Article Per Year (5 Year)
p-Index From 2021 - 2026
2.195
P-Index
This Author published in this journals
All Journal Jurnal Pendidikan dan Konseling Management Studies and Entrepreneurship Journal (MSEJ) JIIP (Jurnal Ilmiah Ilmu Pendidikan) Akrab Juara : Jurnal Ilmu-ilmu Sosial STUDI PELAKSANAAN SELFMEDICATION PADA PENDERITA DIARE BERDASARKAN TINGKAT PENGETAHUAN MASYARAKAT PESISIR KECAMATAN SOROPIA KABUPATEN KONAWE INTELEKTIVA Jurnal Manajemen Bisnis Unbara Jurnal Penelitian Ekonomi Manajemen dan Bisnis Innovative: Journal Of Social Science Research Madani: Multidisciplinary Scientific Journal Jurnal Akuntansi Keuangan Dan Perpajakan Indonesia Economic Journal
Asrah Tandirerung Ranteallo
Universitas Bina Sarana Informatika
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Medicine & Pharmacology Physics Public Health Social Sciences Other

Published : 19 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN MODEL INDEKS TUNGGAL PADA SAHAM-SAHAM INDEKS KOMPAS 100 DI BURSA EFEK INDONESIA PERIODE FEBRUARI 2016- JANUARI 2019 Tandirerung Ranteallo, Asrah; Herawati, Niken
Aksara Public Vol 3 No 4 (2019): November (2019)
Publisher : EDUTECH CONSULTANT

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Abstract This study aims to analyze the construction of the optimal portfolio with the single index model on stocks Kompas 100 Index in the Indonesia Stock Exchange.The research methodology used is descriptive qualitative with panel and secondary data obtained from the Indonesian Stock Exchange. Technical sampling method used is purposive sampling method with data during the period of February 2016 to the period of January 2019. The data analysis technique used is portfolio analysis using single index model.The result of this study indicates that the optimal portfolio proportion is achieved by the proportion of stocks in Kompas 100 Index such as PTPP (33.29%), AISA (18.54%), BJBR (17.76%), TBIG (15.43%), JPFA (6.92%), LPCK (4.32%), DILD (1.56%), SMRA (1.12%) and CTRA (1.06%). The optimal result of expected return and risk is obtained by stocks in Kompas 100 Index, the daily expected return of 0.141% and daily risk of 0,012%. The result of the comparison on diversification benefit between Individual and Kompas 100 Index, is that the diversification profits generated by Kompas 100 Index have more variants of better profit compared to profit diversification of Individual Investment.
Co-Authors Ade Sri Mulyani Bela Rizki Lestari DINDA JULIA PRAMESTI Farihatul Umariyah Firdaus, Salsabila Fitrianingsih, Kukuh KARINA SYAFIRA Muhsin Shibghatullah Izh-Haruddin Niken Herawati Rosento Sari Ayu