Formation Of Portfolio Analysis Optimal Model With A Single Index

(Studies in IDX30 Index Period 2016-2018)

  • Nurul Novika Hasanah STIE Widya Gama Lumajang
  • Sukma Irdiana STIE Widya Gama Lumajang
  • Ninik Lukiana STIE Widya Gama Lumajang
Keywords: IDX30 Index, Single Index Model, Optimal Portfolio

Abstract

Investors in the capital market will Generally Reviews their funds invest in stocks that have high returns with minimal risk. In order to reduce the level of risk, Reviews These stocks can be formed into a portfolio. The purpose of this study is to find out the stocks of IDX30 Index of members who can form an optimal portfolio and to find out the proportion of each selected stock and the level of return and risk of the portfolio produced. This research was conducted on the Indonesia Stock Exchange. The Data in this study are secondary Data Obtained from IDX, Yahoo Finance, and BI. The number of samples taken was 18 shares, using the purposive sampling method. The analysis technique used is descriptive analysis and processing of data using Microsoft Excel 2010. The method used is to use the Single Index Model approach.

References

Aliakur, G. J., & Triaryati, N. (2017). Kinerja Portofolio Optimal Berdasarkan Model Indeks Tunggal. E-Jurnal Manajemen Unud, 6(5), 2528-2555.
Darmawan, I. P. P. A., & Purnawati, N. K. (2015). Pembentukan Portofolio Optimal Pada Saham-Saham Di Indeks Lq 45 Dengan Menggunakan Model Indeks Tunggal. E-Jurnal Manajemen Unud, 4(12), 4335-4361.
Gunawan, O. V., & Artini, L. G. S. (2016). Pembentukan Portofolio Optimal Dengan Pendekatan Model Indeks Tunggal Pada Saham Lq-45 Di Bursa Efek Indonesia. E-Jurnal Manajemen Unud, 5(9), 5554-5584.
Hartono, J. (2016). Teori Portofolio dan Analisis Investasi. Yogyakarta: BPFE.
Husnan, S. (2015). Teori Portofolio dan Analisis Sekuritas. Yogyakarta: UPP STIM YKPN.
Juliasari, D., & Liyundira, F. S. (2016). Analisis Pembentukan Portofolio Optimal Pada Perusahaan Makanan Dan Minuman Yang Terdaftar Di Bursa Efek Indonesia (BEI) Periode 2011–2014. In Seminar Nasional Fakultas Ekonomi UNIBA Surakarta (Vol. 2, No. 1, pp. 3-13).
Octovian, R. (2017). Pembentukan Portofolio Optimal (Studi Kasus Indeks Saham Lq45, Bisnis-27 Dan Idx30 Periode 2010-2014). Jurnal Sekuritas (Saham, Ekonomi, Keuangan dan Investasi ), 1(2), 74 – 88.
Ratna, S. (2018). Analisis Portofolio Optimal Saham-Saham Lq45 Menggunakan Single Index Model Di Bursa Efek Indonesia Periode 2013-2016. Journal of Accounting and Business Studies, 1(2).
Sugiyono. (2017). Metode Penelitian Bisnis. Bandung: ALFABETA.
Tandelilin, E. (2010). Portofolio dan Investasi Teori dan Aplikasi. Yogyakarta: Kanisius.
Published
2019-08-31