GDL

Journal from JBPTPPOLBAN / 2012-04-24 15:41:23
Oleh : Zainuddin Safiri
Dibuat : 2012-04-24, dengan 0 file

Keyword : expected return, risk free asset return, beta, alpha, market variance, unsystematic risk, excess return to beta, cutt off rate

To prove a difference on the average between frequency of sales of candidate share and that of non candidate share, the writer selected share from LQ-45 for five years from 1998 until 2002 which was available in Jakarta Stock Exchange using Single Index. The data gained for this research is analyzed and processed further to gain optimal portfolio using statistical test T to test similarity of two average from two population with significant value of 5% as to see the significant different between the average of frequency of sales of candidates share and that of non candidate share, where the frequency of non candidate share is bigger than that of candidate shares. The writer believes that it was caused by inventor limited knowledge to find out financial information related to the analysis using Single portfolio analysis in the result of optimal return and minimal risk form different shares which are used as Single Index Model. The result optimal portfolio analysis can be used as one of the instrument to make decision on investment of share sold in at Jakarta Stock Exchange.

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