FITRIYANI, NEVIA (2020) PENILAIAN PORTOFOLIO SAHAM OPTIMAL PADA SEKTOR PERBANKAN YANG TERDAFTAR DI INDEKS LQ45. Undergraduate thesis, UPN"VETERAN" JATIM.
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Abstract
Investment is an investment at this time in the hope of getting future profits. Selection of investment in company shares the banking sector began to attract investors. In investing other than pay attention to the expected rate of return, investors also need to take into account the risks to be faced. Because return and risk are two things that move in the same direction. The risk can be minimized by forming a portfolio. The purpose of this study is to assess which stocks are eligible to enter in the formation of the optimal portfolio along with calculating the portion of funds for each stock that makes up the portfolio, and determining the expected return optimal portfolio with the risk that investors must face. This study uses the Single Index Method. Population in research There are 44 companies in the banking sector that went public on the Indonesia Stock Exchange. The sample was selected using a purposive sampling technique on stocks of the banking sector that consecutively entered into the LQ45 Index for the period January 2015-December 2019. The results of this study show that from the 5 stock samples, there are 3 stocks that eligible to be included in the formation of the optimal portfolio, namely, Bank Central Asia Tbk. (BBCA) with the proportion of funds 75.18%, the State Savings Bank (Persero) Tbk. (BBTN) with the proportion of funds 17.08%, and Bank Rakyat Indonesia (Persero) Tbk. (BBRI) with the proportion of funds of 7.74%. With expected return portfolio optimal of 0.39% with a risk that must be faced 0.43%. Keywords: Single Index Model, Optimal Portfolio, Return, Risk
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Subjects: | H Social Sciences > HC Economics | ||||||||
| Divisions: | Faculty of Economic > Departement of Management | ||||||||
| Depositing User: | Mujari Mujari | ||||||||
| Date Deposited: | 14 Jun 2021 07:32 | ||||||||
| Last Modified: | 14 Jun 2021 07:32 | ||||||||
| URI: | http://repository.upnjatim.ac.id/id/eprint/1949 |
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