ANALISIS STRATEGI PORTOFOLIO OPTIMAL SAHAM-OBLIGASI: STUDI EMPIRIS PADA PERUSAHAAN INDEKS LQ 45 DAN OBLIGASI PEMERINTAH DI BURSA EFEK INDONESIA

PRATAMA, YOGA YUDHA and Andriana, Isni and Umrie, Rasyid HS (2020) ANALISIS STRATEGI PORTOFOLIO OPTIMAL SAHAM-OBLIGASI: STUDI EMPIRIS PADA PERUSAHAAN INDEKS LQ 45 DAN OBLIGASI PEMERINTAH DI BURSA EFEK INDONESIA. Undergraduate thesis, Sriwijaya University.

	Text RAMA_61201_01011181621269.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (1MB) | Request a copy
	Text RAMA_61201_01011181621269_TURNITIN.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (9MB) | Request a copy
Preview	Text RAMA_61201_01011181621269_0001097501_0002115403_01_front_ref.pdf - Accepted Version Available under License Creative Commons Public Domain Dedication. Download (1MB) | Preview
	Text RAMA_61201_01011181621269_0001097501_0002115403_02.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (459kB) | Request a copy
	Text RAMA_61201_01011181621269_0001097501_0002115403_03.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (309kB) | Request a copy
	Text RAMA_61201_01011181621269_0001097501_0002115403_04.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (239kB) | Request a copy
	Text RAMA_61201_01011181621269_0001097501_0002115403_05.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (18kB) | Request a copy
	Text RAMA_61201_01011181621269_0001097501_0002115403_06_ref.pdf - Bibliography Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (135kB) | Request a copy
	Text RAMA_61201_01011181621269_0001097501_0002115403_07_lamp.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (884kB) | Request a copy

Abstract

This study aims to analyze the strategy in determining the optimal portfolio performance of stocks by using Single Index Model technique on LQ 45 Index stocks and the optimal portfolio performance of the bonds by using Buy and Hold technique at the government bonds on Indonesia Stock Exchange in 2014-2018. This strategy results the performance at the rate of return (yield), risk and optimal portfolio proportions. The population used in this study are company stocks on the LQ 45 Index which produces 23 samples and government bonds which produces 7 samples. The research methodology used in this research is descriptive analysis. The data type used in this research is quantitative and the data source of this research is secondary data. The limitation of this study is the author only uses 5 years of research period and 2 type of portfolio calculation techniques. The result of this research shows that the optimal portfolio performance of stocks with the optimal value of expected return and risk at 0.01497 and 0.006395, while the optimal portfolio performance of bonds shows the optimal portfolio of yield and risk at 0.090063991 and -0.003063991. The proportion of funds distributed to the optimal portfolio of stocks is BBCA (27%), GGRM (12%), TLKM (11%), ICBP (14%), PTBA (5%), UNVR (10%), BBRI (9%), BBNI (6%), BMRI (5%) and UNTR (2%) while the proportion of bond optimal portfolio is FR0073 (90%) and FR0072 (10%).

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Model Indeks Tunggal, Buy and Hold, Indeks LQ 45, Obligasi Pemerintah, Kinerja Portofolio Optimal
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 > HG4551-4598 Stock exchanges
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Users 10764 not found.
Date Deposited:	08 Feb 2021 04:33
Last Modified:	08 Feb 2021 04:33
URI:	http://repository.unsri.ac.id/id/eprint/42364

Actions (login required)

View Item