DATA IHSG

Date

Open
High
Low
Close
Avg Vol
Adj Close*
2/2/2015
5277.15
5384.02
5254.04
5325.5
4433015100
5325.5
1/2/2015
5233.8
5325.04
5121.81
5289.4
5350420300
5289.4
12/1/2014
5150.38
5226.95
5005.27
5226.95
4600621800
5226.95
11/3/2014
5102.54
5157.08
4965.39
5149.89
4288219800
5149.89
10/1/2014
5148.57
5165.39
4900.72
5089.55
3444212600
5089.55
9/1/2014
5159.94
5262.57
5082.73
5137.58
3743514000
5137.58
8/4/2014
5076.23
5223.98
5043.52
5136.86
3750031200
5136.86
7/1/2014
4877.65
5165.42
4862.42
5088.8
4490889700
5088.8
6/2/2014
4900.97
4971.95
4835.04
4878.58
2992343200
4878.58
5/2/2014
4845.34
5091.32
4828.22
4893.91
3692492000
4893.91
4/1/2014
4796.16
4933.11
4721.6
4840.15
3817112600
4840.15
3/3/2014
4589.62
4903.5
4567.76
4768.28
4558713200
4768.28
2/3/2014
4407
4665.27
4320.78
4620.22
3676107000
4620.22
1/2/2014
4294.5
4510.22
4161.19
4418.76
2904054300
4418.76
12/2/2013
4269.08
4331.59
4109.31
4274.18
3063910800
4274.18
11/1/2013
4473.73
4518.65
4202.92
4256.44
3292179500
4256.44
10/1/2013
4314.96
4611.26
4314.96
4510.63
3657134200
4510.63
9/2/2013
4196.72
4791.77
4012.68
4316.18
4551425800
4316.18
8/1/2013
4618.96
4718.1
3837.74
4195.09
3978387800
4195.09
7/1/2013
4757.18
4815.73
4403.8
4610.38
2176566800
4610.38
6/3/2013
5053.54
5055.83
4373.38
4818.9
2380549400
4818.9

Data waskita

Date
Feb 2, 2015
Jan 1, 2015
Dec 1, 2014
Nov 3, 2014
Oct 1, 2014
Sep 1, 2014
Aug 1, 2014
Jul 1, 2014
Jun 2, 2014
May 1, 2014
Apr 1, 2014
Mar 3, 2014
Feb 3, 2014
Jan 1, 2014
Dec 2, 2013
Nov 1, 2013
Oct 1, 2013
Sep 2, 2013
Aug 1, 2013
Jul 1, 2013
Jun 3, 2013

Open

High
1715
1470
1045
965
875
905
810
675
695
745
770
660
535
405
455
590
600
560
790
750
970

Low
1775
1740
1550
1060
985
945
950
870
720
800
800
820
690
580
485
610
650
680
830
850
1060

Close
1710
1355
1040
940
800
820
785
665
640
705
665
645
535
402
400
440
550
450
445
620
710

Avg Vol
1775 101,061,200
1715 64,878,900
1470 55,055,900
1045 42,707,900
970 63,692,000
835 62,476,900
905 62,440,700
810 70,872,100
680 34,417,800
720 32,351,500
745 75,826,600
760 83,220,700
665 73,027,900
540 58,263,000
405 35,735,200
455 43,122,700
600 53,803,000
590 85,440,400
550 57,393,400
790 66,096,800
770 111,421,500

Adj Close*
1775
1715
1470
1045
970
835
905
810
680
720
745
760
665
540
405
455
600
590
550
790
770

DATA RETURN

Month
2-Feb-15
1-Jan-15
Des 1, 2014
3-Nov-14
1-Oct-14
1-Sep-14
1-Aug-14
1-Jul-14
2-Jun-14
1-May-14
Apr 1, 2014
3-Mar-14
3-Feb-14
1-Jan-14
Des 2, 2013
1-Nov-13
1-Oct-13
2-Sep-13
1-Aug-13
1-Jul-13
3-Jun-13

Waskita Tbk
Price
Return
1775
1715
-0.03499
1470
-0.16667
1045
-0.40670
970
-0.07732
835
-0.16168
905
0.07735
810
-0.11728
680
-0.19118
720
0.05556
745
0.03356
760
0.01974
665
-0.14286
540
-0.23148
405
-0.33333
455
0.10989
600
0.24167
590
-0.01695
550
-0.07273
790
0.30380
770
-0.02597

IHSG
Price
Return
5325.5
5289.4
-0.00682
5226.95
-0.01195
5149.89
-0.01496
5089.55
-0.01186
5137.58
0.00935
5136.86
-0.00014
5088.8
-0.00944
4878.58
-0.04309
4893.91
0.00313
4840.15
-0.01111
4768.28
-0.01507
4620.22
-0.03205
4418.76
-0.04559
4274.18
-0.03383
4256.44
-0.00417
4510.63
0.05635
4316.18
-0.04505
4195.09
-0.02886
4610.38
0.09008
4818.9
0.04327

Month
2/2/2015
1/2/2015
12/1/2014
11/3/2014
10/1/2014
9/1/2014
8/4/2014
7/1/2014
6/2/2014
5/2/2014
4/1/2014
3/3/2014
2/3/2014
1/2/2014
12/2/2013
11/1/2013
10/1/2013
9/2/2013
8/1/2013
7/1/2013

Stock Return
R_WASKITA
R_IHSG
-0.035
-0.007
-0.167
-0.012
-0.407
-0.015
-0.077
-0.012
-0.162
0.009
0.077
0.000
-0.117
-0.009
-0.191
-0.043
0.056
0.003
0.034
-0.011
0.020
-0.015
-0.143
-0.032
-0.231
-0.046
-0.333
-0.034
0.110
-0.004
0.242
0.056
-0.017
-0.045
-0.073
-0.029
0.304
0.090
-0.026
0.043

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

Intercept
X Variable 1

R_WASKITA = -0,037 + 3,488 R_IHSG

egression Statistics

+ 3,488 R_IHSG

0.6905627246
0.4768768766
0.4478144809
0.1294764788
20

df

SS
MS
F
0.2750784775 0.275078 16.40873
0.3017548541 0.016764
0.5768333316

Significance F
0.0007500596

Coefficients
Standard Error
t Stat
P-value
-0.0373808534 0.0293492236 -1.273657 0.218987
3.4876688257 0.8609894172 4.050769 0.00075

Lower 95%
-0.0990412841
1.6787971855

1
18
19

Persamaan Regresi :

Upper 95% Lower 95,0% Upper 95,0%

0.024279577 -0.099041284 0.0242795772
5.296540466 1.6787971855 5.2965404659