Open AccessANALISIS PORTOFOLIO OPTIMAL SAHAM-SAHAM LQ-45 PADA PERIODE AGUTUS 2005- JULI 2006 DENGAN METODE SINGLE INDEX MODEL DI BURSA EFEK JAKARTA
Author(s) -
Robby Iskandar
Publication year - 2017
Publication title -
business management journal/business and management journal (bunda mulia)
Language(s) - English
Resource type - Journals
eISSN - 2598-6775
pISSN - 1907-0896
DOI - 10.30813/bmj.v4i1.648
Subject(s) - portfolio , economics , mathematics , population , investment (military) , financial economics , political science , demography , sociology , politics , law
When we choose to invest our asset in capital market, we will expect the return, such as dividend and capital gain. Rational investor must be expecting the highest return from the investment they’ve done. Risk possibility and return deviate from expectation are the possibilities should face by investment as a part of investment decision which made by investor. The purpose of this research is to find the most optimum combination to create portfolio in LQ-45 index stocks in August 2005 till July 2006 in Bursa Efek Jakarta (BEJ). From stocks population in LQ-45 index, from 43 stocks listed in August 2005 till July 2006, we choose 7 stocks which fulfill the criteria to build an optimum portfolio. Optimum portfolio will periode 8,98714% rate of return in a month, and 5,1516% risk rate in a month. Keywords : Investment, Portfolio, LQ-45, Rate of Return.