Model Indeks Tunggal Sebagai Alat Pembentukan Portofolio Optimal Untuk Pengambilan Keputusan Investasi (Studi pada perusahaan yang termasuk indeks LQ-45)

Ohorella, Muh Rizal A (2008) Model Indeks Tunggal Sebagai Alat Pembentukan Portofolio Optimal Untuk Pengambilan Keputusan Investasi (Studi pada perusahaan yang termasuk indeks LQ-45). Other thesis, University of Muhammadiyah Malang.

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Abstract

This research is case study at stocks LQ-45 noted in BEJ during time line 1 August 2007 - 31 Januaries 2008 with headline " Single-Index Model As A Means Of Forming Portopolio Optimal Untuk Pengambilan Keputusan Investasi". Purpose of this research is to know stocks that is accurate during time line 1 August 2007 - 31 Januaries 2008, especially stock which included in LQ-45. In this research applied 21 stocks merged into by LQ-45 as sample. Analyzer applied in this research is single-index model to determine what particular stocks which included in optimal portfolio. Formula applied is formula Ri that is return monthly stock, Rm is market rate of return, E(Ri) be rate of return average of individual stock, Rf is free return of risk, ß i is stock beta, ERB is difference between basic yields expected with free return of risk, C?* it is cut OFF point, Wi is proportion every optimal stock portfolio, E(Rp) be return ekspektasi optimal stock portfolio and ß p is optimal stock portfolio risk. Result of calculation by using single-index model hence knowable there are 2 stock which included in optimal stock portfolio that is AALI and BUMI. Based on result of analysis upper, hence investor can take a decision of investment in stock market to choose stocks which pertained in BEJ and included in optimal portfolio, because namely will give big rate of return

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Anggit Aldila
Date Deposited: 24 May 2012 06:29
Last Modified: 24 May 2012 06:29
URI: http://eprints.umm.ac.id/id/eprint/5873

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