Yustia, Puspa (2007) ANALISIS MODEL INDEKS TUNGGAL DALAM RANGKA PEMILIHAN PORTOFOLIO YANG OPTIMAL (Studi Pada Saham-Saham Jakarta Islamic Index yang Terdaftar Di BEJ). Other thesis, University of Muhammadiyah Malang.
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This research is a case study in stocks Jakarta Islamic Index listed on the Jakarta Stock Exchange during the period January 2003 to December 2005 with the title "Analysis of Single Index Models in the Framework of Elections Optimal Portfolio Shares (Stocks-Stock Study at the Jakarta Islamic Index Yang Listed On JSE). " The purpose of this study is to determine which stocks are included in the optimal portfolio of stocks that have been studied during the period 1 January 2003 until 31 December 2005, especially the shares belonging to the Jakarta Islamic Index. This study used 7 shares of stock belonging to the Jakarta Islamic Index as a sample. The analytical tool used in this study is a model single index in order to determine which stocks are included in optimal portfolio. The formula used is the formula Ri is the return of each stock months, the RMT is the market return, E (Ri) is the average rate of return individual stocks, RBR is a risk-free return, i is the beta stocks, Erb is difference between the rate of expected return with risk-free return, C * is cut off point, Wi is the proportion of each optimal stock portfolio, E (Rp) is the return expectations of an optimal stock portfolio and p is the optimal stock portfolio risk. The result using the single index model, it can be note there are 3 stocks that are included in the optimal portfolio share of Astra Argo Lestari, Tbk, United Tractors, PT, Aneka Tambang, Tbk. Based on the analysis above, the investor can take a decision investing in the stock market to select stocks that belong to the Stock Exchange Jakarta and included in the optimal portfolio, because it is believed will provide a higher level large returns.
|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:||15 Jun 2012 03:30|
|Last Modified:||15 Jun 2012 03:30|
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