ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM DENGAN MENGGUNAKAN CAPITAL ASSET PRICING MODEL (STUDI EMPIRIS PADA SAHAM YANG MASUK DALAM INDEKS LQ45 DI BURSA EFEK INDONESIA)

META YAMA SARI, META YAMA SARI (2020) ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM DENGAN MENGGUNAKAN CAPITAL ASSET PRICING MODEL (STUDI EMPIRIS PADA SAHAM YANG MASUK DALAM INDEKS LQ45 DI BURSA EFEK INDONESIA). skripsi thesis, UNIVERSITAS BATANGHARI JAMBI.

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Abstract

ABSTRACT META YAMA SARI/1600861201420/Financial Management/Analysis of Optimal Portfolio Development of Shares by Using Capital Asset Pricing Model (Empirical Study of Stocks that Entered in LQ 45 Index in Indonesia Stock Exchange)/R. Adisetiawan, SE, MM/Mufidah, S.E., M.Si. Economic growth is one of the indicators of a country's success. To achieve that economic growth, one of the things that is done by a Nengara is to conduct investment activities. The acquisition of data in research is done by library research. Data analysis is conducted using Capital asset Pricing Model (CAPM) in determining the optimal portfolio. The calculations are done using the MS Excel program. The population of this research is the entire company that entered in the LQ 45 August 2014-July 2016. Based on the results of the discussion can be concluded that: Step determining the optimal stock CAPM ie initially done determination of expected return to choose any stocks that enter as stocks efficient and inefficient and entered in the candidate for the optimal portfolio formation. When the stock return is greater than expected return [(Ri) > (E (Ri)] It is categorized as an efficient stock or efficient company performance, determination of optimal portfolio formation is done by drafting the excess return to Beta rating of the highest value to the lowest value. Determination of this ERB requires analysis of expected return, beta and risk free rate. The criteria in determining the optimal portfolio is ERB ≥ Ci. And from the calculation result by comparing ERB and Ci, there are 22 stocks that go as the optimal portfolio.

Item Type: Thesis (skripsi)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: mita perpus unbari
Date Deposited: 29 Sep 2021 04:48
Last Modified: 29 Sep 2021 04:48
URI: http://repository.unbari.ac.id/id/eprint/441

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