Analisis Portofolio Optimal dengan Model Indeks Tunggal sebagai Dasar Keputusan Investasi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia. (Optimal Portfolio Analysis with a Single Index Model as a Basis for Investment Decisions in Companies Listed on the Indonesian Stock Exchange).

Saputra, Dimas Edwin Bagus (2024) Analisis Portofolio Optimal dengan Model Indeks Tunggal sebagai Dasar Keputusan Investasi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia. (Optimal Portfolio Analysis with a Single Index Model as a Basis for Investment Decisions in Companies Listed on the Indonesian Stock Exchange). Undergraduate thesis, Universitas 17 Agustus 1945 Surabaya.

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Abstract

Investment growth is increasing in Indonesia, the investment climate in Indonesia is growing every year. This study explores the optimal portfolio analysis of companies listed on the Indonesia Stock Exchange (IDX), with an emphasis on the use of the single index model as the main basis for investment decision making. This study utilizes the single index model and shows that the single index model is effective in forming a portfolio that can provide a rate of return that outperforms the cost of capital. This study aims to prove and analyze whether the optimal portfolio with a single index can be used as a basis for investment decisions. This research is expected to provide benefits for investors to help the decision-making process in forming an optimal portfolio of shares so that investors and potential investors can choose the best investment alternative. The results of the study show that single-index models are effective in forming portfolios that can deliver returns that outperform the cost of capital. The implications of the findings include improved investment efficiency, relevance of the single-index model, and better understanding of market correlations and dynamics. As such, financial practitioners and investors can use these findings as a guide to optimize asset allocation, better manage risk, and achieve more effective investment returns to make investment decisions.

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