ANALISIS PORTOFOLIO IDX30 DENGAN METODE CAPM DAN SINGLE INDEX MODEL

Muhammad Esmunaldo, . (2021) ANALISIS PORTOFOLIO IDX30 DENGAN METODE CAPM DAN SINGLE INDEX MODEL. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.

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Abstract

This research is using quantitive descriptive study that aimed to see the diversification to build optimal portofolio from stocks that consistently listed in Index IDX30 composite during February 2017 – January 2021 period. By using Capital Asset Pricing Model and Single Index Model, both study methods make different result. The first result of this study are: (1) in CAPM method, it forms stocks to make optimal portofolio and there are BBCA, UNTR, SMGR, BBNI, ICBP, INTP, and BMRI. The other result are: (2) in using Singe Index Model it forms stocks to make optimal portofolio and there are and UNTR. This research using two different methods to find the combination and diversification of optimal portofolio in order to find the maximum return.

Item Type: Thesis (Skripsi)
Additional Information: [No. Panggil: 1710111103] [Pembimbing:Edi Warman] [Penguji 1: Alfida Aziz] [Penguji 2: Jubaeda]
Uncontrolled Keywords: Optimal Portfolio, IDX30, CAPM, Single Index Model, Return.
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
H Social Sciences > HG Finance
H Social Sciences > HJ Public Finance
Divisions: Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1)
Depositing User: Muhammad Esmunaldo
Date Deposited: 27 May 2022 04:04
Last Modified: 27 May 2022 04:04
URI: http://repository.upnvj.ac.id/id/eprint/13702

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