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IHSG Monthly Data and Analysis

The document contains daily closing values of the Indonesia Stock Exchange Composite Index (IHSG) from January 1, 2010 to September 17, 2021. It includes the index value, daily returns, monthly returns, annual returns, and Bank Indonesia's benchmark interest rate over this period.

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Medinda Oktavia
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0% found this document useful (0 votes)
65 views11 pages

IHSG Monthly Data and Analysis

The document contains daily closing values of the Indonesia Stock Exchange Composite Index (IHSG) from January 1, 2010 to September 17, 2021. It includes the index value, daily returns, monthly returns, annual returns, and Bank Indonesia's benchmark interest rate over this period.

Uploaded by

Medinda Oktavia
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

DATA IHSG

TANGGAL IHSG Ri Ri+1 2. BI RATE 3.5%


Sep 17, 2021 6133.25 0.00000 1.00000 3. Return Pasar Bulanan 0.00872
Sep 01, 2021 6133.25 -0.00277 0.99723 3. Return Pasar Tahunan 10.979%
Aug 01, 2021 6150.30 0.01322 1.01322
Jul 01, 2021 6070.04 0.01413 1.01413
Jun 01, 2021 5985.49 0.00639 1.00639
May 01, 2021 5947.46 -0.00803 0.99197
Apr 01, 2021 5995.62 0.00169 1.00169
Mar 01, 2021 5985.52 -0.04106 0.95894
Feb 01, 2021 6241.80 0.06473 1.06473
Jan 01, 2021 5862.35 -0.01952 0.98048
Dec 01, 2020 5979.07 0.06533 1.06533
Nov 01, 2020 5612.42 0.09442 1.09442
Oct 01, 2020 5128.23 0.05302 1.05302
Sep 01, 2020 4870.04 -0.07034 0.92966
Aug 01, 2020 5238.49 0.01726 1.01726
Jul 01, 2020 5149.63 0.04979 1.04979
Jun 01, 2020 4905.39 0.03193 1.03193
May 01, 2020 4753.61 0.00789 1.00789
Apr 01, 2020 4716.40 0.03910 1.03910
Mar 01, 2020 4538.93 -0.16758 0.83242
Feb 01, 2020 5452.70 -0.08204 0.91796
Jan 01, 2020 5940.05 -0.05707 0.94293
Dec 01, 2019 6299.54 0.04786 1.04786
Nov 01, 2019 6011.83 -0.03476 0.96524
Oct 01, 2019 6228.32 0.00960 1.00960
Sep 01, 2019 6169.10 -0.02518 0.97482
Aug 01, 2019 6328.47 -0.00971 0.99029
Jul 01, 2019 6390.50 0.00501 1.00501
Jun 01, 2019 6358.63 0.02408 1.02408
May 01, 2019 6209.12 -0.03814 0.96186
Apr 01, 2019 6455.35 -0.00207 0.99793
Mar 01, 2019 6468.75 0.00394 1.00394
Feb 01, 2019 6443.35 -0.01372 0.98628
Jan 01, 2019 6532.97 0.05464 1.05464
Dec 01, 2018 6194.50 0.02285 1.02285
Nov 01, 2018 6056.12 0.03849 1.03849
Oct 01, 2018 5831.65 -0.02424 0.97576
Sep 01, 2018 5976.55 -0.00696 0.99304
Aug 01, 2018 6018.46 0.01382 1.01382
Jul 01, 2018 5936.44 0.02366 1.02366
Jun 01, 2018 5799.24 -0.03081 0.96919
May 01, 2018 5983.59 -0.00184 0.99816
Apr 01, 2018 5994.60 -0.03141 0.96859
Mar 01, 2018 6188.99 -0.06188 0.93812
Feb 01, 2018 6597.22 -0.00127 0.99873
Jan 01, 2018 6605.63 0.03933 1.03933
Dec 01, 2017 6355.65 0.06779 1.06779
Nov 01, 2017 5952.14 -0.00893 0.99107
Oct 01, 2017 6005.78 0.01778 1.01778
Sep 01, 2017 5900.85 0.00627 1.00627
Aug 01, 2017 5864.06 0.00396 1.00396
Jul 01, 2017 5840.94 0.00193 1.00193
Jun 01, 2017 5829.71 0.01596 1.01596
May 01, 2017 5738.15 0.00930 1.00930
Apr 01, 2017 5685.30 0.02105 1.02105
Mar 01, 2017 5568.11 0.03368 1.03368
Feb 01, 2017 5386.69 0.01749 1.01749
Jan 01, 2017 5294.10 -0.00049 0.99951
Dec 01, 2016 5296.71 0.02871 1.02871
Nov 01, 2016 5148.91 -0.05046 0.94954
Oct 01, 2016 5422.54 0.01076 1.01076
Sep 01, 2016 5364.80 -0.00395 0.99605
Aug 01, 2016 5386.08 0.03261 1.03261
Jul 01, 2016 5215.99 0.03974 1.03974
Jun 01, 2016 5016.65 0.04582 1.04582
May 01, 2016 4796.87 -0.00862 0.99138
Apr 01, 2016 4838.58 -0.00140 0.99860
Mar 01, 2016 4845.37 0.01560 1.01560
Feb 01, 2016 4770.96 0.03376 1.03376
Jan 01, 2016 4615.16 0.00482 1.00482
Dec 01, 2015 4593.01 0.03296 1.03296
Nov 01, 2015 4446.46 -0.00196 0.99804
Oct 01, 2015 4455.18 0.05475 1.05475
Sep 01, 2015 4223.91 -0.06335 0.93665
Aug 01, 2015 4509.61 -0.06099 0.93901
Jul 01, 2015 4802.53 -0.02202 0.97798
Jun 01, 2015 4910.66 -0.05861 0.94139
May 01, 2015 5216.38 0.02555 1.02555
Apr 01, 2015 5086.42 -0.07833 0.92167
Mar 01, 2015 5518.67 0.01255 1.01255
Feb 01, 2015 5450.29 0.03042 1.03042
Jan 01, 2015 5289.40 0.01195 1.01195
Dec 01, 2014 5226.95 0.01496 1.01496
Nov 01, 2014 5149.89 0.01186 1.01186
Oct 01, 2014 5089.55 -0.00935 0.99065
Sep 01, 2014 5137.58 0.00014 1.00014
Aug 01, 2014 5136.86 0.00944 1.00944
Jul 01, 2014 5088.80 0.04309 1.04309
Jun 01, 2014 4878.58 -0.00313 0.99687
May 01, 2014 4893.91 0.01111 1.01111
Apr 01, 2014 4840.15 0.01507 1.01507
Mar 01, 2014 4768.28 0.03205 1.03205
Feb 01, 2014 4620.22 0.04559 1.04559
Jan 01, 2014 4418.76 0.03383 1.03383
Dec 01, 2013 4274.18 0.00417 1.00417
Nov 01, 2013 4256.44 -0.05635 0.94365
Oct 01, 2013 4510.63 0.04505 1.04505
Sep 01, 2013 4316.18 0.02886 1.02886
Aug 01, 2013 4195.09 -0.09008 0.90992
Jul 01, 2013 4610.38 -0.04327 0.95673
Jun 01, 2013 4818.90 -0.04927 0.95073
May 01, 2013 5068.63 0.00687 1.00687
Apr 01, 2013 5034.07 0.01884 1.01884
Mar 01, 2013 4940.99 0.03028 1.03028
Feb 01, 2013 4795.79 0.07681 1.07681
Jan 01, 2013 4453.70 0.03174 1.03174
Dec 01, 2012 4316.69 0.00948 1.00948
Nov 01, 2012 4276.14 -0.01704 0.98296
Oct 01, 2012 4350.29 0.02058 1.02058
Sep 01, 2012 4262.56 0.04981 1.04981
Aug 01, 2012 4060.33 -0.01980 0.98020
Jul 01, 2012 4142.34 0.04721 1.04721
Jun 01, 2012 3955.58 0.03203 1.03203
May 01, 2012 3832.82 -0.08322 0.91678
Apr 01, 2012 4180.73 0.01436 1.01436
Mar 01, 2012 4121.55 0.03421 1.03421
Feb 01, 2012 3985.21 0.01104 1.01104
Jan 01, 2012 3941.69 0.03132 1.03132
Dec 01, 2011 3821.99 0.02878 1.02878
Nov 01, 2011 3715.08 -0.01999 0.98001
Oct 01, 2011 3790.85 0.06814 1.06814
Sep 01, 2011 3549.03 -0.07619 0.92381
Aug 01, 2011 3841.73 -0.06998 0.93002
Jul 01, 2011 4130.80 0.06229 1.06229
Jun 01, 2011 3888.57 0.01345 1.01345
May 01, 2011 3836.97 0.00454 1.00454
Apr 01, 2011 3819.62 0.03832 1.03832
Mar 01, 2011 3678.67 0.06003 1.06003
Feb 01, 2011 3470.35 0.01795 1.01795
Jan 01, 2011 3409.17 -0.07948 0.92052
Dec 01, 2010 3703.51 0.04879 1.04879
Nov 01, 2010 3531.21 -0.02864 0.97136
Oct 01, 2010 3635.32 0.03828 1.03828
Sep 01, 2010 3501.30 0.13609 1.13609
Aug 01, 2010 3081.88 0.00411 1.00411
Jul 01, 2010 3069.28 0.05340 1.05340
Jun 01, 2010 2913.68 0.04173 1.04173
May 01, 2010 2796.96 -0.05866 0.94134
Apr 01, 2010 2971.25 0.06983 1.06983
Mar 01, 2010 2777.30 0.08955 1.08955
Feb 01, 2010 2549.03 -0.02366 0.97634
Jan 01, 2010 2610.80 0.03016 1.03016
Dec 01, 2009 2534.36 0.04906 1.04906
Nov 01, 2009 2415.84 0.02033 1.02033
Oct 01, 2009 2367.70 -0.04048 0.95952
Sep 01, 2009 2467.59 0.05383 1.05383
Aug 01, 2009 2341.54 0.00788 1.00788
Jul 01, 2009 2323.24 0.14627 1.14627
Jun 01, 2009 2026.78 0.05736 1.05736
May 01, 2009 1916.83 0.11264 1.11264
Apr 01, 2009 1722.77 0.20132 1.20132
Mar 01, 2009 1434.07 0.11559 1.11559
Feb 01, 2009 1285.48 -0.03541 0.96459
Jan 01, 2009 1332.67 -0.01678 0.98322
Dec 01, 2008 1355.41 0.09172 1.09172
Nov 01, 2008 1241.54 -0.01206 0.98794
Oct 01, 2008 1256.70 -0.31422 0.68578
Sep 01, 2008 1832.51 -0.15394 0.84606
Aug 01, 2008 2165.94 -0.06013 0.93987
Jul 01, 2008 2304.51 -0.01898 0.98102
Jun 01, 2008 2349.10 -0.03897 0.96103
May 01, 2008 2444.35 0.06068 1.06068
Apr 01, 2008 2304.52 -0.05834 0.94166
Mar 01, 2008 2447.30 -0.10090 0.89910
Feb 01, 2008 2721.94 0.03604 1.03604
Jan 01, 2008 2627.25 -0.04319 0.95681
Dec 01, 2007 2745.83 0.02139 1.02139
Nov 01, 2007 2688.33 0.01696 1.01696
Oct 01, 2007 2643.49 0.12050 1.12050
Sep 01, 2007 2359.21 0.07513 1.07513
Aug 01, 2007 2194.34 -0.06571 0.93429
Jul 01, 2007 2348.67 0.09788 1.09788
Jun 01, 2007 2139.28 0.02637 1.02637
May 01, 2007 2084.32 0.04259 1.04259
Apr 01, 2007 1999.17 0.09189 1.09189
Mar 01, 2007 1830.92 0.05167 1.05167
Feb 01, 2007 1740.97 -0.00927 0.99073
Jan 01, 2007 1757.26 -0.02673 0.97327
Dec 01, 2006 1805.52 0.05036 1.05036
Nov 01, 2006 1718.96 0.08614 1.08614
Oct 01, 2006 1582.63 0.03129 1.03129
Sep 01, 2006 1534.61 0.07221 1.07221
Aug 01, 2006 1431.26 0.05890 1.05890
Jul 01, 2006 1351.65 0.03159 1.03159
Jun 01, 2006 1310.26 -0.01484 0.98516
May 01, 2006 1330.00 -0.09178 0.90822
Apr 01, 2006 1464.41 0.10691 1.10691
Mar 01, 2006 1322.97 0.07501 1.07501
Feb 01, 2006 1230.66 -0.00135 0.99865
Jan 01, 2006 1232.32 0.05993 1.05993
Dec 01, 2005 1162.64 0.06018 1.06018
Nov 01, 2005 1096.64 0.02853 1.02853
Oct 01, 2005 1066.22 -0.01210 0.98790
Sep 01, 2005 1079.28 0.02780 1.02780
Aug 01, 2005 1050.09 -0.11182 0.88818
Jul 01, 2005 1182.30 0.05339 1.05339
Jun 01, 2005 1122.38 0.03144 1.03144
May 01, 2005 1088.17 0.05688 1.05688
Apr 01, 2005 1029.61 -0.04681 0.95319
Mar 01, 2005 1080.17 0.00590 1.00590
Feb 01, 2005 1073.83 0.02716 1.02716
Jan 01, 2005 1045.44 0.04520 1.04520
Dec 01, 2004 1000.23 0.02297 1.02297
Nov 01, 2004 977.77 0.13629 1.13629
Oct 01, 2004 860.49 0.04921 1.04921
Sep 01, 2004 820.13 0.08670 1.08670
Aug 01, 2004 754.70 -0.00301 0.99699
Jul 01, 2004 756.98 0.03356 1.03356
Jun 01, 2004 732.40 -0.00016 0.99984
May 01, 2004 732.52 -0.06496 0.93504
Apr 01, 2004 783.41 0.06488 1.06488
Mar 01, 2004 735.68 -0.03337 0.96663
Feb 01, 2004 761.08 0.01082 1.01082
Jan 01, 2004 752.93 0.08821 1.08821
Dec 01, 2003 691.90 0.12125 1.12125
Nov 01, 2003 617.08 -0.01354 0.98646
Oct 01, 2003 625.55 0.04668 1.04668
Sep 01, 2003 597.65 0.12834 1.12834
Aug 01, 2003 529.67 0.04270 1.04270
Jul 01, 2003 507.98 0.00491 1.00491
Jun 01, 2003 505.50 0.02167 1.02167
May 01, 2003 494.78 0.09741 1.09741
Apr 01, 2003 450.86 0.13281 1.13281
Mar 01, 2003 398.00 -0.00306 0.99694
Feb 01, 2003 399.22 0.02775 1.02775
Jan 01, 2003 388.44 -0.08592 0.91408
Dec 01, 2002 424.95 0.08844 1.08844
Nov 01, 2002 390.42 0.05793 1.05793
Oct 01, 2002 369.04 -0.11989 0.88011
Sep 01, 2002 419.31 -0.05491 0.94509
Aug 01, 2002 443.67 -0.04313 0.95687
Jul 01, 2002 463.67 -0.08186 0.91814
Jun 01, 2002 505.01 -0.04857 0.95143
May 01, 2002 530.79 -0.00612 0.99388
Apr 01, 2002 534.06 0.10854 1.10854
Mar 01, 2002 481.77 0.06292 1.06292
Feb 01, 2002 453.25 0.00356 1.00356
Jan 01, 2002 451.64 0.15203 1.15203
Dec 01, 2001 392.04 0.03084 1.03084
Nov 01, 2001 380.31 -0.00891 0.99109
Oct 01, 2001 383.73 -0.02229 0.97771
Sep 01, 2001 392.48 -0.09889 0.90111
Aug 01, 2001 435.55 -0.01921 0.98079
Jul 01, 2001 444.08 0.01476 1.01476
Jun 01, 2001 437.62 0.07825 1.07825
May 01, 2001 405.86 0.13296 1.13296
Apr 01, 2001 358.23 -0.05989 0.94011
Mar 01, 2001 381.05 -0.11032 0.88968
Feb 01, 2001 428.30 0.00632 1.00632
Jan 01, 2001 425.61 0.02231 1.02231
Dec 01, 2000 416.32 -0.03003 0.96997
Nov 01, 2000 429.21 0.05886 1.05886
Oct 01, 2000 405.35 -0.03795 0.96205
Sep 01, 2000 421.34 -0.09657 0.90343
Aug 01, 2000 466.38 -0.05244 0.94756
Jul 01, 2000 492.19 -0.04450 0.95550
Jun 01, 2000 515.11 0.13378 1.13378
May 01, 2000 454.33 -0.13747 0.86253
Apr 01, 2000 526.74 -0.09693 0.90307
Mar 01, 2000 583.28 0.01169 1.01169
Feb 01, 2000 576.54 -0.09402 0.90598
Jan 01, 2000 636.37 - #VALUE!
BI Rate Varian 0.007 Varian
3.50% 4. Standar Deviasi 0.084 7. Standar Deviasi
5. Beta 1.243 8. Beta
6. Return Ekspektasi 12.80% 9. Return Ekspektasi
PT ASTRA INTERNASIONAL TBK (ASII.JK) PT ADHI KARYA (Persero) Tbk (ADHI.JK)
Tanggal Harga Saham Ri Harga Saham
Sep 17, 2021 5425.00 0.0000 880
Sep 01, 2021 5425.00 0.0383 880
Aug 01, 2021 5225.00 0.1070 735
Jul 01, 2021 4720.00 -0.0445 685
Jun 01, 2021 4940.00 -0.0439 755
May 01, 2021 5166.95 -0.0455 975
Apr 01, 2021 5413.00 0.0427 1155
Mar 01, 2021 5191.56 -0.0231 1095
Feb 01, 2021 5314.58 -0.1148 1385
Jan 01, 2021 6003.51 0.0124 1365
Dec 01, 2020 5929.70 0.1368 1535
Nov 01, 2020 5216.16 -0.0173 1090
Oct 01, 2020 5307.98 0.2164 575
Sep 01, 2020 4363.80 -0.1255 500
Aug 01, 2020 4989.99 -0.0097 595
Jul 01, 2020 5038.92 0.1077 600
Jun 01, 2020 4549.00 0.0063 592
May 01, 2020 4520.56 0.2390 485
Apr 01, 2020 3648.67 -0.0128 533
Mar 01, 2020 3696.06 -0.2941 519
Feb 01, 2020 5236.08 -0.1299 732
Jan 01, 2020 6017.94 -0.0830 999
Dec 01, 2019 6562.87 0.0654 1140
Nov 01, 2019 6160.10 -0.0564 1043
Oct 01, 2019 6528.13 0.0530 1212
Sep 01, 2019 6199.38 -0.0112 1295
Aug 01, 2019 6269.83 -0.0464 1295
Jul 01, 2019 6575.10 -0.0604 1440
Jun 01, 2019 6997.78 0.0212 1634
May 01, 2019 6852.52 -0.0230 1370
Apr 01, 2019 7013.49 0.0445 1644
Mar 01, 2019 6714.55 0.0210 1554
Feb 01, 2019 6576.58 -0.1538 1417
Jan 01, 2019 7772.32 0.0274 1540
Dec 01, 2018 7565.37 -0.0380 1497
Nov 01, 2018 7864.30 0.0915 1479
Oct 01, 2018 7204.81 0.0748 1063
Sep 01, 2018 6703.21 0.0138 1313
Aug 01, 2018 6612.01 0.0140 1408
Jul 01, 2018 6520.81 0.0833 1516
Jun 01, 2018 6019.21 -0.0261 1691
May 01, 2018 6180.36 -0.0350 1838
Apr 01, 2018 6404.28 -0.0205 1752
Mar 01, 2018 6538.64 -0.0960 1929
Feb 01, 2018 7232.81 -0.0500 2312
Jan 01, 2018 7613.49 0.0241 2078
Dec 01, 2017 7434.34 0.0408 1757
Nov 01, 2017 7143.24 0.0038 1822
Oct 01, 2017 7115.90 0.0127 2041
Sep 01, 2017 7026.95 0.0032 1864
Aug 01, 2017 7004.72 -0.0125 1883
Jul 01, 2017 7093.67 -0.1064 2069
Jun 01, 2017 7938.68 0.0330 2004
May 01, 2017 7684.75 -0.0223 2190
Apr 01, 2017 7860.40 0.0377 2106
Mar 01, 2017 7574.97 0.0518 2184
Feb 01, 2017 7201.71 0.0314 1963
Jan 01, 2017 6982.15 - 1936
0.034 Varian 0.003
0.186 10. Standar Deviasi 0.053 13. CovAB
2.974 11. Beta 0.899 14. CovAC
25.74% 12. Return Ekspektasi 10.23% 15. CovBC
KARYA (Persero) Tbk (ADHI.JK) PT ADHI KARYA (Persero) Tbk (ADHI.JK)
Ri Harga Saham Ri 16. KoReAB
0.0000 32,600.00 0.0000 17. KoReAC
0.1973 32,600.00 -0.0046 18. KoReBC
0.0730 32,750.00 0.0972
-0.0927 29,850.00 -0.0091
-0.2256 30,125.00 -0.0549
-0.1558 31,875.00 0.0093
0.0548 31,582.29 0.0306
-0.2094 30,645.42 -0.0738
0.0147 33,086.21 -0.0074
-0.1107 33,332.75 0.0015
0.4083 33,281.24 0.0911
0.8957 30,503.71 0.0717
0.1500 28,463.57 0.0683
-0.1597 26,644.66 -0.1363
-0.0083 30,847.83 0.0056
0.0141 30,675.77 0.0957
0.2200 27,996.55 0.0973
-0.0909 25,513.98 0.0212
0.0280 24,983.76 -0.0643
-0.2914 26,699.28 -0.1216
-0.2670 30,396.10 -0.0293
-0.1234 31,314.27 -0.0276
0.0930 32,203.01 0.0645
-0.1400 30,252.04 -0.0016
-0.0637 30,300.22 0.0362
0.0000 29,240.43 -0.0049
-0.1010 29,384.95 -0.0145
-0.1187 29,818.50 0.0325
0.1930 28,879.14 0.0301
-0.1667 28,036.13 0.0214
0.0577 27,448.01 0.0436
0.0967 26,302.36 -0.0009
-0.0798 26,326.22 -0.0213
0.0284 26,899.05 0.0872
0.0128 24,741.56 -0.0019
0.3911 24,789.14 0.1015
-0.1907 22,505.30 -0.0207
-0.0671 22,981.10 -0.0262
-0.0717 23,599.64 0.0655
-0.1033 22,148.45 0.0838
-0.0797 20,435.57 -0.0540
0.0487 21,601.28 0.0350
-0.0918 20,871.35 -0.0515
-0.1653 22,004.63 0.0054
0.1121 21,886.58 0.0198
0.1830 21,461.60 0.0377
-0.0358 20,682.46 0.0802
-0.1073 19,146.46 -0.0263
0.0950 19,663.93 0.0296
-0.0099 19,099.41 0.0712
-0.0901 17,829.26 0.0134
0.0326 17,594.04 0.0303
-0.0851 17,076.57 0.0583
0.0398 16,135.71 -0.0265
-0.0357 16,575.09 0.0725
0.1127 15,454.52 0.0712
0.0143 14,427.33 0.0098
- 14,287.26 -
0.005591
0.005591
0.005195

0.364244
0.626347
0.534663

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