Jurnal Ilmu Manajemen
Vol 5, No 2 (2016): Jurnal Ilmu Manajemen

PORTOFOLIO OPTIMAL BERDASARKAN MODEL INDEKS TUNGGAL PADA SAHAM BISNIS-27 DI BURSA EFEK INDONESIA

Ulpa Anggraini, Desi (Unknown)
Choiriyah, Choiriyah (Unknown)
Aldama, Kurnia (Unknown)

Article Info

Publish Date
13 Mar 2017

Abstract

This aimed of study was to analyze the form optimal portfolio BISNIS-27 Indonesia Stock Exchange in period May 2011 to November 2015. This study is used Single Index Model. The data used in this study was daily adjusted close price on period May 2011-November 2015. The sample was taken by using purposive sampling, which was always grouped BISNIS-27 Index.The result of the study showed that the use Single Index Model on 13 companies in BISNIS-27 exchange stock group for 10 period (May 2011-November 2015) found that there was 6 stock with each fund INCO (55.2797%), BSDE (37.171%), TLKM (4.947%), ADRO (0.17325%), KLBF (0.739%), and BBRI (0.1308%). Based on the calculation, the investor will receive the return portfolio about 0.524% with the risk of the portfolio about 0.0264%.

Copyrights © 2016




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Jurnal Ilmu Manajemen
Website

Abbrev

ilmu_manajemen

Publisher

Universitas Muhammadiyah Palembang

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

Jurnal Ilmu Manajemen is published by Pascasarjana Management Department. It is published twice year in June and December. Jurnal Ilmu Manajemen publish papers in the field of management science that give contribution to the development of management science, and management practices. We accept ...