AGUSTINA, AMELIA (2017) PEMBENTUKAN PORTOFOLIO SAHAM OPTIMAL MENGGUNAKAN SINGLE INDEX MODEL (Studi Kasus : Saham yang terdaftar dalam Jakarta Islamic Index (JII) Periode Januari 2011 - November 2016). S1 thesis, Universitas Mercu Buana Jakarta.
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Abstract
Penelitian ini bertujuan untuk mengetahui portofolio saham optimal dalam menentukan investasi yang terdapat di Jakarta Islamic Index periode Januari 2011 – November 2016 dengan menggunakan metode model indeks tunggal. Data yang digunakan dalam penelitian ini adalah data sekunder yang diperoleh dari situs resmi Bursa Efek Indonesia, Bank Indonesia, dan Yahoo finance. Jenis analisis penelitian yang digunakan adalah penelitian deskriptif. Metode penelitian yang digunakan adalah metode studi pustaka. Populasi untuk penelitian diambil dari 30 saham yang terdaftar di Jakarta Islamic Index di Indonesia stock exchange periode Januari 2011 – November 2016. Dalam penelitian sampel yang diambil sebanyak 16 saham yang sesuai dengan kriteria penelitian yang akan diteliti. Hasil penelitian terdapat 13 saham pembentukan portofolio dari 16 saham yang diteliti. Dengan expected return sebesar 1,90% dan resiko portofolio dari 13 saham sebesar 0,06%.This research aims to determine the optimal stock portfolio as the basis in the determination of investment in Jakarta Islamic Index periode January 2011 – November 2016 with use single index model method. Data to use this research is secondary data obtained from official website in Bursa Efek Indonesia, Bank Indonesia, and Yahoo finance. This research to use is descriptive research. The method of research is study book method. The Population for reseach was taken from 30 stock share of listed in Jakarta Islamic Index in Indonesian stock exchange period January 2011 – November 2016. In research sample was taken is 16 stock share have accordance with criteria in research will done. The result of research is 13 stock share from 16 stock share in research. With expected return portofolio is 1,90% and risk portofolio from 13 stock share is 0,06%
| Item Type: | Thesis (S1) |
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| Call Number CD: | FE/MJ. 17 278 |
| NIM/NIDN Creators: | 43114110130 |
| Uncontrolled Keywords: | portfolio saham, indeks tunggal, kandidat portfolio, return, dan risiko |
| Subjects: | 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan 300 Social Science/Ilmu-ilmu Sosial > 380 Commerce, Communications, Transportation (Perdagangan, Komunikasi, Transportasi) > 380.1-380.9 Standard Subdivisions of Commerce, Communications, Transportation/Subdivisi Standar Dari Perdagangan, Komunikasi, Transportasi > 380.1 Commerce (Trade)/Perdagangan |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Admin Perpus UMB |
| Date Deposited: | 01 Apr 2017 12:20 |
| Last Modified: | 28 Feb 2024 03:49 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/33806 |
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