITTU BATU (201050430)
TRISAKTI SCHOOL OF MANAGEMENT
2013
Century Textile Industry Tbk. (CNTX.JK) -Jakarta
DateOpe
nHigh Low
Close
Volume Adj Close HPR HPY AM VARIANCE RESIKO CV
1/31/2013 5550 5550
5550 5550 5000 5550 1 0
-0.0075
9 0.0014056090.037491
3-
0.185271/30/201
3 5550 55505550 5550 5000 5550 1 0
1/29/2013 5550 5550
5550 5550 5000 5550 1 0
1/28/2013 5550 5550
5550 5550 5000 5550 1 0
1/25/2013 5550 5550
5550 5550 5000 5550 1 0
1/24/2013 5550 5550
5550 5550 0 5550 1 0
1/23/2013 5550 5550
5550 5550 5000 5550
0.991071
-0.00892
91/22/201
3 5600 56005600 5600 0 5600 1 0
1/21/2013 5600 5600
5600 5600 5000 5600 0.99115 -0.00885
1/18/2013 5650 5650
5650 5650 500 5650 1 0
1/17/2013 5650 5650
5650 5650 500 5650 1 0
1/16/2013 5650 5650
5650 5650 500 5650
0.843284
-0.15671
61/15/201
3 6700 67006700 6700 1000 6700 1 0
1/14/2013 6700 6700
6700 6700 1000 6700 1 0
1/11/2013 6700 6700
6700 6700 1000 6700 1 0
1/10/2013 6700 6700
6700 6700 1000 6700 1 0
1/9/2013 6700 67006700 6700 1000 6700 1 0
1/8/2013 6700 67006700 6700 1000 6700 1 0
XL Axiata Tbk. (EXCL.JK) –Jakarta
DateOpe
nHigh Low
Close Volume
Adj Close HPR HPY AM
VARIANCE RESIKO CV
1/31/2013 5000 5350
4975 5000
14305500 5000
0.943396 -0.0566
-0.004333
70.00177928
60.0421817
5
-0.4105
71/30/201
3 5300 53505300 5300 2399500 5300 1 0
1/29/2013 5300 5350
5250 5300 5095000 5300
1.009524
0.009524
1/28/2013 5250 5350
5200 5250 2753500 5250
0.990566 -0.00943
1/25/2013 5300 5350
5150 5300 5400500 5300 1 0
1/24/2013 5300 5300
5300 5300 0 5300 1 0
1/23/2013 5300 5400
5200 5300 3804500 5300
0.981481 -0.01852
1/22/2013 5400 5400
5400 5400 0 5400 1 0
1/21/2013 5400 5500
5350 5400 2105500 5400
0.990826 -0.00917
1/18/2013 5450 5550
5400 5450 7091000 5450 1 0
1/17/2013 5450 5600
5400 5450 3127000 5450
0.981982 -0.01802
1/16/2013 5550 5650
5500 5550 4001500 5550
0.982301 -0.0177
1/15/2013 5650 5750
5600 5650 2354500 5650
0.982609 -0.01739
1/14/2013 5750 5750
5650 5750 777000 5750
1.017699
0.017699
1/11/2013 5650 5750
5650 5650 3215500 5650 1 0
1/10/2013 5650 5650
5500 5650 7472000 5650
1.036697
0.036697
1/9/2013 5450 57005400 5450 8324000 5450 0.95614 -0.04386
1/8/2013 5700 57505650 5700 5919500 5700 1 0
1/7/2013 5700 57505650 5700 2713000 5700
0.991304 -0.0087
1/4/2013 5750 58005600 5750 2211000 5750 1 0
1/3/2013 5750 59005600 5750 6548000 5750
1.008772
0.008772
1/2/2013 5700 58005650 5700 4790500 5700
1.027027
0.027027
1/1/2013 5550 55505550 5550 0 5550 -0.09968
Ultra Jaya Milk Industry & Trad (ULTJ.JK) –Jakarta
Date Open High LowClos
e Volume Adj Close HPR HPY AM VARIANCE RESIKO CV
1/31/2013 1650 1690 1640 1650 340500 16500.97633
1 -0.02367 0.007979 0.00099306 0.0996524 0.1244571/30/2013 1690 1700 1620 1690 2106500 1690 1.04321 0.04321
1/29/2013 1620 1630 1550 1620 3029500 16201.04516
1 0.045161
1/28/2013 1550 1560 1540 1550 453500 15501.00649
4 0.006494
1/25/2013 1540 1570 1530 1540 1071500 15401.00653
6 0.006536
1/24/2013 1530 1530 1530 1530 0 1530 1 0
1/23/2013 1530 1550 1520 1530 501500 15300.98076
9 -0.019231/22/2013 1560 1560 1560 1560 0 1560 1 01/21/2013 1560 1570 1480 1560 1958000 1560 1 0
1/18/2013 1560 1570 1520 1560 2285500 15601.02631
6 0.026316
1/17/2013 1520 1540 1470 1520 3163000 15201.03401
4 0.034014
1/16/2013 1470 1480 1460 1470 658000 14701.00684
9 0.006849
1/15/2013 1460 1470 1460 1460 299500 14600.99319
7 -0.0068
1/14/2013 1470 1470 1460 1470 318000 14701.00684
9 0.006849
1/11/2013 1460 1480 1450 1460 538500 14600.98648
6 -0.01351
1/10/2013 1480 1490 1460 1480 2088000 14801.01369
9 0.013699
1/9/2013 1460 1470 1450 1460 1006500 14601.00689
7 0.006897
1/8/2013 1450 1480 1430 1450 1486000 14501.00694
4 0.006944
1/7/2013 1440 1490 1430 1440 1537000 14400.97297
3 -0.02703
1/4/2013 1480 1490 1430 1480 3593000 14801.02777
8 0.027778
1/3/2013 1440 1470 1410 1440 4916000 14401.02127
7 0.021277
1/2/2013 1410 1420 1340 1410 2943500 14101.02173
9 0.0217391/1/2013 1380 1380 1380 1380 0 1380 0.183519
Merck Tbk. (MERK.JK) –Jakarta
Date Open High Low Close Volume Adj Close HPR HPYAM VARIANCE RESIKO CV
1/31/2013 152000 152000 152000 152000 500 152000 1 0 0 0 0 01/30/2013 152000 152000 152000 152000 500 152000 1 01/29/2013 152000 152000 152000 152000 500 152000 1 01/28/2013 152000 152000 152000 152000 500 152000 1 01/25/2013 152000 152000 152000 152000 500 152000 1 01/24/2013 152000 152000 152000 152000 0 152000 1 01/23/2013 152000 152000 152000 152000 500 152000 1 01/22/2013 152000 152000 152000 152000 0 152000 1 01/21/2013 152000 152000 152000 152000 500 152000 1 01/18/2013 152000 152000 152000 152000 500 152000 1 01/17/2013 152000 152000 152000 152000 500 152000 1 01/16/2013 152000 152000 152000 152000 500 152000 1 01/15/2013 152000 152000 152000 152000 500 152000 1 01/14/2013 152000 152000 152000 152000 500 152000 1 01/11/2013 152000 152000 152000 152000 500 152000 1 01/10/2013 152000 152000 152000 152000 500 152000 1 01/9/2013 152000 152000 152000 152000 500 152000 1 01/8/2013 152000 152000 152000 152000 500 152000 1 01/7/2013 152000 152000 152000 152000 500 152000 1 01/4/2013 152000 152000 152000 152000 0 152000 1 01/3/2013 152000 152000 152000 152000 500 152000 1 01/2/2013 152000 152000 152000 152000 500 152000 1 0
1/1/2013 152000 152000 152000 152000 0 152000 0
Mustika Ratu Tbk. (MRAT.JK) –JakartaDate Open High Low Close Volume Adj Close HPR HPY AM VARIANCE RESIKO CV
1/31/2013 510 510 500 510 171500 510 1 0 0.001847 0.001925477 0.0438803 1.0425911/30/2013 510 510 510 510 27000 510 1 01/29/2013 510 510 510 510 26000 510 1 01/28/2013 510 520 500 510 73000 510 1 01/25/2013 510 520 510 510 113000 510 1 01/24/2013 510 510 510 510 0 510 1 01/23/2013 510 510 510 510 32000 510 0.980769 -0.019231/22/2013 520 520 520 520 0 520 1 01/21/2013 520 520 500 520 131500 520 1.019608 0.0196081/18/2013 510 510 500 510 244000 510 1 01/17/2013 510 510 500 510 64500 510 1.030303 0.0303031/16/2013 495 500 495 495 46000 495 0.970588 -0.029411/15/2013 510 510 500 510 25500 510 1 01/14/2013 510 510 500 510 85000 510 1 01/11/2013 510 510 500 510 61500 510 1.02 0.021/10/2013 500 510 500 500 136500 500 0.980392 -0.019611/9/2013 510 510 500 510 59000 510 1 01/8/2013 510 510 500 510 207500 510 1 01/7/2013 510 530 500 510 504500 510 1 01/4/2013 510 510 500 510 29500 510 1 01/3/2013 510 510 500 510 78000 510 1 01/2/2013 510 510 485 510 517000 510 1.040816 0.0408161/1/2013 490 490 490 490 0 490 0.042477
HASIL
AM ( Aritmatic Return)
Nilai AM terbesar 0.0079791 terdapat pada Ultra Jaya Milk Industry & Trad.
Nilai AM terkecil -0.00759 terdapat pada Century Textile Industry Tbk.
Resiko
Nilai resiko terkecil 0 terdapat pada Merck Tbk.
Nilai resiko terbesar 0.0996524 terdapat pada Ultra Jaya Milk Industry & Trad.
CV ( Coefficient Variation)
Nilai CV terbesar 1.042591 terdapat pada Mustika Ratu Tbk.
Nilai CV terkecil -0.41057 terdapat pada XL Axiata Tbk.
Kesimpulan
Dalam memilih emiten yang akan dijadikan tempat berinvestasi maka harus dipilih emiten deng CV terkecil.
Maka sebaiknya berinvestasi pada XL Axiata Tbk.
