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PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM- SAHAM ANGGOTA INDEKS BISNIS-27 YANG TERCATAT DI BURSA EFEK INDONESIA

Haris, Rizki Firdausi (2014) PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM- SAHAM ANGGOTA INDEKS BISNIS-27 YANG TERCATAT DI BURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.

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Abstract

The purpose of this research, was to formed the optimal portfolio and knowing the level of return and risk are owned by stocks that are included in the optimal portfolio candidates. The analysis tool used is a single index model portfolio. Tests carried out on stocks that are members of the Index Bisnis-27 during the period November 2011 to October 2013 by calculating the rate of return and risk are given by the shares included in the optimal portfolio. This research results showed that there is a candidate shares portfolio of 19 stocks studied with the cut-offpoint of 0,00031. Optimal portfolio is formed by having excess to beta (ERB) is more than Ci, and obtained 4 stocks included in the calculation of the optimal portfolio. The composition or the proportion of each stocks fund are Telekomunikasi Indonesia (Persero) Tbk. amounting 25.101%, Kalbe Farma Tbk. amounting 38.717%, Indocement Tunggal Prakasa Tbk. amounting 16.016%, dan Perusahaan Gas Negara (Persero) Tbk. amounting 20.167%. Portfolio returns of each stock is obtained as follows Telekomunikasi Indonesia (Persero) Tbk. amounting 0.001272 (0.1272%), Indocement Tunggal Prakasa Tbk. amounting 0.001381 (0.1381%), Kalbe Farma Tbk. amounting 0.001189 (0.1189%), and the National Gas Company (Persero) Tbk. amounting 0.001189 (0.1189%), It is concluded that the rate of return earned in the optimal portfolio has a return of 0.00496 (0.496%). In conclusion, that the rate of return earned in the optimal portfolio has a return of 0.00496 (0.496%). Based on the results of the study explained that if an investment provide large returns can be assured that the risks covered too large and vice versa

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: Faculty of Economics > Department of Management (61201)
Depositing User: Fitri Ramandhany
Date Deposited: 24 Feb 2016 06:59
Last Modified: 24 Feb 2016 06:59
URI : http://eprints.umm.ac.id/id/eprint/20424

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