Sabtu, 31 Maret 2012

Analisis return saham PT Elnusa Tbk


SUMMARY OUTPUT
Regression Statistics
Multiple R 0.038210222
R Square 0.001460021
Adjusted R Square -0.000431153
Standard Error 0.029946576
Observations 530
ANOVA
df SS MS F Significance F
Regression 1 0.000692344 0.000692344 0.772018306 0.379993065
Residual 528 0.473509038 0.000896797
Total 529 0.474201382
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept -0.000109534 0.001302275 -0.084110034 0.933000827 -0.002667811 0.002448742 -0.002667811 0.002448742
return lq45 -0.07535066 0.085757727 -0.878645722 0.379993065 -0.243818883 0.093117563 -0.243818883 0.093117563
RESIDUAL OUTPUT PROBABILITY OUTPUT
Observation Predicted return elnusa Residuals Standard Residuals Percentile return elnusa
1 -0.000109534 0.000109534 0.003661123 0.094339623 -0.111111111
2 5.16307E-05 -5.16307E-05 -0.001725725 0.283018868 -0.08
3 -0.000749595 -0.014876891 -0.497251246 0.471698113 -0.071428571
4 0.000329396 0.015545153 0.519587524 0.660377358 -0.067802438
5 0.002366456 0.01326003 0.443208613 0.849056604 -0.066672677
6 0.001341711 -0.016727767 -0.559115686 1.037735849 -0.061229559
7 -0.000666208 0.016292694 0.544573618 1.226415094 -0.059701493
8 9.65166E-05 -9.65166E-05 -0.003226009 1.41509434 -0.057692308
9 -0.001089395 -0.014296661 -0.477857393 1.603773585 -0.057142857
10 -0.000982561 0.000982561 0.032841505 1.79245283 -0.055555556
11 0.000562557 -0.000562557 -0.018803148 1.981132075 -0.055555556
12 -0.001576784 0.01720327 0.575009073 2.169811321 -0.054532042
13 -0.00095009 -0.014435966 -0.482513586 2.358490566 -0.049023507
14 0.000670914 -0.000670914 -0.022424905 2.547169811 -0.047619048
15 3.2477E-05 -0.015658963 -0.523391532 2.735849057 -0.046875
16 -0.000410743 0.000410743 0.013728852 2.924528302 -0.046511628
17 -0.000671864 0.000671864 0.022456656 3.113207547 -0.046511628
18 6.25537E-05 -6.25537E-05 -0.002090821 3.301886792 -0.0459813
19 0.000844366 0.07852838 2.624764454 3.490566038 -0.045454545
20 -0.000287266 -0.029127131 -0.973557048 3.679245283 -0.044947918
21 -0.000811211 0.000811211 0.027114243 3.867924528 -0.043902439
22 0.000157736 -0.000157736 -0.005272223 4.056603774 -0.041666667
23 -7.48766E-05 7.48766E-05 0.002502705 4.245283019 -0.04109589
24 -0.000475871 0.045934607 1.535336968 4.433962264 -0.040816327
25 -0.001726817 -0.012767215 -0.426736579 4.622641509 -0.04
26 -0.001184651 0.001184651 0.039596241 4.811320755 -0.038461538
27 -0.000425215 0.029839612 0.997371311 5 -0.037738738
28 -0.000102324 -0.014184632 -0.474112901 5.188679245 -0.037735849
29 0.000266873 -0.014760905 -0.493374471 5.377358491 -0.037433155
30 -8.92426E-05 -0.014617956 -0.488596493 5.566037736 -0.03703982
31 -0.002997544 0.017924273 0.59910817 5.754716981 -0.037037037
32 0.000552306 0.190641274 6.372071372 5.943396226 -0.037021732
33 -0.000232088 0.185406142 6.197090202 6.132075472 -0.035714286
34 0.001310902 -0.001310902 -0.043816136 6.320754717 -0.035090841
35 -0.000568221 -0.030684421 -1.025608543 6.509433962 -0.034887012
36 -0.001730867 0.012484494 0.417286785 6.698113208 -0.034482759
37 -0.000919862 0.043476726 1.453183757 6.886792453 -0.033898305
38 -0.000468301 0.12290672 4.108084111 7.075471698 -0.033333333
39 0.000468639 0.07226534 2.415426073 7.264150943 -0.033333333
40 -8.73912E-05 -0.016863218 -0.563643055 7.452830189 -0.032969973
41 0.000513427 -0.017756314 -0.59349425 7.641509434 -0.032786885
42 -0.001586396 -0.033504445 -1.119866175 7.830188679 -0.032258065
43 -0.001696282 0.14716424 4.91887731 8.018867925 -0.032258065
44 6.47736E-05 -0.031813361 -1.063342692 8.20754717 -0.032258065
45 -0.000379666 -0.016015139 -0.535296519 8.396226415 -0.031748587
46 0.001370214 -0.018038289 -0.602919107 8.58490566 -0.031746032
47 0.000113118 -0.067915555 -2.270037105 8.773584906 -0.031746032
48 -0.001246644 -0.053285398 -1.781032784 8.962264151 -0.031746032
49 -0.000282289 0.019514559 0.652262531 9.150943396 -0.031252641
50 -2.73944E-05 2.73944E-05 0.000915642 9.339622642 -0.03125
51 -0.000581344 0.000581344 0.019431073 9.528301887 -0.03030303
52 0.000568323 -0.000568323 -0.018995851 9.716981132 -0.029850746
53 0.000943517 0.036776083 1.229218732 9.905660377 -0.029414397
54 -0.001594283 -0.016589211 -0.554484541 10.09433962 -0.028985507
55 -0.000857058 -0.036164674 -1.208782752 10.28301887 -0.028571429
56 -0.000476962 0.019709232 0.658769371 10.47169811 -0.028571429
57 -4.87521E-06 -0.018864494 -0.630534497 10.66037736 -0.028571429
58 -0.000622945 0.019855215 0.663648764 10.8490566 -0.028171429
59 0.000316071 -0.000316071 -0.010564495 11.03773585 -0.027777778
60 0.001061898 -0.038800636 -1.296888201 11.22641509 -0.027399544
61 -0.000653349 0.000653349 0.021837811 11.41509434 -0.02739726
62 -0.00138449 -0.047639018 -1.592305874 11.60377358 -0.02666883
63 -4.56272E-07 0.010310597 0.344625582 11.79245283 -0.026315789
64 -6.87353E-05 -0.061160824 -2.044264212 11.98113208 -0.025976079
65 0.003041599 -0.003041599 -0.101663624 12.16981132 -0.024392054
66 0.000907436 -0.022648484 -0.757012131 12.35849057 -0.0240743
67 0.002052536 -0.068725213 -2.297099437 12.54716981 -0.0240743
68 -0.003558881 0.003558881 0.118953494 12.73584906 -0.023809524
69 0.001063062 -0.012968974 -0.433480264 12.9245283 -0.023809524
70 -0.001201755 0.001201755 0.040167937 13.11320755 -0.023255814
71 -0.000424005 -0.023650296 -0.790497086 13.30188679 -0.023255814
72 0.001004999 -0.001004999 -0.033591493 13.49056604 -0.023255814
73 -0.00068419 -0.03635563 -1.215165334 13.67924528 -0.023255814
74 0.00299271 0.163660953 5.47027015 13.86792453 -0.023255814
75 0.001002472 -0.033972445 -1.135508791 14.05660377 -0.023255814
76 0.001920309 0.009444375 0.315672619 14.24528302 -0.023255814
77 0.000265113 -0.045213031 -1.511218717 14.43396226 -0.022729368
78 0.002464355 0.009301474 0.310896233 14.62264151 -0.022727273
79 -0.006100537 0.017729541 0.592599388 14.81132075 -0.022222222
80 -0.000678666 0.000678666 0.022683995 15 -0.021741048
81 -0.002691568 -0.043289731 -1.446933561 15.18867925 -0.02173913
82 0.002151304 -0.014176234 -0.4738322 15.37735849 -0.021276596
83 -0.000391056 -0.011804971 -0.394574139 15.56603774 -0.021276596
84 -0.002438749 0.014785356 0.494191728 15.75471698 -0.021276596
85 -0.000454793 0.012626082 0.422019287 15.94339623 -0.021276596
86 0.002039178 0.058207675 1.945556973 16.13207547 -0.021276596
87 -0.000960003 -0.021769365 -0.727628112 16.32075472 -0.020833333
88 -0.000127725 -0.034759287 -1.161808527 16.50943396 -0.020833333
89 0.000513002 -0.024587302 -0.821815972 16.69811321 -0.020833333
90 -0.001037717 0.038052493 1.271881978 16.88679245 -0.020833333
91 -0.000878717 0.000878717 0.029370604 17.0754717 -0.020833333
92 -0.000277817 -0.011628095 -0.388662161 17.26415094 -0.020408163
93 -0.000977975 -0.011046954 -0.369237893 17.45283019 -0.020408163
94 -0.001015702 0.01318699 0.440767317 17.64150943 -0.020408163
95 -0.001354489 0.001354489 0.045272983 17.83018868 -0.020408163
96 -0.000456053 -0.011568876 -0.386682825 18.01886792 -0.020408163
97 7.21476E-05 -0.024464202 -0.817701412 18.20754717 -0.02
98 0.000128015 -0.012628966 -0.422115683 18.39622642 -0.02
99 0.0002082 -0.0002082 -0.006958953 18.58490566 -0.02
100 -0.001097352 -0.011561851 -0.386448007 18.77358491 -0.02
101 -0.000324751 -0.012496762 -0.417696859 18.96226415 -0.02
102 0.00161907 0.01136897 0.380001055 19.1509434 -0.02
103 -0.000575604 -0.012245909 -0.409312225 19.33962264 -0.02
104 0.000920697 -0.026896776 -0.899008764 19.52830189 -0.019607843
105 0.000125279 -0.026794109 -0.89557718 19.71698113 -0.019607843
106 -0.000307177 0.000307177 0.010267218 19.90566038 -0.018869369
107 -0.001110015 -0.012589757 -0.420805144 20.09433962 -0.018867925
108 0.000116988 -0.000116988 -0.003910252 20.28301887 -0.018183495
109 -0.000334067 -0.013555996 -0.453101117 20.47169811 -0.017857143
110 -0.000705176 -0.027466253 -0.91804318 20.66037736 -0.01754386
111 -0.000563008 0.000563008 0.01881821 20.8490566 -0.01754386
112 -0.00019627 0.029184333 0.975469015 21.03773585 -0.017242887
113 -0.000557152 0.02872858 0.960235734 21.22641509 -0.017241379
114 -0.000254379 -0.013445393 -0.44940427 21.41509434 -0.017241379
115 -0.000437741 0.014327803 0.478898319 21.60377358 -0.017241379
116 0.000366375 -0.02776592 -0.928059375 21.79245283 -0.017241379
117 -0.000550624 0.000550624 0.018404286 21.98113208 -0.017241379
118 -0.000523406 0.000523406 0.01749455 22.16981132 -0.016950609
119 0.000120142 -0.000120142 -0.004015677 22.35849057 -0.016949153
120 -0.000936568 -0.027634861 -0.9236788 22.54716981 -0.016949153
121 0.000435835 0.014270047 0.476967842 22.73584906 -0.016949153
122 -0.000559585 0.000559585 0.018703811 22.9245283 -0.016949153
123 -0.000215931 -0.014276822 -0.477194313 23.11320755 -0.016668075
124 -0.0011592 0.015865083 0.530280971 23.30188679 -0.016666667
125 0.000764111 -0.015256865 -0.509951641 23.49056604 -0.016666667
126 0.000356681 -0.000356681 -0.011921857 23.67924528 -0.016666667
127 0.002224489 -0.016930371 -0.565887612 23.86792453 -0.016666667
128 -0.000215642 0.015141015 0.506079424 24.05660377 -0.016666667
129 -0.001686983 -0.013018899 -0.435148974 24.24528302 -0.016666667
130 -0.000475377 0.000475377 0.015889204 24.43396226 -0.016666667
131 -0.000699543 -0.029151203 -0.974361662 24.62264151 -0.016394806
132 0.000637298 -0.016021913 -0.535522942 24.81132075 -0.016393443
133 0.000493395 -0.047368395 -1.583260474 25 -0.016393443
134 0.000273923 -0.000273923 -0.009155709 25.18867925 -0.016393443
135 -0.000784673 0.000784673 0.026227214 25.37735849 -0.016393443
136 -6.01608E-05 -0.016333282 -0.545930245 25.56603774 -0.016129032
137 -0.000548988 0.000548988 0.018349593 25.75471698 -0.016129032
138 -0.001009197 0.017675864 0.590805262 25.94339623 -0.015873016
139 -0.000399497 -0.015993946 -0.534588135 26.13207547 -0.015873016
140 -0.000342397 -0.01632427 -0.54562903 26.32075472 -0.015873016
141 0.00029767 -0.017246823 -0.576464816 26.50943396 -0.015873016
142 -0.000692412 0.017933791 0.59942633 26.69811321 -0.015626486
143 -0.000151301 0.000151301 0.005057145 26.88679245 -0.015626486
144 0.001028922 -0.001028922 -0.034391119 27.0754717 -0.015625
145 4.84415E-05 -4.84415E-05 -0.001619128 27.26415094 -0.015625
146 0.000423307 0.016525846 0.552366589 27.45283019 -0.015625
147 -0.001674074 0.035007407 1.170101798 27.64150943 -0.015625
148 0.000348883 0.031909181 1.066545433 27.83018868 -0.015386056
149 -0.001150801 0.016775801 0.560721191 28.01886792 -0.015386056
150 -0.001279012 0.001279012 0.042750222 28.20754717 -0.015386056
151 -0.000393713 0.123470636 4.126932671 28.39622642 -0.015384615
152 -0.00364038 -0.037455511 -1.251928203 28.58490566 -0.015384615
153 0.000480942 -0.000480942 -0.016075191 28.77358491 -0.015151515
154 -0.000853459 0.015139174 0.506017885 28.96226415 -0.015151515
155 0.000444428 -0.000444428 -0.014854738 29.1509434 -0.014925373
156 0.000244303 -0.01432881 -0.478931952 29.33962264 -0.014925373
157 0.00034141 -0.014627124 -0.488902941 29.52830189 -0.014925373
158 2.84836E-05 -0.014521237 -0.485363732 29.71698113 -0.014925373
159 -0.001606472 0.001606472 0.053695368 29.90566038 -0.014707198
160 -0.001495966 0.016201848 0.541537153 30.09433962 -0.014705882
161 0.00013357 0.014359184 0.479947199 30.28301887 -0.014705882
162 -0.000495114 0.000495114 0.0165489 30.47169811 -0.014705882
163 -8.75804E-05 -0.028483848 -0.952055707 30.66037736 -0.014494032
164 -0.001232981 0.001232981 0.041211652 30.8490566 -0.014494032
165 -0.000719947 0.015425829 0.515599188 31.03773585 -0.014492754
166 -0.000372749 -0.014120004 -0.471952755 31.22641509 -0.014492754
167 -0.000527186 0.015233068 0.509156265 31.41509434 -0.014492754
168 0.000355075 0.05761594 1.925778567 31.60377358 -0.014492754
169 0.000959501 -0.028356761 -0.947807903 31.79245283 -0.014286956
170 -0.00030265 0.014387157 0.480882194 31.98113208 -0.014285714
171 -0.000153986 0.000153986 0.005146881 32.16981132 -0.014084507
172 -0.001357994 -0.012530895 -0.418837735 32.35849057 -0.014084507
173 -0.000365017 0.000365017 0.012200489 32.54716981 -0.013890063
174 0.000539299 -0.000539299 -0.018025747 32.73584906 -0.013888889
175 0.000697006 -0.000697006 -0.023296997 32.9245283 -0.013699772
176 -0.000564991 -0.013519517 -0.45188181 33.11320755 -0.013699772
177 0.000147384 -0.028718813 -0.959909254 33.30188679 -0.012821513
178 -0.000147012 0.014852894 0.496449159 33.49056604 -0.012821513
179 -0.00049093 -0.028494577 -0.952414312 33.67924528 -0.012659203
180 -0.001140668 0.001140668 0.038126142 33.86792453 -0.012500951
181 -0.000410353 0.000410353 0.013715814 34.05660377 -0.012196027
182 0.000576269 -0.015501642 -0.518133167 34.24528302 -0.01202493
183 -0.000182328 -0.014969187 -0.500336179 34.43396226 -0.01202493
184 -0.000102821 0.015487437 0.517658379 34.62264151 -0.01202493
185 -0.000284087 0.015435602 0.515925827 34.81132075 -0.011905912
186 0.000406214 0.014519159 0.485294262 35 -0.011905912
187 0.000541281 -0.015247163 -0.509627365 35.18867925 -0.01
188 -0.000701391 -0.014223982 -0.475428139 35.37735849 0
189 -0.000700154 -0.029602876 -0.989458566 35.56603774 0
190 -0.000975737 -0.030274263 -1.011899274 35.75471698 0
191 -0.000932786 0.03319085 1.109384454 35.94339623 0
192 -9.97098E-05 9.97098E-05 0.00333274 36.13207547 0
193 0.00039268 -0.01601768 -0.535381427 36.32075472 0
194 0.001298406 -0.001298406 -0.043398461 36.50943396 0
195 0.000314954 -0.000314954 -0.010527159 36.69811321 0
196 -0.000673845 -0.031072187 -1.038569391 36.88679245 0
197 -0.000333134 0.049513461 1.654958042 37.0754717 0
198 -0.001127244 -0.014497756 -0.484578874 37.26415094 0
199 -0.000330601 0.000330601 0.011050137 37.45283019 0
200 0.001423534 -0.01729655 -0.57812692 37.64150943 0
201 0.000449041 0.015679991 0.524094379 37.83018868 0
202 -0.001001585 0.032747617 1.094569648 38.01886792 0
203 0.001475364 -0.001475364 -0.049313163 38.20754717 0
204 1.22854E-05 -1.22854E-05 -0.000410631 38.39622642 0
205 0.002477911 -0.017862527 -0.597044344 38.58490566 0
206 -0.002309545 0.127309545 4.255245937 38.77358491 0
207 -0.001930452 -0.025847325 -0.863931504 38.96226415 0
208 8.31611E-05 -0.057226018 -1.912745673 39.1509434 0
209 -0.000727292 0.000727292 0.024309292 39.33962264 0
210 -0.000813621 0.015965136 0.533625203 39.52830189 0
211 0.000214967 -0.000214967 -0.007185159 39.71698113 0
212 0.000802779 -0.000802779 -0.026832412 39.90566038 0
213 0.000939636 -0.000939636 -0.031406787 40.09433962 0
214 0.000106677 -0.000106677 -0.0035656 40.28301887 0
215 0.000511293 -0.015436666 -0.515961402 40.47169811 0
216 0.002077961 0.013073554 0.436975768 40.66037736 0
217 -0.000320485 0.000320485 0.010712004 40.8490566 0
218 -0.000186352 -0.014739021 -0.492643038 41.03773585 0
219 -0.00173168 0.00173168 0.057880369 41.22641509 0
220 0.000380491 -0.015532006 -0.519148083 41.41509434 0
221 0.000312738 0.015071877 0.503768542 41.60377358 0
222 -0.000516639 0.000516639 0.01726836 41.79245283 0
223 -0.00083792 0.00083792 0.028006974 41.98113208 0
224 -0.000916225 0.000916225 0.030624276 42.16981132 0
225 -0.000169965 0.015321481 0.51211139 42.35849057 0
226 -0.000858051 -0.058843442 -1.96680709 42.54716981 0
227 -0.000683731 -0.015189284 -0.507692813 42.73584906 0
228 -0.000633487 0.032891552 1.099380578 42.9245283 0
229 0.001184631 -0.016809631 -0.561851928 43.11320755 0
230 0.002554572 0.013318444 0.445161075 43.30188679 0
231 0.003501265 -0.003501265 -0.117027696 43.49056604 0
232 0.000675086 -0.000675086 -0.022564349 43.67924528 0
233 -0.00273835 -0.01288665 -0.430728631 43.86792453 0
234 -0.000412626 0.000412626 0.013791769 44.05660377 0
235 -0.000116722 -0.03162931 -1.057190895 44.24528302 0
236 0.000702581 -0.000702581 -0.023483354 44.43396226 0
237 -0.000355339 0.016748782 0.559818085 44.62264151 0
238 0.000203059 -0.000203059 -0.00678712 44.81132075 0
239 0.0018308 -0.0018308 -0.0611934 45 0
240 0.001816154 -0.001816154 -0.060703881 45.18867925 0
241 0.000531324 -0.032789389 -1.09596584 45.37735849 0
242 -0.002427145 0.019093811 0.638199305 45.56603774 0
243 -0.002008228 0.002008228 0.067123833 45.75471698 0
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518 0.000367272 -0.000367272 -0.012275842 97.64150943 0.074074074
519 0.000687641 0.019720522 0.65914674 97.83018868 0.079372746
520 -0.000740999 0.000740999 0.024767439 98.01886792 0.081632653
521 -0.00061469 -0.01938531 -0.647942488 98.20754717 0.086206897
522 -0.000123746 0.000123746 0.004136149 98.39622642 0.096938776
523 -0.00050958 0.082142233 2.745555357 98.58490566 0.102040816
524 -0.001088058 -0.036647791 -1.224930653 98.77358491 0.122438419
525 0.000326229 -0.019934073 -0.666284538 98.96226415 0.123076923
526 0.000240241 -0.020240241 -0.67651803 99.1509434 0.125
527 -3.14441E-05 -0.020376719 -0.681079737 99.33962264 0.145467958
528 2.29403E-06 -2.29403E-06 -7.66765E-05 99.52830189 0.166653663
529 -0.000450955 -0.020382378 -0.68126889 99.71698113 0.185174055
530 -0.000183139 -0.021093457 -0.70503626 99.90566038 0.19119358

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