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PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM LQ- 45 YANG TERCATAT DI BURSA EFEK INDONESIA

Prasetyadi, Irfan (2016) PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM LQ- 45 YANG TERCATAT DI BURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.

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Abstract

Rational investor will invest in stocks that give high returns expected efficientlywith minimal risk. This research includes stock price information for two periods. The main objective of this study is to ensure the formation of an optimal portfolio in LQ-45 stocks listed on the Indonesian stock exchange by using a single index. The results showed that there were nine stocks in the period I and period II 4 shares in the examined cut-of- rate (C *). At this research resulted in return of 0.30935 (30 935%) and the risk of 0.0000056 (0.00056%) in the period I. II While researchers have a payback period of 0.0665835 (6.6658%) and the risk of 0.000293 (0.0293%). It is proved that the optimal portfolio formed in LQ-45 resulted in the return (return) and a certain level of risk (risk) to a minimum.

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: 26 Mar 2016 04:26
Last Modified: 26 Mar 2016 04:26
URI : http://eprints.umm.ac.id/id/eprint/22526

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