ANALISIS PORTOFOLIO OPTIMUM DENGAN MENGGUNAKAN METODE TRACKING EFFICIENT (STUDI KASUS: SAHAM JAKARTA ISLAMIC INDEX PERIODE 1 DESEMBER 2014 – 31 DESEMBER 2017)

RIKA PURNAMA SARI, NIM. 14610009 (2018) ANALISIS PORTOFOLIO OPTIMUM DENGAN MENGGUNAKAN METODE TRACKING EFFICIENT (STUDI KASUS: SAHAM JAKARTA ISLAMIC INDEX PERIODE 1 DESEMBER 2014 – 31 DESEMBER 2017). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

The optimal portfolio is the portfolio that an investor chooses from the many choices available in an efficient portfolio collection. The selected portfolio is certainly in accordance with the investor's preference for the return or risk that he is willing to bear. The goal of the optimal portfolio is that one of the investors can find out the stocks that have the potential to become shares with maximum profit with a minimum loss, so as not to harm investors. This study discusses the analysis of stock optimal portfolio with the Tracking Efficient (TE) method by developing the principles and formulas that exist in the Mean Variance method. This is done to help investors in choosing the stocks that are most profitable for them. The stock data used in this study are the shares of the Jakarta Islamic Index (JII) for the period 1 December 2014 - 31 December 2017. The results of this study indicate that the Tracking Efficient method produces 6 optimal stocks with each weight that is ADRO at 6.24%, AKRA at 19.11% ICBP at 24.65%, TLKM at 41.54%, UNTR at 7 94% and WIKA 0.15%. Then, obtained portfolio return 0.0811% and portfolio risk 0.0140%.

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