Open AccessANALISIS RETURN PORTOFOLIO YANG OPTIMAL PADA SAHAM LQ 45 YANG TERCATAT DI BURSA EFEK INDONESIA SELAMA PERIODE 2008-2010
Author(s) -
Jolanda Saputri,
Oktafalia Marisa Muzammil
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.v8i1.616
Subject(s) - portfolio , sharpe ratio , stock (firearms) , economics , risk–return spectrum , agricultural science , econometrics , business , financial economics , mathematics , geography , biology , archaeology
This research aimed to analyze the optimal portfolio return and the change in IHSG to changes in stock prices the securities sector. The purpose of this study is the author wanted to determine the effect of the transaction value of the securities sector stock price changes. The method used is the Sharpe Model, Single Index Model, and using Microsoft Office Excel. The result of this research is the only portfolio on the agricultural sector able to generate a positive return. Conclusions of this research, there were 12 companies included in the the optimal portfolio in LQ45 and agricultural sectors only have return rate postitif of 19:16% and the risk by 5.92%. Keywords : Return, Risk, Single Indeks Model, and Sharpe Model