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Analisis Pembentukan Portofolio Optimal Dan Perbandingan Kinerja Saham Terhadap Indeks Harga Saham Gabungan (Ihsg) (Studi Kasus Pada Saham Sri-Kehati Index Dan Indeks Saham Syariah Indonesia)

This research was conducted to analyze the optimal portfolio formation using the Single Index Model method by combining stocks included in the SRI-Kehati Index and listed on the Indonesian Sharia Stock Index (ISSI) with the aim of survival and applying sharia principles then measuring optimal portfolio performance using Sharpe Index, Treynor Index, and Jansen Alpha Index. The object of research used is stocks that are consistently included in the Sri Kehati Index and ISSI for the period December 2018 - December 2019. The results of this study show that the optimal portfolio formed has a higher return compared to the benchmark (IHSG) which is 1.99%, meanwhile, the standard deviation of the portfolio or it can be interpreted as portfolio risk is 1.1%. In performance appraisal, in addition to the Jensen Index, the optimal portfolio formed has better performance than the IHSG.
Keywords: SRI Kehati Index, Optimal Portfolio, Single Index Model, Sharpe Index, Treynor Index, Jansen Alpha Index

Ketersediaan
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Perpustakaan Universitas Riau 02 02. 121 (0063)
02 02. 121 (0063)
Tersedia
Informasi Detail
Judul Seri
-
No. Panggil
02 02. 121 (0063)
Penerbit
Pekanbaru : Universitas Riau – Fakultas Ekonomi Dan Bisnis – Manajemen.,
Deskripsi Fisik
xii, 29 hlm.; ill.: 29 cm
Bahasa
Indonesia
ISBN/ISSN
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Klasifikasi
02 02. 121 (0063)
Tipe Isi
-
Tipe Media
-
Tipe Pembawa
-
Edisi
-
Subjek
MANAJEMEN
Info Detail Spesifik
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Pernyataan Tanggungjawab
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