ANALISA SAHAM UNTUK MEMBENTUK PORTOFOLIO OPTIMAL DENGAN PENERAPAN SINGEL INDEKS MODEL (Studi Pada Saham-saham LQ-45)
| Main Author: | SULIANDARI, IMBANI |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2007
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| Subjects: | |
| Online Access: |
http://eprints.umm.ac.id/9162/1/ANALISA_SAHAM_UNTUK_MEMBENTUK_PORTOFOLIOOPTIMAL_DENGAN_PENERAPAN_SINGEL_INDEKS_MODEL.pdf http://eprints.umm.ac.id/9162/ |
Daftar Isi:
- This research is defined as descriptive research which is analyzing the most liquid and active stock that traded on the Bursa Efek Jakarta (BEJ). The main purpose beyond the object observed is to give a judgement upon the stocks that deverse to be put on to the optimal portofolio by deciding the a mount of optimal portofolio composition through stock diversification. The data analysis is done by selecting 45 stocks that included in LQ-45. 45 stocks that selectedas the sample is those which existedas long as obsevation period, between august 2005 untill January 2006. By using the single index method where the sample that classified in the optimal portofolio configuration is choosen based on the categori that securities-scurities have the Positive Expected Return (E(Ri)>0) and having the Excess Return to Beta (ERB)value which is higher or at the same level with Cut off Poitn (C*). Based on the analysis upon 8 stock in optimal portofolio configuration. Which are UNTR (United Tractor Tbk) acquiring fund proportion investation as much as 0,0028, SMRA (Sumarecon Agung Tbk) as much as 0,0091, BDMN (Bank Danamon Tbk) as much as 0,0058, INKP (Indah Kiat Pulp & Pape Tbk) as much as 0,0025, TKIM (Tjiwi Kimia Tbk) as much as 0,002, ENRG (Energi Mega Persada Tbk) as much as 0,0086 and than followed by BNLI (Bank Permata Tbk) and ISAT (Indosat Tbk) as much as 0,0008 and 0,0066.