Home > Manajemen Investasi dan Pasar Modal > Prosedur Perhitungan Variance of Market Index Returns

Prosedur Perhitungan Variance of Market Index Returns

T: Bagaimana prosedur perhitungan variance of market index returns?

J: Prosedur perhitungan variance of market index returns dapat dijelaskan sebagai berikut:

  1. Hitung return of market index (rm)
  2. Hitung average return of market index (avr rm)
  3. Hitung selisih antara rm dengan avr rm (rm – avr rm)
  4. Hitung pangkat 2 dari hasil perhitungan pada point 3 ((rm – avr rm)^2)
  5. Hitung jumlah dari hasil perhitungan pada point 4 (∑(rm – avr rm)^2))
  6. Hitung variance of market index returns

Secara detil, penjelasan prosedur di atas dapat dilihat pada spreadsheet berikut:

calculation of variance market index

  1. No comments yet.
  1. No trackbacks yet.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: