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All Journal Jurnal Ekonomi Agregat: Jurnal Ekonomi dan Bisnis The Accounting Journal of Binaniaga Competitive Jurnal Akuntansi dan Keuangan Ecobisma (Jurnal Ekonomi, Bisnis dan Manajemen) Jurnal Akuntansi Dynamic Management Journal MOVE: Journal of Community Service and Engagement Jurnal Ilmu Manajemen, Ekonomi dan Kewirausahaan Jurnal Ilmiah Ilmu Manajemen (JUIIM) Jurnal Ekonomi, Manajemen Pariwisata dan Perhotelan EBISMEN Jurnal Ekonomi Bisnis dan Manajemen Jurnal Manajemen Bisnis Kewirausahaan (JUMBIWIRA) Jurnal Visi Manajemen (JVM) Optimal: Jurnal Ekonomi dan Manajemen Digital Bisnis: Jurnal Publikasi Ilmu Manajemen Dan E-commerce Inisiatif: Jurnal Ekonomi, Akuntansi Dan Manajemen Jurnal Mahasiswa Manajemen dan Akuntansi Jurnal Penelitian Ekonomi Manajemen dan Bisnis Jurnal Publikasi Ilmu Manajemen Jurnal Publikasi Sistem Informasi dan Manajemen Bisnis (JUPSIM) Prosiding Simposium Nasional Multidisiplin (SinaMu) Akuntansi: Jurnal Riset Ilmu Akuntansi Menawan : Jurnal Riset dan Publikasi Ilmu Ekonomi
Hamdani Hamdani
Universitas Muhammadiyah Tangerang
Humanities Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Health Professions Languange, Linguistic, Communication & Media Mechanical Engineering Nursing Physics Public Health Social Sciences Other

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Journal : Agregat: Jurnal Ekonomi dan Bisnis

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Comparison Of Applying Single Index Model And Capital Asset Pricing Model By Means Achieving Optimal Portfolio Siti Chanifah; Hamdani Hamdani; Andi Gunawan
Agregat: Jurnal Ekonomi dan Bisnis Vol. 4 No. 1 (2020)
Publisher : Universitas Muhammadiyah Prof. DR HAMKA.

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (572.207 KB) | DOI: 10.22236/agregat_vol4/is1pp8-24

Abstract

The aim of this research is to analyse the comparison of applying Single Index Model and Capital Asset Pricing Model by means of achieving the Optimal Portfolio towards registered Issuers which are listed on the Liquid Index 45 (LQ45). The observation has been conducted for 60 months, since February 2014 until January 2019. Quantitative approach has been used to analyse 45 companies as the total number of population of the research. There have been chosen 26 companies (issuers) as the sample of the research through Purposive Sampling Technique out of 45 companies. Single Index Model and CAPM have been used as the tools of analysis in this research. The results of the research show that portfolio is formed by Single Index Model because it considers all aspects of the economy which cause a security which may avoid from losses. Meanwhile, Capital Asset Pricing Model only considers particular risk in an efficient portfolio combinations. Needless to say, it would be better for investors to use Single Index Model in order to gain the most valueable achievement on investment yield value.
Co-Authors Abbas, Dirvi Surya Abdul Karim Ahmad Jayanih Ahmad Zaki Mubbarok Alfia Nur Azizah Andi Gunawan Anisa Fu’adiyah Arde Lianti BASUKI Basuki Basuki Budi Rohmansyah Cindi Furwati Daniel Rahandri Dara Bayuningtias Dea Safira Dewi Rachmania Dhea Zatira Dhea Zatira Dhea Zatira Dhea Zatira Djenni Sasmita Endang Wahyuni Eneng Wiliana Eni Suharti Erma Wati Ersa Amanda Maulida Fida Arumingtyas Fitri Lim Hafira Isnain Hesty Erviani Zulaecha Hesty Ervianni Zulaecha Husna Darra Sarra Imam Hidayat Khorida AR Lea Amanda Sari Lena Erdawati Meliana Putri Hamida Mikrad Mikrad Mohamad Zulman Hakim Muhammad Ikhlasul Mutiara Wiedyaningtias Nadiatul Fiqriyah Neneng Nurlaila Nining Purnaningsih Noramita Noramita Nurpadlillah Nurpadlillah Pambudi, Januar Eky Putri Okta Andani Rika Ristianti Risseu Rizkia Monika Rizki Amelia Salsabila Saifana Samino Hedrianto Samino Hendrianto Sarah Nurjanah Seleman Hardi Yahawi Seleman Hardy Yahawi Shalsabila Herman Sigit Budi Santoso Siroj Tholibin Siti Chanifah Siti Chanifah Siti Nurjanah Sriyanto Sriyanto Tekni Megaster Triana Zuhrotun Aulia Triana Zuhrotun Aulia Triana Zuhrotun Aulia Watiyarrahmah Watiyarrahmah Winda Mulyani Yogy Hendarji