PORTOFOLIO OPTIMAL SAHAM-SAHAM PROPERTI DAN REAL ESTATE DI INDONESIA TAHUN 2013

SARI, TRI INDAH and Adam, Mohamad and Taufik, Taufik (2014) PORTOFOLIO OPTIMAL SAHAM-SAHAM PROPERTI DAN REAL ESTATE DI INDONESIA TAHUN 2013. Undergraduate thesis, Sriwijaya University.

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Abstract

Investor of property and real estate becomes one of option.. A wise Investor will invest their funds in efficient stock into optimal portofolio which provides high expected return with minimum risk. The aim of this research is determining the optimal portofolio percentage which will create on stocks and real estate properties in Indonesia. This research uses descriptrve analysis method with quantitative approach, where data technique uses secondary data. This research results showed that there are ten stocks of portfolio candidates from fourty-six stocks researched with the cut-off-rate (C*) of 0.001129. And four of ten stocks have the biggest excess return to beta (ERB). Portion of optimal portofolio created are (COWL) Cowell Development Tbk 78,41%, (BCIP) Bumi Citra Permai Tbk 13,25%, (BKSL) Sentul City Tbk,66%, and (RODA) Pikko Land Development Tbk 3,68%. return portfolio of 0.03846 or 3,84 %, expected return portofolio 0.001438 or 0,14% and portfolio risk of 0,0011%. The results of analyzed that is investor should invest their funds in optimum portfolio such as stocks analysis is of COWL, BCIP, BKSL and RODA.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Property and Real Estate, optimal portfolio, expected return, excess return to beta, cut-off-rate.
Subjects:	H Social Sciences > HG Finance > HG4551-4598 Stock exchanges
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mr. Muhammad Irwan
Date Deposited:	17 Jan 2022 08:18
Last Modified:	17 Jan 2022 08:18
URI:	http://repository.unsri.ac.id/id/eprint/60996

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