Detail Inovasi Perguruan Tinggi


Tema: Manajemen Keuangan
Judul: ANALISIS TINGKAT RESIKO DAN IMBAL HASIL SAHAM TERHADAP PEMBENTUKAN PORTOFOLIO OPTIMAL (Studi Kasus Pada 8 saham dari LQ-45)
Perguruan Tinggi: Sekolah Tinggi Ilmu Ekonomi Kesatuan
Jenis/sdm: dosen/0430127101

Tahun: 2013

Based on the theory of risk and return, an investor can diversify or spreads it’s investments in many company stock that listed in market, which it can reduce risk and also get optimal returns. The author would like to do research and calculations in order to determine the optimal portfolio and analyze the risks and returns that will be collected from eight shares in selected stocks based on the most stable movements in last three years. The data used in this study are secondary data that obtained from Indonesia Stock Exchange (IDX). The analysis techniques are using formulas in a portfolio that start with calculating the risk and returns to determinate of stock that classified in the optimal portfolio through ERB calculation.

            In the year of 2007, which that the highest rate of return is stock of Astra Internasional Tbk amounting to 0.062204 and the lowest rate of return is Telekomunikasi Indonesia Tbk amounting to 0.008778, while those with the highest beta value is Astra Internasional Tbk amounting to 1.556123 and the lowest beta value is Aneka Tambang (Persero) Tbk. Amounting to 0.017862. In the year of 2008, which the highest rate of return is the share of Telekomunikasi Indonesia Tbk  Amounting to -0.019699 and the lowest rate of return is the share of Perusahaan Gas Negara (Persero) Tbk amounting to -0.094074, while those with the highest Beta value is Astra Internasional Tbk Amounting to 1.599810 and the lowest beta value is bank Danamon Indonesia Tbk Amounting to 0.239171

 

Keywords : Rate Of Return, Risk, Optimal Portofolio