DALAM ANALISIS SAHAM SYARIAH RANGKA PENGAMBILAN KEPUTUSAN INVESTASI SYARIAH DI PASAR MODAL

RIUH PRASETYO

Abstract


This experiment is descriptive study on shariah shares which listing at BEJ with the title “ Shariah Shares Analysis to Taking Judgment Shariah Investment at Stock Exchanges “
The destinations these experiment are for to know return and risk from shariah shares and then for to arrange investment portfolio share which to give optimal profit.
In this experiment the writer used closing price at the last month to determine monthly return for each share. For the shape portfolio used single index model where the risk used is the market risk with beta symbol.
From the consideration result which to done the return shariah share is 7,61% than the risk is 12,40%. Highest return reached UNTR share is 27,58% and lower reached MTDL share is –3,19%. For the risk, the lower risk reached MEDC share is 2,80% and the highest reached UNTR share is 27,06%. For the shape portfolio used single index model is getting 3 shares with to give optimal profit. The shares are BLTA(Berlian Laju Tanker Tbk), TINS (PT. Timah Tbk), and UNTR(United Tractors Tbk). The composition for each share is BLTA (40,30%), TINS (16,70%) and UNTR (39,00%). The portfolio share which to shape with composition give contribute portfolio return is 21,6% and the risk is 3,669%.
From the summary, the writer can implication to get the accurate result so it’s more better the calculate used more than one methods like Markowitz model and CAPM model as the compare. Beside that in fundamental analysis more better used all component financial report and the others financial ratio.

 

Keyword : ANALISIS SAHAM SYARIAH; KEPUTUSAN INVESTASI

 

Link Terkait : http://skripsi.umm.ac.id/files/disk1/30/jiptummpp-gdl-s1-2004-riuhpraset-1465-Pendahul-n.pdf


Keywords


ANALISIS SAHAM SYARIAH; KEPUTUSAN INVESTASI