SARI, MELSA SHANTIKA (2017) PEMBENTUKAN PORTOFOLIO OPTIMAL TIGA SAHAM PERUSAHAAN PUBLIK SEKTOR PROPERTY DAN REAL ESTATE. Skripsi thesis, UNIVERSITAS TARUMANAGARA.
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Abstract
The purposes of this research are to analyze and to predict an optimal portfolio of three stocks of property and real estate companies which are listed in Indonesia Stock Exchange on November 2016. The holding period is a month and closing price is used as the data. Optimal portfolio is a portfolio that provides the highest level of expected return of a given level of risk or the lowest risk of a given level of expected return in compare to other portfolios. Sharpe ratio is in this research as the method. The results of this research showed that the optimal portfolio of three stocks consist of 18% BIKA’s stock, 24% DART’s stock and 58% DUTI’s stock. These combination give 59.17% of expected return and 36.35% of tisk with 1.10271822522553 of sharpe ratio. Keywords: optimal portfolio, sharpe ratio, property and real estate companies
| Item Type: | Thesis (Skripsi) |
|---|---|
| Subjects: | Skripsi/Tugas Akhir Skripsi/Tugas Akhir > Fakultas Ekonomi |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | FE Perpus |
| Date Deposited: | 27 Apr 2021 05:19 |
| Last Modified: | 27 Apr 2021 05:20 |
| URI: | http://repository.untar.ac.id/id/eprint/23144 |
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