ANALISIS PORTOFOLIO TERHADAP SAHAM DENGAN MODEL INDEKS TUNGGAL(Studi Pada Saham LQ-45 Periode 2005- 2006)
| Main Author: | Sugianto, Yoyon |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2007
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| Subjects: | |
| Online Access: |
http://eprints.umm.ac.id/8774/1/ANALISIS_PORTOFOLIO_TERHADAP_SAHAMDENGAN_MODEL_INDEKS_TUNGGAL.pdf http://eprints.umm.ac.id/8774/ |
Daftar Isi:
- This research is applied research, entitled "Portfolio Analysis Against the Single Index Model Stocks (Study Period LQ 45 In Stock 2005-2006). This study aims to determine what stocks and how the proportion which can form the optimal portfolio and to know the level of risk and optimal portfolio returns using single index model in stock indices LQ 45 during the study period. The population in this study using a single index model LQ 45 Index of shares listed on the Jakarta Stock Exchange in August 2005-July period 2006 there were 2 periods, each period there are 45 issuers. These criteria used in the study sample selection is always in. Shares LQ 45 list the period August 2005-July 2006 and stock index LQ45 which has a list of ratios in a complete financial report for the period research. Based on the results of portfolio analysis using the model index singular, it is known that there were 8 stocks included in portfolio optimal in the period August 2005-January 2006 that is PGAS (Gas Company State Page), ANTM (Aneka Tambang Tbk), KLBF (Kalbe Farma Tbk), AALI (Astra Agro Lestari Tbk), PTBA (Coal Bukit Asam Tbk), MEDC (Medco Energi International Tbk), LSIP (PP London Sumatra Tbk), and BLTA (Berlian Tanker Tbk rate) with the highest proportion of funds which are owned by AALI plantation sector is moving at 22% and in the period February 2006-July 2006 there were 10 stocks included in the optimal portfolio is BLTA (Berlian Laju Tanker Tbk), INCO (PT International Nickel Ina), UNSP (Bakrie Sumatera Plantation Tbk), AALI (Astra Agro Lestari Tbk), SMRA (Summarecon Agung Tbk), LSIP (PP London Sumatra Tbk), PTBA (Coal Mine Hill Asam Tbk), UNTR (United Tractors Tbk), KIJA (Industrial Area Jababeka Tbk), BNGA (Bank Niaga Tbk) with the highest proportion of funds held by SMRA (Supreme language) which is engaged in the economic development of the Property and Real Estate 28%. In the period August 2005-January 2006 rate of return on its portfolio 37% with a risk portfolio amounted to 2.9%, while in the period February 2006 - July 2006 42% rate of return on its portfolio with a portfolio of risk 2.4%. Based on the evaluation of portfolio performance is known that there is variation or changes to the effects of forming an optimal portfolio in the period August 2005-July 2006 because the rate of return does not match with the level of risk portfolios.