Jaya, Albert (2012) EVALUASI KINERJA PORTOFOLIO SAHAM LQ45 DENGAN METODE SINGLE INDEX MODEL PERIODE 2009-2011. Skripsi thesis, UNIVERSITAS TARUMANAGARA.
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Albert Jaya 115090026 JA.pdf Download (1MB) |
Abstract
This study aims to determine how to construct an optimum portfolios using a single index method. This study uses historical price in the period January 2009 to December 2011. The Portfolio using Shares from Corporated Companies which always appears in LQ45 Indicies. There are 25 Corporated Companies included in this research. To construct optimum portfolio using single index model, this study used the comparisson between Excess Return to beta and cut off point. The shares that got selected was the shares which Excess Return to beta higher than cut off point. This research obtain an optimum portfolios. The optimum portfolio contain shares from 8 companies. They’re ASII, ADRO, JSMR, BBCA, UNTR, INTP, AALI, dan INDF. ASII is the biggest contributor for the return and risk because ASII has the largest proportion in Portfolio.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Subjects: | Skripsi/Tugas Akhir Skripsi/Tugas Akhir > Fakultas Ekonomi |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | FE Perpus |
| Date Deposited: | 11 May 2023 03:53 |
| Last Modified: | 11 May 2023 03:53 |
| URI: | http://repository.untar.ac.id/id/eprint/39644 |
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