ANALISIS PORTOFOLIO INVESTASI YANG OPTIMAL DENGAN METODEMODEL INDEKS TUNGGAL DARI EMITEN LQ45 PERIODE 2008 - 2010 DI BURSA EFEK INDONESIA

• المؤلفون الرئيسيون: , Yulia Wardaya, , Irwan Taufiq Ritonga, SE., M.Bus
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2012
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/98391/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53512
• المؤسسة: Universitas Gadjah Mada

Currently the capital market (stock market) is an alternative source of funding of interest. Capital market allows the investor or investors to diversify investments. The purpose investing is to select assets that can maximize the profit rate as much as possible with a certain risk. In practice all investments contain an element of uncertainty or risk. Therefore, we need a method that can minimize the level of benefits and risks so that investors can achieve their investment objectives in accordance with the expected level of return. This study uses quantitative methods to the descriptive approach, the sample used is a stock listed on the Indonesia Stock Exchange and included in the list LQ 45 in a row during the year 2008 to 2010. Data were collected from the Capital Market Data Center at the Indonesia Stock Exchange. To determine which stocks have the best performance, researchers used a method of forming a single index model portfolios. The study found that of the 44 stocks studied LQ 45, proved there are 37 stocks that make up the optimal portfolio with a portfolio return of 0.0318 or 3.18% per month with a standard deviation or risk of 0.235 or 23.5% per month. Return is a return that is promising, because the portfolio return is above the market rate of return on the amount of which is 1.4413%, and still above the risk-free rate of return on the amount of which is 0.21142% per month.