ANALISIS INVESTASI PORTOFOLIO OPTIMAL SAHAM INDEKS INFOBANK15 DAN BISNIS-27 NONBANK DI BURSA EFEK INDONESIA
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44785 |
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<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><relation>http://repository.mercubuana.ac.id/44785/</relation><title>ANALISIS INVESTASI PORTOFOLIO OPTIMAL SAHAM INDEKS INFOBANK15 DAN BISNIS-27 NONBANK DI BURSA EFEK INDONESIA</title><creator>TOFIK, TOFIK</creator><subject>330 Economics/Ilmu Ekonomi</subject><subject>332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan</subject><subject>332.6 Investment/Investasi</subject><description>This study intend to analyze the stocks that make up the optimal portfolio of
stocks infobank15 index and BISNIS-27 nonbank in IDX period November 2012
until December 2017. The research sample used consisted of stocks infobank15
index and BISNIS-27 non-bank index during the study period. The research
method used is Single Index Model and Risk Adjusted Performance. From eight
stock samples infobank15, formed an optimal portfolio with three stocks, namely
BBCA (80,76%), BBNI (13,75%), and BJBR (5,49%). From ten BISNIS-27
nonbank sample stocks, formed an optimal portfolio with three stocks, namely
ADRO (15,31%), KLBF (49,58%), and UNTR (35,11%). The research
conclusion is expected return optimal portfolio of stock infobank15 and BISNIS-
27 nonbank each reach 1.80% and 1.11%. In terms of risk, each reached 6.84%
and 7.79%. While the results of portfolio performance measurement using Risk
Adjusted Performance method, optimal portfolio of infobank15 shares excels in
all three Index (Sharpe Index, Treynor Index, and Jensen Index).
Keywords: Optimal Portfolio, Single Index Model, Risk Adjusted Performance

Penelitian ini bertujuan untuk menganalisa saham yang membentuk portofolio
optimal saham indeks infobank15 dan BISNIS-27 nonbank di BEI periode
November 2012 hingga Desember 2017. Sampel penelitian yang digunakan
adalah saham yang konsisten masuk indeks infobank15 dan indeks BISNIS-27
nonbank selama periode penelitian. Metode penelitian yang digunakan adalah
Single Index Model dan Risk Adjusted Performance. Dari delapan saham sampel
infobank15, terbentuk portofolio optimal dengan tiga saham, yaitu BBCA
(80,76%), BBNI (13,75%), dan BJBR (5,49%). Sedang dari sepuluh saham
sampel BISNIS-27 nonbank, terbentuk portofolio optimal dengan tiga saham,
yakni ADRO (15,31%), KLBF (49,58%), dan UNTR (35,11%). Kesimpulan
penelitian adalah expected return portofolio optimal saham infobank15 dan
BISNIS-27 nonbank masing-masing mencapai 1,80% dan 1,11%. Sedang dari
segi risiko, masing-masingnya mencapai 6,84% dan 7,79%. Sementara hasil
pengukuran kinerja portofolio menggunakan metode Risk Adjusted Performance,
portofolio optimal saham infobank15 unggul di ketiga Indeks (Indeks Sharpe,
Indeks Treynor, dan Indeks Jensen).
Kata kunci: Portofolio Optimal, Single Index Model, Risk Adjusted Performance.</description><date>2018-09-29</date><type>Thesis:Thesis</type><type>PeerReview:NonPeerReviewed</type><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/1/1.%20Halaman%20Judul%20fix.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/2/2.%20Abstrak.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/3/3.%20Surat%20Pernyataan.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/4/4.%20Lembar%20Pengesahan.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/5/5.%20Kata%20Pengantar.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/6/6.%20Daftar%20Isi.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/7/7.%20Daftar%20Tabel.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/8/8.%20Daftar%20Gambar.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/9/9.%20Daftar%20Lampiran.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/10/10.%20Bab%201.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/11/11.%20Bab%202.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/12/12.%20Bab%203.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/13/13.%20Bab%204.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/14/14.%20Bab%205.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/15/15.%20Bab%206.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/16/16.%20Daftar%20Pustaka.pdf</identifier><type>Book:Book</type><language>ind</language><identifier>http://repository.mercubuana.ac.id/44785/17/17.%20Lampiran.pdf</identifier><identifier> TOFIK, TOFIK (2018) ANALISIS INVESTASI PORTOFOLIO OPTIMAL SAHAM INDEKS INFOBANK15 DAN BISNIS-27 NONBANK DI BURSA EFEK INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta. </identifier><recordID>44785</recordID></dc>
|
| language |
ind |
| format |
Thesis:Thesis Thesis PeerReview:NonPeerReviewed PeerReview Book:Book Book |
| author |
TOFIK, TOFIK |
| title |
ANALISIS INVESTASI PORTOFOLIO OPTIMAL SAHAM INDEKS INFOBANK15 DAN BISNIS-27 NONBANK DI BURSA EFEK INDONESIA |
| publishDate |
2018 |
| topic |
330 Economics Ilmu Ekonomi 332 Financial Economics Finance/Ekonomi Keuangan dan Finansial Ekonomi Biaya dan Pembiayaan 332.6 Investment Investasi |
| url |
http://repository.mercubuana.ac.id/44785/1/1.%20Halaman%20Judul%20fix.pdf http://repository.mercubuana.ac.id/44785/2/2.%20Abstrak.pdf http://repository.mercubuana.ac.id/44785/3/3.%20Surat%20Pernyataan.pdf http://repository.mercubuana.ac.id/44785/4/4.%20Lembar%20Pengesahan.pdf http://repository.mercubuana.ac.id/44785/5/5.%20Kata%20Pengantar.pdf http://repository.mercubuana.ac.id/44785/6/6.%20Daftar%20Isi.pdf http://repository.mercubuana.ac.id/44785/7/7.%20Daftar%20Tabel.pdf http://repository.mercubuana.ac.id/44785/8/8.%20Daftar%20Gambar.pdf http://repository.mercubuana.ac.id/44785/9/9.%20Daftar%20Lampiran.pdf http://repository.mercubuana.ac.id/44785/10/10.%20Bab%201.pdf http://repository.mercubuana.ac.id/44785/11/11.%20Bab%202.pdf http://repository.mercubuana.ac.id/44785/12/12.%20Bab%203.pdf http://repository.mercubuana.ac.id/44785/13/13.%20Bab%204.pdf http://repository.mercubuana.ac.id/44785/14/14.%20Bab%205.pdf http://repository.mercubuana.ac.id/44785/15/15.%20Bab%206.pdf http://repository.mercubuana.ac.id/44785/16/16.%20Daftar%20Pustaka.pdf http://repository.mercubuana.ac.id/44785/17/17.%20Lampiran.pdf http://repository.mercubuana.ac.id/44785/ |
| contents |
This study intend to analyze the stocks that make up the optimal portfolio of
stocks infobank15 index and BISNIS-27 nonbank in IDX period November 2012
until December 2017. The research sample used consisted of stocks infobank15
index and BISNIS-27 non-bank index during the study period. The research
method used is Single Index Model and Risk Adjusted Performance. From eight
stock samples infobank15, formed an optimal portfolio with three stocks, namely
BBCA (80,76%), BBNI (13,75%), and BJBR (5,49%). From ten BISNIS-27
nonbank sample stocks, formed an optimal portfolio with three stocks, namely
ADRO (15,31%), KLBF (49,58%), and UNTR (35,11%). The research
conclusion is expected return optimal portfolio of stock infobank15 and BISNIS-
27 nonbank each reach 1.80% and 1.11%. In terms of risk, each reached 6.84%
and 7.79%. While the results of portfolio performance measurement using Risk
Adjusted Performance method, optimal portfolio of infobank15 shares excels in
all three Index (Sharpe Index, Treynor Index, and Jensen Index).
Keywords: Optimal Portfolio, Single Index Model, Risk Adjusted Performance
Penelitian ini bertujuan untuk menganalisa saham yang membentuk portofolio
optimal saham indeks infobank15 dan BISNIS-27 nonbank di BEI periode
November 2012 hingga Desember 2017. Sampel penelitian yang digunakan
adalah saham yang konsisten masuk indeks infobank15 dan indeks BISNIS-27
nonbank selama periode penelitian. Metode penelitian yang digunakan adalah
Single Index Model dan Risk Adjusted Performance. Dari delapan saham sampel
infobank15, terbentuk portofolio optimal dengan tiga saham, yaitu BBCA
(80,76%), BBNI (13,75%), dan BJBR (5,49%). Sedang dari sepuluh saham
sampel BISNIS-27 nonbank, terbentuk portofolio optimal dengan tiga saham,
yakni ADRO (15,31%), KLBF (49,58%), dan UNTR (35,11%). Kesimpulan
penelitian adalah expected return portofolio optimal saham infobank15 dan
BISNIS-27 nonbank masing-masing mencapai 1,80% dan 1,11%. Sedang dari
segi risiko, masing-masingnya mencapai 6,84% dan 7,79%. Sementara hasil
pengukuran kinerja portofolio menggunakan metode Risk Adjusted Performance,
portofolio optimal saham infobank15 unggul di ketiga Indeks (Indeks Sharpe,
Indeks Treynor, dan Indeks Jensen).
Kata kunci: Portofolio Optimal, Single Index Model, Risk Adjusted Performance. |
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IOS5909.44785 |
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Universitas Mercu Buana |
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134 |
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Perpustakaan Universitas Mercu Buana |
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Econmics/Ilmu Ekonomi Communication/Komunikasi Engineering/Ilmu Teknik Measurement/Teknik Desain, Pengujian, Pengukuran, Kualitas, Perawatan, Pemeliharaan, Perbaikan |
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2019-05-09T00:33:48Z |
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