JMK Jurnal Manajemen dan Kewirausahaan
Vol 4 No 2 (2019): Mei

Analisis Pembentukan Portofolio Optimal dengan Menggunakan Model Indeks Tunggal (Studi pada Saham LQ45 Periode 2014-2016)

Taufik Akbar (Universitas Islam Kadiri)
Wiyuda Hadi Pratama (Universitas Islam Kadiri)

Article Info

Publish Date
21 May 2019

Abstract

The purpose of this study is to find out the optimal portfolio stocks formed through the Single Index Model. The research method used in this study is a descriptive research method with a quantitative approach. While the sampling technique uses a purpose sampling technique, with the criteria of stocks entering LQ45 during 2014-2016 respectively. The population contained in this study were 58 shares, and 33 samples were taken. The results of the analysis show that the stocks included in the optimal portfolio category are only 8 shares with the proportion of funds being WSKT 33.18%, PTPP 22.74%, AKRA 7.51%, GGRM 9.57%, TLKM 19.63%, UNVR 4, 65%, PWON 2.42%, and ADRO 0.31%. Based on the optimal stock calculation formed, the portfolio expected return is 0.0364 and portfolio risk is 0.0010.

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Journal Info
JMK Jurnal Manajemen dan Kewirausahaan
Website

Abbrev

ManajemenKewirausahaan

Publisher

Universitas Islam Kadiri

Subject

Economics, Econometrics & Finance

Description

Aims JMK (Jurnal Manajemen & Kewirausahaan) covers in details a large variety of topics in management. The aim of the journal is disseminate knowledge derived from the results of empirical research on organizations, people, systems, and events in the field of management and entrepreneurship. The ...