ANALISIS SAHAM-SAHAM YANG TERMASUK DALAM INDEKS JII DALAM RANGKA PEMBENTUKAN DAN PEMILIHAN PORTOFOLIO SAHAM OPTIMAL
| Main Author: | Ristanto, Ristanto |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2007
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| Subjects: | |
| Online Access: |
http://eprints.umm.ac.id/9682/1/ANALISIS_SAHAM.pdf http://eprints.umm.ac.id/9682/ |
Daftar Isi:
- This research is a descriptive study on JII stocks listed at Jakarta Stock Exchange with the title "Analysis of Stocks-Shares Index JII Included In Formation And in the Framework of Optimal Stock Portfolio Selection." The purpose of this study is to analyze stocks JII a listing on the JSE within the framework of the formation and selection of the optimal stock portfolio. Establishment of the optimal portfolio is done by a single index model. Provided the results of calculation of return on average shares JII period January-September 2006 amounted to 3.772% while the average risk level of 9.445%. Return PTBA was the highest with a rate of return of 8.063% and the lowest return of -0.621% ISAT. As for risk, stocks that have the lowest risk over the period January-September 2006, ie UNVR with a risk of 4.547% and the highest risk is owned by PTBA of 14.396%. JII Of the 13 stocks included in the sample, there are only two stocks that have a higher return than risk. The shares were included; INCO and UNTR. INCO gave return rate 7.142% 6.556% with a risk. While UNTR provide return rate 6.403% 6.361% with a risk. From the analysis, there were 8 stocks that make up the optimal shares (including the distribution of the proportion of funds), the United Tractors Tbk (33.44%), Tambang Bukit Asam Tbk (15.79%), International Nickel Indonesia Tbk (26.22%) , Telekomunikasi Indonesia Tbk (17.67%), Aneka Tambang Tbk (2.62%), Indocement Tunggal Perkasa Tbk (2.23%), Indofood Sukses Makmur Tbk (1.19%), and Kalbe Farma Tbk (0.85 %). Based on the above conclusions, the researcher can provide suggestions for how investors should choose stocks in optimal portfolio because these stocks will provide a great level of profits with low risk. As for the next researcher to research data that more accurately captured in the long term period as well as using more than one model for the analysis can be achieved higher levels of accuracy.