Analisis perbandingan kinerja portofolio saham perusahaan properti dengan metode markowitz dan single index model: Studi kasus Indeks Saham Syariah Indonesia (ISSI) periode Desember 2014-November 2017
| Main Author: | Nafia Hanifah Wardani |
|---|---|
| Other Authors: | Yuke Rahmawati |
| Format: | bachelorThesis |
| Bahasa: | ind |
| Terbitan: |
Jakarta: Fakultas Ekonomi dan Bisnis UIN Syarif Hidayatullah
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| Subjects: | |
| Online Access: |
http://repository.uinjkt.ac.id/dspace/handle/123456789/41865 |
Daftar Isi:
- The result of study shows that optimal portfolio with Single Index Model consists of seven stocks which is BSDE, MTLA, KIJA, CTRA, KPIG, PWON and BKSL. While optimal portfolio with Markowitz Model consists of five stocks which is BAPA, BKSL, BSDE, CTRA, EMDE, GMTD, KIJA, KPIG, MTLA, PLIN and PWON. From these two models, the calculation of Sharpe Index, Treynor Index and Jensen Index that generated by Markowitz Model has a higher value compared by Single Index Model, thus the optimal portfolio with Markowitz Model has a better performance.