ANALISIS PORTOFOLIO SAHAM YANG OPTIMAL PADA SAHAM-SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII)

Dari, Elly Ekawati Wulan (2007) ANALISIS PORTOFOLIO SAHAM YANG OPTIMAL PADA SAHAM-SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII). Other thesis, University of Muhammadiyah Malang.

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Abstract

This research represent descriptive research at shares which listing in Jakarta Islamic Index (JII). This research period during the month of January 2005-December 2006 with title “Analyse of Optimally Share Portofolio at Shares which Listing in Jakarta Islamic Index (J11)”. Target of this research to find evidence I fact regarding the level of return and risk shares which listing in Jakarta Islamic Index (Jil), level of fund proportion for the shares of which enter in optimally portofolio, and also shares portofolio able to give optimally advantage. Analyzer used to know composision of portofolio optimally at service shares JII use single index modle analyse which formulated through quantitative data analyse, when elevent data with problems will be formulated in the form of mathematical calculation. Result of analyse show there is 7 company which enter in category of portofolio optimally that is: (1) PT Internasional Nikel Indonesian Tbk (INCO) with : 0,2321; (2) PT Telekomunikasi Indonesian Tbk (TLKM) with proportion 0,2056: (3) PT Aneka Tambang Tbk (ANTM) with proportion 0,1749; (4) PT United Tractors Tbk (UNTR) with proportion 0,13 10; (5) PT Tambang Batubara Bukit Asam Thk (PTBA) with proportion 0,1021; (6) PT Unilever Indonesian Tbk (UNVR) with proportion 0,0903; and PT Kalbe Farrna Tbk (KLBF) with proportion 0,0639. Pursuant to conclusion above, researcher can implicate among other things its : to investor not only using analyse of technical in order to forming portofolio optimally. But also by using fundamental analyse so that result of r will he more preciselyand and accurate. For the next researcher can use more than one method in its calculation for example Markowitz method also CAPM method as comparable.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Zainul Afandi
Date Deposited: 21 May 2012 08:52
Last Modified: 21 May 2012 08:52
URI: http://eprints.umm.ac.id/id/eprint/5009

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