SELEKSI SAHAM BLUE CHIP DALAM RANGKA PEMBENTUKAN PORTOFOLIO YANG OPTIMAL

ABSARI, DYATRI UTAMI ARINA (2007) SELEKSI SAHAM BLUE CHIP DALAM RANGKA PEMBENTUKAN PORTOFOLIO YANG OPTIMAL. Other thesis, University of Muhammadiyah Malang.

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Abstract

The title of this research is the Blue Chip Stock Selection in the Context of Establishing the Optimal Portfolio Year 2004-2006. Kind research used is descriptive quantitative research. The purpose of this study was to establish an Optimal Portfolio in blue chip stocks listed at Jakarta Stock Exchange. Data used in this research is secondary data ie the data published by PT. Jakarta Stock Exchange that includes data on behalf of blue chip companies listed on the JSE, the monthly stock price (closing price), Composite Stock Price Index (CSPI), risk free interest rate (SBI). Data analysis technique used by researchers is to use a single index model, ie to calculate the expected return and portfolio risk using the excess return to beta. Based on the research and data analysis results can be seen that there are 7 securities eligible to be candidates for Optimal Portfolios, PT. Astra Agro Lestari Tbk, PT. Astra International Tbk, PT. Bank Central Asia Tbk, PT. HM Sampoerna Tbk, PT. Aneka Tambang Tbk, PT. Unilever Limited. International Nickel Indonesia Tbk by Erb respectively 0.396045, 0.315348, 0.315289, 0.240304, 0.191483, 0.147277, 0.119952. The amount of return (return) of shares of securities that form the Optimal Portfolio of 0.04197 or equal to 100% with a risk of 0.000125 or equal to 96.22%. Based on the results of the above conclusion may imply that researchers should investors choose stocks AALI, ASII, BBCA, HMSP, ANTM, UNVR, and INCO for investment options because the shares are a good dividend growth, has high and stable prices.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Zainul Afandi
Date Deposited: 30 Apr 2012 07:40
Last Modified: 30 Apr 2012 07:40
URI: http://eprints.umm.ac.id/id/eprint/3415

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