PEMBENTUKAN PORTOFOLIO YANG OPTIMAL DENGAN METODE INDEKS TUNGGAL PADA SAHAM SYARI’AH

Nusrawiraga, Krisna (2007) PEMBENTUKAN PORTOFOLIO YANG OPTIMAL DENGAN METODE INDEKS TUNGGAL PADA SAHAM SYARI’AH. Other thesis, University of Muhammadiyah Malang.

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Abstract

This research is in the shares of Sharia-JII (Jakarta Islamic Index). With the title "The Optimal Portfolio Formation Method Single In Stock Shariah Index." The purpose of this study is to apply a single index model in determining the portfolio, to determine the proportion of funds invested in each stock, and to calculate the expected risk level and the level of benefits selected portfolio of stocks that the optimal share on shares of sharia. In this study, data analysis techniques used are quantitative data analysis. Analysis using a quantitative approach is a technique that emphasizes the analysis of testing theories by measuring the research variables in item (quantitiy) and analyzing data with statistical procedures and mathematical modeling. This research was carried out on companies listed on the JSE Shariah by using the Single Index Model. By using this Single Index Model, can be determined ranking excess profits of beta (Excess Return to Beta) each share of the highest rank to lowest, to determine stocks that enter the optimal portfolio, and to determine the proportion of fund shares each that enter the optimal portfolio. Results obtained from these peneilitian, there are 8 shares Erb greater than Ci. These shares include KLBF, INCO, ISAT, PTBA, INTP, Bakrie & Brothers, MEDC, ANTM. From the study, it can be concluded that the reasonable investor to invest funds in eight companies that have the optimum return.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Zainul Afandi
Date Deposited: 27 Jun 2012 08:12
Last Modified: 27 Jun 2012 08:12
URI: http://eprints.umm.ac.id/id/eprint/9931

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