ANALISIS PORTOFOLIO IDX30 DENGAN METODE CAPM DAN SINGLE INDEX MODEL
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Institusion
Universitas Pembangunan Nasional Veteran Jakarta
Author
Muhammad Esmunaldo, .
Subject
HB Economic Theory
Datestamp
2022-05-27 04:04:21
Abstract :
This research is using quantitive descriptive study that aimed to see the diversification to build optimal portofolio from stocks that consistently listed in Index IDX30 composite during February 2017 – January 2021 period. By using Capital Asset Pricing Model and Single Index Model, both study methods make different result. The first result of this study are: (1) in CAPM method, it forms stocks to make optimal portofolio and there are BBCA, UNTR, SMGR, BBNI, ICBP, INTP, and BMRI. The other result are: (2) in using Singe Index Model it forms stocks to make optimal portofolio and there are and UNTR. This research using two different methods to find the combination and diversification of optimal portofolio in order to find the maximum return.
This research is using quantitive descriptive study that aimed to see the diversification to build optimal portofolio from stocks that consistently listed in Index IDX30 composite during February 2017 – January 2021 period. By using Capital Asset Pricing Model and Single Index Model, both study methods make different result. The first result of this study are: (1) in CAPM method, it forms stocks to make optimal portofolio and there are BBCA, UNTR, SMGR, BBNI, ICBP, INTP, and BMRI. The other result are: (2) in using Singe Index Model it forms stocks to make optimal portofolio and there are and UNTR. This research using two different methods to find the combination and diversification of optimal portofolio in order to find the maximum return.
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