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ANALISIS PORTFOLIO OPTIMAL DENGAN MODEL INDEKS TUNGGAL SEBAGAI DASAR PENENTUAN KEPUTUSAN INVESTASI PADA SAHAM SEKTOR PERBANKAN DI BURSA EFEK INDONESIA

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The purpose of this research is to find out how to form an optimum stock
portfolio for prospective investor by using the single index model as the basis of
investment consideration on the banking companies which go public in Indonesia
Stock Exchange. The research data is the movement of Composite Stock Price
Index (IHSG), the annual dividend payment, the individual stock price per year,
and the interest rates of Bank of Indonesia Certificate (SBI) from 2009 to 2013.
The calculation is carried out by using the profit level formula and the level
of individual risk and the profit and risk rate of portfolio in order to find out the
value of Excess Return to Beta (ERB) and Cut off Point (Ci). The stock which its
ERB is bigger than Ci is included in optimum portfolio category. The stocks which
include in optimum portfolio category are PT Bank Negara Indonesia, PT Bank
Rakyat Indonesia, PT Bank Tabungan Negara, and PT Bank Danamon Indonesia.
The result of the research describes that there are 4 optimum stocks of 6
stocks have been selected as the research sample, when these 4 optimum stocks
are combined, they become 6 portfolio and each stock consists of 2 stocks, in
which there is an optimum portfolio in the first portfolio which is the combination
of the stock of PT Bank Rakyat Indonesia and PT Bank Negara Indonesia and the
third portfolio which is the combination of the stock of PT Bank Rakyat Indonesia
and PT Bank Tabungan Negara.
Keywords: Single Index Model, Portfolio, Investment and Stocks.

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Ketersediaan

1S142668

M/668 Bil a c.1

Perpustakaan Pusat - Lantai 2

Tersedia namun tidak untuk dipinjamkan - Tandon/Tidak dipinjamkan

Informasi Detil

Judul Seri

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No. Panggil

M/668 Bil a

Penerbit

New Delhi : ., 2014

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

M/668

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subyek

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Info Detil Spesifik

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Pernyataan Tanggungjawab

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Versi lain/terkait

Lampiran Berkas

Komentar

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