STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45
The objective of investors to invest their money in the stock exchange was to maximize return although theywere subject to constraints, primarily risk. Return was the motivating force in the investment process. It was thereward for undertaking the investment. To overcome and lesson the risk, an inve...
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| Format: | Article |
| Language: | English |
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Universitas Merdeka Malang
2017-03-01
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| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/1017 |
| _version_ | 1811337806633500672 |
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| author | Ibnu Khajar |
| author_facet | Ibnu Khajar |
| author_sort | Ibnu Khajar |
| collection | DOAJ |
| description | The objective of investors to invest their money in the stock exchange was to maximize return although theywere subject to constraints, primarily risk. Return was the motivating force in the investment process. It was thereward for undertaking the investment. To overcome and lesson the risk, an investor needed to make diversificationthrough the formation of portfolio. The aim of this research was to know the return and risk from theactive and passive strategy in the stocks of LQ45, for 6 months periods, August 2009 until January 2010. Theactive strategy used the single index model and passive used the LQ45 share itself. The results of this researchindicated that active strategy (single index model): return portfolio was 5.43% and risk was 4.03%. Passivestrategy (following the index): return portfolio was 2% and risk was 3.5% and there was a linear relationshipbetween an asset’s risk and its required rate of return, the bigger the amount of return, the bigger the risk takenby investors or the reverse. The finding showed that between the two strategies, the return and risk of activestrategy as a whole was bigger than that of the passive strategy. |
| first_indexed | 2024-04-13T18:00:21Z |
| format | Article |
| id | doaj.art-0080fd7184594264bdb1bb51a2764fe9 |
| institution | Directory Open Access Journal |
| issn | 1410-8089 2443-2687 |
| language | English |
| last_indexed | 2024-04-13T18:00:21Z |
| publishDate | 2017-03-01 |
| publisher | Universitas Merdeka Malang |
| record_format | Article |
| series | Jurnal Keuangan dan Perbankan |
| spelling | doaj.art-0080fd7184594264bdb1bb51a2764fe92022-12-22T02:36:16ZengUniversitas Merdeka MalangJurnal Keuangan dan Perbankan1410-80892443-26872017-03-01152732STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45Ibnu Khajar0Fakultas Ekonomi Universitas Islam Sultan Agung (Unissula) Semarang Jl. Raya Kaligawe Km.4 Semarang, 50112.The objective of investors to invest their money in the stock exchange was to maximize return although theywere subject to constraints, primarily risk. Return was the motivating force in the investment process. It was thereward for undertaking the investment. To overcome and lesson the risk, an investor needed to make diversificationthrough the formation of portfolio. The aim of this research was to know the return and risk from theactive and passive strategy in the stocks of LQ45, for 6 months periods, August 2009 until January 2010. Theactive strategy used the single index model and passive used the LQ45 share itself. The results of this researchindicated that active strategy (single index model): return portfolio was 5.43% and risk was 4.03%. Passivestrategy (following the index): return portfolio was 2% and risk was 3.5% and there was a linear relationshipbetween an asset’s risk and its required rate of return, the bigger the amount of return, the bigger the risk takenby investors or the reverse. The finding showed that between the two strategies, the return and risk of activestrategy as a whole was bigger than that of the passive strategy.http://jurnal.unmer.ac.id/index.php/jkdp/article/view/1017active and passive strategy, risk, return, portfolio |
| spellingShingle | Ibnu Khajar STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45 Jurnal Keuangan dan Perbankan active and passive strategy, risk, return, portfolio |
| title | STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45 |
| title_full | STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45 |
| title_fullStr | STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45 |
| title_full_unstemmed | STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45 |
| title_short | STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45 |
| title_sort | strategi aktif pasif dalam optimalisasi portofolio saham indeks lq 45 |
| topic | active and passive strategy, risk, return, portfolio |
| url | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/1017 |
| work_keys_str_mv | AT ibnukhajar strategiaktifpasifdalamoptimalisasiportofoliosahamindekslq45 |