ANALISIS PORTOFOLIO SEBAGAI DASAR PENGAMBILAN KEPUTUSAN INVESTASI SAHAM YANG TERDAFTAR PADA BURSA EFEK INDONESIA (BEI) (Studi pengunaan Model Indeks Tunggal pada saham yang terdaftar di LQ45 Periode Februari 2014 s.d Juni 2015 )
Abstract
ABSTRACT
This study aims to determine the optimal shares listed on the Indonesia Stock Exchange  (IDX) contained in  LQ45 using the  method of single  index model.  This  research  is  a  descriptive  study,  the  method  used is  quantitative method. Samples were  taken at thirty-six shares of the company from  LQ45 period February 2014 to June 2015. The samples were taken using purposive sampling technique. Results from this research that showed that out of thirty-six stock companies only two shares optimal namely PT. Gudang Garam Tbk. (GGRM) and PT. AKR Corporindo Tbk. (AKRA). With the proportion of funds PT. Gudang Garam Tbk. (GGRM) of 0.6624, while PT PT. AKR Corporindo Tbk. (AKRA) of 0.3376.  In addition  the  rate  of return  from  the  formation of  the portfolio is equal to 0.0084 at the risk of the portfolio amounted to 0.000017 smaller  than  market  risk  amounted  to  0.001404.  This  proves  that  the establishment of a portfolio would gain optimal benefit with certain risk.
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Keywords: Optimal Portfolio, Single Index Model, risk, rate of return.
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