Home > Manajemen Investasi dan Pasar Modal > Prosedur Perhitungan Variance of Residual Returns of Individual Security

Prosedur Perhitungan Variance of Residual Returns of Individual Security

T: Bagaimana prosedur perhitungan variance of residual returns of individual security?

J: Prosedur perhitungan variance of residual returns of individual security dapat dijelaskan sebagai berikut:

  1. Hitung return of individual security (ri)
  2. Hitung return of market index (rm)
  3. Hitung alpha of individual security (αi)
  4. Hitung beta coefficient of individual security (βi)
  5. Hitung residual returns of invidual security (ei)
  6. Hitung average residual returns of invidual security (avr ei)
  7. Hitung selisih antara residual returns of invidual security (ei) dengan average residual returns of invidual security (avr ei) (ei – avr ei)
  8. Hitung pangkat 2 dari dari hasil perhitungan pada point 7 ((ei – avr ei)^2)
  9. Hitung jumlah dari hasil perhitungan pada point 8 (∑(ei – avr ei)^2))
  10. Hitung variance of residual returns of individual security

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

calculation of residual variance

 

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