Sari, Ika Novita (2022) ANALISIS PORTOFOLIO OPTIMAL PADA SAHAM-SAHAM PERUSAHAAN MULTINASIONAL YANG TERDAFTAR DI BURSSA EFEK INDONESIA PERIODE 2019-2021. Undergraduate (S1) thesis, Universitas Muhammadiyah Malang.

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Abstract

The aim of this study was to find out stocks of multinational companies listed in IDX for the period 2019-2021 which can form an optimal portfolio and how much proportion to be invested in each stock, besides how much the expected return and risk of the portfolio was formed. The sample consist of 137 multinational companies stocks by using a purposive sampling technique. This study approach is quantitative with analytical method using a single index model. The results of the analysis showed that there are 58 stocks qualify to make an optimal portfolio. Those stocks and their proportion are: 6,69% of EKAD; 5.37% of MDKA; 4,63% of TRST; 4,02% of HEXA; 3,65% of IMPC; 3,60% of SDPC; and 52 others have proportions below 3,50%. The portfolio’s expected return is 4,62% or 0,0462 and portfolio risk is 0,28% or 0,0028. According to the results, investor can minimize the risk without decrease the return by paying attention to the combination of stocks, investor can consider a number of stocks with the largest Zi value.

Item Type:	Thesis (Undergraduate (S1))
Student ID:	201810160311380
Thesis Advisors:	Bambang Widagdo (0020055901), Warsono (0020126701)
Keywords:	Optimal portfolio, single index model, return, risk, multinational corporation, IDX
Subjects:	L Education > L Education (General) L Education > LB Theory and practice of education L Education > LC Special aspects of education L Education > LC Special aspects of education > LC5201 Education extension. Adult education. Continuing education T Technology > TX Home economics
Divisions:	Faculty of Economics and Business > Department of Management (61201)
Depositing User:	201810160311380 ikanovitasari
Date Deposited:	20 Oct 2022 03:58
Last Modified:	20 Oct 2022 03:58
URI :	http://eprints.umm.ac.id/id/eprint/94922

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