lestarida , 1216051062 (2015) PENGGUNAAN METODE SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (SCOPS) DALAM PENGAMBILAN KEPUTUSAN INVESTASI (Studi pada Jakarta Islamic Index Periode Juni 2010-November 2013). FAKULTAS ILMU SOSIAL DAN ILMU POLITIK, UNIVERSITAS LAMPUNG.
|
File PDF
1. ABSTRAK.pdf Download (7Kb) | Preview |
|
|
File PDF
2. ABSTRAK BAHASA INGGRIS.pdf Download (13Kb) | Preview |
|
|
File PDF
3. COVER DALAM.pdf Download (17Kb) | Preview |
|
|
File PDF
4. halaman persetujuan.pdf Download (51Kb) | Preview |
|
|
File PDF
5. halaman pengesahan.pdf Download (46Kb) | Preview |
|
|
File PDF
6. pernyataan.pdf Download (70Kb) | Preview |
|
|
File PDF
7. RIWAYAT HIDUP.pdf Download (6Kb) | Preview |
|
|
File PDF
8. MOTO.pdf Download (33Kb) | Preview |
|
|
File PDF
9. PERSEMBAHAN.pdf Download (6Kb) | Preview |
|
|
File PDF
10. SAN WACANA.pdf Download (24Kb) | Preview |
|
|
File PDF
11. DAFTAR ISI.pdf Download (18Kb) | Preview |
|
|
File PDF
12. DAFTAR TABEL.pdf Download (15Kb) | Preview |
|
|
File PDF
13. DAFTAR GAMBAR.pdf Download (13Kb) | Preview |
|
|
File PDF
14.DAFTAR RUMUS.pdf Download (14Kb) | Preview |
|
|
File PDF
15. DAFTAR LAMPIRAN.pdf Download (14Kb) | Preview |
|
|
File PDF
bab 1.pdf Download (66Kb) | Preview |
|
|
File PDF
bab 2.pdf Download (223Kb) | Preview |
|
|
File PDF
bab 3.pdf Download (401Kb) | Preview |
|
![[img]](http://digilib.unila.ac.id/style/images/fileicons/text.png) |
File PDF
bab 4.pdf Restricted to Hanya pengguna terdaftar Download (450Kb) | Minta salinan |
|
|
File PDF
bab 5.pdf Download (17Kb) | Preview |
|
|
File PDF
daftar pustaka.pdf Download (19Kb) | Preview |
Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)
Penelitian ini bertujuan untuk mengetahui return ekspektasi portofolio dan risiko portofolio dari saham yang terdaftar dalam Jakarta Islamic Index yang masuk dalam kombinasi portofolio optimal jika dihitung dengan menggunakan metode SCOPS untuk pengambilan keputusan investasi. Teknik pengambilan sampel dilakukan secara purposive sampling dengan kriteria merupakan saham yang bertahan selama periode penelitian. Dalam penelitian ini terpilih 15 saham sebagai sampel penelitian. Penggunaan metode SCOPS mengasumsikan model indeks tunggal dalam proses perhitungannya sehingga tidak perlu melakukan perhitungan dengan mathematical programming. Hasil penelitian menunjukkan bahwa saham-saham yang masuk dalam kombinasi portofolio optimal yaitu saham UNVR dengan proporsi sebesar 41.25521706%, saham LPKR sebesar 23.87448372%, saham ASRI sebesar 34.71294343%, dan saham KLBF sebesar 0.15735579%. Kombinasi portofolio tersebut menjanjikan return ekspektasi portofolio sebesar 0.024469012 atau 2.4469012% yang merupakan return ekspektasi terbaik dibandingkan return ekspektasi saham individu dan risiko portofolio sebesar 0.005520273 atau 0.5520273% yang merupakan risiko terendah dibandingkan risiko saham individu.Kata Kunci: Model indeks tunggal, return ekspektasi portofolio, risiko portofolio, SCOPS. This research aims to knowing the expected return portfolio and risk portfolio of the listed stocks in the Jakarta Islamic Index which are included in the combination of optimal portfolio if it is calculated using SCOPS method for making investment decision. The take sampling technique was done by purposive sampling with criteria such as the stocks are surviving during the research period. In this research, 15 stocks selected as the sample of the research. SCOPS method assumes the used of a single index model in the calculation process, so it does not need to calculate with mathematical programming. The result show that the stoks included in the combination of optimal portfolio is UNVR stock with the proportion is 41.25521706%, LPKR stock with the proportion is 23.87448372%, ASRI stock with the proportion is 34.71294343%, and KLBF stock with the proportion is 0.15735579%. That combination portfolio look promising expected return portfolio that is 0.024469012 or 2.4469012%, it is the best expected return than expexted return of individual stocks and risk portfolio is 0.005520273 or 0.5520273% which is the lowest risk than the risk of individual stocks. Keywords: Single index model, expected return portfolio, risk portfolio, SCOPS.
| Jenis Karya Akhir: | Skripsi |
|---|---|
| Subyek: | > HB Economic Theory > HC Economic History and Conditions |
| Program Studi: | Fakultas ISIP > Prodi Ilmu Administrasi Bisnis |
| Pengguna Deposit: | 0636363 . Digilib |
| Date Deposited: | 22 Dec 2015 06:39 |
| Terakhir diubah: | 22 Dec 2015 06:39 |
| URI: | http://digilib.unila.ac.id/id/eprint/16093 |
Actions (login required)
 |
Lihat Karya Akhir |
