PENENTUAN PORTOFOLIO SAHAM OPTIMAL DENGAN MODEL INDEKS TUNGGAL UNTUK PENGAMBILAN KEPUTUSAN INVESTASI (Studi Pada Saham Indeks LQ45 Yang Tercatat Di Bursa Efek Jakarta Periode Februari 2006 Sampai Dengan Januari 2007)

HANDAYANI, RIRIN (2007) PENENTUAN PORTOFOLIO SAHAM OPTIMAL DENGAN MODEL INDEKS TUNGGAL UNTUK PENGAMBILAN KEPUTUSAN INVESTASI (Studi Pada Saham Indeks LQ45 Yang Tercatat Di Bursa Efek Jakarta Periode Februari 2006 Sampai Dengan Januari 2007). Other thesis, University of Muhammadiyah Malang.

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Abstract

This research is case study by the title” Determination of Share Portofolio Optimal To Take Investation Decision (Study to Indexs Share LQ45 That List In Jakarta Stock Exchange February Period 2006-January 2007’. The purpose research know combination stocks and proportion number fund that can make optimal portofolio and to know level of risk and return from optimal portfolio be formed. The population of this research all of share that in LQ45 index are 45 emiten in every period. The method of sample in this research is purposive sampling. Criteria of this research that always in LQ45 index. Index of stock LQ45 that in sample based on criteria of research are 39 emiten. This method used in research is single index model. The result of this research from optimal share portofolio use single index model to shares LQ45 index period February 2006-January 2007, result of shares that forms shares of portofolio optimal are Ciputra Surya Tbk (CTRS), Citra Marga Nusaphala Persada (CMNP), Telekomunikasi Indonesia Tbk (TLKM) with the fund proportion of shares are 59,6961%, 32,2293%, 8,0746%. Portofolio risk are 0,076770 or 7,6770% with level return 0,117048 or 11,7048%. So that, the purpose and the statement problem can be answered. Based on the conclucion above, the writes aplicates that risk averter should take the decision of investation to shares must to observe the combinations of shares portofolio, fund proportion, return and portofolio risk, so the risk can be minim to return

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economic > Department of Management
Depositing User: Zainul Afandi
Date Deposited: 04 Jun 2012 08:07
Last Modified: 04 Jun 2012 08:07
URI: http://eprints.umm.ac.id/id/eprint/6547

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