Sheet1DATA IHSG

DateOpenHighLowCloseAvg VolAdj Close*2/2/155277.155384.025254.045325.544330151005325.51/2/155233.85325.045121.815289.453504203005289.412/1/145150.385226.955005.275226.9546006218005226.9511/3/145102.545157.084965.395149.8942882198005149.8910/1/145148.575165.394900.725089.5534442126005089.559/1/145159.945262.575082.735137.5837435140005137.588/4/145076.235223.985043.525136.8637500312005136.867/1/144877.655165.424862.425088.844908897005088.86/2/144900.974971.954835.044878.5829923432004878.585/2/144845.345091.324828.224893.9136924920004893.914/1/144796.164933.114721.64840.1538171126004840.153/3/144589.624903.54567.764768.2845587132004768.282/3/1444074665.274320.784620.2236761070004620.221/2/144294.54510.224161.194418.7629040543004418.7612/2/134269.084331.594109.314274.1830639108004274.1811/1/134473.734518.654202.924256.4432921795004256.4410/1/134314.964611.264314.964510.6336571342004510.639/2/134196.724791.774012.684316.1845514258004316.188/1/134618.964718.13837.744195.0939783878004195.097/1/134757.184815.734403.84610.3821765668004610.386/3/135053.545055.834373.384818.923805494004818.9

Sheet2Data waskitaDateOpenHighLowCloseAvg VolAdj Close*Feb 2, 20151715177517101775101,061,2001775Jan 1, 2015147017401355171564,878,9001715Dec 1, 2014104515501040147055,055,9001470Nov 3, 20149651060940104542,707,9001045Oct 1, 201487598580097063,692,000970Sep 1, 201490594582083562,476,900835Aug 1, 201481095078590562,440,700905Jul 1, 201467587066581070,872,100810Jun 2, 201469572064068034,417,800680May 1, 201474580070572032,351,500720Apr 1, 201477080066574575,826,600745Mar 3, 201466082064576083,220,700760Feb 3, 201453569053566573,027,900665Jan 1, 201440558040254058,263,000540Dec 2, 201345548540040535,735,200405Nov 1, 201359061044045543,122,700455Oct 1, 201360065055060053,803,000600Sep 2, 201356068045059085,440,400590Aug 1, 201379083044555057,393,400550Jul 1, 201375085062079066,096,800790Jun 3, 20139701060710770111,421,500770

Return1DATA RETURNMonthWaskita TbkIHSGPriceReturnPriceReturn2-Feb-1517755325.51-Jan-151715-0.034995289.4-0.00682Des 1, 20141470-0.166675226.95-0.011953-Nov-141045-0.406705149.89-0.014961-Oct-14970-0.077325089.55-0.011861-Sep-14835-0.161685137.580.009351-Aug-149050.077355136.86-0.000141-Jul-14810-0.117285088.8-0.009442-Jun-14680-0.191184878.58-0.043091-May-147200.055564893.910.00313 Apr 1, 20147450.033564840.15-0.011113-Mar-147600.019744768.28-0.015073-Feb-14665-0.142864620.22-0.032051-Jan-14540-0.231484418.76-0.04559Des 2, 2013405-0.333334274.18-0.033831-Nov-134550.109894256.44-0.004171-Oct-136000.241674510.630.056352-Sep-13590-0.016954316.18-0.045051-Aug-13550-0.072734195.09-0.028861-Jul-137900.303804610.380.090083-Jun-13770-0.025974818.90.04327

Return2MonthStock ReturnR_WASKITAR_IHSGSUMMARY OUTPUT2/2/15-0.035-0.0071/2/15-0.167-0.012Regression Statistics12/1/14-0.407-0.015Multiple R0.690562724611/3/14-0.077-0.012R Square0.476876876610/1/14-0.1620.009Adjusted R Square0.44781448099/1/140.077-0.000Standard Error0.12947647888/4/14-0.117-0.009Observations207/1/14-0.191-0.0436/2/140.0560.003ANOVA5/2/140.034-0.011dfSSMSFSignificance F4/1/140.020-0.015Regression10.27507847750.275078477516.40872558710.00075005963/3/14-0.143-0.032Residual180.30175485410.01676415862/3/14-0.231-0.046Total190.57683333161/2/14-0.333-0.03412/2/130.110-0.004CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95,0%Upper 95,0%11/1/130.2420.056Intercept-0.03738085340.0293492236-1.27365731730.2189866452-0.09904128410.0242795772-0.09904128410.024279577210/1/13-0.017-0.045X Variable 13.48766882570.86098941724.05076851810.00075005961.67879718555.29654046591.67879718555.29654046599/2/13-0.073-0.0298/1/130.3040.090Persamaan Regresi :7/1/13-0.0260.043R_WASKITA = -0,037 + 3,488 R_IHSG