PENGARUH PEMBENTUKAN PORTOFOLIO TERHADAP RETURN DAN RISIKO SAHAM DI PERUSAHAAN LQ45

Abstract

This research is entitled “The Influence of Portfolio Formation to the Stock Return and Stock Risk at LQ45 Company”.The purpose of this research is to find out the influence of portfolio formation to the expected return and stock risk. While the objects of this research are the companies which are listed in Indonesia Stock Exchanged and actively share their dividend in 2010 – 2012 are PT Astra Internasional Tbk, PT Unilever Indonesia Tbk, PT United Tractors Tbk, PT Astra Agro Lestari.The research result of 4 (four) stocks which are combined to 6 (six) efficient portfolio whether with the fund proportion (50%:50%) and (70%:30%) in 2011 it lies on portfolio 1 and 4 while in 2012 it lies on portfolio 1 and 5. The investors decide to choose optimal portfolios which match with relevant to the preference eitherprofit or risk which they are willing to bear.
The risk which is related to the investors’ preference can be categorized into three, which are.
Keywords:Portfolio, Stock Return, Stock Risk.