| dc.contributor.advisor | Nugrahani, Endar Hasafah | |
| dc.contributor.advisor | Erliana, Windiani | |
| dc.contributor.author | Fauzi, Akhmad Nur | |
| dc.date.accessioned | 2021-10-03T01:49:10Z | |
| dc.date.available | 2021-10-03T01:49:10Z | |
| dc.date.issued | 2021 | |
| dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/109524 | |
| dc.description.abstract | Covid-19 berdampak ke sistem perekonomian, salah satunya dalam investasi saham. Risiko dalam investasi dapat diperkecil dengan membentuk portofolio. Karya ilmiah ini bertujuan mencari portofolio optimal dengan menggunakan model Multi Indeks. Model Multi Indeks menggunakan lebih dari satu indeks untuk menghitung expected return, sehingga dimungkinkan lebih akurat. Saham yang digunakan adalah saham yang tergabung di indeks LQ45 periode 1 Maret 2020 sampai 1 April 2021. Indeks pasar yang digunakan adalah IHSG, sedangkan indeks non-pasar adalah Dow Jones Industrial Average dan Hang Seng. Berdasarkan hasil penghitungan, portofolio optimal dibentuk dari 96.196498% saham TOWR dan 3.803502% ACES memiliki expected return harian sebesar 0.09047297% dengan risiko sebesar 2.52761%. | id |
| dc.description.abstract | Covid-19 has effect on the economic system, one of which is stock investment. The risk in investing can be minimized by forming a portfolio. The aim of this study is to determine the optimal portfolio using the Multi Index model. The Multi Index Model uses more than one index to calculate the expected return, so it is possible to be more accurate. The stocks used are stocks that are members of the LQ45 index for the period March 1, 2020 to April 11, 2021. The market index used is the IHSG, while the non-market indexes are the Dow Jones Industrial Avarage and the Hang Seng. Based on the calculation results, the optimal portfolio is formed from 96.196498% of TOWR stocks and 3.803502% of ACES which has an estimated daily return of 0.09047297% with a risk of 2.52761%. | id |
| dc.language.iso | id | id |
| dc.publisher | IPB University | id |
| dc.title | Analisis Pembentukan Portofolio Saham Optimal pada Masa Pandemi Covid-19 dengan Model Multi Indeks | id |
| dc.title.alternative | Analysis of Optimal Stock Portfolio Formation during the Covid-19 pandemic with Multi-Index Models | id |
| dc.type | Undergraduate Thesis | id |
| dc.subject.keyword | Covid-19 | id |
| dc.subject.keyword | multi index model | id |
| dc.subject.keyword | portfolio | id |
