ANALISIS PEMILIHAN INVESTASI PADAPORTOFOLIO OPTIMAL SAHAM DENGANPENDEKATAN SINGLE INDEX MODEL(Studi Pada Perusahaan Yang Listingdi Bursa Efek Indonesia)

TL;DRAbstract

The purpose of this study to analyze risk and return on the value of shares and the amount of return and risk existing market conditions and to select the optimal portfolio shares that provide maximum return with a certain risk or a certain rate of return with minimum risk to take investment decisions on listing companies on the Stock Exchange Indonesia. This research is a case study. Data analysis tool used is the Single Index Model. This model is able to identify the return and risk generated by each of the securities and markets. ERB values (Excess Return to Beta) in this method be used as an indicator for each of the securities to be positioned into the optimal portfolio candidates. If the value of Beta Excess Return to be greater than the cut-off rate (Ci) of the highest, it will be used as delimiters. Stocks that eventually enter the optimal portfolio is stocks with positive ERB and ERB value of securities is greater than the cut-off point. The next step, after the optimal portfo

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