Detail Inovasi Perguruan Tinggi


Tema: MANAJEMEN KEUANGAN
Judul: PORTOFOLIO OPTIMUM SAHAM DITINJAU DARI EXCESS RETURN BERDASARKAN OPTIMASI PORTOFOLIO WILLIAM SHARPE (Studi Kasus pada Saham Pertambangan dan Saham Perbankan)
Perguruan Tinggi: Sekolah Tinggi Ilmu Ekonomi Kesatuan
Jenis/sdm: dosen/0430127101

Tahun: 2012

Research on optimum stocks portofolio is one of the foundation in decision making in order to reach high return stocks investments. The optimum stocks portofolio is commonly used to determine percentage of shares which are better as investments in stocks exchange market.
The goal of this research is to analyze the optimum portfolio stocks according to excess return to beta concept by William Sharpe, and to understand further of investor fund proportion in stocks.
The investigation result emerged by calculating the extend return to beta from various samples such as mining stocks and banking stocks,with monthly data in one year period from January to December year 2010. Those which are included in portofolio optimum are, PTBA and BYAN for mining stocks, BNGA, BTPN and MEGA for banking stocks. Meanwhile, through technically approach by using candlestick and Smoothing Moving Average parameter, mining stocks and banking stock signified the profit increase or the profit gaining. They are DEWA, PKPK, PTBA, BBRI, BMRI and BTPN.
In conclusion , the result of evaluation from this research suggest investors to put in their shares in stocks which is included in the optimum portofolio, since it has quite high rerturn expectation.