Riskianah, Riskianah (2008) ANALISIS PORTOFOLIO DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL SEBAGAI ALAT BANTU PENGAMBILAN KEPUTUSAN INVESTASI PADA SAHAM YANG TERCATAT DI BURSA EFEK JAKARTA (studi kasus pada perusahaan makanan dan minuman yang tercatat di BEJ). Other thesis, University of Muhammadiyah Malang.
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This research type is having the character of descriptive, with headline “Portfolio Analysis by Using Single-Index Model as a Means of Assists Decision Return of Investment at Stock Noted in Stock Exchange Jakarta” (Case Study at Food and Beverage Company Noted in BEJ). “Purpose of this research is to determine composition of optimal portfolio at inscribed food and beverage company stocks in BEJ by using single-index model, so that the investors can know which company has optimal investment rate of return. Population applied is food and beverage manufacturing business stock at time line January 2005 until December 2006 consisted of 20 emiten. Analysis by using single index yields number of emiten is forming optimal portfolio of time line January 2005 until December 2006 counted 4 emiten, that is DAVO (PT. Davomas Abadi Tbk) with proportion equal to 3479%, SMAR (PT Smart Tbk) with proportion equal to 10,72%, SHDA (PT. Sari Husada Tbk) with proportion equal to 875%, PSDN (PT. Prasidha Aneka Niaga Tbk) with proportion equal to 818%. Expected return highest stock of time line January 2005 until December 2006 owned by stock DAVO (PT. Davomas Abadi Tbk) that is 01078, this thing is because of experiencing increase of the price of stock at in the middle of the 2006. While smallest stock rate of return owned by ADES (PT. Ades Wates Indonesia Tbk) that is equal -00459, because of stock retreat by the end of the year 2006. Highest market rate of return at time line April 2006 01069 and low happened at time line Augustus 2005 equal -01118. The biggest ERB is stock SIPD (PT. Sierad produce Tbk) that is 00768, while stock which the ERB is smallest is stock ULTJ (PT. Ultra Jaya Milk Tbk) equal -00171.
|Item Type:||Thesis (Other)|
|Subjects:||H Social Sciences > HB Economic Theory|
|Divisions:||Faculty of Economic > Department of Accounting|
|Depositing User:||Anggit Aldila|
|Date Deposited:||13 Jun 2012 04:47|
|Last Modified:||13 Jun 2012 04:47|
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