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  • 标题:ANALYSIS OF PORTFOLIO FORMATION IN SELECTING INVESTMENTS ON BAKRIE GROUP COMPANIES WHICH REGISTERED IN INDONESIA STOCK EXCHANGE
  • 作者:Abiyoga Pradipta Putra ; Euphrasia Susy Suhendra
  • 期刊名称:Faculty of Economics
  • 出版年度:2011
  • 卷号:0
  • 期号:0
  • 语种:English
  • 出版社:Faculty of Economics
  • 摘要:Keywords: Portfolio, Return, Risk ABSTRACT The objective of this research is to determine the level of benefits and risks of their respective securities, knowing the level of expected return and risk in the portfolio that is formed from six securities and determine an efficient portfolio based on investor preferences Bakrie Group Companies listed in the Indonesia Stock Exchange securities (UNSP), (BUMI), (ENRG), (ELTY), (BTEL), (BNBR). This research is a field research case studies using Markowitz Model. The data used are monthly stock price movement data of the six shares of the company during the three years from March 2007 - March 2010. During the period March 2007 until March 2010 the possibility of the rate of profit generated from each of the securities is between 0.08% -0.532% with a risk level between 0.54% -45.49%. Based on ten portfolios that have been formed from six securities produce rates of return between 1.88% -3.46% with a risk level between 14.43% -24.10%. When analyzed based on investor risk preferences, it can be concluded that for investors who like risk (risk lover) will select the portfolio to-9 as an efficient portfolio. With the proportion of shares UNSP 10%, BUMI 40%, ENRG 10%, ELTY 20 %, BTEL 10%, and BNBR10%, were resulting in a return of 3.46% with expectations of 14.89% risk. For investors who are neutral to risk (risk-neutral) will select the portfolio to-6 as an efficient portfolio. With the proportion of stock funds UNSP 15%, BUMI 40%, ENRG 10%, ELTY 15%, BTEL 10%, and BNBR 10%, were resulting in a return expectation of 3.27% with 14.63% risk. While for the investors who dislike risk (risk averter) will choose the portfolio to-3 as an efficient portfolio. With the proportion of shares UNSP 20%, BUMI 40%, ENRG 10%, ELTY 10 %, BTEL 10%, and BNBR 10%, were resulting in a return of 3.09% with expectations of 14.43% risk.
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