Perbandingan Kinerja Portofolio yang Dibentuk dengan Single Index Model pada Saham-Saham yang Terdaftar dalam Indeks IDX BUMN 20 dan Infobank15 Tahun 2017-2021

Authors

  • Andi Mariani Universitas Islam Negeri Alauddin Makassar

DOI:

https://doi.org/10.24252/msa.v9i2.34859

Keywords:

Portfolio, Model Indeks Tunggal, Return, Indeks Treynor

Abstract

Pada penelitian ini dilakukan pembentukan portofolio dengan Model Indeks Tunggal yang dibentuk dari IDXBUMN20 dan INFOBANK15 agar mendapatkan perbandingan dari kedua portofolio tersebut. Berdasarkan hasil penelitian, diperoleh bahwa portofolio yang dibentuk dari INFOBANK15 yang teridiri atas 4 saham yaitu ADHI, ANTM, WIKA, dan WSKT memiliki nilai return portofolio yang lebih tinggi dibandingkan dengan return portofolio yang dibentuk dari IDXBUMN20 yang terdiri dari 4 saham yaitu BBRI, BBNI, PNBN, dan SDRA. Dan jika dilihat dari risiko portofolio, indeks INFOBANK15 lebih rendah dibandingkan dengan IDXBUMN20. Disimpulkan berdasarkan hasil penelitian bahwa portofolio INFOBANK15 lebih optimal dibandingkan dengan IDXBUMN20 hal ini juga dilihat dari evaluasi kinerja portofolio dengan indeks Treynor.

Author Biography

Andi Mariani, Universitas Islam Negeri Alauddin Makassar

Program Studi Matematika

References

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[4] Iskandar, D., Martalena, M., & Julianto, N. D. (2020). Perbandingan Kinerja Portofolio yang Dibentuk dengan Single Index Model pada Saham-Saham yang Terdaftar dalam Indeks LQ45 dan Kompas 100 Tahun 2018. Jurnal Akuntansi Maranatha, 12(1), 73–83. https://doi.org/10.28932/jam.v12i1.2041
[5] Tandelilin, Eduardus. 2010. Portofolio dan investasi. Yogyakarta: Kanisius.
[6] Priyanti, A., Nurhayati, I., Aminda, R. S., & Rasiman, R. (2021). Analisis Evaluasi Kinerja Portofolio Saham dengan Metode Sharpe. Jurnal Ilmu Manajemen (Manager), 4(2), 174–181.

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Published

2023-01-04

How to Cite

[1]
Andi Mariani, “Perbandingan Kinerja Portofolio yang Dibentuk dengan Single Index Model pada Saham-Saham yang Terdaftar dalam Indeks IDX BUMN 20 dan Infobank15 Tahun 2017-2021”, MSA, vol. 9, no. 2, pp. 136–142, Jan. 2023.

Issue

Vol. 9 No. 2 (2021): VOLUME 9 NOMOR 2 TAHUN 2021

Section

Artikel

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