Syifa Adhani Mulya, . (2020) PEMBENTUKAN PORTOFOLIO OPTIMAL PADA INDEKS LQ-45 DAN JII DENGAN MODEL MARKOWITZ SEBAGAI DASAR KEPUTUSAN INVESTASI. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
The purpose of this research is to know the stocks that can be formed as a combination of the optimal portfolio with the proportion of funds of each shares by using Markowitz Model. The research was conducted on the stock indices LQ-45 and JII. The population that used in this research is the entire company listed on the LQ-45 stock index, which is 45 companies from February 2017 – July 2019 and on JII as many as 30 companies from June 2017 – November 2019. The results showed that there were 14 shares with portofolio expected return of 1.55% and a risk of 2.13% on the LQ-45 index and 10 shares on JII with portofolio expected return of 1.61% and a risk of 3.49% that could form as an optimal portfolio.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No. Panggil: 1610111175] [Pembimbing: Dra. Alfida Aziz] [Penguji 1: Nunuk Triwahyuningtyas] [Penguji 2; Jubaedah] |
| Uncontrolled Keywords: | Return, Risk, Markowitz Model, Optimal Portfolio |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1) |
| Depositing User: | Syifa Adhani Mulya |
| Date Deposited: | 14 Jan 2022 08:27 |
| Last Modified: | 14 Jan 2022 08:27 |
| URI: | http://repository.upnvj.ac.id/id/eprint/7516 |
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