ANALISIS PORTOFOLIO OPTIMAL SAHAM-SAHAM LQ-45 PADA PERIODE AGUTUS 2005- JULI 2006 DENGAN METODE SINGLE INDEX MODEL DI BURSA EFEK JAKARTA

Robby Iskandar

Abstract


 

When we choose to invest our asset in capital market, we will expect the return, such as dividend and capital gain. Rational investor must be expecting the highest return from the investment they’ve done. Risk possibility and return deviate from expectation are the possibilities should face by investment as a part of investment decision which made by investor.

The purpose of this research is to find the most optimum combination to create portfolio in LQ-45 index stocks in August 2005 till July 2006 in Bursa Efek Jakarta (BEJ). From stocks population in LQ-45 index, from 43 stocks listed in August 2005 till July 2006, we choose 7 stocks which fulfill the criteria to build an optimum portfolio. Optimum portfolio will periode 8,98714% rate of return in a month, and 5,1516% risk rate in a month.

 

Keywords : Investment, Portfolio, LQ-45, Rate of Return.


Full Text:

PDF


DOI: http://dx.doi.org/10.30813/bmj.v4i1.648

Refbacks

  • There are currently no refbacks.


Copyright (c) 2017 Business Management Journal

BUNDA MULIA PRESS
PROGRAM STUDI MANAJEMEN
Lantai 3, Ruang Akademik Program Studi Manajemen - Universitas Bunda Mulia
Jl. Lodan Raya No. 2, Ancol – Jakarta Utara 14430, Indonesia
Telp: +62 21 692 9090 ext.1364
Email: friza@bundamulia.ac.id