TUTI, MELIANA AS (2018) ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL PADA SAHAM LQ 45 DI BURSA EFEK INDONESIA PERIODE (FEB 2014 – JUL 2016). S3 thesis, Universitas Mercu Buana - Menteng.
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Abstract
This study aims to determine and analyze the stocks that form the optimal portfolio, the propotion of shares, returns and risks as well as characteristics of stocks that form the optimal portfolio. This study uses LQ 45 Index period February 2014 - July 2016 as the population, because the shares listed on Index LQ 45 are liquid shares. The analysis technique used in this study is Single Index Model. The results of this study indicate that from 30 consistent stocks there are 6 shares eligible to enter the optimal portfolio. The amount of fund proportion for each shares of optimal portfolio is PTPP (39,828%), TLKM (33,393%), GGRM (12,221%), PWON (12,114%), ADRO (1,707%), UNVR (0,736%). This gives the portofolio expected return of 93.42% with a risk rate of 11.08%. Keywords : Optimal portofolio, single index method, indeks LQ 45 Penelitian ini bertujuan untuk mengetahui dan menganalisa saham-saham yang membentuk portofolio optimal, proposi saham, return dan risiko serta karakteristik pada saham yang masuk dalam portofolio optimal. Penelitian ini menggunakan Indeks LQ 45 periode Februari 2014 – Juli 2016 sebagai populasi, karena saham yang terdaftar pada Indeks LQ 45 merupakan saham yang likuid. Teknik analisis yang digunakan dalam penelitian ini adalah Model Indeks Tunggal. Hasil penelitian ini menunjukkan dari 30 saham yang konsisten terdapat 6 saham yang layak masuk portofolio optimal. Besarnya proposi dana untuk masing-masing saham portofolio optimal adalah PTPP(39,828%), TLKM(33,393%), GGRM (12,221%), PWON(12,114%), ADRO (1,707%), UNVR (0,736%). Portofolio ini memberikan expected return sebesar 93.42% dengan tingkat risiko 11.08%. Kata Kunci: Portofolio Optimal, Model Indeks Tunggal, Indeks L4Q 45,
| Item Type: | Thesis (S3) |
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| Call Number CD: | CDT-551-18-118 |
| NIM/NIDN Creators: | 55115110143 |
| Uncontrolled Keywords: | Optimal portofolio, single index method, indeks LQ 45, Portofolio Optimal, Model Indeks Tunggal, Indeks L4Q 45, 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: | MYTHA ALVIANA SARI |
| Date Deposited: | 18 Mar 2022 03:55 |
| Last Modified: | 24 Jun 2022 04:31 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/58311 |
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