FBMKLCI (Market Benchmark) JASA

Date Price Return (Ri-ER) (Ri-ER)^2 Date Price Return

Jan-13 1,627.55 #VALUE! Jan-13 0.121608 #VALUE!
Feb-13 1,637.63 0.006193 0.004301 0.000018 Feb-13 0.121608 0
Mar-13 1,671.63 0.020762 0.018869 0.000356 Mar-13 0.121608 0
Apr-13 1,717.65 0.02753 0.025638 0.000657 Apr-13 0.134637 0.107139
May-13 1,769.22 0.030024 0.028131 0.000791 May-13 0.130294 -0.03226
Jun-13 1,773.54 0.002442 0.000549 0.000000 Jun-13 0.130294 0
Jul-13 1,772.62 -0.00052 ### 0.000006 Jul-13 0.130294 0
Aug-13 1,727.58 -0.02541 ### 0.000745 Aug-13 0.130294 0
Sep-13 1,768.62 0.023756 0.021863 0.000478 Sep-13 0.138717 0.064646
Oct-13 1,806.85 0.021616 0.019723 0.000389 Oct-13 0.134243 -0.03225
Nov-13 1,812.72 0.003249 0.001356 0.000002 Nov-13 0.129768 -0.03334
Dec-13 1,866.96 0.029922 0.028030 0.000786 Dec-13 0.143192 0.103446
Jan-14 1,804.03 -0.03371 ### 0.001267 Jan-14 0.174515 0.218748
Feb-14 1,835.66 0.017533 0.015641 0.000245 Feb-14 0.170041 -0.02564
Mar-14 1,849.21 0.007382 0.005489 0.000030 Mar-14 0.156616 -0.07895
Apr-14 1,871.52 0.012065 0.010172 0.000103 Apr-14 0.156616 0
May-14 1,873.38 0.000994 ### 0.000001 May-14 0.152142 -0.02857
Jun-14 1,882.71 0.00498 0.003088 0.000010 Jun-14 0.165566 0.088233
Jul-14 1,871.36 -0.00603 ### 0.000063 Jul-14 0.210313 0.270267
Aug-14 1,866.11 -0.00281 ### 0.000022 Aug-14 0.192414 -0.08511
Sep-14 1,846.31 -0.01061 ### 0.000156 Sep-14 0.176874 -0.08076
Oct-14 1,855.15 0.004788 0.002896 0.000008 Oct-14 0.172338 -0.02565
Nov-14 1,820.89 -0.01847 ### 0.000415 Nov-14 0.145127 -0.15789
Dec-14 1,761.25 -0.03275 ### 0.001200 Dec-14 0.154198 0.062504
Jan-15 1,781.26 0.011361 0.009469 0.000090 Jan-15 0.149662 -0.02942
Feb-15 1,821.21 0.022428 0.020536 0.000422 Feb-15 0.154198 0.030308
Mar-15 1,830.78 0.005255 0.003362 0.000011 Mar-15 0.158733 0.02941
Apr-15 1,818.27 -0.00683 ### 0.000076 Apr-15 0.149662 -0.05715
May-15 1,747.52 -0.03891 ### 0.001665 May-15 0.154198 0.030308
Jun-15 1,706.64 -0.02339 ### 0.000639 Jun-15 0.154198 0
Jul-15 1,723.14 0.009668 0.007776 0.000060 Jul-15 0.131521 -0.14706
Aug-15 1,612.74 -0.06407 ### 0.004351 Aug-15 0.131521 0
Sep-15 1,621.04 0.005147 0.003254 0.000011 Sep-15 0.143461 0.090784
Oct-15 1,665.71 0.027556 0.025664 0.000659 Oct-15 0.138833 -0.03226
Nov-15 1,672.16 0.003872 0.001980 0.000004 Nov-15 0.138833 0
Dec-15 1,692.51 0.01217 0.010278 0.000106 Dec-15 0.134206 -0.03333
Jan-16 1,667.80 -0.0146 ### 0.000272 Jan-16 0.134206 0
Feb-16 1,654.75 -0.00782 ### 0.000094 Feb-16 0.129578 -0.03448
Mar-16 1,717.58 0.037969 0.036077 0.001302 Mar-16 0.134206 0.035716
Apr-16 1,672.72 -0.02612 ### 0.000785 Apr-16 0.138833 0.034477
May-16 1,626.00 -0.02793 ### 0.000889 May-16 0.138833 0
Jun-16 1,654.08 0.017269 0.015377 0.000236 Jun-16 0.138833 0
Jul-16 1,653.26 -0.0005 ### 0.000006 Jul-16 0.138833 0
 Aug-16 1,678.06 0.015001 0.013108 0.000172 Aug-16 0.138833 0
Sep-16 1,652.55 -0.0152 ### 0.000292 Sep-16 0.146389 0.054425
Oct-16 1,672.46 0.012048 0.010156 0.000103 Oct-16 0.146389 0
Nov-16 1,619.12 -0.03189 ### 0.001141 Nov-16 0.141667 -0.03226
Dec-16 1,641.73 0.013964 0.012072 0.000146 Dec-16 0.146389 0.033332
Jan-17 1,671.54 0.018158 0.016265 0.000265 Jan-17 0.151111 0.032257
Feb-17 1,693.77 0.013299 0.011407 0.000130 Feb-17 0.155833 0.031249
Mar-17 1,740.09 0.027347 0.025455 0.000648 Mar-17 0.155 -0.00535
Apr-17 1,768.06 0.016074 0.014182 0.000201 Apr-17 0.15 -0.03226
May-17 1,765.87 -0.00124 ### 0.000010 May-17 0.145 -0.03333
Jun-17 1,763.67 -0.00125 ### 0.000010 Jun-17 0.145 0
Jul-17 1,760.03 -0.00206 ### 0.000016 Jul-17 0.14 -0.03448
Aug-17 1,773.16 0.00746 0.005568 0.000031 Aug-17 0.145 0.035714
Sep-17 1,755.58 -0.00991 ### 0.000139 Sep-17 0.155 0.068966
Oct-17 1,747.92 -0.00436 ### 0.000039 Oct-17 0.145 -0.06452
Nov-17 1,717.86 -0.0172 ### 0.000364 Nov-17 0.14 -0.03448
Dec-17 1,796.81 0.045958 0.044066 0.001942 Dec-17 0.14 0
Sum 0.111646 0.025076 Sum 0.271147
Mean 0.001892 Variance 0.000432 Mean 0.004596
Std Dev 0.020793
CHECK! Mean 0.001892 Std Dev ### CHECK! Mean 0.004596

Correlation JASA,JMR 0.15

Covariance FBMKLCI, JASA -4.624015E-05

Beta JASA -0.11

 JMR
(Ri-ER) (Ri-ER)^2 Date Price Return (Ri-ER) (Ri-ER)^2
Jan-13 0.555398 #VALUE!
-0.004596 0.000021 Feb-13 0.54644 -0.01613 -0.03042 0.00092561
-0.004596 0.000021 Mar-13 0.662894 0.213114 0.19882 0.03952903
0.102544 0.010515 Apr-13 0.667373 0.006757 -0.00754 5.6824E-05
-0.036853 0.001358 May-13 0.658415 -0.01342 -0.02772 0.00076827
-0.004596 0.000021 Jun-13 0.788306 0.197278 0.18298 0.03348294
-0.004596 0.000021 Jul-13 0.7256 -0.07955 -0.09384 0.00880597
-0.004596 0.000021 Aug-13 0.81518 0.123456 0.10916 0.01191625
0.060050 0.003606 Sep-13 0.721121 -0.11538 -0.12968 0.0168167
-0.036848 0.001358 Oct-13 0.716642 -0.00621 -0.02051 0.0004205
-0.037931 0.001439 Nov-13 0.837575 0.16875 0.15445 0.02385624
0.098850 0.009771 Dec-13 0.952379 0.137067 0.12277 0.01507302
0.214153 0.045861 Jan-14 0.980668 0.029704 0.01541 0.00023743
-0.030232 0.000914 Feb-14 0.93352 -0.04808 -0.06237 0.00389031
-0.083547 0.006980 Mar-14 0.924091 -0.0101 -0.02440 0.00059513
-0.004596 0.000021 Apr-14 0.891088 -0.03571 -0.05001 0.00250089
-0.033162 0.001100 May-14 1.140969 0.280422 0.26613 0.07082384
0.083638 0.006995 Jun-14 0.94295 -0.17355 -0.18785 0.03528696
0.265671 0.070581 Jul-14 1.046674 0.109999 0.09570 0.00915937
-0.089702 0.008046 Aug-14 1.018386 -0.02703 -0.04132 0.00170746
-0.085359 0.007286 Sep-14 0.961809 -0.05556 -0.06985 0.00487908
-0.030241 0.000915 Oct-14 1.008956 0.049019 0.03472 0.00120577
-0.162489 0.026403 Nov-14 0.980668 -0.02804 -0.04233 0.00179198
0.057908 0.003353 Dec-14 1.037245 0.057692 0.04340 0.00188334
-0.034012 0.001157 Jan-15 0.999527 -0.03636 -0.05066 0.00256629
0.025713 0.000661 Feb-15 1.027815 0.028301 0.01401 0.00019618
0.024815 0.000616 Mar-15 1.211735 0.178943 0.16465 0.02710891
-0.061742 0.003812 Apr-15 1.027551 -0.152 -0.16630 0.02765406
0.025713 0.000661 May-15 0.988775 -0.03774 -0.05203 0.00270725
-0.004596 0.000021 Jun-15 1.105102 0.117648 0.10335 0.01068178
-0.151660 0.023001 Jul-15 0.988775 -0.10526 -0.11956 0.01429423
-0.004596 0.000021 Aug-15 0.979082 -0.0098 -0.02410 0.00058071
0.086188 0.007428 Sep-15 1.027551 0.049505 0.03521 0.00123972
-0.036855 0.001358 Oct-15 0.959694 -0.06604 -0.08033 0.00645331
-0.004596 0.000021 Nov-15 1.056633 0.10101 0.08672 0.00751957
-0.037924 0.001438 Dec-15 0.969388 -0.08257 -0.09686 0.00938259
-0.004596 0.000021 Jan-16 1.105102 0.14 0.12570 0.01580169
-0.039080 0.001527 Feb-16 1.008163 -0.08772 -0.10201 0.01040693
0.031120 0.000968 Mar-16 1.056633 0.048078 0.03378 0.00114127
0.029881 0.000893 Apr-16 1.037245 -0.01835 -0.03264 0.00106561
-0.004596 0.000021 May-16 1.017857 -0.01869 -0.03299 0.00108812
-0.004596 0.000021 Jun-16 1.017857 0 -0.01429 0.00020434
-0.004596 0.000021 Jul-16 1.027551 0.009524 -0.00477 2.2762E-05
-0.004596 0.000021 Aug-16 1.027551 0 -0.01429 0.00020434
0.049829 0.002483 Sep-16 0.969388 -0.0566 -0.07090 0.00502658
-0.004596 0.000021 Oct-16 0.954847 -0.015 -0.02930 0.0008582
-0.036852 0.001358 Nov-16 0.998469 0.045685 0.03139 0.00098533
0.028736 0.000826 Dec-16 1.04 0.041595 0.02730 0.00074528
0.027661 0.000765 Jan-17 0.98 -0.05769 -0.07199 0.00518216
0.026653 0.000710 Feb-17 0.95 -0.03061 -0.04491 0.00201665
-0.009941 0.000099 Mar-17 1.01 0.063158 0.04886 0.00238759
-0.036854 0.001358 Apr-17 1.08 0.069307 0.05501 0.00302633
-0.037929 0.001439 May-17 1.1 0.018519 0.00422 1.7839E-05
-0.004596 0.000021 Jun-17 1.09 -0.00909 -0.02339 0.0005469
-0.039078 0.001527 Jul-17 1.11 0.018349 0.00405 1.6433E-05
0.031119 0.000968 Aug-17 1.09 -0.01802 -0.03231 0.00104412
0.064370 0.004143 Sep-17 1 -0.08257 -0.09686 0.00938257
-0.069112 0.004776 Oct-17 1.06 0.06 0.04571 0.00208896
-0.039078 0.001527 Nov-17 1 -0.0566 -0.07090 0.00502662
-0.004596 0.000021 Dec-17 1.03 0.03 0.01571 0.00024665
0.272343 Sum 0.843398 0.46453078
Variance 0.004696 Mean 0.014295 Variance 0.00800915
Std Dev 0.068524 Std Dev 0.08949386
Std Dev -0.068524 Mean 0.014295 Std Dev -0.0894939

Covariance FBMKLCI, JMR 2.254307E-05

Beta JMR 0.003