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Adobe Inc Electronic Arts Inc Cannabix technologies inc.

Date Price Price Price


19-Nov-19 297.59 97.85 0.4052
31-Oct-19 297.16 97.39 0.39
30-Sep-19 277.93 96.4 0.4295
31-Aug-19 276.25 97.82 0.5096
31-Jul-19 284.51 93.68 0.5062
30-Jun-19 298.86 92.5 0.645
31-May-19 294.65 101.26 0.8714
30-Apr-19 270.9 93.08 0.85
31-Mar-19 289.25 94.65 0.87
1-Mar-19 266.49 101.63 1.06
1-Feb-19 262.5 95.78 1.19
1-Jan-19 247.82 92.24 1.3813
1-Dec-18 226.24 78.91 1.01
31-Oct-18 250.89 84.07 1.19
30-Sep-18 245.76 90.98 1.38
31-Aug-18 269.95 120.49 1.41
31-Jul-18 263.51 113.41 1.38
30-Jun-18 244.68 128.75 1.2906
31-May-18 243.81 141.02 1.7009
30-Apr-18 249.28 130.91 1.399
31-Mar-18 221.6 117.98 1.45
1-Mar-18 216.08 121.24 1.6851
1-Feb-18 209.13 123.7 1.6709
1-Jan-18 199.76 126.96 2.2416
1-Dec-17 175.24 105.06 2.0532
31-Oct-17 181.47 106.35 1.1916

Nadea Devita Nastiti


NIM : 17312124
MK 1 / F
Hasil Perhitungan
Adobe Inc Electronic Arts Inc. Cannabic Technologies Inc.
Return Average 0.02% 0.16% 0.54%
Standar Deviasi 0.61% 0.94% 0.14%
Weight 0.03 0.03 0.03
CV 3050.00% 587.50% 25.93%
Return Portfolio 0.02%

Kesimpulan :
Saya akan berinvestasi di perusahaan Cannabix Technologies Inc karena memiliki return sebesar 0.54% dengan kisaran resik
Resiko Cannabix (0.14%) lebih rendah dari Adobe (0.61%) dan EA (0.94%)
Saya tidak akan berinvestasi di EA karena memiliki resiko yang lebih tinggi dari Cannabix dan return yang juga lebih rendah
Namun, apabila menggunakan portofolio, maka return portofolio yang diberikan adalah 0.02%
nologies Inc.

ki return sebesar 0.54% dengan kisaran resiko 0.14%

Cannabix dan return yang juga lebih rendah dari Cannabix


an adalah 0.02%
PORTFOLIO
Adobe Inc Electronic Arts Inc. Cannabic Technologies Inc.
Return Average 0.02% 0.16% 0.54%
Standar Deviasi 0.61% 0.94% 0.14%
Weight 0.03 0.03 0.03
CV 3050.00% 587.50% 25.93%
Return Portfolio 0.02%

Standar Portfolio
Adobe Inc Electronic Arts Inc. Cannabic Technologies Inc.
Adobe Inc. 3.3489E-08 3.61242E-08 7.686E-10
Electronic Arts Inc. 3.61242E-08 7.9524E-08 3.5532E-09
Cannabix Technologies Inc. 7.686E-10 3.5532E-09 1.764E-09
Koefisien Kolerasi Standar Portofolio
Adobe - Adobe r(i,i) 1 0.000183
Adobe - Electronic Arts r(i,u) 0.7 0.0001900637
Adobe - Cannabix Tech r(i,uj) 0.1 2.772363612516E-05
Electonic Arts - Electronic Arts r(u,u) 1 0.000282
Electonic Arts - Adobe r(u,i) 0.7 0.0001900637
Electonic Arts - Cannabix Tech r(u,uj) 0.3 5.96087241937E-05
Cannabix Tech - Cannabix Tech r(uj,uj) 1 0.000042
Cannabix Tech - Adobe r(uj,i) 0.1 2.772363612516E-05
Cannabix Tech - Electronic Arts r(uj,u) 0.3 5.96087241937E-05
Adobe Inc.
Return Ri - RA (Ri-RA)^2
Date Price
19-Nov-19 297.59 0.0014470319 -0.0227184702 0.0005161289
31-Oct-19 297.16 0.0691900838 0.0450245817 0.002027213
30-Sep-19 277.93 0.006081448 -0.0180840541 0.000327033
31-Aug-19 276.25 -0.0290323714 -0.0531978736 0.0028300138
31-Jul-19 284.51 -0.0480157933 -0.0721812955 0.0052101394
30-Jun-19 298.86 0.0142881385 -0.0098773636 9.756231241785E-05
31-May-19 294.65 0.0876707272 0.0635052251 0.0040329136
30-Apr-19 270.9 -0.0634399309 -0.087605433 0.0076747119
31-Mar-19 289.25 0.0854065819 0.0612410798 0.0037504698
1-Mar-19 266.49 0.0152 -0.0089655021 8.038022801962E-05
1-Feb-19 262.5 0.0592365427 0.0350710405 0.0012299779
1-Jan-19 247.82 0.0953854314 0.0712199293 0.0050722783
1-Dec-18 226.24 -0.0982502292 -0.1224157313 0.0149856113
31-Oct-18 250.89 0.0208740234 -0.0032914787 1.083383182774E-05
30-Sep-18 245.76 -0.0896091869 -0.113774689 0.0129446799
31-Aug-18 269.95 0.0244393002 0.0002737981 0.000000075
31-Jul-18 263.51 0.076957659 0.0527921569 0.0027870118
30-Jun-18 244.68 0.0035683524 -0.0205971497 0.0004242426
31-May-18 243.81 -0.0219431964 -0.0461086985 0.0021260121
30-Apr-18 249.28 0.1249097473 0.1007442452 0.0101494029
31-Mar-18 221.6 0.025546094 0.0013805919 0.000001906
1-Mar-18 216.08 0.0332329173 0.0090674152 0.000082218
1-Feb-18 209.13 0.0469062875 0.0227407854 0.0005171433
1-Jan-18 199.76 0.1399223921 0.11575689 0.0133996576
1-Dec-17 175.24
31-Oct-17 181.47

Sum 0.5799720506 0.0902776164


Average Return 0.0241655021
Stdev.p 0.0613316179 St.Deviasi (manual)
(Ri-RA)^2/24

2.150537035114E-05
8.446720665633E-05
1.3626375593E-05
0.0001179172
0.0002170891
4.065096350744E-06
0.0001680381
0.0003197797
0.0001562696
3.349176167484E-06
5.124907853945E-05
0.0002113449
0.0006244005
4.51409659489E-07
0.0005393617
3.123558541581E-09
0.0001161255
1.767677399159E-05
8.858383660307E-05
0.0004228918
7.941808687803E-08
3.425750780474E-06
2.154763843198E-05
0.0005583191

0.0037615674

0.0613316179
Electronic Arts Inc.
Return Ri-RA (Ri-RA)^2
Date Price
19-Nov-19 97.85 0.0047232775 0.0031081194 9.660406250238E-06
31-Oct-19 97.39 0.0102697095 0.0086545514 7.49012600565E-05
30-Sep-19 96.4 -0.0145164588 -0.0161316169 0.0002602291
31-Aug-19 97.82 0.0441929974 0.0425778393 0.0018128724
31-Jul-19 93.68 0.0127567568 0.0111415986 0.0001241352
30-Jun-19 92.5 -0.0865099743 -0.0881251325 0.007766039
31-May-19 101.26 0.0878813924 0.0862662342 0.0074418632
30-Apr-19 93.08 -0.0165874274 -0.0182025855 0.0003313341
31-Mar-19 94.65 -0.0686805077 -0.0702956659 0.0049414806
1-Mar-19 101.63 0.0610774692 0.0594623111 0.0035357664
1-Feb-19 95.78 0.038378144 0.0367629858 0.0013515171
1-Jan-19 92.24 0.1689266253 0.1673114671 0.027993127
1-Dec-18 78.91 -0.0613774236 -0.0629925817 0.0039680654
31-Oct-18 84.07 -0.0759507584 -0.0775659165 0.0060164714
30-Sep-18 90.98 -0.2449165906 -0.2465317487 0.0607779031
31-Aug-18 120.49 0.0624283573 0.0608131992 0.0036982452
31-Jul-18 113.41 -0.1191456311 -0.1207607892 0.0145831682
30-Jun-18 128.75 -0.0870089349 -0.088624093 0.0078542299
31-May-18 141.02 0.0772286304 0.0756134722 0.0057173972
30-Apr-18 130.91 0.1095948466 0.1079796884 0.0116596131
31-Mar-18 117.98 -0.0268888156 -0.0285039737 0.0008124765
1-Mar-18 121.24 -0.019886823 -0.0215019811 0.0004623352
1-Feb-18 123.7 -0.0256773787 -0.0272925368 0.0007448826
1-Jan-18 126.96 0.208452313 0.2068371548 0.0427816086
1-Dec-17 105.06
31-Oct-17 106.35

Sum 0.0387637953 0.2147193222


Average Return 0.0016151581
Stdev.p 0.0945866715 St.Deviasi (manual)
(Ri-RA)^2/24

4.025169270933E-07
3.120885835688E-06
1.084287771036E-05
7.553634998277E-05
5.172300825563E-06
0.000323585
0.0003100776
1.380558828768E-05
0.000205895
0.0001473236
5.631321364811E-05
0.0011663803
0.0001653361
0.0002506863
0.0025324126
0.0001540935
0.000607632
0.0003272596
0.0002382249
0.0004858172
3.385318821676E-05
0.000019264
3.103677362841E-05
0.001782567

0.0089466384

0.0945866715
Cannabix Technologies Inc.
Return Ri-RA (Ri-RA)^2
Date Price
19-Nov-19 0.4052 0.038974359 0.0935284396 0.008747569
31-Oct-19 0.39 -0.091967404 -0.0374133233 0.0013997568
30-Sep-19 0.4295 -0.1571821036 -0.1026280229 0.0105325111
31-Aug-19 0.5096 0.0067167128 0.0067167128 4.511423032391E-05
31-Jul-19 0.5062 -0.2151937984 -0.1606397178 0.0258051189
30-Jun-19 0.645 -0.2598117971 -0.2052577164 0.0421307302
31-May-19 0.8714 0.0251764706 0.0797305513 0.0063569608
30-Apr-19 0.85 -0.0229885057 0.0315655749 0.0009963855
31-Mar-19 0.87 -0.179245283 -0.1246912023 0.0155478959
1-Mar-19 1.06 -0.1092436975 -0.0546896168 0.0029909542
1-Feb-19 1.19 -0.1384927242 -0.0839386436 0.0070456959
1-Jan-19 1.3813 0.3676237624 0.4221778431 0.1782341312
1-Dec-18 1.01 -0.1512605042 -0.0967064235 0.0093521324
31-Oct-18 1.19 -0.1376811594 -0.0831270787 0.0069101112
30-Sep-18 1.38 -0.0212765957 0.0332774849 0.001107391
31-Aug-18 1.41 0.0217391304 0.0762932111 0.0058206541
31-Jul-18 1.38 0.0692701069 0.1238241876 0.0153324294
30-Jun-18 1.2906 -0.2412252337 -0.186671153 0.0348461194
31-May-18 1.7009 0.2157969979 0.2703510785 0.0730897057
30-Apr-18 1.399 -0.0351724138 0.0193816669 0.000375649
31-Mar-18 1.45 -0.1395169426 -0.0849628619 0.0072186879
1-Mar-18 1.6851 0.008498414 0.0630524947 0.0039756171
1-Feb-18 1.6709 -0.2545949322 -0.2000408515 0.0400163423
1-Jan-18 2.2416 0.0917592051 0.1463132858 0.0214075776
1-Dec-17 2.0532
31-Oct-17 1.1916

Sum -1.3092979362 0.5192852407


Average Return -0.0545540807
Stdev.p 0.1476191943 St.Deviasi (manual)
(Ri-RA)^2/24

0.000364482
5.83231982961557E-05
0.0004388546
1.87975959682976E-06
0.0010752133
0.0017554471
0.0002648734
4.15160633545028E-05
0.000647829
0.0001246231
0.0002935707
0.0074264221
0.0003896722
0.0002879213
4.61412918028103E-05
0.0002425273
0.0006388512
0.0014519216
0.0030454044
0.000015652
0.0003007787
0.0001656507
0.0016673476
0.0008919824

0.021636885

0.1470948165