The Single Index Model is a model that is used to calculate the expected return of the portfolio and also the risk of the stock portfolio with the assumption that the level of return stockmoves in the same direction as the return market. The purpose of this study is to form and analyze the optimal portfolio using the Single Index Model, and determine the proportion of the optimal portfolio usin…
The Single Index Model is a method used to measure the value of return and risk of stocks portfolio with the assumption that return of stock fluctuate in the direction of return of market. The application of Single Index Model can be done to form an optimal stock portfolio with the hope of obtaining maximum return and minimal risk. The purpose of this research is to form an optimal stock portfo…
Penelitian ini bertujuan untuk menganalisis risiko sistematik dan spesifik pendeketan model indek stunggal. Sampel dalam penelitian ini menggunakan saham yang aktif berdasarkan frekuensi dengan membagikan dividen selama dua tahun berturut – turut dalam mingguan. Tujuan penelitian adalah untuk membentu k portofolio optimal dan mengetahui perbedaan return dan risiko antara saham kandidat dan no…