PT Charoen Pokphand Indonesia Tbk (CPIN.

JK)
Adj
Date Open High Low Close* Volume Return
Close**
1/1/2019 7225 8825 6900 7400 7225.36 220217300
2/1/2019 7450 8000 6975 7300 7127.72 179860600 -1.35%
3/1/2019 7475 7950 6225 6375 6224.55 93140500 -12.67%
4/1/2019 6500 6775 5025 5275 5150.51 179338300 -17.25%
5/1/2019 5275 5350 4190 4900 4784.36 276043800 -7.11%
6/1/2019 4900 5200 4280 4730 4618.37 211342900 -3.47%
7/1/2019 4750 5950 4660 5375 5375 293673700 13.64%
8/1/2019 5350 5350 4580 5025 5025 209231100 -6.51%
9/1/2019 5025 5425 4670 5350 5350 140546100 6.47%
10/1/2019 5325 7500 5050 6300 6300 186365300 17.76%
11/1/2019 6375 7750 6300 6725 6725 187809300 6.75%
12/1/2019 6800 7225 6500 6500 6500 119767600 -3.35%

Date Close Price

01/30/2019 3000
01/31/2019 2990 Menggunakan BI Rate (1 Jan 2019 - 31
02/27/2019 2700 Des 2019)
02/28/2019 2790
03/28/2019 2420
03/29/2019 2400
04/29/2019 2600
04/30/2019 2590
05/30/2019 2570
05/31/2019 2600
06/27/2019 2830
06/28/2019 2890
07/30/2019 3100
07/31/2019 3090
08/29/2019 3180
08/30/2019 3300
09/27/2019 3450
09/30/2019 3460
10/30/2019 4200
10/31/2019 4200
11/28/2019 3350
11/29/2019 3270
12/27/2019 3430
12/30/2019 3430
(CPIN.JK)
Risk Free Rate (Rf) Return (Rf)

6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
5.75% 0.48%
5.50% 0.46%
5.25% 0.44%
5.00% 0.42%
5.00% 0.42%
5.00% 0.42%

Mean Return -0.65%

Mean Return (Rf) 0.47%
Standar Deviasi 0.107717148339
Sharpe Ratio -0.10349002218
 PT Japfa Comfeed Indonesia Tbk (JPFA.JK)
Adj
Date Open High Low Close* Volume Return
Close**
1/1/2019 2150 3080 2130 2930 2768.36 316658300
2/1/2019 2930 3100 2200 2240 2116.43 719174600 -23.55%
3/1/2019 2280 2430 1750 1765 1667.63 909165300 -21.21%
4/1/2019 1760 1870 1520 1560 1473.94 1006617700 -11.61%
5/1/2019 1560 1590 1280 1500 1500 760912500 -3.85%
6/1/2019 1500 1655 1400 1550 1550 664796500 3.33%
7/1/2019 1565 1765 1515 1600 1600 859456200 3.23%
8/1/2019 1600 1680 1455 1575 1575 456578700 -1.56%
9/1/2019 1590 1665 1415 1580 1580 676777500 0.32%
10/1/2019 1565 1860 1480 1720 1720 649026400 8.86%
11/1/2019 1720 1810 1580 1665 1665 338615400 -3.20%
12/1/2019 1670 1705 1525 1535 1535 298334100 -7.81%

Date Close Price

01/30/2019 278
01/31/2019 278 Menggunakan BI Rate (1 Jan 2019 -
02/27/2019 250 31 Des 2019)
02/28/2019 260
03/28/2019 212
03/29/2019 204
04/29/2019 180
04/30/2019 183
05/30/2019 162
05/31/2019 165
06/27/2019 152
06/28/2019 154
07/30/2019 181
07/31/2019 204
08/29/2019 149
08/30/2019 144
09/27/2019 137
09/30/2019 136
10/30/2019 126
10/31/2019 124
11/28/2019 100
11/29/2019 100
12/27/2019 107
12/30/2019 119
k (JPFA.JK)
Risk Free Rate
Return (Rf)
(Rf)
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
5.75% 0.48%
5.50% 0.46%
5.25% 0.44%
5.00% 0.42%
5.00% 0.42%
5.00% 0.42%

Mean Return -5.19%

Mean (Rf) 0.0046875
Standar Deviasi 0.10158028294
Sharpe Ratio -0.55668106905
 PT Sierad Produce Tbk
Adj
Date Open High Low Close* Volume Return
Close**
1/1/2019 1025 1025 925 282 1010 132400
2/1/2019 1010 1035 900 280 950 736600 -0.71%
3/1/2019 760 950 760 276 860 208300 -1.43%
4/1/2019 855 855 650 322 750 72300 16.67%
5/1/2019 750 1070 750 380 890 302400 18.01%
6/1/2019 890 935 745 388 880 32000 2.11%
7/1/2019 880 950 775 525 950 532600 35.31%
8/1/2019 930 1250 780 590 1060 729100 12.38%
9/1/2019 1060 1120 860 540 1095 885800 -8.47%
10/1/2019 1095 1100 970 545 1090 44200 0.93%
11/1/2019 1090 1100 860 510 1000 52000 -6.42%
12/1/2019 1000 1000 825 505 850 131400 -0.98%

Date Close Price

01/30/2019 282
01/31/2019 282 Menggunakan BI Rate (1 Jan 2019 -
02/27/2019 280 31 Des 2019)
02/28/2019 280
03/28/2019 276
03/29/2019 276
04/29/2019 312
04/30/2019 322
05/30/2019 374
05/31/2019 380
06/27/2019 388
06/28/2019 388
07/30/2019 515
07/31/2019 525
08/29/2019 570
08/30/2019 590
09/27/2019 545
09/30/2019 540
10/30/2019 560
10/31/2019 545
11/28/2019 510
11/29/2019 510
12/27/2019 510
12/30/2019 505
bk
Risk Free Rate
Return (Rf)
(Rf)
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
6.00% 0.50%
5.75% 0.48%
5.50% 0.46%
5.25% 0.44%
5.00% 0.42%
5.00% 0.42%
5.00% 0.42%

Mean Return 6.13%

Mean (Rf) 0.47%
Standar Deviasi 0.13081705284
Sharpe Ratio 0.43245321634
 PT Charoen Pokphand Indonesia Tbk (CPIN.JK)
Adj
Date Open High Low Close* Volume Return
Close**
1/1/2019 7225 8825 6900 7400 7225.36 220217300
2/1/2019 7450 8000 6975 7300 7127.72 179860600 -1.35%
3/1/2019 7475 7950 6225 6375 6224.55 93140500 -12.67%
4/1/2019 6500 6775 5025 5275 5150.51 179338300 -17.25%
5/1/2019 5275 5350 4190 4900 4784.36 276043800 -7.11%
6/1/2019 4900 5200 4280 4730 4618.37 211342900 -3.47%
7/1/2019 4750 5950 4660 5375 5375 293673700 13.64%
8/1/2019 5350 5350 4580 5025 5025 209231100 -6.51%
9/1/2019 5025 5425 4670 5350 5350 140546100 6.47%
10/1/2019 5325 7500 5050 6300 6300 186365300 17.76%
11/1/2019 6375 7750 6300 6725 6725 187809300 6.75%
12/1/2019 6800 7225 6500 6500 6500 119767600 -3.35%

PT Japfa Comfeed Indonesia Tbk (JPFA.JK)

Adj
Date Open High Low Close* Volume Return
Close**
1/1/2019 2150 3080 2130 2930 2768.36 316658300
2/1/2019 2930 3100 2200 2240 2116.43 719174600 -23.55%
3/1/2019 2280 2430 1750 1765 1667.63 909165300 -21.21%
4/1/2019 1760 1870 1520 1560 1473.94 1006617700 -11.61%
5/1/2019 1560 1590 1280 1500 1500 760912500 -3.85%
6/1/2019 1500 1655 1400 1550 1550 664796500 3.33%
7/1/2019 1565 1765 1515 1600 1600 859456200 3.23%
8/1/2019 1600 1680 1455 1575 1575 456578700 -1.56%
9/1/2019 1590 1665 1415 1580 1580 676777500 0.32%
10/1/2019 1565 1860 1480 1720 1720 649026400 8.86%
11/1/2019 1720 1810 1580 1665 1665 338615400 -3.20%
12/1/2019 1670 1705 1525 1535 1535 298334100 -7.81%

PT Sierad Produce Tbk

Adj
Date Open High Low Close* Volume Return
Close**
1/1/2019 1025 1025 925 282 1010 132400
2/1/2019 1010 1035 900 280 950 736600 -0.71%
3/1/2019 760 950 760 276 860 208300 -1.43%
4/1/2019 855 855 650 322 750 72300 16.67%
5/1/2019 750 1070 750 380 890 302400 18.01%
6/1/2019 890 935 745 388 880 32000 2.11%
7/1/2019 880 950 775 525 950 532600 35.31%
8/1/2019 930 1250 780 590 1060 729100 12.38%
 9/1/2019 1060 1120 860 540 1095 885800 -8.47%
10/1/2019 1095 1100 970 545 1090 44200 0.93%
11/1/2019 1090 1100 860 510 1000 52000 -6.42%
12/1/2019 1000 1000 825 505 850 131400 -0.98%
CPIN.JK)
Risk Free Return
Rate (Rf) (Rf)
IHSG
6.00% 0.50% 6532.97 Mean Return -0.65%
6.00% 0.50% 6443.35 Mean Return (Rf) 0.47%
6.00% 0.50% 6468.75 Beta -0.00037936726725
6.00% 0.50% 6455.35 Treynor Ratio 29.3848495455013
6.00% 0.50% 6209.12
6.00% 0.50% 6358.63
5.75% 0.48% 6390.5
5.50% 0.46% 6328.47
5.25% 0.44% 6169.1
5.00% 0.42% 6228.32
5.00% 0.42% 6011.82
5.00% 0.42% 6299.54

JPFA.JK)
Risk Free Return
IHSG
Rate (Rf) (Rf)
6.00% 0.50% 6532.97 Mean Return -5.19%
6.00% 0.50% 6443.35 Mean Return (Rf) 0.47%
6.00% 0.50% 6468.75 Beta -0.00037176257275
6.00% 0.50% 6455.35 Treynor Ratio 152.107351968705
6.00% 0.50% 6209.12
6.00% 0.50% 6358.63
5.75% 0.48% 6390.5
5.50% 0.46% 6328.47
5.25% 0.44% 6169.1
5.00% 0.42% 6228.32
5.00% 0.42% 6011.82
5.00% 0.42% 6299.54

Risk Free Return

(Rf)
IHSG
Rate (Rf)
6.00% 0.50% 6532.97 Mean Return 6.13%
6.00% 0.50% 6443.35 Mean Return (Rf) 0.47%
6.00% 0.50% 6468.75 Beta 0.000341486092025
6.00% 0.50% 6455.35 Treynor Ratio 165.664888189186
6.00% 0.50% 6209.12
6.00% 0.50% 6358.63
5.75% 0.48% 6390.5
5.50% 0.46% 6328.47
5.25% 0.44% 6169.1
5.00% 0.42% 6228.32
5.00% 0.42% 6011.82
5.00% 0.42% 6299.54