STRATEGI AKTIF (MOVING AVERAGE) DAN STRATEGI PASIF (BUY-AND-HOLD STRATEGI) PADA PEMBENTUKAN PORTOFOLIO PERIODE 2 JANUARI 2012 – 28 DESEMBER 2012
ABSTRACT: This study aims to
test whether active strategies with Moving averages are superior to the passive
strategy Buy-and-Hold Strategy in stock portfolios formed based on LQ45 index.
Research method used in the research begins with the collection of data which
is then processed and analyzed. Subsequently Application ChartNexus used in
order to form MA5&MA20 and MA10&30. Lastly the research compare return from active strategies (moving
average) and the passive strategy (buy-and-hold strategy). The results of this
study indicate that passive strategy with buy-and-hold strategy is able to
outperform the moving average active strategy when the market is bullish.
Keywords: Active and Passive
Strategy, Trendline, Portofolio, Return
Penulis: Loddy Li Putra,
Werner R. Murhadi, Putu Anom Mahadwartha
Kode Jurnal: jpmanajemendd131223
