Analisis Pembentukan Portofolio Optimal Dengan Menggunakan Model Indeks Tunggal (Studi Pada Saham Jakarta Islamic Index (JII) Periode 2011-2013)

M. Bagus Wisambudi
Journal article Jurnal Administrasi Bisnis S1 Universitas Brawijaya • July 2014 Indonesia

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(Bahasa Indonesia, 6 pages)

Abstract

The purpose of this study was to determine the optimal portfolio of stocks that is formed through the Single Index Model. This research method uses a descriptive study with a quantitative approach. Place of research on the Indonesian Stock Exchange (BEI), and successively into the Jakarta Islamic Index (JII) 2011-2013. The data in this study is a secondary data. This study obtained a population of 46 shares and 16 shares as the sample is taken. The analysis showed that the stock which shows the optimal stock proportion of funds with only 4 is UNVR (33.30%), KLBF (55.77%), ASRI (6.12%) and CPIN (4.82%). Based on the calculation of the optimal stock form, the importance of the expected portfolio return of 0.0268 and 0.0024 for portfolio risk

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Jurnal Administrasi Bisnis S1 Universitas Brawijaya

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