ANALISIS PEMBENTUKAN PORTOFOLIO SAHAM-SAHAM YANG TERCATAT DI JAKARTA ISLAMIC INDEX (JII)

Yolanda, Yeni Setiyane (2010) ANALISIS PEMBENTUKAN PORTOFOLIO SAHAM-SAHAM YANG TERCATAT DI JAKARTA ISLAMIC INDEX (JII). Other thesis, University of Muhammadiyah Malang.

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Abstract

The aim of this research are (1) To analyze the expected return and the risk of JII stocks. (2) To from optimal potfolio and determine the proportion of fund for each JII stock. The kind of data used in this research is sekunder data. The data used in this research in the form of monthly closing cost of JII stocks, deviden of company noted in JII on 2008 period, index of JII stock cost. To meausure the expected return use monthly period (JSX Monthly Statistic). The sources of data are gotten from BEI, which is in the from of list of stocks monthly closing cost include the JII list and the data of JII index from January 2008 until Desember 2008. The result from this research about the expected return and risk a stock by using Single Index Model, is gotten that in 2008 JII stock which has the highest return is SMGR is about 0,07988 and the lowest from BKSL is about -0,27253. While, the stock that has the lowest risk is UNVR is amount of 0,021768, and the highest risk is BISI is as great as 41,2%. From 42 the stocks of JII which can be formed optimal portfolio 10 stocks of JII, there is BISI, INTP, KLBF, LPKR, PTBA, SMGR, TLKM, UNTR, UNVR, and WIKA. From 10 stocks of JII, proportion of fund is BISI 2,32%, INTP 3,47%, KLBF 8,33%, LPKR 8,33%, PTBA 0,04%, SMGR 1,73%, TLKM 13,93%, UNTR 1,36%, UNVR 56,98%, and WIKA 0,10%

Item Type: Thesis (Other)
Subjects: L Education > L Education (General)
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Rayi Tegar Pamungkas
Date Deposited: 14 Mar 2012 13:34
Last Modified: 14 Mar 2012 13:34
URI: http://eprints.umm.ac.id/id/eprint/466

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