Intel Corporation (INTC)

Prices
Date

Open

High

Low

Close

Volume

Adj Close*

Jul 1, 2014

30.99

31.09

30.87

30.98

28,240,000

30.78

Jun 30, 2014

30.87

31

30.66

30.9

21,558,400

30.7

Jun 27, 2014

30.87

31

30.7

30.93

30,776,300

30.73

Jun 26, 2014

30.81

30.9

30.61

30.78

26,722,300

30.58

Jun 25, 2014

30.48

31

30.45

30.88

44,293,300

30.68

Jun 24, 2014

30.16

30.83

30.09

30.5

53,397,600

30.3

Jun 23, 2014

30.1

30.31

29.85

30.23

26,528,900

30.03

Jun 20, 2014

30.07

30.2

30.03

30.2

39,826,400

30

Jun 19, 2014

29.97

30.09

29.89

30.09

27,166,600

29.89

Jun 18, 2014

29.88

29.98

29.67

29.93

34,412,300

29.73

Jun 17, 2014

29.88

30.1

29.84

29.95

28,440,600

29.75

Jun 16, 2014

29.72

30.15

29.67

30.01

36,407,800

29.81

Jun 13, 2014

29.75

30.06

29.56

29.87

122,194,300

29.67

Jun 12, 2014

27.86

28.1

27.77

27.96

31,211,400

27.78

Jun 11, 2014

28.14

28.21

27.8

27.93

27,747,700

27.75

Jun 10, 2014

27.85

28.33

27.72

28.24

34,256,900

28.05

Jun 9, 2014

28.1

28.42

27.83

27.91

39,933,000

27.73

Jun 6, 2014

27.78

28.21

27.73

28.17

34,795,600

27.98

Jun 5, 2014

27.56

27.66

27.43

27.66

26,546,200

27.48

Jun 4, 2014

27.51

27.76

27.5

27.6

21,612,500

27.42

Jun 3, 2014

27.22

27.7

27.12

27.66

33,256,300

27.48

Jun 2, 2014

27.31

27.35

27.12

27.26

20,264,900

27.08

May 30, 2014

26.94

27.32

26.93

27.32

43,641,000

27.14

May 29, 2014

26.91

26.96

26.72

26.96

20,638,900

26.78

May 28, 2014

26.7

26.94

26.66

26.88

27,150,100

26.7

May 27, 2014

26.33

26.74

26.18

26.71

27,271,900

26.53

May 23, 2014

26.15

26.3

26.14

26.29

17,172,200

26.12

May 22, 2014

26.21

26.27

26.08

26.15

15,926,500

25.98

May 21, 2014

26.1

26.25

26

26.2

18,721,300

26.03

May 20, 2014

26.02

26.17

25.88

26.04

22,292,600

25.87

May 19, 2014

25.75

26.09

25.75

26.04

22,679,600

25.87

May 16, 2014

26.05

26.07

25.74

25.82

30,017,200

25.65

May 15, 2014

26.33

26.5

26.01

26.01

31,752,700

25.84

May 14, 2014

26.49

26.52

26.33

26.33

17,811,900

26.16

May 13, 2014

26.49

26.54

26.33

26.45

20,525,000

26.28

May 12, 2014

26.41

26.54

26.3

26.37

20,607,800

26.2

May 9, 2014

26.37

26.41

26.22

26.3

20,324,400

26.13

May 8, 2014

26.32

26.53

26.22

26.34

24,166,900

26.17

May 7, 2014

26.26

26.45

26.22

26.37

24,692,800

26.2

May 6, 2014

26.16

26.38

26

26.2

21,818,000

26.03

May 5, 2014

26.16

26.26

25.99

26.17

20,738,900

26

Data Series Per 6 Bulan

May 2, 2014

26.56

26.64

26.4

26.41

24,235,200

26.01

May 1, 2014

26.51

26.67

26.39

26.45

19,755,200

26.05

Apr 30, 2014

26.32

26.7

26.22

26.69

25,863,900

26.29

Apr 29, 2014

26.36

26.66

26.35

26.48

22,146,000

26.08

Apr 28, 2014

26.17

26.39

26.01

26.33

33,472,800

25.93

Apr 25, 2014

26.65

26.72

26.19

26.26

33,614,400

25.86

Apr 24, 2014

26.81

26.96

26.64

26.75

25,432,800

26.35

Apr 23, 2014

26.8

26.97

26.72

26.75

25,574,300

26.35

Apr 22, 2014

26.91

26.98

26.66

26.84

29,601,600

26.44

Apr 21, 2014

27.05

27.05

26.73

26.95

20,398,600

26.54

Apr 17, 2014

26.88

27.16

26.79

27.04

38,112,600

26.63

Apr 16, 2014

26.98

27.24

26.6

26.93

59,033,600

26.52

Apr 15, 2014

26.51

26.83

26.36

26.77

45,074,400

26.37

Apr 14, 2014

26.31

26.65

26.14

26.56

26,957,900

26.16

Apr 11, 2014

26.27

26.59

26.17

26.18

36,121,100

25.79

Apr 10, 2014

27.01

27.09

26.36

26.43

40,478,200

26.03

Apr 9, 2014

26.93

27.02

26.73

26.98

34,481,800

26.57

Apr 8, 2014

26.36

26.98

26.35

26.91

56,699,500

26.5

Apr 7, 2014

26.3

26.74

26.2

26.49

49,813,500

26.09

Apr 4, 2014

26.49

26.73

26.11

26.16

47,918,000

25.77

Apr 3, 2014

26.15

26.46

26.14

26.41

38,581,300

26.01

Apr 2, 2014

25.96

26.05

25.64

25.89

22,464,700

25.5

Apr 1, 2014

25.8

26

25.64

25.99

23,778,700

25.6

Mar 31, 2014

25.65

26.06

25.62

25.81

29,336,300

25.42

Mar 28, 2014

25.41

25.81

25.32

25.62

22,884,500

25.23

Mar 27, 2014

25.36

25.75

25.29

25.31

27,201,100

24.93

Mar 26, 2014

25.59

25.74

25.32

25.38

26,442,800

25

Mar 25, 2014

25.19

25.67

25.17

25.46

32,317,400

25.08

Mar 24, 2014

25.21

25.38

24.92

25.12

36,950,600

24.74

Mar 21, 2014

25.61

25.68

25.16

25.17

56,861,900

24.79

Mar 20, 2014

25

25.59

24.94

25.43

37,009,100

25.05

Mar 19, 2014

24.85

25.25

24.77

25.02

34,229,400

24.64

Mar 18, 2014

24.68

24.9

24.55

24.82

26,344,000

24.45

Mar 17, 2014

24.64

24.82

24.49

24.7

18,525,800

24.33

Mar 14, 2014

24.48

24.65

24.4

24.5

21,807,200

24.13

Mar 13, 2014

24.8

25

24.43

24.57

26,243,300

24.2

Mar 12, 2014

24.65

24.88

24.61

24.76

21,244,800

24.39

Mar 11, 2014

24.78

24.85

24.61

24.73

26,656,800

24.36

Mar 10, 2014

24.61

24.89

24.58

24.84

24,908,100

24.47

Mar 7, 2014

24.7

24.85

24.57

24.64

25,373,400

24.27

Mar 6, 2014

24.57

24.65

24.38

24.63

22,371,700

24.26

Mar 5, 2014

24.7

24.71

24.4

24.5

21,036,200

24.13

Mar 4, 2014

24.72

24.78

24.5

24.61

23,661,200

24.24

Mar 3, 2014

24.55

24.59

24.3

24.5

25,728,500

24.13

Feb 28, 2014

24.79

24.85

24.57

24.76

23,482,700

24.39

Feb 27, 2014

24.8

24.8

24.51

24.76

20,863,900

24.39

Feb 26, 2014

24.74

24.98

24.61

24.8

19,820,200

24.43

Feb 25, 2014

24.67

24.71

24.46

24.62

21,539,100

24.25

Feb 24, 2014

24.51

24.88

24.41

24.63

24,145,500

24.26

Feb 21, 2014

24.95

24.96

24.35

24.42

30,579,800

24.05

Feb 20, 2014

24.54

24.85

24.5

24.74

20,193,800

24.37

Feb 19, 2014

24.65

24.72

24.42

24.5

25,686,000

24.13

Feb 18, 2014

24.67

24.78

24.55

24.76

17,738,100

24.39

Feb 14, 2014

24.58

24.76

24.41

24.76

20,539,700

24.39

Feb 13, 2014

24.43

24.74

24.31

24.7

22,922,000

24.33

Feb 12, 2014

24.51

24.69

24.37

24.55

25,874,100

24.18

Feb 11, 2014

24.35

24.52

24.33

24.47

17,911,700

24.1

Feb 10, 2014

24.11

24.37

24.06

24.29

24,571,300

23.92

Feb 7, 2014

24.2

24.26

23.77

24.21

30,808,400

23.85

Feb 6, 2014

23.6

24.08

23.55

23.99

28,008,400

23.63

Feb 5, 2014

23.7

23.76

23.5

23.52

32,476,200

23.17

Feb 4, 2014

23.99

24.04

23.58

23.82

50,816,300

23.24

Feb 3, 2014

24.5

24.51

23.89

23.95

52,868,200

23.37

Jan 31, 2014

24.45

24.65

24.4

24.54

28,623,300

23.94

Jan 30, 2014

24.75

24.89

24.54

24.74

24,610,100

24.14

Jan 29, 2014

24.75

24.96

24.63

24.68

27,145,700

24.08

Jan 28, 2014

24.71

25.05

24.57

24.9

32,453,800

24.29

Jan 27, 2014

24.77

24.99

24.66

24.72

32,564,900

24.12

Jan 24, 2014

24.88

25.19

24.79

24.81

34,838,700

24.21

Jan 23, 2014

25.17

25.25

24.9

25.13

40,241,000

24.52

Jan 22, 2014

25.39

25.54

25.15

25.31

48,749,900

24.69

Jan 21, 2014

25.79

25.8

25.27

25.59

42,286,400

24.97

Jan 17, 2014

25.36

25.86

25.25

25.85

111,758,900

25.22

Jan 16, 2014

26.64

26.74

26.33

26.54

48,960,800

25.89

Jan 15, 2014

26.72

27.12

26.61

26.67

58,277,700

26.02

Jan 14, 2014

26.01

26.55

25.9

26.51

74,142,900

25.86

Jan 13, 2014

25.63

25.99

25.42

25.5

40,274,500

24.88

Jan 10, 2014

25.5

25.85

25.5

25.53

30,588,800

24.91

Jan 9, 2014

25.42

25.55

25.25

25.31

20,878,000

24.69

Jan 8, 2014

25.64

25.71

25.3

25.43

29,680,500

24.81

Jan 7, 2014

25.54

25.73

25.47

25.59

19,665,100

24.97

Jan 6, 2014

25.77

25.79

25.45

25.46

28,682,300

24.84

Jan 3, 2014

25.86

25.9

25.6

25.78

27,796,700

25.15

Jan 2, 2014

25.78

25.82

25.47

25.79

31,833,300

25.16

Bayu Aji Buana

20120439
TUGAS : ANALISIS PASAR MODAL
MINGGU 5
Menghitung VaR

May 5, 2014

0.225 Dividend

Feb 5, 2014

0.225 Dividend

Intel Corporation (INTC)

Date

Close

Jul 1, 2014

30.98

Jun 30, 2014

30.9

Jun 27, 2014

30.93

Jun 26, 2014

30.78

Jun 25, 2014

30.88

Jun 24, 2014

30.5

Jun 23, 2014

30.23

Jun 20, 2014

30.2

Jun 19, 2014

30.09

Jun 18, 2014

29.93

Jun 17, 2014

29.95

Jun 16, 2014

30.01

Jun 13, 2014

29.87

Jun 12, 2014

27.96

Jun 11, 2014

27.93

Jun 10, 2014

28.24

Jun 9, 2014

27.91

Jun 6, 2014

28.17

Jun 5, 2014

27.66

Jun 4, 2014

27.6

Jun 3, 2014

27.66

Jun 2, 2014

27.26

May 30, 2014

27.32

May 29, 2014

26.96

May 28, 2014

26.88

May 27, 2014

26.71

May 23, 2014

26.29

May 22, 2014

26.15

May 21, 2014

26.2

May 20, 2014

26.04

May 19, 2014

26.04

May 16, 2014

25.82

May 15, 2014

26.01

May 14, 2014

26.33

May 13, 2014

26.45

May 12, 2014

26.37

May 9, 2014

26.3

May 8, 2014

26.34

May 7, 2014

26.37

May 6, 2014

26.2

May 5, 2014

26.17

May 2, 2014

26.41

0.259%
-0.097%
0.486%
-0.324%
1.238%
0.889%
0.099%
0.365%
0.533%
-0.067%
-0.200%
0.468%
6.608%
0.107%
-1.104%
1.175%
-0.927%
1.827%
0.217%
-0.217%
1.457%
-0.220%
1.326%
0.297%
0.634%
1.585%
0.534%
-0.191%
0.613%
0.000%
0.848%
-0.733%
-1.223%
-0.455%
0.303%
0.266%
-0.152%
-0.114%
0.647%
0.115%
-0.913%
-0.151%

Rata-Rata
Std. Deviasi

Confidence Interval

VaR
Harga Saham/Lembar
Saham beredar
Market Capital
Volume
Yield
Beta

May 1, 2014

26.45

Apr 30, 2014

26.69

Apr 29, 2014

26.48

Apr 28, 2014

26.33

Apr 25, 2014

26.26

Apr 24, 2014

26.75

Apr 23, 2014

26.75

Apr 22, 2014

26.84

Apr 21, 2014

26.95

Apr 17, 2014

27.04

Apr 16, 2014

26.93

Apr 15, 2014

26.77

Apr 14, 2014

26.56

Apr 11, 2014

26.18

Apr 10, 2014

26.43

Apr 9, 2014

26.98

Apr 8, 2014

26.91

Apr 7, 2014

26.49

Apr 4, 2014

26.16

Apr 3, 2014

26.41

Apr 2, 2014

25.89

Apr 1, 2014

25.99

Mar 31, 2014

25.81

Mar 28, 2014

25.62

Mar 27, 2014

25.31

Mar 26, 2014

25.38

Mar 25, 2014

25.46

Mar 24, 2014

25.12

Mar 21, 2014

25.17

Mar 20, 2014

25.43

Mar 19, 2014

25.02

Mar 18, 2014

24.82

Mar 17, 2014

24.7

Mar 14, 2014

24.5

Mar 13, 2014

24.57

Mar 12, 2014

24.76

Mar 11, 2014

24.73

Mar 10, 2014

24.84

Mar 7, 2014

24.64

Mar 6, 2014

24.63

Mar 5, 2014

24.5

Mar 4, 2014

24.61

Mar 3, 2014

24.5

Feb 28, 2014

24.76

Feb 27, 2014

24.76

Feb 26, 2014

24.8

Feb 25, 2014

24.62

-0.903%
0.790%
0.568%
0.266%
-1.849%
0.000%
-0.336%
-0.409%
-0.333%
0.408%
0.596%
0.788%
1.441%
-0.950%
-2.060%
0.260%
1.573%
1.254%
-0.951%
1.989%
-0.386%
0.695%
0.739%
1.217%
-0.276%
-0.315%
1.344%
-0.199%
-1.028%
1.625%
0.803%
0.485%
0.813%
-0.285%
-0.770%
0.121%
-0.444%
0.808%
0.041%
0.529%
-0.448%
0.448%
-1.056%
0.000%
-0.161%
0.728%
-0.041%

Feb 24, 2014

24.63

Feb 21, 2014

24.42

Feb 20, 2014

24.74

Feb 19, 2014

24.5

Feb 18, 2014

24.76

Feb 14, 2014

24.76

Feb 13, 2014

24.7

Feb 12, 2014

24.55

Feb 11, 2014

24.47

Feb 10, 2014

24.29

Feb 7, 2014

24.21

Feb 6, 2014

23.99

Feb 5, 2014

23.52

Feb 4, 2014

23.82

Feb 3, 2014

23.95

Jan 31, 2014

24.54

Jan 30, 2014

24.74

Jan 29, 2014

24.68

Jan 28, 2014

24.9

Jan 27, 2014

24.72

Jan 24, 2014

24.81

Jan 23, 2014

25.13

Jan 22, 2014

25.31

Jan 21, 2014

25.59

Jan 17, 2014

25.85

Jan 16, 2014

26.54

Jan 15, 2014

26.67

Jan 14, 2014

26.51

Jan 13, 2014

25.5

Jan 10, 2014

25.53

Jan 9, 2014

25.31

Jan 8, 2014

25.43

Jan 7, 2014

25.59

Jan 6, 2014

25.46

Jan 3, 2014

25.78

Jan 2, 2014

25.79

0.856%
-1.302%
0.975%
-1.056%
0.000%
0.243%
0.609%
0.326%
0.738%
0.330%
0.913%
1.979%
-1.267%
-0.544%
-2.434%
-0.812%
0.243%
-0.887%
0.726%
-0.363%
-1.282%
-0.714%
-1.100%
-1.011%
-2.634%
-0.489%
0.602%
3.884%
-0.118%
0.865%
-0.473%
-0.627%
0.509%
-1.249%
-0.039%
#DIV/0!

0.148%
1.107%

95%
1.644853627
1.67%
$34.40
4,950,000,000,000 lembar
$170,140,000,000,000
3,600,000
2.64%
1.03