PEMBENTUKAN PORTOFOLIO OPTIMAL PADA BEBERAPA SAHAM YANG MASUK PADA INDEKS PEFINDO25 YANG TERCATAT DI BURSA EFEK INDONESIA
ABSTRACT: This study aims to
determine the stock that form the optimal portofolio and the proportion of
funds invested and determine the rate of return and level of risk of the
optimal portofolio of stocks that, is formed in the PEFINDO25 index listed on Indonesian
Stock Exchange, in the study period at August 2011 to July 2013. The method of
analysis used in this study is a single index model method and sampling techniques
using purposive sampling. Based on the results of data analysis stocks that
form the optimal portofolio in PEFINDO25 index in the period at August 2011 –
July 2013, obtained three stocks included in the optimal portofolio members.
The share are accompanied by the proportion of investment funds is BISI (BISI International
Tbk) 48,4379%, GZCO (Gozco Plantations Tbk) 31,3017%, HRUM (Harum Energy Tbk)
20,2604%,. The stocks are result yield rate of return on a portofolio that will
get investors at 0,151% and the portofolio risk level of 0,003%.
Keywords: PEFINDO25, Optimal
Portofolio, Single Index Model, Return and Risk
Penulis: Chalimatuz Sa’diyah
Kode Jurnal: jpmanajemendd151584
