ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN MODEL INDEKS TUNGGAL PADA SAHAM – SAHAM INDEKS IDX30 PERIODE FEBRUARI 2014 – JANUARI 2018
| Main Authors: | Ahmad Murtadlo Muthohari, Agus Amri Mokoginta |
|---|---|
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Politeknik Bisnis dan Pasar Modal
, 2019
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| Subjects: | |
| Online Access: |
http://jurnal.bcm.ac.id/index.php/jma/article/view/13 http://jurnal.bcm.ac.id/index.php/jma/article/view/13/11 |
Daftar Isi:
- ABSTRACT : The purpose of this research is to analyze optimal portfolio forming with single index model from IDX30 Index’s Stocks of period February 2014-January 2018.The methodology used in this research is descriptive quantitative method with the panel and secondary data taken from Indonesia Stock Exchange. Purposive sampling is the sampling methode that was used in this research wtih monthly data from January 2014-January 2017 and Single Index Model was used to analyze the data.The conclusion from this study are optimal portfolio from IDX30 consists of LPKR with 35% proportion, UNVR with 28% proportion, BBRI with 12% proportion, INDF with 12% proportion, TLKM with 9% proportion and INTP with 5% proportion. Result of calculation of expected return and optimal portfolio risk resulted in IDX30 Index shares where daily expected return of 0,083% if calculated obtained return yearly equal to 29.71% and return during research period equal to 118,84% And obtained risk of daily portfolio by 0,038%. The calculation results of the comparison of profit diversification between Individual Investment and IDX30 Index, it seems that diversification of profits generated by IDX30 Index gives higher profit and better variant compared to the diversification of average profit of Individual Investment.