UMM Institutional Repository

PORTOFOLIO OPTIMAL PADA BEBERAPA SAHAM INDEKS SRI-KEHATI 25 BURSA EFEK INDONESIA

R, ARIANTIN PUTRI (2015) PORTOFOLIO OPTIMAL PADA BEBERAPA SAHAM INDEKS SRI-KEHATI 25 BURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.

[img]
Preview
Text
jiptummpp-gdl-ariantinpu-40860-1-pendahul-n.pdf

Download (1MB) | Preview
[img]
Preview
Text
jiptummpp-gdl-ariantinpu-40860-2-babi.pdf

Download (246kB) | Preview
[img]
Preview
Text
jiptummpp-gdl-ariantinpu-40860-3-babii.pdf

Download (414kB) | Preview

Abstract

The purpose of this study is determined the stocks that make up the optimal portfolio and the large proportion of funds invested and to determine the rate of return and risk level of the shares of an optimal portfolio of Sri Kehati25 index by using a double index model. The population was all shares index members Sri Kehati25 in November 2010 untill October 2013 period of study with a total population of 150 issuers. The sampling method in this research using purposive sampling method sample selection that based on certain criteria. The criteria used are all stocks successively into Sri Precautionary stock index members 25 and shares of companies that have a positive rate of return on the study period. Based on these criteria the study sample of 20 issuers. The stocks that make up the optimal portfolio indices Sri Kehati25 is composed of 6 stocks such as BDMN with the proportion of funds by 50%, AALI with the proportion of funds by 28%, UNTR with the proportion of funds by 13%, PTBAdengan proportion of fund of 7%, and the proportion MEDC with funds amounting to 2%. These stocks generate portfolio returns amounted to 7.356622 and portfolio risk level of 0.00000955 (0.00095%).

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: 17 Mar 2016 08:23
Last Modified: 17 Mar 2016 08:23
URI : http://eprints.umm.ac.id/id/eprint/21034

Actions (login required)

View Item View Item
UMM Official

© 2008 UMM Library. All Rights Reserved.
Jl. Raya Tlogomas No 246 Malang East Java Indonesia - Phone +62341464318 ext. 150, 151 - Fax +62341464101
E-Mail : infopus[at]umm.ac.id - Website : http://lib.umm.ac.id - Online Catalog : http://laser.umm.ac.id - Repository : http://eprints.umm.ac.id

Web Analytics

UMM Institutional Repository is powered by :
EPrints Logo