PENERAPAN MODEL INDEKS TUNGGAL (SINGLE - INDEX MODEL) DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM LQ-45 UNTUK PENGAMBILAN KEPUTUSAN INVESTASI

Sihaloho, Angrekta N. (2021) PENERAPAN MODEL INDEKS TUNGGAL (SINGLE - INDEX MODEL) DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM LQ-45 UNTUK PENGAMBILAN KEPUTUSAN INVESTASI. Undergraduate thesis, UNIMED.

[img] Text
1. NIM. 4173230002 COVER.pdf - Published Version

Download (0B)
[img] Text
2. NIM. 4173230002 APPROVAL SHEET.pdf - Published Version

Download (0B)
[img] Text
3. NIM. 4173230002 ABSTRACT.pdf - Published Version

Download (0B)
[img] Text
4. NIM. 4173230002 PREFACE.pdf - Published Version

Download (0B)
[img] Text
5. NIM. 4173230002 TABLE OF CONTENT.pdf - Published Version

Download (0B)
[img] Text
10. NIM. 4173230002 CHAPTER I.pdf - Published Version

Download (0B)
[img] Text
14. NIM. 4173230002 CHAPTER V.pdf - Published Version

Download (0B)
[img] Text
15. NIM. 4173230002 BIBLIOGRAPHY.pdf - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)

Abstract

Dalam berinvestasi, masalah umum yang sering dihadapi oleh investor ialah ketidakpastian dalam menentukan saham yang akan digunakan sebagai pembentuk portofolio. Pemilihan saham yang tidak tepat sering mengakibatkan kerugian kepada investor. Tujuan dari penelitian ini adalah untuk menentukan saham-saham yang dapat digunakan sebagai pembangun sebuah portofolio optimal dengan menggunakan Single Index Model. Pada Model Indeks Tunggal, saham pembentuk portofolio optimal dapat ditentukan berdasarkan tingkat ERB (Excess Return to Beta) saham yang lebih besar atau sama dengan nilai Cut-Off Point. Selain penentuan saham untuk portofolio optimal, Model Indeks Tunggal juga dapat membantu investor untuk mengetahui besar Expected Return yang akan diperoleh dan proporsi dana yang harus dialokasikan jika berinvestasi pada kombinasi portofolio optimal yang terbentuk. Saham yang digunakan merupakan saham yang tergabung pada indeks LQ-45, dalam kurun waktu Februari 2018 hingga Januari 2020, yang tidak melakukan stock split. Pada penelitian ini, dengan memilih saham yang memiliki ERB ≥ C∗ dari 33 sampel saham perusahaan diperoleh 6 saham pembangun portofolio optimal dengan proporsi dana kepada tiap saham yaitu Indofood CBP Sukses Makmur Tbk (ICBP) sebesar 26,24%, Chandra Asri Petrochemical Tbk (TPIA) sebesar 4,38%, Bank Central Asia Tbk (BBCA) sebesar 54,99%, Bank Rakyat Indonesia (Persero) Tbk (BBRI)sebesar 13,40%, Media Nusantara Citra Tbk (MNCN) sebesar 0,66%, XL Axiata Tbk (EXCL) sebesar 0,33%. dengan Ekspektasi Return dari portofolio yang terbentuk sekitar 0,017 atau 1,7% dan risiko yang akan ditanggung oleh investor sekitar 0,0013 atau 0,13%.

Item Type: Thesis (Undergraduate)
Contributors:
ContributionNameNIDN/NIDK
Thesis advisorKhairani, Nerli196801141994122001
Call Number: SK-2022 MAT 043
Keywords: Investasi; Pasar modal; Saham; Return; Resiko; Portofolio; Model indeks tunggal
Subjects: Q Science > QA Mathematics
Q Science > QA Mathematics > QA299 Analysis
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam > Matematika
Depositing User: Mrs Harly Christy Siagian
Date Deposited: 13 Jun 2022 09:04
URI: http://digilib.unimed.ac.id/id/eprint/46122

Actions (login required)

View Item View Item