Evaluasi Pembentukan Portofolio Saham Optimal
Investing is an art of how to manage wealth growth. In order to have optimum return, an investor has to balance between return and risk. Therefore, an investor has to accurately analyze each stock and put it in his portfolio bracket. Building a portfolio is one way to reduce risk of individual stock...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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| _version_ | 1797032215519952896 |
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| author | , Kwa Djantara , Prof. Dr. Zaki Baridwan MSc |
| author_facet | , Kwa Djantara , Prof. Dr. Zaki Baridwan MSc |
| author_sort | , Kwa Djantara |
| collection | UGM |
| description | Investing is an art of how to manage wealth growth. In order to have
optimum return, an investor has to balance between return and risk. Therefore, an
investor has to accurately analyze each stock and put it in his portfolio bracket.
Building a portfolio is one way to reduce risk of individual stock and to have
optimum return.
Issues which are reviewed are 1) how much risk, return, and sharpe ratio
of each stock listed in ILQ-45. 2) how much risk and return of portfolio
constructed from combination of five stocks. 3) how to have the most optimum
portfolio by using sharpe ratio formula. The purposes of this research are 1) to
measure risk and return of stock listed in ILQ-45. 2) to evaluate stocks that could
contribute positive return on the end of 2009. 3) to construct a portfolio from the
selected stocks which provides the most optimum return.
Population in this research is companies that are listed in ILQ-45 from
January 2007 until December 2009. Samples in this research are stocks that were
consistently listed in ILQ-45 and are providing positive return for three
consecutive years which only fourteen stocks are eligible to form the portfolio.
The combination of fourteen stocks generate 2002 portfolios in which consist of
five stocks in a portfolio.
All of portfolios returns were greater than risk free rate, therefore
investors have to choose the most suitable portfolios based on their profile. Since
the stock market is very dynamic, investors must set up their own rules and
remain discipline to remove stocks from their portfolio which do not fit to the
criteria. |
| first_indexed | 2024-03-13T22:35:14Z |
| format | Thesis |
| id | oai:generic.eprints.org:98172 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:35:14Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:981722016-03-04T08:47:25Z https://repository.ugm.ac.id/98172/ Evaluasi Pembentukan Portofolio Saham Optimal , Kwa Djantara , Prof. Dr. Zaki Baridwan MSc ETD Investing is an art of how to manage wealth growth. In order to have optimum return, an investor has to balance between return and risk. Therefore, an investor has to accurately analyze each stock and put it in his portfolio bracket. Building a portfolio is one way to reduce risk of individual stock and to have optimum return. Issues which are reviewed are 1) how much risk, return, and sharpe ratio of each stock listed in ILQ-45. 2) how much risk and return of portfolio constructed from combination of five stocks. 3) how to have the most optimum portfolio by using sharpe ratio formula. The purposes of this research are 1) to measure risk and return of stock listed in ILQ-45. 2) to evaluate stocks that could contribute positive return on the end of 2009. 3) to construct a portfolio from the selected stocks which provides the most optimum return. Population in this research is companies that are listed in ILQ-45 from January 2007 until December 2009. Samples in this research are stocks that were consistently listed in ILQ-45 and are providing positive return for three consecutive years which only fourteen stocks are eligible to form the portfolio. The combination of fourteen stocks generate 2002 portfolios in which consist of five stocks in a portfolio. All of portfolios returns were greater than risk free rate, therefore investors have to choose the most suitable portfolios based on their profile. Since the stock market is very dynamic, investors must set up their own rules and remain discipline to remove stocks from their portfolio which do not fit to the criteria. [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Kwa Djantara and , Prof. Dr. Zaki Baridwan MSc (2012) Evaluasi Pembentukan Portofolio Saham Optimal. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53423 |
| spellingShingle | ETD , Kwa Djantara , Prof. Dr. Zaki Baridwan MSc Evaluasi Pembentukan Portofolio Saham Optimal |
| title | Evaluasi Pembentukan Portofolio Saham Optimal |
| title_full | Evaluasi Pembentukan Portofolio Saham Optimal |
| title_fullStr | Evaluasi Pembentukan Portofolio Saham Optimal |
| title_full_unstemmed | Evaluasi Pembentukan Portofolio Saham Optimal |
| title_short | Evaluasi Pembentukan Portofolio Saham Optimal |
| title_sort | evaluasi pembentukan portofolio saham optimal |
| topic | ETD |
| work_keys_str_mv | AT kwadjantara evaluasipembentukanportofoliosahamoptimal AT profdrzakibaridwanmsc evaluasipembentukanportofoliosahamoptimal |