ANALISIS MODEL INDEKS TUNGGAL UNTUK MEMBENTUK PORTOFOLIO OPTIMAL DALAM PENGAMBILAN KEPUTUSAN INVESTASI SAHAM (Studi Pada Saham Indeks LQ 45 di Bursa Efek Jakarta)
| Main Author: | SUMINAR, RINA |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2007
|
| Subjects: | |
| Online Access: |
http://eprints.umm.ac.id/9142/1/ANALISIS_MODEL_INDEKS_TUNGGALUNTUK_MEMBENTUK_PORTOFOLIO_OPTIMALDALAM_PENGAMBILAN_KEPUTUSAN_INVESTASI_SAHAM.pdf http://eprints.umm.ac.id/9142/ |
Daftar Isi:
- This study is a case study, titled "Application of Single Index Method for Forming the Optimal Portfolio Decision Investment Shares (Study on the LQ 45 Shares Listed on Stock Exchange Jakarta). "The purpose of this study was to determine the number of shares and proportion of funds that form the optimal portfolio, how risk and return portfolios, and whether the revised portfolio. The population used was as many as 90 listed companies included in LQ 45 index during August 2005-July 2006. Analysis using the index produce a single number of issuers that form the optimal portfolio period August 2005-January 2006 as many as 9 issuers with the proportion of funds are: SCMA (0.0032%), BBNI (0.0439%), LMAS (0.0306%), TKIM (0.3352%), MLPL (0.4890%), INCO (0.8840%), BMTR (2.5575%), TINS (1.3788%), NISP (94.2603%). While in the period February-July 2006 which established securities portfolio there are 6 issuers with an optimal proportion of funds are: NISP (34,691%), AALI (39.7217%), RMBA (11.9573%), HMSP (10.5739%), TSPC (0.17278%), EARTH (1.32779%). Portfolio risk of each period is 0.73365% for the period August 2005-January 2006. While the period February-July 2006 amounted to 0.031669%. Return expectations for optimal portfolio period August 2005-January 2006 amounted to 0.4343% smaller than expected portfolio return period February-July 2006 was 49.6243%. Portfolio revision occurred in this study because the period February-July 2006 the percentage increase in portfolio return is greater than increased risk of the portfolio compared with the period August 2005-January 2006.