Analisis Pembentukan Portofolio dengan Metode Markowitz (Studi Kasus pada Lima Saham Berkapitalisasi Terbesar dalam Indeks LQ 45 pada Agustus 2009 sampai Juli 2012)

Kusumawati, Silvia (0952029) (2013) Analisis Pembentukan Portofolio dengan Metode Markowitz (Studi Kasus pada Lima Saham Berkapitalisasi Terbesar dalam Indeks LQ 45 pada Agustus 2009 sampai Juli 2012). Undergraduate thesis, Universitas Kristen Maranatha.

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Abstract

In the investment world, we know about high risk, high return. The higher of return that investor get, the higher level of the risk. To minimize the risk of investing in stock, investors can make stock portfolio (diversification), by investing in many stocks so that losses in one stock can be up by gains on other stocks. The purpose of this research is to be able to know the results of the formation of a stock portfolio and to get an overview of optimal portfolios based on investor risk preferences. The method in this research is the Markowitz method. The data used in this research is secondary data, the historical data of the monthly closing price for the period August 2009 to July 2012. Samples taken in this research is PT Astra International Tbk, PT HM Sampoerna Tbk, PT Unilever Indonesia Tbk, PT Bank Central Asia Tbk and PT Telekomunikasi Indonesia Tbk. From the results of this research could be concluded that for investors who like risk (risk lover), it can be said that the portfolio of the five is the optimal portfolio with expected return of 0.033939785 or 3.39% to the level of risk by 0.05403219 or 5.40%. As for investors who do not like risk (risk averse), then it can be said that the second portfolio is the optimal portfolio with expected return of 0.020127024 or 2.01% to the level of risk of 0.043275602 or 4.33%.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: optimal portfolio, Markowitz, Expected Return, risk level, risk lover, risk averse.
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: Faculty of Economics > 52 Management Department
Depositing User: Perpustakaan Maranatha
Date Deposited: 18 Jun 2015 11:14
Last Modified: 18 Jun 2015 11:14
URI: http://repository.maranatha.edu/id/eprint/13306

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