Siswanti, Eka Norfidya (2008) ”PEMBENTUKAN PORTOFOLIO OPTIMAL”(Studi Kasus Pada SahamSaham Yang Tercatat Dalam Index LQ45 Dan Jakarta Islamic Index). Other thesis, University of Muhammadiyah Malang.

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Abstract
This research take title Forming Of Optimal Portofolio By Using Method Single Index"(Study noted Shares index of LQ45 and Jakarta Islamic Index). The target of this research is to know shares any kind of which enter in optimal portofolio and how much/many suggested invesment proportion at both research object. Besides also this research see how big risk given by optimal portofolio and also how much/many risk accompanying. This research not use hypothesis because this research have the character of descriptively. Forming optimal portofolio of shares Make an index to LQ45 and Jakarta Islamic Index use Single Index method. Single Method Index represent simplest method but very informative because in Single Index calculate point’s which is very needed by investor. Single Method Index represent model the born of Markowitz Research population [is] all share which enter in 12 months period of research and also shares owning value of expected positive return, [is] so that got [by] there [is] 22 share of JII and 35 share of LQ45 competent to be made [by] research population. Research Sampel [is] all research population that is counted 22 share of JII and 35 share of LQ45. share candidate which forming optimal portofolio there [is] 16 share of JII and 2 share of LQ45. Research population is all share which come in 12 months period of research and also shares have value of expected return positive, so that got [by] there [is] 22 share of JII and 35 share of LQ45 competent to be made [by] research population. The sample of this research is all research population that is counted 22 share of JII and 35 share of LQ45. The share candidate which forming optimal portofolio there is 16 share of JII and 2 share of LQ45. Shares in research population and then calculated by value of Expected Return E(Ri), Varians Residual, Correlation Coefficient, Varians Return, Kovarian Return, ERBI, Ai, B, Ci. The candidat portfolio is share’s have big value of ERBi or ERBi at dot of C*. C* value is value of Ci bigges at certain portofolio. Shares which enter in optimal portofolio for the index of LQ45 there are 2 share while for the Index of LQ45 counted 16 share. Expected Return for the portofolio of LQ45 is 0.264 with risk of portofolio accompanying it 0.0031577, while for the portofolio of JII have value of return portofolio 0.179 with risk level of portofolio equal to 0.064
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:  13 Jun 2012 03:20 
Last Modified:  13 Jun 2012 03:20 
URI:  http://eprints.umm.ac.id/id/eprint/7507 
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