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PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM ANGGOTA INDEKS SAHAM SYARIAH INDONESIA (ISSI) YANG TERCATAT DI BURSA EFEK INDONESIA

Efendi, Nur (2013) PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM ANGGOTA INDEKS SAHAM SYARIAH INDONESIA (ISSI) YANG TERCATAT DI BURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.

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Abstract

The purpose of this study was to determine the shares of members of ISSI (Indonesia Sharia Stock Index) formed in the optimal portfolio and the proportion of funds invested and to determine the level of risk and return of the optimal portfolio is formed. The method of analysis used in this study is a single index method, and the study period May 2011 - October 2012. The analysis shows members of ISSI There are 19 stocks that make up the portfolio and their respective optimal proportions. The shares were as follows: 2.37% for BTON, MYOH for 5,15%, HERO for 10,50%, PTSP for 11,80%, ARNA for 24,61%, SQMI for 8,38%, BCIP for 5,45%, LPIN for 4,47%, PGLI for 0,87%, SMMT for 1,02%, IATA for 4,00%, SIAP for 1,91%, DART for 6,45%, SSIA for 6,67%, KDSI for 2,99%, KPIG for 0,67%, BHIT for 2,05%, PSAB for 0,49% and MNCN for 0,16%, while the risk level of the portfolio amounted to 5.319% and the rate of return investors will be obtained by 10.03%.

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 (61201)
Depositing User: Fitri Ramandhany
Date Deposited: 27 Jan 2016 04:07
Last Modified: 27 Jan 2016 04:07
URI : http://eprints.umm.ac.id/id/eprint/20179

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