PENGGUNAAN METODE SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (SCOPS) DALAM PENGAMBILAN KEPUTUSAN INVESTASI (Studi pada Jakarta Islamic Index Periode Juni 2010-November 2013)

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.

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Abstract

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.

Item Type: Other
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
Divisions: ?? Bisnis ??
Depositing User: 0636363 . Digilib
Date Deposited: 22 Dec 2015 06:39
Last Modified: 22 Dec 2015 06:39
URI: http://digilib.unila.ac.id/id/eprint/16093

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