Post on 20-Feb-2018
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Return
Risk forIndividu
Asset
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Return
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Return Realisasian
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6*1)(*3 $%3: )19%, )1*@%#"> *1)(*3 *19"8%8"%3 #",")(3: 413::(3%.%
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Total Return
! G1*(;%.%3 *1)(*3 .1819(*(,%3 #%*" 8(%)( "3=18)%8" #%9%4 8(%)( ;1*"/#1
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!"#$%&"()#*) +),)-
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OPQP ORST OTT
OPPT ORSS OTT T>TUTVK
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Relatif Return
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Relatif return
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OPPY OPTS WTT T>TYR O>T
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! D1)(*3 /)%9 ,%3$% 413:(.(* ;1*(?%,%3 .14%4.4(*%3 ;%#%
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! b3)(. 413:1)%,(" )/)%9 .14%.4(*%3>
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OPQP ORST OTT O>TT
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%K TTT d JO M T>TUTK Z O>TUT
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Return Disesuaikan
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414;1*24?%3:.%3 23:.%) #%$% ?19" #%*" 3"9%" (%3: )1*81?()H
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E/3)/, L
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Rata-Rata Geomerik
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Resiko Berdasarkan Proba
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#":(3%.%3 (3)(. 413:,")(3: *18"./H 51="%8" 8)%3#%* #%;%) #")(9"8
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Resiko Berdasar Data His
D18"./ $%3: #"(.(* #13:%3 #1="%8" 8)%3#%* $%3: 413::(3%.%3 #%
81?%:%" ?1*".()L
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Koefisien Variasi
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5%9%4 %3%9"8"8 "3=18)%8" %#% #(% `%.)/* $%3: ,%*(8 #";1*24?%3:.%
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Properti Return Ekspekta
dan Varian
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i"9%" 1.8;1.)%8"%3 414;(3$%" ?1?1*%;% ;*/;1*2H B1?1*%;% ;*/;
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Semivariance
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Mean Absolute
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B%". =%*"%3I1 #%3 814"=%*"%3I1 8%3%:) 8138"2` )1*,%#%; @%*%. #%*
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