ANALISIS PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL PADA PERUSAHAAN RETAIL DI BURSA EFEK INDONESIA PERIODE 2019-2020

Anisa Nurwinanda; Galuh   Setiadi; Ghea  Ardilia; Cyntia  Juliani; Nur Anisa

doi:10.37385/raj.v3i1.1895

Authors

Anisa Nurwinanda Universitas Muhammadiyah Riau
Galuh Setiadi Universitas Muhammadiyah Riau
Ghea Ardilia Universitas Muhammadiyah Riau
Cyntia Juliani Universitas Muhammadiyah Riau
Nur Anisa Universitas Muhammadiyah Riau

DOI:

https://doi.org/10.37385/raj.v3i1.1895

Keywords:

Portfolio, Model Index Single

Abstract

This study aims to determine how much a stock that has the optimal decision by the method of single index of the overall stock in the retail company in Indonesia stock Exchange. This research uses quantitative research with secondary data, this research uses retail company in Indonesia stock Exchange data stocks in finance.yahoo.com as many as 20 companies during the year 2019-2020. The results of this study is that there are 4 companies with the optimal decision, namely, PT. Electronic City Indonesia Tbk (ECII) 20,12%, PT. Globe Our Bright Tbk (GLOB) 36,14%, PT. Multipolar Tbk (MLPL) 5,95%, and PT. Supra Boga Lestari Tbk (RANC) 2,10%, where has the value ERB > C* with this show that the four stocks are included in the optimal portfolio as eligible to serve as forming the optimal portfolio.

References

Ahmad, K. 2004. Dasar-Dasar Manajemen Investasi Dan Portofolio. Jakarta: Rineka Cipta.

Arikunto. 2005. Metode Penelitian Kualitatif. Jakarta: Sagung Seto.

Chin, L., Chendra, E., & Sukmana, A. (2015). Analisa Optimasi Portofolio yang Memuat Saham-Saham Kelompok LQ45. In Research Report -Engineering Science. https://journal.unpar.ac.id/index.php/rekayasa/article/view/1648

Jogiyanto, H. 2014. Teori Portofolio dan Analisis Investasi.Jakarta : Salemba empat. [2]

Sulistiyowati,Endang. 2017. Analisis Portofolio Optimal Model Indeks Tunggal pada Perusahaan Properti and Real Estate. Jurnal Ilmu dan Riset Manajemen, Volume,6 nomor 5 [5]

Syam, Sadriani. Anwar Rauf. Chalid Imran Musa. 2021. “Analisis Pembentukan Portofolio Optimal Dengan Single Index Model Untuk Proyeksi Investasi Pada Saham Index LQ45 Di Bursa” .Vol 2 No. 2.

Tandelilin, Eduardus. 2017. Portofolio dan Investasi Teori dan Aplikasi, Edisi Pertama.Yogyakarta.

Sumber internet:

https://finance.yahoo.com/

http:/https://www.bi.go.id/id/statistik/indikator/bi-7day-rr.aspx

http:/www.idx.co.id/