STRATEGI PORTOFOLIO OPTIMAL PADA SAHAM LQ 45 UNTUK MENENTUKAN PILIHAN INVESTASI

JUNAIDI, KARINA and Sulastri, Sulastri and Taufik, Taufik (2021) STRATEGI PORTOFOLIO OPTIMAL PADA SAHAM LQ 45 UNTUK MENENTUKAN PILIHAN INVESTASI. Undergraduate thesis, Sriwijaya University.

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Abstract

The purpose of this research was to analyze the optimal portofolio strategy on LQ 45 share to determine investment options based on portofolio forming in active strategy. Moreover, this research also calculated the stock portfolio as a support in determining investment decisions. This research was conducted with quantitive methods, by retrieving data from all companies listed on the Indonesia Stock Exchange. The sampling in this study used the stratified random sampling method with the data obtained by as many as 42 companies. The method used in the formation of an optimal portfolio of active strategies is the Capital Asset Pricing Model and the method used in portofolio performance is Sharpe, Treynor dan Jensen Ratio. The results of this research were as follow there were 9 stocks included in the optimal active strategy portfolio, namely ADRO, BBCA, BRPT, EXCL, JSMR, KLBF, SMGR, TLKM, dan TPIA and good portfolio performance results are found in BRPT company stocks.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Capital Asset Pricing Model, Sharpe Ratio, Treynor Ratio, Jensen Ratio
Subjects:	H Social Sciences > HG Finance > HG1-9999 Finance H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance. Corporation finance H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation H Social Sciences > HG Finance > HG4530 Investment companies. Investment trusts. Mutual funds H Social Sciences > HG Finance > HG4538 Foreign investments H Social Sciences > HG Finance > HG4551-4598 Stock exchanges
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Karina Junaidi
Date Deposited:	04 Aug 2021 03:39
Last Modified:	18 Aug 2021 02:47
URI:	http://repository.unsri.ac.id/id/eprint/51498

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