文章基本信息

标题：Determining the Optimum Portfolio of Sharia Stocks Using an Approach of Shariah Compliant Asset Pricing Model (SCAPM)
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作者：M. Fakhri Husein ; M. Fakhri Husein ; Shofia Mauizotun Hasanah 等
期刊名称：Journal of Economics, Business & Accountancy
印刷版ISSN：2087-3735
电子版ISSN：2088-785X
出版年度：2016
卷号：19
期号：3
页码：349-362
DOI：10.14414/jebav.v19i3.569
语种：English
出版社：Pusat Penelitian dan Pengabdian Masyarakat Sekolah Tinggi Ilmu Ekonomi (PPPM STIE)
摘要：Shariah Compliant Asset Pricing Model (SCAPM) is a modification of the model Capital Asset Pricing Model (CAPM). This research is quantitative descriptive study of theories of optimal portfolio analysis applied to trading stocks, especially in stocks Jakarta Islamic Index. Sampling technique used was purposive sampling and obtained 26 shares. The analysis tool used is MatLab R2010a. The results of this study are not prove theMarkowitz portfolio theory. This is explained by the amount of Beta market (β_m) a value beta below 1 indicates that the fluctuation of stocks returns do not follow the movement of market fluctuations. Investors are likely to want a high profit, the investors are advised to choose a second portfolio groups, with rate of 0.176722% and investors are likely to enjoy a substantial risk in the investment portfolio are advised to choose the first group with a great risk of 0.8501%.
其他摘要：Shariah Compliant Asset Pricing Model (SCAPM) adalah modifikasi model Capital Asset Pricing Model (CAPM). Penelitian ini merupakan penelitian deskriptif kuan titatif tentang teori analisis portofolio optimal yang diterapkan pada saham perda gangan, terut
关键词：Shariah Compliant Asset Pricing Model (SCAPM); Capital Asset Pricing Model (CAPM); Tingkat Imbalan Sertifikat Bank Indonesia Syariah (SBIS)