Ohorella, Muh Rizal A (2008) Model Indeks Tunggal Sebagai Alat Pembentukan Portofolio Optimal Untuk Pengambilan Keputusan Investasi (Studi pada perusahaan yang termasuk indeks LQ45). Other thesis, University of Muhammadiyah Malang.

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Abstract
This research is case study at stocks LQ45 noted in BEJ during time line 1 August 2007  31 Januaries 2008 with headline " SingleIndex 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 LQ45. In this research applied 21 stocks merged into by LQ45 as sample. Analyzer applied in this research is singleindex 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 singleindex 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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