PENENTUAN PORTOFOLIO OPTIMAL MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM) BERBASIS KONSUMSI (CONSUMPTION-BASED CAPITAL ASSET PRICING MODEL/CCAPM) Studi Pada Perusahaan Manufaktur Sektor Industri Barang Konsumsi Periode 2011-2013

ABDUL MALIK, (1216051006) (2016) PENENTUAN PORTOFOLIO OPTIMAL MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM) BERBASIS KONSUMSI (CONSUMPTION-BASED CAPITAL ASSET PRICING MODEL/CCAPM) Studi Pada Perusahaan Manufaktur Sektor Industri Barang Konsumsi Periode 2011-2013. FAKULTAS ILMU SOSIAL DAN ILMU POLITIK, UNIVERSITAS LAMPUNG.

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DAFTAR RUMUS.pdf

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MOTO.pdf

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Abstrak

Tujuan penelitian adalah untuk mengetahui saham-saham yang masuk dalam portofolio optimal pada perusahaan manufaktur sektor industri barang konsumsi. Pengambilan sampel dilakukan secara purposive sampling dengan kriteria saham sektor industri barang konsumsi selama periode penelitian. Pengumpulan data menggunakan teknik dokumentasi yaitu teknik yang dilakukan guna mencari dan mendapatkan data-data sekunder. Alat analisis yang digunakan adalah Consumption Capital Asset Pricing Model (CCAPM). Dengan menerapkan CCAPM investor dapat mengetahui saham-saham manakah yang masuk dalam portofolio optimal dari saham-saham yang diteliti pada periode Januari 2011- Desember 2013. Hasil penelitian menunjukan bahwa terdapat 3 saham yang termasuk dalam portofolio optimal pada periode Januari 2011-Desember 2013. Proporsi danan untuk masing-masing saham tersebut adalah KAEF (Kimia Farma (Persero) Tbk) sebesar 27,80335983%, MERK (Merck Indonesia Tbk) sebesar 34,87216315 dan saham STTP (Siantar Top Tbk) sebesar 37,32447703%. Susunan portofolio optimal tersebut memberikan tingkat keuntungan (return) sebesar 0,8761198% dengan tingkat risiko yang ditanggung oleh investor sebesar 0,7889884%. Kata Kunci: Tingkat pengembalian, Risiko, Portofolio optimal, Consumption capital asset pricing model abstrak bahasa inggris The purpose of the research is to find out stocks that are included in the optimalization portofolio on manufacturing consumer goods. Purposive sampling was used with the criteria of consumer goods stock during the research period. In data collecting, documentation is used which is a technique done is order to search and get secondary data. The instrument used is the Consumption Capital Asset Pricing Model (CCAPM). By applying CCAPM, investors can find out which stocks belong to the optimalization portofolio that is observed in January 2011-Desember 2013. The result show that there are 3 stocks included in the optimalization in January 2011-Desember 2013. The proportion of funds for each stock is KAEF (Kimia Farma Tbk) of 27,80335983%, MERK (Merck Indonesia Tbk) of 34,87216315% and STTP (Siantar Top Tbk) of 37,32447703%. The optimum portofolio composition gives the level of profitability (return) of 0,8761198% with the level of risk to be taken by investors is 0,7889884%. Keyword: Return, Risk, Optimalization portofolio, Consumption capital asset pricing model

Tipe Karya Ilmiah: Skripsi
Subyek: H Ilmu Sosial = Social Sciences > HB Economic Theory
J Political Science > JC Political theory
Program Studi: Fakultas ISIP > Prodi Administrasi Bisnis
Depositing User: 9073316 . Digilib
Date Deposited: 16 Feb 2016 08:33
Last Modified: 16 Feb 2016 08:33
URI: http://digilib.unila.ac.id/id/eprint/21045

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