This document contains analysis of the liquidity of BBCA and BBNI stock prices from September 17, 2014 to October 7, 2014. It shows the daily closing prices, returns, and technical indicators like cumulative volume, cumulative value, relative strength, and relative strength index for each stock. It also includes data from the order book like volume, offer price, bid price, bid depth, and the bid depth to relative spread ratio for each stock. The analysis finds that BBCA stock has a higher bid depth to relative spread ratio, indicating it has higher liquidity than BBNI stock.

1. Bussines Management Original Page Number :
1
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Studi Kasus di Bursa Efek Indonesia (BEI).
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Dosen Pembimbing : Rianti Setyawasih, Ir., ME.
Diajukan untuk memenuhi
tugas mata kuliah Teori Portofolio dan Analisis Investasi Semester V.
Tanggal Penyusunan Tugas: 14 November 2014.
Tanggal Penyerahan Tugas: 28 November 2014 (Sebelum UAS).
Issued : 14.11.14 Effective : 14.11.28
Issued by : BBBiiisssooowwwaaarrrnnnooo SSSeeejjjaaatttiii

2. Bussines Management Original Page Number :
2
Nama: Bisowarno Sejati
NPM: 41183402120045
Tugas Portofolio (Likuiditas) saham BBCA periode 09.17.14-10.07.14.
Date Close retrun BBCA CHANGE
UP
VALUE
DOWN
VALUE CUV CDV RS RSI
9/17/2014 12250
9/18/2014 12550 2,448979592 300
9/19/2014 12600 0,398406375 50
9/22/2014 12800 1,587301587 200
9/24/2014 12475 -2,5390625 -325
9/25/2014 12875 3,206412826 400
9/26/2014 12800 -0,582524272 -75
9/29/2014 13075 2,1484375 275
9/30/2014 13075 0 0
10/1/2014 13025 -0,382409178 -50
10/2/2014 12400 -4,798464491 -625 1225 -1075 5 5 1,139534884 53,26086957
10/3/2014 12125 -2,217741935 -275 925 -1350 4 6 1,027777778 50,68493151
10/6/2014 12300 1,443298969 175 1050 -1350 4 6 1,166666667 53,84615385
10/7/2014 12475 1,422764228 175 1025 -1350 4 6 1,138888889 53,24675325
LIKUIDITAS SAHAM BBCA
VOLME OFFER BID
15265700 13100 13075
NS 25
RS 0,000477555
BD 1,99599E+11
RASIO BD/RS 4,1796E+14
Issued : 14.11.14 Effective : 14.11.28
Issued by : BBBiiisssooowwwaaarrrnnnooo SSSeeejjjaaatttiii

3. Bussines Management Original Page Number :
3
Nama:Ferdy Jayadi
NPM: 41183402120026
Tugas Portofolio (Likuiditas) saham BBNI periode 09.17.14-10.07.14.
Date Close retrun BBNI CHANGE
UP
VALUE
DOWN
VALUE CUV CDV RS RSI
9/17/2014 5625
9/18/2014 5825 3,555555556 200
9/19/2014 5825 0 0
9/22/2014 5775 -0,858369099 -50
9/24/2014 5850 1,298701299 75
9/25/2014 5775 -1,282051282 -75
9/26/2014 5525 -4,329004329 -250
9/29/2014 5600 1,357466063 75
9/30/2014 5525 -1,339285714 -75
10/1/2014 5575 0,904977376 50
10/2/2014 5200 -6,726457399 -375 400 -825 4 6 0,727272727 42,10526316
10/3/2014 5125 -1,442307692 -75 200 -900 3 7 0,518518519 34,14634146
10/6/2014 5400 5,365853659 275 475 -900 4 6 0,791666667 44,18604651
10/7/2014 5450 0,925925926 50 525 -850 5 5 0,617647059 38,18181818
LIKUIDITAS SAHAM BBNI
Volume Offer Bid
21921100 6025 6000
NS 25
RS 3000,004149
BD 1,31527E+11
RASIO BD/RS 43842139,36
Semakin tinggi nilai BD, berarti semakin tinggi likuiditas saham. Menggunakan data order
book pada setiap akhir sesi pertama perdagangan di BEI, diukur menggunakan rasio Bid Depth terhadap
Relative Spread (BD/RS), semakin tinggi nilai rasio BD/RS, berarti semakin tinggi likuiditas saham. Rasio
BD/RS saham BBNI << saham BBCA, berarti saham BBCA lebih likuid dibanding saham BBNI.
Issued : 14.11.14 Effective : 14.11.28
Issued by : BBBiiisssooowwwaaarrrnnnooo SSSeeejjjaaatttiii