标题:ANALYSIS OF PORTFOLIO SECURITIES IN PLANTATION SECTOR: CASE STUDY OF SECURITIES PT ASTRA AGRO LESTARI TBK PT PP LONDON SUMATRA SECURITIES AND SECURITIES TBK PT BAKRIE SUMATRA PLANTATIONS TBK YEAR 2004-2006
摘要:ABSTRACT :Analysis of portfolio formation is one of analysis used to assess a set ofsecurities. The goal was to determine the level of expected return and risk ofeach investment portfolio composition. The model used in the analysis is theMarkowitz portfolio investment. In the analysis of securities portfolios in thePT. Astra Agro Lestari Tbk, PT securities. PP London Sumatra Tbk, and PTsecurities. Bakrie Sumatera Plantations Tbk In the Year 2004 - 2006 concludedthat based on the risk preferences of investors, for investors who like risk (risklover) will select a portfolio that's 15 with a proportion of 90% shares of AstraAgra Lestari, 5% PP London Sumatra, 5% Bakrie Sumatera Plantations Londonas an efficient portfolio with expected return of 0.063 and the risk of 0.10. Whilefor the investors who dislike risk (risk averse) will choose the portfolio that the8th of 80% shares of Astra Agra Lestari, 10% PP London London Sumatera10%Bakrie Sumatera Plantations as an efficient portfolio with expected return of0.060 and 0.097 for risk