PENERAPAN MODEL INDEKS TUNGGAL UNTUK MEMBENTUK PORTOFOLIO SAHAM YANG OPTIMAL PADA PERUSAHAAN PUBLIK YANG TERCATAT DI BEJ (STUDI PADA SAHAM-SAHAM LQ-45)

LILIK FARIDA

Abstract


This research represent case study at share LQ-45 noted in Jakarta Stock Exchange of during August period 2005 until July 2006 withtitle ?PENERAPAN MODEL INDEKS TUNGGAL UNTUK MEMBENTUK PORTOFOLIO SAHAM YANG OPTIMAL PADA PERUSAHAAN PUBLIK YANG TERCATAT DI BEJ?.
This research target is to know just which share which is the include in optimal portofolio, from share checked during August 2005 until July 2006. Specially the share which included in index LQ-45. Analyzer used in this research is optimal determination portofolio single inex model utilize to determination just which share which is the included in optimal portofolio. Formula used is as for E(Ri) is mean rate of return individual share, RBR is free investment risk, Rm is market risk, Ci is Cut-Off Rate. Result of calculation by using knowable single index model hence there is 7 share which is the included in knowable optimal portofolio that s equal to 8,53% and risk portofolio of equal to 0,02%.
Pursuant to result analyse above, hence the investor can take an investment decision in stock market chosening share whch included in index LQ-45 and included in optimal ortofolio share, because believed will give big rate of return.

 

Keyword : Penerapan model indeks tunggal, portofolio saham optimal

 

Link Terkait : http://skripsi.umm.ac.id/files/disk1/232/jiptummpp-gdl-s1-2007-lilikfarid-11568-PENDAHUL-N.pdf


Keywords


Penerapan model indeks tunggal; portofolio saham optimal