PERMATASARI, LISA (2016) ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN INDEKS MODEL TUNGGAL PADA SAHAM PERUSAHAAN YANG TERDAFTAR DI LQ-45 PERIODE 2013-2015. S1 thesis, Universitas Negeri Jakarta.
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Abstract
ABSTRACT Lisa Permatasari, 2016; Analysis of Optimal Portfolio using Single Index Model on the company stock are listed in LQ-45 2013-2015. Skripsi, Jakarta: Management of Finance Concentration, Department of Management, Faculty of Economics, State University of Jakarta. This research purpose are: 1) Analyze the difference in the risk of stock the candidates optimal portfolio with the risk of stock the not candidates optimal portfolio, (2) Analyze the difference in the return of stock the candidates optimal portfolio with the return of stock the not candidates optimal portfolio. The research conducted toward stocks listed LQ-45 are 45 company stock, with the research sample consist of 28 company stock. The data research using secondary data and the sample technique purposive sampling method. The propose analysis method using Analysis Single Index model, normality test dan independent sample t-test. The result analysis of optimum portfolio consist from 3 stock candidates are UNVR, AKRA, ICBP. The hypothesis result that not significantly difference between risk of candidates portfolio and risk of not candidates portfolio. Have significantly difference between return of candidates portfolio and return of not candidates portfolio. Keywords: Portfolio Analysis, Single Index Model
| Item Type: | Thesis (S1) |
|---|---|
| Additional Information: | Pembimbing I: Dr. Gatot Nazir Ahmad, S.Si, M.Si ., Pembimbing II: Destria K, SE, M.Sc |
| Subjects: | Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Keuangan (Financial Management) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Investasi, Manajemen Modal, Kapitalisasi (Management of Investment, Capitalization) |
| Divisions: | Fakultas Ekonomi > S1 Manajemen |
| Depositing User: | Budi Siswanto |
| Date Deposited: | 11 Jan 2018 08:45 |
| Last Modified: | 11 Jan 2018 08:45 |
| URI: | http://repository.fe.unj.ac.id/id/eprint/2512 |
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