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ThesisOpen AccessTerbit 2023Versi 1

EVALUASI KINERJA PORTOFOLIO SAHAM OPTIMAL PADA PERUSAHAAN PERBANKAN YANG TERDAFTAR DI INDEKS LQ45

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Abstrak

This research aims to determine the evaluation of optimal stock portfolio performance in banking companies listed on the LQ45 index This research uses a descriptive quantitative type with a single index method. The population in this study was 45 banking sector companies that go public on the Indonesian Stock Exchange Samples are selected by purposive sampling technique on banking sector shares which were included successively in the LQ45 Index for the period January 2017-December 2021. The results of this research show that of the 5 stock samples, only 2 samples are worthy of being included in the optimal portfolio, they are Bank Central Asia Tbk (BBCA) with a fund proportion of 91.86% and Bank Rakyat Indonesia (Persero) Tbk (BBRI) with a fund proportion of 8 13%. With Expected return the optimal portfolio is 1.88% and the risk that must be faced is 0.55%.

Kata kunci

Single Index Model, Optimal Portfolio, Return, Risk

Informasi bibliografis

Versi dan riwayat publik

  1. Versi 1EVALUASI KINERJA PORTOFOLIO SAHAM OPTIMAL PADA PERUSAHAAN PERBANKAN YANG TERDAFTAR DI INDEKS LQ452023 · oai:ais:skripsi:4433