Detail Inovasi Perguruan Tinggi


Tema: Manajemen Keuangan
Judul: PENGARUH KOEFISIEN KORELASI DAN PROPORSI SAHAM TERHADAP RESIKO PORTOFOLIO DENGAN METODE MARKOWITZ DALAM ANALISIS PORTOFOLIO (Studi kasus pada Bursa Efek Indonesia Tahun 2010-2014)
Perguruan Tinggi: Sekolah Tinggi Ilmu Ekonomi Kesatuan
Jenis/sdm: dosen/0411026501

Tahun: 2015

Investment in stock market will be needed accurate and precise analysis, fundamental and technical analysis both of them were needed as an measurement standard of stock in market for investors. External and internal factor also do the important measurement in analysis for investors, all analysis and approach are useful to subtract the risk in investment in stocks form. Associative relationship that used is analysis with Markowitz method, in the manner of the method that is used can be an instrument to measuring how significant influence the independent variables which is portfolio risk on the dependent variables which is correlation coefficient and stock proportion. This paper analysis took 10 stock with the category company that have a highest liquidity level and large market capitalism, that is AALI, ASII, BBCA, BBNI, BBRI, INDF, JSMR, KLBF, TLKM dan UNVR.
Keywords : Markowitz, Risk, Return, Portofolio