ANALISIS PORTOFOLIO IDX30 DENGAN METODE CAPM DAN SINGLE INDEX MODEL
This research is using quantitive descriptive study that aimed to see the diversification to build optimal portofolio from stocks that consistently listed in Index IDX30 composite during February 2017 - January 2021 period. By using Capital Asset Pricing Model and Single Index Model, both study meth...
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| Format: | Book |
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2021-07-20.
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| Summary: | This research is using quantitive descriptive study that aimed to see the diversification to build optimal portofolio from stocks that consistently listed in Index IDX30 composite during February 2017 - January 2021 period. By using Capital Asset Pricing Model and Single Index Model, both study methods make different result. The first result of this study are: (1) in CAPM method, it forms stocks to make optimal portofolio and there are BBCA, UNTR, SMGR, BBNI, ICBP, INTP, and BMRI. The other result are: (2) in using Singe Index Model it forms stocks to make optimal portofolio and there are and UNTR. This research using two different methods to find the combination and diversification of optimal portofolio in order to find the maximum return. |
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| Item Description: | http://repository.upnvj.ac.id/13702/22/ABSTRAK.pdf http://repository.upnvj.ac.id/13702/23/AWAL.pdf http://repository.upnvj.ac.id/13702/24/BAB%20I.pdf http://repository.upnvj.ac.id/13702/25/BAB%20II.pdf http://repository.upnvj.ac.id/13702/26/BAB%20III.pdf http://repository.upnvj.ac.id/13702/27/BAB%20IV.pdf http://repository.upnvj.ac.id/13702/28/BAB%20V.pdf http://repository.upnvj.ac.id/13702/8/DAFTAR%20PUSTAKA.pdf http://repository.upnvj.ac.id/13702/29/RIWAYAT%20HIDUP.pdf http://repository.upnvj.ac.id/13702/30/LAMPIRAN.pdf http://repository.upnvj.ac.id/13702/21/ARTIKEL%20KI.pdf |