TY  - THES
N1  - Mohamad Farhan Qudratullah, S.Si, M.Si
ID  - digilib30348
UR  - https://digilib.uin-suka.ac.id/id/eprint/30348/
A1  - TIARA ANDYNI, NIM. 13610032
Y1  - 2018/02/23/
N2  - Portfolio is a combination or composite of various investment asset instruments. The purpose of a portfolio is to maximize the expected profits and reduce the risks faced in acquiring the optimal shares. In this research, the writer used Data Envelopment Analysis (DEA) to determine stocks with efficient performance. After selecting the efficient stocks, the next used Dividend Discount Model (DDM) approach to determine the intrinsic value and the Relative Value of Shares (NRS) to be used in the formation of the optimum portfolio with Mean Semi-variance Method in order to understand the proportion of founds in each shares. The sample used are the shares that always consistent in Jakarta Islamic Index (JII) shares. The 18 (eighteen) selected shares are consistenly included in the shares of JII during 1 May,2014 ? March, 2017. This research is done based on Data Envelopment Analysis (DEA) method to determine the efficient shares and obtained 15 shares. Additionally, the shares calculated its intrinsic value using Dividend Discount Model (DDM) method and obtained Stock Relative Value (NRS) which used to calculate the optimal portfolio using Mean Semi-variance Method consisting of 4 (four) optimal shares with big fund must be invested in each stock as follow: UNVR (27,52%), TLKM (37,44%), SMGR (7,91%), and WIKA (27,13%) with expected return portfolio of 0.00076681 and portfolio risk of 0.01352405.
PB  - UIN SUNAN KALIJAGA YOGYAKARTA
KW  - Data Envelopment Analysis (DEA)
KW  -  Dividend Discound Model (DDM)
KW  -  Mean Semi-Varians
M1  - skripsi
TI  - ANALISIS PORTOFOLIO METODE MEAN SEMI-VARIANS DENGAN PENDEKATAN DIVIDEND DISCOUNT MODEL (DDM) MENGGUNAKAN DATA ENVELOPMENT ANALYSIS (DEA) (STUDI KASUS: SAHAM JAKARTA ISLAMIC INDEX (JII) PERIODE 1 MEI 2014 - 31 MARET 2017)
AV  - restricted
ER  -