Date Open High Low Close Adj Close Volume (S(t)-S(t-1))/S(t-1) ln(S(t)/S(t-1))

9/26/2016 35.097 35.097 35.097 35.097 40.92349 0 0.0085192467 0.0084831627

9/27/2016 35.396 35.396 35.396 35.396 41.27213 0 0.0077975195 0.007767276
9/28/2016 35.672 35.672 35.672 35.672 41.59395 0 0.0016539022 0.001652536
9/29/2016 35.731 35.731 35.731 35.731 41.66274 0 0.0054015002 0.0053869645
9/30/2016 35.924 35.924 35.924 35.924 41.88778 0 -0.003368194 -0.003373879
10/4/2016 35.924 35.924 35.803 35.803 41.7467 0 -0.0118984998 -0.011969854
10/5/2016 35.377 35.377 35.377 35.377 41.24997 0 -0.015772932 -0.015898648
10/6/2016 34.819 34.819 34.819 34.819 40.59934 0 0.01111465 0.0110533362
10/7/2016 35.206 35.206 35.206 35.206 41.05059 0 0.0120150255 0.0119434181
10/10/2016 35 35.629 34.5 35.629 41.54381 1321 0.0037328859 0.003725936
10/11/2016 35.762 35.762 35.762 35.762 41.69889 0 0.0072422961 0.0072161966
10/12/2016 36.021 36.021 36.021 36.021 42.00089 0 -0.0078288221 -0.007859628
10/13/2016 35.739 35.739 35.739 35.739 41.67207 0 0.0155292826 0.0154099373
10/14/2016 35.475 36.294 35.475 36.294 42.3192 278 -0.0212156561 -0.021443943
10/17/2016 35.524 35.524 35.524 35.524 41.42138 0 -0.0284314282 -0.028843429
10/18/2016 34.514 34.514 34.514 34.514 40.24371 0 -0.0136756099 -0.013769982
10/19/2016 34.042 34.042 34.042 34.042 39.69334 0 0.0031726103 0.0031675882
10/20/2016 34.147 34.15 34.147 34.15 39.81928 150 -0.0088433963 -0.008882731
10/21/2016 33.848 33.848 33.848 33.848 39.46714 0 0.0240191149 0.0237351933
10/24/2016 33.886 34.661 33.886 34.661 40.41511 100 -0.0114537668 -0.011519866
10/25/2016 34.01 34.264 34.01 34.264 39.9522 318 0.0069168515 0.0068930398
10/26/2016 34.501 34.501 34.501 34.501 40.22855 0 0.0008115707 0.0008112416
10/27/2016 34.529 34.529 34.529 34.529 40.2612 0 -0.006371485 -0.00639187
10/28/2016 34.309 34.309 34.309 34.309 40.00467 0 0.0358215066 0.0351948381
10/31/2016 33.92 35.538 33.92 35.538 41.4377 50 -0.0310089781 -0.031499932
11/1/2016 34.62 34.62 34.436 34.436 40.15276 200 0.0311011432 0.0306273023
11/2/2016 34.554 35.507 34.554 35.507 41.40155 15 -0.0324161715 -0.032953213
11/3/2016 34.356 34.356 34.356 34.356 40.05948 0 -0.0236348825 -0.023918667
11/4/2016 33.544 33.544 33.544 33.544 39.11268 0 0.0270093616 0.0266510464
11/7/2016 33.556 34.45 33.556 34.45 40.16908 1 -0.0169230764 -0.017067908
11/8/2016 33.867 33.867 33.867 33.867 39.4893 0 -0.0589659533 -0.060775959
11/9/2016 31.87 31.87 31.87 31.87 37.16077 415 0.0230310316 0.0227698204
11/10/2016 32.604 32.604 32.604 32.604 38.01662 0 -0.048736382 -0.049964054
11/11/2016 32.032 32.032 31.015 31.015 36.16383 150 0.0147026282 0.0145955925
11/14/2016 31.471 31.471 31.471 31.471 36.69553 0 0.0060054969 0.0059875358
11/15/2016 31.66 31.66 31.66 31.66 36.91591 0 0.018414403 0.018246911
11/16/2016 31.388 33.147 31.388 32.243 37.59569 1705 -0.0044971001 -0.004507243
11/17/2016 32.098 32.098 32.098 32.098 37.42662 0 -0.0300018693 -0.030461135
11/18/2016 31.135 31.135 31.135 31.135 36.30375 0 0.0236711097 0.0233952931
11/21/2016 31.872 31.872 31.872 31.872 37.16311 0 0.0065888868 0.006567275
11/22/2016 32.082 32.082 32.082 32.082 37.40797 0 -0.0011845271 -0.001185229
11/23/2016 32.044 32.044 32.044 32.044 37.36366 0 0.0090500877 0.009009381
11/24/2016 32.334 32.334 32.334 32.334 37.7018 0 -0.0087215315 -0.008759787
11/25/2016 32.052 32.052 32.052 32.052 37.37299 0 0.0104830282 0.0104284623
11/28/2016 32.388 32.388 32.388 32.388 37.76476 0 0.0119179326 0.0118474733
11/29/2016 32.774 32.774 32.774 32.774 38.21484 0 0.0068957715 0.0068721044
11/30/2016 33 33 33 33 38.47837 0 -0.0012424242 -0.001243197
12/1/2016 32.959 32.959 32.959 32.959 38.43056 29 -0.0548256925 -0.056385916
12/2/2016 31.152 31.152 31.152 31.152 36.32358 0 0.0216679507 0.0214365375
12/5/2016 31.443 31.827 31.443 31.827 37.11063 150 -0.0197002231 -0.019896859
12/6/2016 31.2 31.2 31.2 31.2 36.37954 0 -0.006602628 -0.006624522
12/7/2016 31.2 31.569 30.994 30.994 36.13934 916 -0.0298121904 -0.030265608
12/8/2016 30.07 30.07 30.07 30.07 35.06195 140 0.031060858 0.0305882314
12/9/2016 31.004 31.004 31.004 31.004 36.15101 0 0.0154173655 0.0152997255
12/12/2016 31.482 31.482 31.482 31.482 36.70836 0 -0.0009846897 -0.000985175
12/13/2016 31.451 31.451 31.451 31.451 36.67222 0 0.0026072621 0.0026038691
12/14/2016 31.239 32.113 31.239 31.533 36.76783 257 -0.0138902732 -0.013987646
12/15/2016 31.095 31.095 31.095 31.095 36.25711 0 0.0007397009 0.0007394275
12/16/2016 31.118 31.118 31.118 31.118 36.28393 0 0.0151359663 0.0150225605
12/19/2016 31.589 31.589 31.589 31.589 36.83312 50 -0.0006331634 -0.000633364
12/20/2016 31.569 31.569 31.569 31.569 36.8098 0 -0.0007918844 -0.000792198
12/21/2016 31.544 31.544 31.544 31.544 36.78065 0 -0.0016168209 -0.001618129
12/22/2016 31.493 31.493 31.493 31.493 36.72118 0 0.040231099 0.039442899
12/23/2016 31.216 32.76 31.216 32.76 38.19852 3 0.0003663309 0.0003662638
12/27/2016 32.76 32.772 32 32.772 38.21251 30 -0.0613023026 -0.063261793
12/28/2016 30.763 30.763 30.763 30.763 -35.3777 0 0.0151805741 0.0150665022
12/29/2016 31.23 31.23 31.23 31.23 -35.9148 0 -0.0129682677 -0.01305309
12/30/2016 30.825 30.825 30.825 30.825 -35.449 0 -0.0112246874 -0.01128816
1/2/2017 30.479 30.479 30.479 30.479 -35.0511 0 0.0105318088 0.0104767356
1/3/2017 30.8 30.8 30.8 30.8 -35.4203 0 0.0046103898 0.0045997945
1/4/2017 30.942 30.942 30.942 30.942 -35.5836 0 0.0190033617 0.0188250533
1/5/2017 31.52 31.53 31.52 31.53 -36.2598 55 0.0149064061 0.0147963975
1/6/2017 32 32 32 32 -36.8003 0 0.0145625 0.0144574851
1/9/2017 32.466 32.466 32.466 32.466 -37.3362 50 -0.0382553749 -0.039006326
1/10/2017 31.281 31.281 31.224 31.224 -35.9079 100 0.0344926328 0.0339110966
1/11/2017 31.105 32.301 31.105 32.301 -37.1465 90 -0.0341475197 -0.034744168
1/12/2017 31.198 31.198 31.198 31.198 -35.878 0 0.0035899417 0.0035835132
1/13/2017 31.31 31.31 31.31 31.31 -36.0068 0 0.0220377203 0.0217983994
1/16/2017 32 32 32 32 -36.8003 35 -0.0172187813 -0.017368748
1/17/2017 30.8 31.449 30.8 31.449 -36.1666 158 -0.0206365869 -0.020852497
1/18/2017 30.8 30.8 30.8 30.8 -35.4203 0 0 0
1/19/2017 30.8 30.8 30.8 30.8 -35.4203 82 -0.015486981 -0.015608157
1/20/2017 30.323 30.323 30.323 30.323 -34.8717 0 0.0259539294 0.0256228426
1/23/2017 31.11 31.11 31.11 31.11 -35.7768 50 -0.0295403719 -0.029985476
1/24/2017 30.191 30.191 30.191 30.191 -34.7199 0 0.012619688 0.0125407234
1/25/2017 29.808 30.572 29.808 30.572 -35.1581 163 0.0221771221 0.0219347861
1/26/2017 29.76 31.25 29.76 31.25 -35.9378 1300 -0.04688 -0.048014465
1/27/2017 29.785 29.785 29.785 29.785 -34.253 0 -0.0002350176 -0.000235045
1/30/2017 29.778 29.778 29.778 29.778 -34.245 0 0.0524548324 0.0511253711
1/31/2017 29.66 31.34 29.66 31.34 -36.0413 700 -0.0398532227 -0.040669113
2/1/2017 29.68 30.091 29.68 30.091 -34.6049 90 -0.0179788309 -0.018142414
2/2/2017 29.55 29.55 29.55 29.55 -33.9828 0 0.0152284608 0.0151136717
2/3/2017 29.792 30 29.792 30 -34.5003 200 -0.0232999667 -0.023575702
 2/6/2017 29.301 29.301 29.301 29.301 -33.6964 0 0.0219446087 0.0217072913
2/7/2017 29.944 29.944 29.944 29.944 -34.4359 0 0.0038405023 0.0038331464
2/8/2017 30.059 30.059 30.059 30.059 -34.5681 0 0.0296417379 0.0292109145
2/9/2017 30.2 30.95 30.2 30.95 -35.5928 650 -0.0242326325 -0.024531074
2/10/2017 30.2 30.2 30.2 30.2 -34.7303 0 0.0532450313 0.0518759044
2/13/2017 30.564 31.808 30.564 31.808 -36.5795 107 -0.0397384293 -0.040549562
2/14/2017 30.544 30.544 30.544 30.544 -35.1259 0 0.0288108621 0.0284036324
2/15/2017 30.96 31.424 30.96 31.424 -36.1379 30 -0.0253309572 -0.025657309
2/16/2017 30.628 30.628 30.628 30.628 -35.2225 0 0.0284706804 0.0280729226
2/17/2017 30.734 31.5 30.734 31.5 -36.2253 160 -0.0155555556 -0.015677813
2/20/2017 31.01 31.01 31.01 31.01 -35.6618 0 0.0004837149 0.000483598
2/21/2017 31.025 31.025 31.025 31.025 -35.679 0 0.0426107977 0.0417279499
2/22/2017 31.385 32.347 31.385 32.347 -37.1994 21 -0.0278851207 -0.028281293
2/23/2017 31.445 31.445 31.445 31.445 -36.162 0 0.033550644 0.0330001013
2/24/2017 31.432 32.5 31.432 32.5 -37.3753 123 -0.0317538462 -0.032268933
2/27/2017 31.468 31.468 31.468 31.468 -36.1885 0 -0.0114084467 -0.011474022
2/28/2017 31.109 31.109 31.109 31.109 -35.7756 0 0.0059790095 0.0059612061
3/1/2017 31.295 31.295 31.295 31.295 -35.9895 0 0.0264579326 0.0261139752
3/2/2017 30.982 32.123 30.982 32.123 -36.9418 41 -0.0330916156 -0.03365153
3/3/2017 31.06 31.06 31.06 31.06 -35.7193 0 -0.0019317129 -0.001933581
3/6/2017 31 31 31 31 -35.6503 0 0.0253225806 0.0250072759
3/7/2017 30.911 31.785 30.911 31.785 -36.553 20 -0.0273084788 -0.027688286
3/8/2017 30.917 30.917 30.917 30.917 -35.5548 0 -0.0063719313 -0.006392319
3/9/2017 30.72 30.72 30.72 30.72 -35.3283 0 -0.0003255208 -0.000325574
3/10/2017 30.71 30.71 30.71 30.71 -35.3168 0 0.0061543799 0.006135519
3/13/2017 30.899 30.899 30.899 30.899 -35.5341 0 0.0011974821 0.0011967657
3/14/2017 30.936 30.936 30.936 30.936 -35.5767 0 0.0029415243 0.0029372065
3/15/2017 31.027 31.027 31.027 31.027 -35.6813 0 -0.0126019274 -0.012682005
3/16/2017 30.705 30.705 30.636 30.636 -35.2317 100 -0.0057775166 -0.005794271
3/17/2017 30.459 30.459 30.459 30.459 -35.0281 0 0.0346038938 0.0340186421
3/20/2017 30.67 31.513 30.67 31.513 -36.2402 500 -0.0064100213 -0.006430654
3/21/2017 31.311 31.311 31.311 31.311 -36.0079 0 -0.0189390623 -0.019120703
3/22/2017 30.718 30.718 30.718 30.718 -35.326 0
Rata-rata A -0.00107
Standar Dev0.022982
Diagram Pencar Return (ln(S(t)/S(t-1))) Saham Japan Tobacco Inc.
Volatilitas 0.256948
Drift (mu) 0.06

0.04

0.02

Return
0 20 40 60 80 100 120 140
-0.02

-0.04

-0.06

-0.08
waktu

Diagram Pencar Return ((S(t)-S(t-1)/S(t-1))) Saham Japan Tobacco Inc.

0.06

0.04

0.02
((S(t)-S(t-1)/S(t-1)))

0
0 20 40 60 80 100 120 140
-0.02

-0.04

-0.06

-0.08
waktu
Japan Tobacco Inc.

100 120 140

) Saham Japan Tobacco Inc.

100 120 140