ANALISIS PORTOFOLIO SAHAM DENGAN MODEL INDEKS TUNGGAL PADA PERUSAHAAN OTOMOTIF YANG LISTING DI BURSA EFEK JAKARTA

Siti Ruminingsih

Abstract


This research represents descriptive research at share of automotive company which listing in Bursa Effect Jakarta at December 31, 2004, with title ?Analyze portfolio of share with single index at automotive company which listing in Bursa Effek Jakarta (BEJ)?.
Target of this Research is to analyze optimal portfolio of share with applying model single index at company automotive and to specify proportion of invested fund, so that the knowable risk and advantage.
Analyzer used in this research is model of single index, where this model use size measure of Exess Return to Beta (ERB) which is used as size measure of a share incoming diffraction in forming of optimal portfolio or do not. Value level of ERB which is used as directive in forming of optimal portfolio is value of Cut off Point (C*), where C* itself is value of Cut off Rate (Ci) Highest.
Result of analysis with single index indicate that there are 3 share from 13 share automotive company of which listing in incoming BEJ in optimal forming portfolio that is, share of PT. GT. Petrochem Industries Tbk (ADMG) equal to 17,948 %, PT. Indomobil Sukses International Tbk (IMAS) equal to 52,736% and PT. Prima Alloy Steel Tbk (PRAS) equal to 29,317%.
Conclusion which can pulled is analysis with single index can be used as by a assistive appliance of optimal forming portfolio of automotive company because able to give advantage storey equal to 5.725 at risk to portfolio equal to 0.1017%.
Pursuant to conclusion above, implementation writer can that investor better invest its fund at three the share with proportion as according to calculation.

 

Keyword : portofolio; indeks tunggal

 

Link Terkait : http://skripsi.umm.ac.id/files/disk1/39/jiptummpp-gdl-s1-2005-sitirumini-1912-PENDAHUL-N.pdf


Keywords


portofolio; indeks tunggal