Komposisi Portofolio Saham di Bursa Efek Indonesia Menggunakan Single Index Model
Koesoemasari, Dian Safitri Pantja
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The capital market has now become an alternative to investing. To invest in the stock market, investors have to manage the risk. The formation of the portfolio will produces optimal returns with relatively risk for the investor. Optimal stock portfolio composition is chosen by investors, because normally a risk-averse investor has the nature. An investor can not know with certainty but it can predict their return. Furthermore, how much of deviations between the expected return with actual return, the greater deviations between expected return with actual return, indicating investors are not able to anticipate the risks. To avoid the risk of the maximum, then the investor should diversify its investments so that risks are minimal. Risks faced by investors, there are two kinds of systematic risk that can not be diversified and the unsystematic risk can be diversified is. Investors in choosing the composition of the portfolio shares in Indonesia Stock Exchange can use a Single Index Model in order to obtain the optimal portfolio.