Scribd
Upload
158 views10 pages

Stock Performance Analysis

The document contains tables showing daily closing prices, returns, expected returns, required returns, standard deviation, and risk for two Indonesian companies - DNET and AMRT - from December 2018 to November 2019. It also includes calculations comparing the expected returns, risks, and required returns for the two companies. Overall, the tables and calculations provide financial performance and risk analysis data for these two companies over a one year period.

Uploaded by

syifa rahmatika
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
158 views10 pages

Stock Performance Analysis

The document contains tables showing daily closing prices, returns, expected returns, required returns, standard deviation, and risk for two Indonesian companies - DNET and AMRT - from December 2018 to November 2019. It also includes calculations comparing the expected returns, risks, and required returns for the two companies. Overall, the tables and calculations provide financial performance and risk analysis data for these two companies over a one year period.

Uploaded by

syifa rahmatika
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

DNET

Tanggal Closing Price Return Expected Return Required Return Stat.Dev Risk
11/24/2019 3,050 0.00% -0.15% 7.380% 1.01% -663.89%
11/17/2019 3,050 -0.33%
11/10/2019 3,060 -0.33%
11/3/2019 3,070 0.00%
10/27/2019 3,070 -0.32%
10/20/2019 3,080 0.33%
10/13/2019 3,070 -0.32%
10/6/2019 3,080 0.33%
9/29/2019 3,070 0.33%
9/22/2019 3,060 -0.33%
9/15/2019 3,070 0.00%
9/8/2019 3,070 0.33%
9/1/2019 3,060 -0.65%
8/25/2019 3,080 0.00%
8/18/2019 3,080 -0.65%
8/11/2019 3,100 -0.32%
8/4/2019 3,110 -0.32%
7/28/2019 3,120 1.30%
7/21/2019 3,080 0.98%
7/14/2019 3,050 1.67%
7/7/2019 3,000 0.67%
6/30/2019 2,980 -0.67%
6/23/2019 3,000 -5.66%
6/16/2019 3,180 -0.93%
6/9/2019 3,210 0.94%
5/26/2019 3,180 0.00%
5/19/2019 3,180 0.00%
5/12/2019 3,180 0.00%
5/5/2019 3,180 -0.63%
4/28/2019 3,200 -0.31%
4/21/2019 3,210 -0.62%
4/14/2019 3,230 -0.31%
4/7/2019 3,240 0.31%
3/31/2019 3,230 -1.52%
3/24/2019 3,280 0.61%
3/17/2019 3,260 0.00%
3/10/2019 3,260 0.00%
3/3/2019 3,260 -0.61%
2/24/2019 3,280 -0.61%
2/17/2019 3,300 1.23%
2/10/2019 3,260 -0.31%
2/3/2019 3,270 0.00%
1/27/2019 3,270 -0.30%
1/20/2019 3,280 0.00%
1/13/2019 3,280 0.00%
1/6/2019 3,280 0.00%
12/30/2018 3,280
AMRT
Tanggal Closing Price Return Expected Return Required RStat.dev Risk
11/24/2019 850 -2.86% -0.13% 7.376% 2.95% -2287.74%
11/17/2019 875 -0.57%
11/10/2019 880 -0.56%
11/3/2019 885 -1.67%
10/27/2019 900 0.00%
10/20/2019 900 -3.23%
10/13/2019 930 2.76%
10/6/2019 905 -0.55%
9/29/2019 910 -1.62%
9/22/2019 925 2.78%
9/15/2019 900 2.27%
9/8/2019 880 -1.12%
9/1/2019 890 0.00%
8/25/2019 890 2.30%
8/18/2019 870 -4.40%
8/11/2019 910 -1.09%
8/4/2019 920 -3.16%
7/28/2019 950 2.15%
7/21/2019 930 -1.06%
7/14/2019 940 3.30%
7/7/2019 910 0.00%
6/30/2019 910 -0.55%
6/23/2019 915 1.67%
6/16/2019 900 1.12%
6/9/2019 890 -4.30%
5/26/2019 930 2.20%
5/19/2019 910 -2.15%
5/12/2019 930 0.00%
5/5/2019 930 -4.12%
4/28/2019 970 6.59%
4/21/2019 910 0.55%
4/14/2019 905 -1.63%
4/7/2019 920 0.55%
3/31/2019 915 1.67%
3/24/2019 900 2.86%
3/17/2019 875 -3.31%
3/10/2019 905 0.56%
3/3/2019 900 9.09%
2/24/2019 825 -1.20%
2/17/2019 835 -2.91%
2/10/2019 860 4.88%
2/3/2019 820 1.86%
1/27/2019 805 0.00%
1/20/2019 805 -5.85%
1/13/2019 855 -2.29%
1/6/2019 875 -4.89%
12/30/2018 920
DNET AMRT
RR 7.380% 7.376%
Rf 7.375% 7.375% FR0076
Beta 0.090% 0.020%
Rm 5.960% 5.960%

Kesimpulan

Perusahaan Expected Return Risiko Required Return Kesimpulan


DNET -0.15% -663.89% 7.380%
AMRT -0.13% -2287.74% 7.376%

Berdasarkan Risknya , kesimpulan perusahaan


11/24/2019 850 870 890 840 904,50K -2.86%
11/17/2019 875 880 880 870 656,40K -0.57%
11/10/2019 880 885 910 875 2,36M -0.56%
11/3/2019 885 900 980 880 408,90K -1.67%
10/27/2019 900 900 920 890 534,40K 0.00%
10/20/2019 900 930 960 900 501,50K -3.23%
10/13/2019 930 910 955 905 830,70K 2.76%
10/6/2019 905 910 910 880 1,31M -0.55%
9/29/2019 910 925 995 860 441,50K -1.62%
9/22/2019 925 900 925 890 688,80K 2.78%
9/15/2019 900 880 960 870 3,46M 2.27%
9/8/2019 880 890 900 875 1,54M -1.12%
9/1/2019 890 890 900 860 540,60K 0.00%
8/25/2019 890 885 900 870 545,80K 2.30%
8/18/2019 870 910 910 870 1,85M -4.40%
8/11/2019 910 910 920 850 655,20K -1.09%
8/4/2019 920 950 950 900 905,60K -3.16%
7/28/2019 950 930 960 900 374,30K 2.15%
7/21/2019 930 945 945 925 175,90K -1.06%
7/14/2019 940 905 960 900 233,20K 3.30%
7/7/2019 910 930 950 900 277,80K 0.00%
6/30/2019 910 915 940 880 2,37M -0.55%
6/23/2019 915 900 965 880 1,44M 1.67%
6/16/2019 900 890 915 875 2,00M 1.12%
6/9/2019 890 930 960 865 1,09M -4.30%
5/26/2019 930 920 965 910 380,10K 2.20%
5/19/2019 910 935 950 900 226,90K -2.15%
5/12/2019 930 930 960 910 174,30K 0.00%
5/5/2019 930 980 1,080 905 3,53M -4.12%
4/28/2019 970 930 1,025 905 1,43M 6.59%
4/21/2019 910 905 940 905 3,55M 0.55%
4/14/2019 905 920 925 900 210,30K -1.63%
4/7/2019 920 900 930 900 938,20K 0.55%
3/31/2019 915 905 915 890 500,00K 1.67%
3/24/2019 900 895 905 860 2,89M 2.86%
3/17/2019 875 905 915 870 1,98M -3.31%
3/10/2019 905 900 920 890 1,35M 0.56%
3/3/2019 900 840 905 835 1,19M 9.09%
2/24/2019 825 835 850 820 757,80K -1.20%
2/17/2019 835 860 880 820 8,60M -2.91%
2/10/2019 860 830 880 815 2,00M 4.88%
2/3/2019 820 810 830 810 3,95M 1.86%
1/27/2019 805 805 845 795 3,66M 0.00%
1/20/2019 805 855 880 790 2,50M -5.85%
1/13/2019 855 890 900 855 198,20K -2.29%
1/6/2019 875 920 950 840 184,20K -4.89%
12/30/2018 920 935 940 900 1,85M -1.60%
11/24/2019 3,050 3,050 3,060 3,040 28,10K 0.00%
11/17/2019 3,050 3,070 3,070 3,050 16,10K -0.33%
11/10/2019 3,060 3,060 3,070 3,060 21,70K -0.33%
11/3/2019 3,070 3,070 3,070 3,060 20,50K 0.00% alfa DNET
10/27/2019 3,070 3,060 3,070 3,020 16,00K -0.32% Rf
10/20/2019 3,080 3,060 3,080 2,960 17,50K 0.33%
10/13/2019 3,070 3,070 3,070 3,060 17,20K -0.32%
10/6/2019 3,080 3,070 3,080 2,860 19,20K 0.33%
9/29/2019 3,070 3,080 3,080 3,000 43,60K 0.33%
9/22/2019 3,060 3,060 3,060 3,060 8,00K -0.33%
9/15/2019 3,070 3,070 3,080 3,060 26,20K 0.00%
9/8/2019 3,070 3,050 3,080 2,880 44,20K 0.33%
9/1/2019 3,060 3,080 3,080 2,810 168,60K -0.65%
8/25/2019 3,080 3,080 3,080 3,000 19,70K 0.00%
8/18/2019 3,080 3,070 3,090 3,000 70,10K -0.65%
8/11/2019 3,100 3,110 3,110 3,050 34,70K -0.32%
8/4/2019 3,110 3,110 3,110 3,100 22,00K -0.32%
7/28/2019 3,120 3,080 3,120 2,830 112,20K 1.30%
7/21/2019 3,080 3,100 3,100 3,080 14,20K 0.98%
7/14/2019 3,050 3,000 3,050 3,000 60,00K 1.67%
7/7/2019 3,000 2,980 3,050 2,980 44,70K 0.67%
6/30/2019 2,980 3,000 3,000 2,800 108,20K -0.67%
6/23/2019 3,000 3,180 3,180 3,000 501,10K -5.66%
6/16/2019 3,180 3,210 3,210 3,130 22,40K -0.93%
6/9/2019 3,210 3,170 3,240 3,100 84,00K 0.94%
5/26/2019 3,180 3,180 3,180 3,010 46,10K 0.00%
5/19/2019 3,180 3,180 3,180 3,120 30,70K 0.00%
5/12/2019 3,180 3,180 3,180 3,120 36,10K 0.00%
5/5/2019 3,180 3,170 3,200 3,170 304,10K -0.63%
4/28/2019 3,200 3,200 3,210 3,160 248,20K -0.31%
4/21/2019 3,210 3,200 3,210 3,170 316,80K -0.62%
4/14/2019 3,230 3,240 3,240 3,180 133,20K -0.31%
4/7/2019 3,240 3,260 3,260 3,200 164,20K 0.31%
3/31/2019 3,230 3,260 3,260 3,200 275,20K -1.52%
3/24/2019 3,280 3,270 3,280 3,250 39,90K 0.61%
3/17/2019 3,260 3,270 3,270 3,160 31,30K 0.00%
3/10/2019 3,260 3,260 3,260 3,200 13,90K 0.00%
3/3/2019 3,260 3,270 3,270 3,210 22,20K -0.61%
2/24/2019 3,280 3,220 3,290 3,220 14,10K -0.61%
2/17/2019 3,300 3,260 3,300 3,160 8,30K 1.23%
2/10/2019 3,260 3,260 3,270 3,210 36,70K -0.31%
2/3/2019 3,270 3,270 3,270 3,270 9,20K 0.00%
1/27/2019 3,270 3,220 3,270 3,220 26,70K -0.30%
1/20/2019 3,280 3,250 3,280 3,250 24,00K 0.00%
1/13/2019 3,280 3,280 3,280 3,210 15,00K 0.00%
1/6/2019 3,280 3,280 3,280 3,260 16,60K 0.00%
12/30/2018 3,280 3,280 3,280 3,230 9,10K -0.30%
0.271
7.38%

You might also like