ANALISIS PORTOFOLIO SEBAGAI ALAT UNTUK MENGOPTIMALKAN KEUNTUNGAN INVESTASI SAHAM PADA PERUSAHAAN TEKSTIL YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) BERDASARKAN MODEL INDEKS TUNGGAL

Wirawan, Adi (2010) ANALISIS PORTOFOLIO SEBAGAI ALAT UNTUK MENGOPTIMALKAN KEUNTUNGAN INVESTASI SAHAM PADA PERUSAHAAN TEKSTIL YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) BERDASARKAN MODEL INDEKS TUNGGAL. Other thesis, University of Muhammadiyah Malang.

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ANALISIS_PORTOFOLIO_SEBAGAI_ALAT_UNTUKMENGOPTIMALKAN_KEUNTUNGAN_INVESTASISAHAM_PADA_PERUSAHAAN_TEKSTIL_YANGTERDAFTAR_DI_BURSA_EFEK_INDONESIA.pdf

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Abstract

This research represent case study at Effect Exchange Indonesia (BEI) with title “Analyze Portofolio As a Means Of To Be Is Optimal Advantage Of Investment Share at Company Of Textile Which Enlist in Effect Exchange Indonesia (BEI) Pursuant To Single Model Index”. Target of this research is to to analyze portofolio as a means of to be is optimal of advantage of share investment at company of Textile which enlist in Effect Exchange Indonesia (BEI) Pursuant To Single Model Index. Analyzer the used is with single index model. This model can be used to make moderate calculation [in] model of Markowitz by providing required input parameters in calculation of model of Markowitz. Despitefully, model single index earn is also used to calculate expects return and risk of portofolio. relied on single Index model of perception that price from an securities have unidirectional fluctuation to with consumer price index. Peculiarly can perceive that most share tend to experience of increase of price if share price index go up. On the contrary also correctness, that is if share price index go down, most natural share of degradation of price. This matter suggest that return-return of securities possible have correlation to caused by reaction of public (response common) to changes of market value. Result of from single index model analysis of shares company of textile which enter in optimal portofolio is FMII equal to 59,82305152% and SRSN equal to 40,17694848%. Pursuant to this research, the optimal portofolio give portofolio return expected equal to 0,064948187 ( 6,4948187%) with risk storey; level of portofolio which must be accounted on equal to 0,166060271 ( 16,6060271%). Level of risk storey; level of portofolio the smaller in comparison with individual share risk. This matter indicate that forming of portofolio can degrade lower risk of individual share risk so that risk which must be accounted on investor become smaller.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Rayi Tegar Pamungkas
Date Deposited: 20 Mar 2012 13:42
Last Modified: 20 Mar 2012 13:42
URI: http://eprints.umm.ac.id/id/eprint/659

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