ABSTRAK

Wardatun Nakia, 2019 Analisis Perbandingan Return Dan Resiko Saham Antara Portofolio Candidate Dengan Non Candidate Saham Yang Tergabung Dalam Indeks Kompas 100. Pembimbing : Rusdayanti Asma, SE, M.Si

Tujuan penelitian ini adalah untuk mengetahui dan menganalisis perbedaan return dan risiko saham antara saham-saham dari portofolio candidate dan portofolio non candidate saham yang tergabung dalam Indeks Kompas 100.

Tipe penelitian yang digunakan adalah penelitian komparatif, yaitu membandingkan return dan risiko saham pada indeks kompas 100. Analisis penelitian digunakan uji statistik Independent Sample t-tes pada metode parametrik (apabila data berdistribusi normal), dan pada metode non parametrik (apabila data tidak berdistribusi normal).

Hasil penelitian menunjukkan bahwa terdapat perbedaan return dan risiko yang signifikan antara saham-saham portofolio candidate dan portofolio non candidate saham yang tergabung dalam Indeks Kompas 100. Hal ini ditinjau berdasarkan hasil analisis penelitian, yang menunjukkan bahwa nilai rata-rata return maupun risiko saham pada perusahaan dengan kategori non kandidat memiliki nilai signifikan lebih rendah dari 0,05.

Kata Kunci: return saham, risiko saham, portofolio optimal

ABSTRACT

Wardatun Nakia, 2019 Comparative Analysis Of Stock Returns And Risks Between  The Portfolio Of Candidates With Non-Candidate Stocks Incorporated In The Compass Index 100. Pembimbing : Rusdayanti Asma, SE, M.Si

The purpose of this study is to find out and analyze the differences in return and risk of shares between shares of the candidate portfolio and the portfolio of non-candidate stocks that are joined in the Kompas 100 Index.

The type of research used is comparative research, which compares returns and risk of stocks on the compass index 100. Analysis of the research used Independent Sample t-test statistics on parametric methods (data distributed are normal), and in non-parametric methods (data distributed are not normally)

The results showed that there were significant differences in returns and risks between candidate portfolio stocks and non-candidate stock portfolios incorporated in the kompas 100 Index. This was reviewed based on the results of the research analysis, which showed that the average return value and stock risk in the company with non-candidate categories having a significant value lower than 0.05.

Keywords: stock returns, stock risk, optimal portfolio