PENENTUAN PORTOFOLIO OPTIMAL SAHAM YANG MASUK DALAM JAKARTA ISLAMIC INDEX (JII)

Laraswati, Kusuma (2009) PENENTUAN PORTOFOLIO OPTIMAL SAHAM YANG MASUK DALAM JAKARTA ISLAMIC INDEX (JII). Other thesis, University of Muhammadiyah Malang.

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Abstract

This research is a descriptive, that is a kind of research that decide and report the read condition based on the fact. The title of this research is “Penentuan Portofolio Optimal Saham Yang Masuk Dalam Jakarta Islamic Index (JII)”. The period used in this research was January 2007- June 2008. The purpose this research was ti know how many optimal portofolio was shaped on JLL modal, the amount of fel proportion, and return and risk from that optimal portofolio in the research period. The data analysis used was by using single indeks model. That model was based on the that price from a fluctuated security was in the same way with market price indeks. Specifically can be seen that mostly modal increase significantly if the modal price decrease so the modal will get price decreasing. In order to minimize the risk and maximize return, investor can do optimal portofolio by combining some modal that has been handed by the investor. Optimal portofolio with single indeks could be formed based on a number that can decide whether that security can be entered to an optimal portofolio or not. That number was ERB. The value of high ERB will be entered into optimal portofolio in contrast, if the ERB was low, it will not entered to an optimal portofolio. To decide wheter that share entered in a optimal portofolio, it was needed a limitation point, namely Cut Off Point (C*) that was a limitation of high ERB. Based on data analysis that was used above, 3 share that included in optimal portofolio were; BNBR, PTBA, BUMI. The highest return on PTBA Share was 0.0065471 or 0.65471% with 0.00049863 risk level or 0.049863%. however, the lowest return was on BUMI Share, that was 0.0002031 or 0.000094% with 0.00000094 risk level or 0.000094%. Keyword: Optimal Portofolio, Single Indeks, JII Share

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economic > Department of Management
Depositing User: Anggit Aldila
Date Deposited: 15 Jun 2012 07:15
Last Modified: 15 Jun 2012 07:15
URI: http://eprints.umm.ac.id/id/eprint/7998

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