Mulyani, Sri (2007) Analisis perbandingan imbal hasil antara strategi investasi pasif (buy and hold) dengan aktif (buy and sell) data saham kelompok LQ 45 di bursa efek jakarta. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
This research proposes to testify the advantage between passive investment strategic (buy and hold) with active investment strategic (buy and sell). The observation object is an establish firm that already published and exist consistently into LQ45 group at Jakarta Stock Exchange (BEJ) from January 2005 up to December 2006. Data along estimation period (from January up to December 2005) has been used for optimalization portofolio format. In other hand, for turn over observation used estimation period started from January 2nd , 2006 up to December 28th , 2006). The analisys from both strategics yield average percentage of daily turn over and variance that show results such as; differences of analisys result has occured and passive investment strategic (buy and hold) was more advantage than active investment strategic (buy and sell). Statistically, analizing with Z-test yields differences between passive investment strategic (buy and hold) with active investment strategic (buy and sell). Additionally, The result of this research, passive investment strategic (buy and hold) was more advantage than active investment strategic (buy and sell). Penelitian ini bertujuan untuk menguji keunggulan antara strategi investasi pasif (buy and hold) dengan strategi investasi aktif (buy and sell). Objek penelitian adalah perusahaan yang sudah go publik dan secara konsisten masuk pada kelompok LQ45 di Bursa Efek Jakarta (BEJ) pada periode bulan Januari 2005 sampai dengan bulan Desember 2006. Data selama periode estimasi yaitu dari bulan Januari sampai dengan bulan Desember 2005 digunakan untuk pembentukan portofolio optimal sedangkan pengamatan imbal hasilnya yaitu pada periode estimasi dimulai dari tanggal 2 Januari 2006 sampai dengan 28 Desember 2006. Analisis dari kedua strategi tersebut diperoleh prosentase rata-rata imbal hasil harian dan varian memperlihatkan hasil bahwa terdapat perbedaan hasil analisis dan strategi investasi pasif (buy and hold) lebih unggul dibandingkan dengan strategi investasi aktif (buy and sell). Secara statististik analisis dengan menggunakan Z-tes menghasilkan adanya perbedaan antara strategi investasi pasif (buy and hold) dengan strategi investasi aktif (buy and sell). Hasil penelitian ini, strategi investasi pasif (buy and hold) lebih unggul dibanding dengan strategi investasi aktif (buy and sell).
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-07-042 |
| Call Number: | TE/07/025 MUL a |
| NIM/NIDN Creators: | 5510512-0094 |
| Uncontrolled Keywords: | ANALISIS PERBANDINGAN, mku, manajemen keuangan |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | Admin Perpus UMB |
| Date Deposited: | 11 Feb 2008 11:37 |
| Last Modified: | 18 Jul 2022 07:02 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/38108 |
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