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PENENTUAN PORTOFOLIO OPTIMAL PADA SAHAM PERBANKAN YANG TERCATAT DI BURSA EFEK INDONESIA

Rahmayani, Ina (2011) PENENTUAN PORTOFOLIO OPTIMAL PADA SAHAM PERBANKAN YANG TERCATAT DI BURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.

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Abstract

This research was application research titled "Optimal determination Portofolo Banking On the Listing on the Stock Exchange. The purpose of this study was to determine the stocks that are formed in the optimal portfolio and the proportion of funds invested. The population in this study are all listed banking stocks and was active in Indonesia Stock Exchange, amounted to 28 shares. The method used in this study is the single index model. The result of calculation of the optimal stock portfolio using the single index model in banking shares the period March 2008-December 2009, the yield of shares that form an optimal stock portfolio is: BKSW, MAYA, BSWD, and BAEK with the proportion of funds amounting to 0,1917239, 0,8947158, 0,259704, 0,0086454. Return expectations of 0,007528159 and the level of portfolio risk by 0,0000456975. Thus, the purpose and formulation of the problem has been missed. From the research, then the conclusion can be drawn as follows: membentk optimal portfolio shares are shares that have ERBi value greater than the cut of rates (Ci). Banking stocks the period March 2008 - December 2009 which entered the optimal portfolio of 4 stocks that BKSW, MAYA, Baek and BSWD. The level of risk and return given the highest optimal portfolio shares owned by MAYA whereas the lowest level of risk and return of shares owned by Baek. Invesor should make decisions for selecting investments in shares of banking stocks included in the optimal stock portfolio, so as to maximize return with a certain risk level. From the conclusion above, it can be implied for the Banking Companies should improve the performance of its management so that investors interested to invest in his company. For further research should take stock of banking research at the same time period, so that later to compare the formation of an optimal portfolio is formed Keywords: Optimal Portfolios, Single Index Model, Banking Stocks.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
H Social Sciences > HJ Public Finance
Divisions: Faculty of Economics > Department of Management
Depositing User: Fitri Ramandhany
Date Deposited: 09 Nov 2015 05:51
Last Modified: 09 Nov 2015 05:51
URI : http://eprints.umm.ac.id/id/eprint/19114

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