Pembentukan Portofolio Optimal Saham Blue Chips yang Terdaftar di Bursa Efek Indonesia Sebagai Dasar Keputusan Investasi

Diannata, Meliana Kristian Henni (2012) Pembentukan Portofolio Optimal Saham Blue Chips yang Terdaftar di Bursa Efek Indonesia Sebagai Dasar Keputusan Investasi. Undergraduate thesis, Universitas Katolik Darma Cendika Fakultas Ekonomi.

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Investing in the stock market of choice among investors, because it promises a high return rate. But keep in mind that the high return is accompanied by a high level of risk as well. The investors form portfolios or diversified to reduce or minimize the level of risk is high. The portfolio is realized by combining multiple securities. The study was conducted to determine whether the optimal portfolio shares of Blue Chips can be used as a basis in determining the investment in the Indonesia Stock Exchange. Optimal portfolio composed of stocks that generate the greatest return expectations with particular risks or shares resulting smallest risk with a certain return. Single index model analysis methods can be used to form optimal portfolios and their proportion of each stock that meets the criteria for optimal portfolio. Based on the analysis of data and discussion can be concluded that of 22 Blue Chips stocks listed in the Indonesia Stock Exchange in June 2011 - June 2012, there are four stocks that can form the optimal portfolio is MYOR (PT Mayora Indah Tbk.) With the proportion of 47.10%, HEXA (PT Hexindo Adiperkasa Tbk.) with the proportion of 27.48%, TLKM (PT Telekomunikasi Indonesia Tbk.) with the proportion of 15.05%, and AKRA (PT AKR Corporindo Tbk.) with proportion of 10.37%. Optimal portfolio gives the rate of return portfolio E (Rp) of 0.062059 or 6.2059% per month with a standard deviation or risk of (op)= 0.117686 or 11.7686%.

Item Type: Thesis (Undergraduate)
Thesis advisorWahyudiono, WahyudionoNIDN0718126002UNSPECIFIED
Uncontrolled Keywords: Investments, Single Index Model, Optimal Portfolio
Subjects: H Social Sciences > HF Commerce > HF5601 Accounting
H Social Sciences > HG Finance
Divisions: Fakultas Ekonomi > Prodi Akuntansi
Depositing User: Galuh Eka Rahmawati
Date Deposited: 02 Jul 2020 08:25
Last Modified: 02 Jul 2020 08:25

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