ANALISIS INVESTASI DAN PENENTUAN PORTOFOLIO SAHAM OPTIMAL (STUDI KOMPARATIF PENGGUNAAN MODEL INDEKS TUNGGAL DAN MODEL MARKOWITZ PADA SAHAM JII PERIODE TAHUN 2012-2014)
| Main Author: | Khotimah, Siti Aisyah Khusnul |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | ind |
| Terbitan: |
, 2016
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| Subjects: | |
| Online Access: |
https://eprints.untirta.ac.id/11542/1/6.A%20ANALISIS%20INVESTASI%20DAN%20PENENTUAN%20PORTOFOLIO%20SAHAM%20OPTIMAL%20%28STUDI%20KOMPARATIF%20PENGGUNAAN%20MODEL%20INDE.PDF https://eprints.untirta.ac.id/11542/ |
Daftar Isi:
- The purpose of this study was to determine the stocks that form the optimal portfolio by using single index model and Markowitz model and to compare the determination of stocks that form the optimal portfolio by using single index model and Markowitz model. This type of research is descriptive and comparative research. Population and samples used in this study are shares in BEI consistent entered into stocks JII Period 2012-2014 as many as 19 companies. The data used is secondary data. Analysis of data using Single Index Model and Model Markowitz, using the Microsoft Excel program. From the analysis it can be concluded that the determination of stocks that form the optimal portfolio by using single index model ≠ Markowitz model, then H0 and H1 accepted, meaning that there are differences result in the determination of stocks that form the optimal portfolio by using single index model and Markowitz model, and the most efficient model is a single index model calculations because it gives the expected return is greater than the Markowitz model that is equal to 0.021121977, or 2.1122% with a lower risk than the Markowitz model that is equal to 0.0008036929 or 0.08036929%