%A NIM. 14610006 AGUNG WIBISONO
%O M. Farhan Qudratullah, M.Si.,
%T ANALISIS KINERJA PORTOFOLIO OPTIMAL CONSUMPTION-BASED
CAPITAL ASSET PRICING MODEL (CCAPM) DENGAN METODE
APPRAISAL RATIO (STUDI KASUS : SAHAM JAKARTA ISLAMIC INDEX (JII) PERIODE 1 MEI 2014 – 30 APRIL 2018)
%X The stock portfolio is a collection of investment assets in the form of shares
formed by investors. The purpose of portfolio formation is to minimize the risk of
investment activities. Portfolios are basically how an investor allocates funds
owned in various types of investments in order to get optimal benefits. By
diversifying, an investor can minimize the level of risk gained and at the same time
can maximize the rate of return obtained. To create a portfolio there are various
types of models that
This study discusses the analysis of optimal stock portfolio performance
using the Consumption-based Asset Pricing Model (CCAPM) model. Portfolios
that are formed are then evaluated using the Appraisal Ratio performance
measurement method. This is done to help investors in choosing the stocks that are
most profitable for them. The stock data used in this study is the Jakarta Islamic
Index (JII) Stock for the period of 1 May 2014 to 30 April 2018.
The results of this study indicate that the composition of the shares forming
the Optimal CCAPM Portfolio, namely ICBP shares and UNVR Shares with each
share proportion of 99.58% and 0.42%. After evaluating the performance
measurement with the Appraisal Ratio method, the performance value is 6.2070.
%K Optimal Portfolio, CCAPM, Performance Measurement, Appraisal
Ratio
%D 2018
%I UIN SUNAN KALIJAGA YOGYAKARTA
%L digilib34060