ANALISIS PENENTUAN PORTOFOLIO OPTIMAL( Studi Pada Saham LQ 45 Yang Tercatat Di Bursa Efek Jakarta Periode Tahun 2001–2006 )

Yustika, Emmy (2008) ANALISIS PENENTUAN PORTOFOLIO OPTIMAL( Studi Pada Saham LQ 45 Yang Tercatat Di Bursa Efek Jakarta Periode Tahun 2001–2006 ). Other thesis, University of Muhammadiyah Malang.

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Abstract

This Research entitle " Analysis Determination Of Optimal Portofolio ( Study At Share of LQ 45 Which is noted in Jakarta Stocks Exchange Period 2001 - 2006 ). Pursuant to target of research, this research can be grouped to become descriptive research. Descriptive research represent research to problem - problem of in the form of fact - fact in this time from a[n population ( Indriantoro, 2002, 26 ). Target of descriptive research is to reply or answer question related to accurate subject. This research aim to to know share - share any kind of able to form optimal portofolio at share make an index to LQ 45 period 2001 - 2006. Besides also aim to to know how big rate of return and yielded risk storey ; level of portofolio. This research use analyzer with double index model in searching return expected. used single Index model to obtain ; get optimal portofolio In this research there are 13 company which have been selected pursuant to sampling purposive from 99 company which enter in population. Where sampling purposive have some criteria for example first is share which always registered in LQ 45 during period of research of year 2001 - 2006. Both, share of LQ 45 giving complete financial statement Jakarta Stocks Exchange during period of research that is year 2001 - 2006. After selected pursuant to criteria hence got 13 company that is other AALI, ANTM, ASII, BBCA, GGRM, GJTL, INDF, INTP, ISAT, KLBF, PNBN, TLKM, and UNTR. Result of calculation use single index model yield eight ( 8 ) company which included in optimal portofolio along with its fund proportion that is for example , ASII ( 0.022018 ), INDF ( 0.03311 ), TLKM ( 0.007691 ), PNBN ( 0.102831 ), INTP ( 0.825904 ), GJTL ( 0.004069 ).

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economic > Department of Management
Depositing User: Rayi Tegar Pamungkas
Date Deposited: 11 Jun 2012 07:34
Last Modified: 11 Jun 2012 07:34
URI: http://eprints.umm.ac.id/id/eprint/7146

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