Aplikasi Model Indeks Tunggal Dalam Pembentukan Portofolio Optimal Pada Saham Jakarta Islamic Index Periode 2017 – 2019

Cahyaningrum, Anisa Ayu and , Sri Murwanti, S.E., M.M. (2021) Aplikasi Model Indeks Tunggal Dalam Pembentukan Portofolio Optimal Pada Saham Jakarta Islamic Index Periode 2017 – 2019. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This study aims to analyze the application of the Single Index Model in the formation of optimal portfolios on the Jakarta Islamic Index (JII) for the period 2017 - 2019. The formation of an optimal portfolio can help investors minimize the level of risk and maximize the rate of return. This research is a type of applied research that provides solutions to problems that occur specifically. The technique used in sampling in this study was purposive sampling technique which resulted in 15 samples to be studied. The research method used to form the optimal portfolio combination is the Single Index Model. The optimal portfolio formation with the Single Index Model can be seen from an ERB level that is greater than or equal to the Cut-Off Point value (ERB ≥ C *). In addition to the optimal portfolio combination, the Single Index Model can also help investors determine the proportion of funds used to invest in this optimal portfolio combination. The results showed that there were four sample companies included in the optimal portfolio combination, including Indofood CBP Sukses Makmur Tbk. (ICBP), Bukit Asam Tbk. (PTBA), Semen Indonesia Tbk. (SMGR), and Kalbe Farma Tbk. (KLBF).

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Portofolio Optimal, Model Indeks Tunggal, Jakarta Islamic Index (JII)
Subjects:	H Social Sciences > HG Finance
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	ANISA AYU CAHYANINGRUM
Date Deposited:	17 Feb 2021 22:40
Last Modified:	17 Feb 2021 22:40
URI:	http://eprints.ums.ac.id/id/eprint/89326

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