ANALISIS PORTOFOLIO OPTIMAL SAHAM LQ45 MENGGUNAKAN MODEL INDEKS TUNGGAL DI BURSA EFEK INDONESIA

• Main Author: Mutia Wahyu Utami, - (Author)
• Format: Book
• Published: 2019-01-07.
• Subjects: Thesis; NonPeerReviewed
• Online Access: Link Metadata
• Notes: http://repository.upnvj.ac.id/234/1/AWAL.pdf; http://repository.upnvj.ac.id/234/2/ABSTRAK.pdf; http://repository.upnvj.ac.id/234/3/BAB%20I.pdf; http://repository.upnvj.ac.id/234/4/BAB%20II.pdf; http://repository.upnvj.ac.id/234/5/BAB%20III.pdf; http://repository.upnvj.ac.id/234/6/BAB%20IV.pdf; http://repository.upnvj.ac.id/234/7/BAB%20V.pdf; http://repository.upnvj.ac.id/234/8/DAFTAR%20PUSTAKA.pdf; http://repository.upnvj.ac.id/234/9/RIWAYAT%20HIDUP.pdf; http://repository.upnvj.ac.id/234/10/LAMPIRAN.pdf; http://repository.upnvj.ac.id/234/11/artikel_skripsi_mutia_wahyu_utami.pdf
• Keywords: HJ Public Finance

The purposes of this study is to find stocks that fit with the criteria for establish of the optimal portfolio, to determine the proportion of each stock which formed an optimal portfolio, to determine the level of expected return and risk of the portfolio established based Single Index Model. The method used in this research is descriptive research with quantitative approach. The population used is LQ-45 stocks index period February 2016 until December 2018 and samples selected are 34 (thirty four) stocks. The results showed from 34 (thirty four) samples selected, there are 8 (eight) stocks which was selected in the optimal portfolio: PTBA with the proportion of 28.09%, HMSP with the proportion of 5.20%, INCO with the proportion of 8.03%, UNTR with the proportion of 9.50%, ADRO with the proportion of 5.73%, BBCA with the proportion of 31.16%, GGRM with the proportion of 6.73%, BBRI with the proportion of 5.56%.