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ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL PADA INDEKS SRI-KEHATI YANG TERCATAT DI BURSA EFEK INDONESIA

NASUTION, GALANG (2013) ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL PADA INDEKS SRI-KEHATI YANG TERCATAT DI BURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.

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Abstract

This study aims to determine the stock that form the optimal portfolio and the proportion of funds invested and determine the rate of return and the level of risk of the optimal portfolio of stocks that is formed in the SRI-KEHATI index listed on Indonesia Stock Exchange (BEI) in the study period at November 2011 to October 2012. The method of analysis used in this study is a single index method and sampling techniques using census method. Based on the results of data analysis stocks that form the optimal portfolio in SRI-KEHATI Index in the first half period November 2011-April 2012, obtained two stocks included in the optimal portfolio members. The shares are accompanied by the proportion of investment funds is AALI (Astra Agro Lestari Tbk) 64.23% and TLKM (Telecommunications Indonesia Tbk) 35.77%, and the yield rate of return on a portfolio that will get investors at 1.023% and the portfolio risk level of 0.003% . Semester II period May to October 2012 are members of portfolios are formed.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HJ Public Finance
Divisions: Faculty of Economics > Department of Management (61201)
Depositing User: Fitri Ramandhany
Date Deposited: 28 Jan 2016 07:59
Last Modified: 28 Jan 2016 07:59
URI : http://eprints.umm.ac.id/id/eprint/20198

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