Analisis Portofolio Optimal Investasi Saham Syariah dengan Pendekatan Metode Indeks Tunggal (Studi Kasus Pada Saham Yang Terdaftar Di Jakarta Islamic Index (JII) di BEI Periode Juni 2014 – Mei 2017)
This study aims to determine the optimal portfolio as the basis of the Indonesian Syariah Index (JII) on the IDX.
This research is a type of quantitative descriptive research. The population in this study are all companies listed in the Jakarta Islamic Index for the period June 2014 - May 2017, which are 30 smart companies. Sample selection is determined by purposive sampling technique using information in the Jakarta Islamic Index (JII) during the period June 2014 - May 2017, which is a sample of 16 companies. Data techniques used are literature studies, internet research and documentary studies. Whereas for the method in this study is a single index method.
The results showed that there is an optimal portfolio of the six stocks studied, namely the AKRA has the largest ERB value of 0.0701 with a proportion of funds 18.56%, UNVR has an ERB value of 0.0271 with a proportion of funds 31.78%, TLKM has ERB value 0.0191 balance funds 48.56%, UNTR has an ERB value of 0.0089 with a proportion of funds of 1.08% and INDF has an ERB value of 0.0081 with a proportion of funds of 0.02%. The optimal portfolio formed by the Single Index Method provides portfolio returns of 0.5650 or 56.50% with a portfolio risk of 0.0005 or 0.05%
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