Estimating beta using historical data Date INTP IHSG 1/3/2017 15400 5275.92 2/1/2017 15300 5327.16 3/1/2017 15325 5363.06 4/3/2017 16800 5606.79 5/2/2017 16150 5675.81 6/2/2017 18500 5742.45 7/3/2017 18675 5910.24 8/1/2017 17225 5805.21 9/4/2017 19800 5813.74 10/2/2017 19250 5914.03 11/1/2017 22175 6038.15 12/4/2017 18425 5952.14 1/2/2018 21950 6339.24
r.INTP r.IHSG -0.0065 0.0097 0.0016 0.0067 0.0962 0.0454 -0.0387 0.0123 0.1455 0.0117 0.0095 0.0292 -0.0776 -0.0178 0.1495 0.0015 -0.0278 0.0173 0.1519 0.0210 -0.1691 -0.0142 0.1913 0.0650
SBI R.INTP R.IHSG 0.004 -0.0105 0.0057 0.004 -0.0024 0.0027 0.004 0.0922 0.0414 0.004 -0.0427 0.0083 0.004 0.1415 0.0077 0.004 0.0055 0.0252 0.004 -0.0816 -0.0218 0.004 0.1455 -0.0025 0.004 -0.0318 0.0133 0.004 0.1479 0.0170 0.004 -0.1731 -0.0182 0.004 0.1873 0.0610
SD Beta Corr
0.1105 3.1083 0.6510
0.0231 1.0000
https://finance.yahoo.com/quote/INTP.JK/history?period1=1483203600&period2=1517418000&interval=1d&filter=history&fr https://finance.yahoo.com/quote/%5EJKSE/history?period1=1483203600&period2=1517418000&interval=1d&filter=history&
nterval=1d&filter=history&frequency=1d interval=1d&filter=history&frequency=1d