PEMBENTUKAN PORTOFOLIO EFISIEN UNTUK MEMAKSIMALKAN RETURN DAN MEMINIMALKAN RISK (Studi pada beberapa Saham di BEJ)

Tries Awaliah

Abstract


This is kind of descriptive research entitled “Pembentukan Portofolio Efisien Untuk Memaksimalkan Return dan Meminimalkan Risk”. It describes problems and conditions and several shares in Jakarta Stock Exchanges without any hypothesis testing.
The aims of this research are to discover shares chategorized as efficient portofolio and to know about the rate of return, portofolio risk, as well as the amount of invested budget composition on each share.
The analysis technique is Single Index Model (MIT) to measure the returns rate and portofolio risk.
From the 45 research samples share, there are 3 shares which is chategorized as efficient portofolio, they are Dynaplast, Jaya Real Property and Summarecon Agung. The details of shares are the portofolio return of Dynaplast is 0.0268, the portofolio beta those is 0.2217 and portofolio variant 0.0025. The portofolio return rate of Jaya Real Property is 0.0418, the portofolio beta 0.2842 and the portofolio variant is 0.0015. The portofolio return rate of Summarecon Agung is 0.0364, the portofolio beta 0.2267 and the portofolio variant is 0.0012. Besides that the details of the total amount of the budget toward those bluechips are Dynaplast is 59.6% from the grand total of the budget, Jaya Real Property is 22% and Summarecon Agung is 18,4%.
The conclusion of the researches writer based on the above analysis is on the markets fluctuation. It can be perceived from the amount of the systematics risk or beta of each share both individual or portofolio.

 

Keyword : PORTOFOLIO EFISIEN

 

Link Terkait : http://skripsi.umm.ac.id/files/disk1/29/jiptummpp-gdl-s1-2004-triesawali-1450-PENDAHUL-N.pdf


Keywords


PORTOFOLIO EFISIEN