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Part 1: Document Description
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Citation |
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Title: |
Portofolio optimal Beta dan Alpha |
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Identification Number: |
doi:10.34820/FK2/SQP7UR |
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Distributor: |
Telkom University Dataverse |
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Date of Distribution: |
2022-03-28 |
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Version: |
1 |
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Bibliographic Citation: |
Salim, Dwi Fitrizal; Rizal, Nora Amelda, 2022, "Portofolio optimal Beta dan Alpha", https://doi.org/10.34820/FK2/SQP7UR, Telkom University Dataverse, V1 |
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Citation |
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Title: |
Portofolio optimal Beta dan Alpha |
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Identification Number: |
doi:10.34820/FK2/SQP7UR |
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Authoring Entity: |
Salim, Dwi Fitrizal (Fakultas Ekonomi dan Bisnis-Finance and Accounting Studies) |
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Rizal, Nora Amelda (Fakultas Ekonomi dan Bisnis-Finance and Accounting Studies) |
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Distributor: |
Telkom University Dataverse |
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Access Authority: |
Salim, Dwi Fitrizal |
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Depositor: |
Salim, Dwi Fitrizal |
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Date of Deposit: |
2022-03-28 |
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Study Scope |
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Keywords: |
Business and Management, Alpha; Beta; Portfolio; Return |
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Abstract: |
Abstract. Stock price volatility is an interesting issue to study that wrong stock selection when investing in shares will result in large losses. Portfolio theory introduced by Markowitz 1952 is better able to answer how the selection of shares in a portfolio in order to get the maximum return and certain risks. Portfolio offers diversification of several shares to be included in a portfolio to minimize the risks that will arise when investing. This study examines the LQ 45 index for the period 2013-2019, the sample collected for research total 21 shares, this study conducts valuations based on beta and alpha stocks, found that high Alpha gets the highest returns than any other portfolio on passive and active strategies . Beta and Alpha are based on the daily / monthly price of each share, so investors can change according to their needs either weekly, monthly, quarterly, semester, or yearly. |
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Methodology and Processing |
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Data Access |
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Notes: |
CC0 Waiver |
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Other Study Description Materials |
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Label: |
Salim dan Rizal (2021).pdf |
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Notes: |
application/pdf |