PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL

• Main Author: Sari Yuniarti
• Format: Article
• Language: English
• Published: Universitas Merdeka Malang 2017-03-01
• Series: Jurnal Keuangan dan Perbankan
• Subjects: optimal portfolio, single index model, banking stock.
• Online Access: http://jurnal.unmer.ac.id/index.php/jkdp/article/view/987

When Investor making an investment, they willing to get an optimal return, but on the reality, investor facedby uncertainty called risk. By making diversification, investor can be done by forming combination ofportfolio to reduce the rate of risk and optimizes the rate of expected return. This research aimed atanalyzing the form of optimal portfolio at the stocks of banking by using Single Index Model based onportfolio chosen theory which was increased first time by Markowitz (1952). Data used was secondary dataconsisting the data of banking stocks price which was in LQ-45 during 2009. By using single index modelwhere the combination of optimal portfolio was consisted of return and risk level of banking stock individually,composition of each candidate forming optimal portfolio was stock of BRI Bank, BCA, and BNI