Penggunaan Metode Single Index Model Dalam Menentukan Portofolio Optimal Tahun 2012-2015 (Studi Pada Saham-saham Yang Terdaftar Dalam Indeks Idx30 Di Bursaiefekiindonesia Periodehfebruari 2012 - Agustus 2015)

Tri Ratna Adiningrum • Raden Rustam Hidayat • Sri Sulasmiyati
Journal article Jurnal Administrasi Bisnis S1 Universitas Brawijaya • September 2016

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(Bahasa Indonesia, 8 pages)

Abstract

The purpose of this research is to know the performance of stock IDX30 based on ERB, to knowing the proportion of funds each stock that formed portofolio, to knowing expected return and risk of portofolio. This research is the kind of descriptive with the quantitative approach. The location this research in the Investment Gallery Faculty of Economics and Business Brawijaya University. The samples in this research is 13 stocks. The results of this research showed the highest stock performance analysis from ERB in 2012 is PGAS, in 2013 is UNVR, in 2014 is BBCA, in 2015 is UNVR. The proportion funds each stock that formed optimal portofolio in 2012 is PGAS (26.60%), INDF (44,13%), CPIN (10.80%), INTP (10.70%), SMGR (7.77%), in 2013 is UNVR (65,41%), and the INDF (34.59%), in 2014 is BBCA (14,74%), BBNI (29.54%), GGRM (8,84%), PGAS (35.88%), BBRI (9,65%), the BMRI (1.36%), in 2015 only one companies that is UNVR, so the proportion funds is 100%. Expected return portofolio to be obtained investor in 2012 is 3.03% with risk is 0,04%, expected return in 2013 is 1.93% with risk is 0,06%, expected return in 2014 is 3,38% with risk is 0,02%.

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Jurnal Administrasi Bisnis S1 Universitas Brawijaya

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