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    • Seminar Nasional Riset Manajemen dan Bisnis (SANSETMAB) 2017
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    Analisis Investasi Penentuan Portofolio Optimal dengan Metode Indeks Tunggal di Bursa Efek Indonesia (Studi Komparatif Penggunaan Random Model pada Jakarta Islamic Indek Periode 2012-2015)

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    Date
    2017-05-24
    Author
    Umam, Novi Khoerul
    Amalia, Naili
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    Abstract
    The purpose of this study is to determination of the portfolio by using a single index can provide optimal return than portfolios random selection or random, so expect investors to be rational not gamble in selecting the investment portfolio. This type of research is descriptive research with quantitative approach. Sampling method proporsive sampling that all companies or issuers that are listed in the Jakarta Islamic Index (JII) for 5 observation period started November 2012 to May 2015. The data used is the closing price monthly during the observation period. From calculations using a single index method of producing 6 portfolio companies and potential candidate is AKRA, CPIN, ICBP, INDF, SMGR, and UNVR with a total return of 0,906177. While the determination of random or random portfolio using fama theory, there are 10 companies For optimal diversification with a total return 0,677704. The analysis showed that the determination of the stock portfolio by using a single index models can generate optimal returns compared with the determination of random stock portfolio. It can be concluded that, investors should be rational not be gambling in making investment, especially in the capital market.
    URI
    http://hdl.handle.net/11617/9024
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