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Dimana :

Dimana :. = rata-rata return. bulan t. saharn pada bulan t. =. yang. n. =. rata-rata MSG digunakan. sebagai berikut :. 3. Dimana : = return MSG pada bulan t. = IHSG pada. bulan t. = IHSG Abnormal return atau excess return berdasarkan model disesuaikan pasar (.

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Dimana :

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  1. Dimana : = rata-rata return bulan t saharn pada bulan t = yang n = rata-rata MSG digunakan sebagai berikut : 3. Dimana : = return MSG pada bulan t = IHSG pada bulan t = IHSG Abnormal return atau excess return berdasarkan model disesuaikan pasar ( selisih antara tingkat pengembalian saharn portofolio marker adjusted model ) pengembalian dengan tingkat pengembalian pasar pada periode tertentu. pasar yang digunakan menggunakan IHSG. Abnormal return dimmuskan sebagai berikut : (3.5.) Dimana :

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