ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN METODE INDEKS TUNGGAL PADA SAHAM LQ 45 (Pada Bursa Efek Indonesia Periode Februari 2019 – Juli 2021)
DOI:
https://doi.org/10.24127/jf.v7i1.2224Keywords:
LQ 45 index, Single index method, optimal portofolioAbstract
This study aims to apply the Single Index method in the formation of an optimal portfolio of stocks that are continuously included in the LQ-45 Index category on the Indonesia Stock Exchange for the period of February 2019 – July 2021. The selection of data samples was carried out by purposive sampling. The analysis technique used is quantitative descriptive analysis. Based on the calculations of the 20 stock samples studied, it was selected using the Single Index method so that 10 stock stocks were obtained that could form an optimal portfolio with their respective proportions, namely: Unilever Indonesia Tbk (UNVR) by 41.62%, H.M Sampoerna Tbk (HMSP) by 14.80%, XL Axiata Tbk (EXCL) at 9.41%, Astra International Tbk (ASII) at 9.47%, AKR Corporindo Tbk (AKRA) at 7.81%, Bumi Serpong Damai Tbk (BSDE) at 6.30%, Indah Kiat Pulp & Paper Tbk (INKP) at 3.48%, Bank Negara Indonesia (Persero) Tbk (BBNI) at 4.49%, Bank Tabungan Indonesia (Persero) Tbk (BBTN) at 1.65%, and PP (Persero) Tbk (PPTP) at 0.98%. Based on the optimal portfolio formed, the expected return is -1.83%. And the risk that must be faced from the return of investment in the portfolio is 1.57%.Penelitian ini bertujuan untuk menerapkan metode Indeks Tunggal dalam pembentukan portofolio optimal saham-saham yang kontinu masuk kategori Indeks LQ-45 di Bursa Efek Indonesia periode Februari 2019 – Juli 2021. Pemilihan sampel data dilakukan secara purposive sampling.Teknik analisis yang digunakan adalah analisis deskriptif kuantitatif.Berdasarkan perhitungan dari 20 sampel saham yang diteliti tersebut diseleksi menggunakan metode Indeks Tunggal sehingga diperoleh 10 saham saham yang dapat membentuk portofolio optimal dengan proporsi masing-masing, yaitu : Unilever Indonesia Tbk (UNVR) sebesar 41.62%, H.M Sampoerna Tbk (HMSP) sebesar 14.80%, XL Axiata Tbk (EXCL) sebesar 9,41%, Astra International Tbk (ASII) sebesar 9,47%, AKR Corporindo Tbk (AKRA) sebesar 7,81%, Bumi Serpong Damai Tbk (BSDE) sebesar 6,30%, Indah Kiat Pulp & Paper Tbk (INKP) sebesar 3,48%, Bank Negara Indonesia (Persero) Tbk (BBNI) sebesar 4,49%, Bank Tabungan Indonesia (Persero) Tbk (BBTN) sebesar 1,65% , dan PP (Persero) Tbk (PPTP) sebesar 0,98%. Berdasarkan portofolio optimal yang terbentuk maka return ekspektasinya adalah sebesar -1.83% .Dan risiko yang harus dihadapi dari hasil investasi pada portofolio tersebut adalah sebesar 1.57%.
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Kata Kunci :Â indeks LQ 45, Metode indeks tunggal, portofolio optimalReferences
DAFTAR PUSTAKA
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