ANALISIS DAN SELEKSI SAHAM DALAM RANGKA PEMBENTUKAN DAN PEMILIHAN PORTOFOLIO SAHAM YANG OPTIMAL PADA SAHAM-SAHAM LQ-45 YANG LISTING DI BEJ

Adiansyah, Rahmat Putra (2007) ANALISIS DAN SELEKSI SAHAM DALAM RANGKA PEMBENTUKAN DAN PEMILIHAN PORTOFOLIO SAHAM YANG OPTIMAL PADA SAHAM-SAHAM LQ-45 YANG LISTING DI BEJ. Other thesis, University of Muhammadiyah Malang.

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Abstract

This research is a descriptive study on stocks LQ-45 listing in the Jakarta Stock Exchange with the title "Analysis and Stock Selection in the Context of the Formation and Selection of the Optimal Portfolio Shares in shares of LQ-45 stock exchange listing." The purpose of this study is to analyze stocks LQ-45 a listing on the JSE within the framework of the formation and selection of the optimal stock portfolio. The results of calculations performed an average rate of return LQ-45 amounted to 2.34% while the average risk level of 11.58%. The highest return achieved by the stock return of ANTM with 7.53% and the lowest return achieved by KIJA with return of -4.43%. As for risk, the lowest risk is achieved by the stock UNVR with risk of 3.61% and the highest risk is achieved by the stock PNBN with risk of 20.40%. For formation portfolios using a single index model obtained 4 stocks that provide optimal benefit. The shares are ANTM (Aneka Tambang Tbk), INTP (Indocement Tunggal Perkasa Tbk), KLBF (Kalbe Farma) and TLKM (Telekomunikasi Indonesia Tbk.) The composition for each stock is ANTM (40.01%), INTP (3.89%), KLBF (41.14%) and TLKM (14.96%). Stock portfolios are formed based on the composition of the portfolio contributed to the profit rate of 6.31% and the level of portfolio risk of 0.0675%. Based on the above conclusions, the researcher can provide suggestions for how investors should choose stocks in optimal portfolio because these stocks will provide a great level of profits with low risk. As for further research for a period of research and fundamental analysis of more than two years to find stocks that are often included in the list of LQ-45 and an increase or decrease the company's performance can be known with accuracy.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Zainul Afandi
Date Deposited: 03 May 2012 07:06
Last Modified: 03 May 2012 07:06
URI: http://eprints.umm.ac.id/id/eprint/4149

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