Analisis Komparatif Penentuan Portofolio Optimal Dengan Single Index Model (SIM) Dan Random Model (Studi Pada Bursa Efek Indonesia Periode 2013-2016)

Umam, Novi Khoerul and , Imronudin, S.E. M.Si. Ph.D. (2018) Analisis Komparatif Penentuan Portofolio Optimal Dengan Single Index Model (SIM) Dan Random Model (Studi Pada Bursa Efek Indonesia Periode 2013-2016). Skripsi thesis, Universitas Muhammadiyah Surakarta.

	PDF (HALAMAN DEPAN) 1BAG DEPAN fix.pdf Download (309kB)
	PDF (BAB I) BAB I.pdf Download (146kB)
	PDF (BAB II) BAB II.pdf Restricted to Repository staff only Download (389kB) | Request a copy
	PDF (BAB III) BAB III.pdf Restricted to Repository staff only Download (400kB) | Request a copy
	PDF (BAB IV) BAB IV.pdf Restricted to Repository staff only Download (449kB) | Request a copy
	PDF (BAB V) BAB V.pdf Restricted to Repository staff only Download (92kB) | Request a copy
	PDF (DAFTAR PUSTAKA) DAFTAR PUSTAKA.pdf Download (133kB)
	PDF (LAMPIRAN) eLAMPIRAN.pdf Restricted to Repository staff only Download (36kB) | Request a copy
	PDF (PERNYATAAN PUBLIKASI ILMIAH) img002.pdf Restricted to Repository staff only Download (457kB) | Request a copy
	PDF (NASKAH PUBLIKASI) cover_NASPUB UMAM.pdf Download (602kB)

Abstract

The purpose of this study is to determine the portfolio by using a single index that can provide optimal results. The type of this research is descriptive research with quantitative approach. The method used is proportional sampling that all companies or issuers listed in Jakarta Islamic Index (JII) for 6 period from 2013 to Novenber 2016. The data used is the monthly closing price during the observation period. From the calculation results using a single method to produce 6 portfolio companies and potential candidates AKRA, TLKM, UNVR, UNTR, ADRO, INTP INDF, ASII, and KLBF with total return portfolio of 0.024203. By determining random portfolio using fama theory, there are 10 companies for optimal diversification ie LPKR, AKRA, WIKA, ASII, LSIP, SMGR, ADRO UNVR, KLBF, and KLBF with total return 0.014078738. Dynamic analysis with model. It can be concluded that the determination of the portfolio using single index model will be able to give optimal or maximum return compared to the determination of portfolio with random or random model. Keywords: portfolio, single index model, random model

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Data, Informasi, Perpustakaan
Subjects:	H Social Sciences > HG Finance H Social Sciences > HN Social history and conditions. Social problems. Social reform
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	Novi Khoerul Umam
Date Deposited:	12 Feb 2018 07:46
Last Modified:	12 Feb 2018 07:51
URI:	http://eprints.ums.ac.id/id/eprint/60295

Actions (login required)

View Item