Model Indeks Tunggal Sebagai Alat Pembentukan Portofolio Optimal Untuk Pengambilan Keputusan Investasi

Torangga, Yusfan Ari (2007) Model Indeks Tunggal Sebagai Alat Pembentukan Portofolio Optimal Untuk Pengambilan Keputusan Investasi. Other thesis, University of Muhammadiyah Malang.

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Abstract

This research case study at shares of Jakarta Noted Islamic Index in Effect Exchange of Jakarta during period of January 2004 up to January 2007 with title “ Single Analysis Model Index In Order To Election Of Optimal Portofolio Share. Target of this research is to know particular shares which the included in optimal portofolio of accurate by shares during period January 2004 up to January 2007 specially included in LQ-45 In this research is used by 19 merged into share of LQ-45 as sample. Analyzer which is used in this research is single index model utilize to determine particular shares which the included in optimal portofolio. Formula the used is formula of Ri that is monthly share return, Rmt is market rate of return, E(Ri) is individual share mean rate of return, RBR is free return of risk, βi is share beta, ERB is difference between expected expected advantage storey ; level with free return of risk. C* is point off cut, Wi is proportion every optimal share portofolio E(Rp) is optimal share portofolio expectation return and βp is risk of portofolio optimal share. Result of calculation by using single index model hence can know by there is 7 share which included in optimal share portofolio that Astra Agro Lestari Tbk, United Tractors Tbk, Aneka Tambang Tbk. Pursuant to result of analysis above, hence investor can take a decision of investment in stocks market to chosen pertained shares in Stocks Exchange of Jakarta and included in optimal portofolio, because believed will give big rate of return.

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: 19 Jun 2012 06:32
Last Modified: 19 Jun 2012 06:32
URI: http://eprints.umm.ac.id/id/eprint/8538

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