ANALISIS RETURN DAN RESIKO TERHADAP KELAYAKAN INVESTASI SAHAM LQ 45 SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2011-2016

Abstract

Stock giving probability of high level of return, but also giving probability of high level of risk.
The alternative on stock choice and portofolio determinant can be done using many analysis tools, one
of it`s is Single Index Model. In the mining, chemical, construction and finance industries stock, only SBI
interest rate that assumed having impact on the stocks return. The purpose of this study is to measure
the size of stocks return, risk and investment expediency of LQ45 Mining Sector Stock in Indonesian
Stock Exchange 2011 - 2016. This study conducted using single index method. The data that used in
this study is using secondary data that acquired from active Mining Sector Stock in Indonesian Stock
Exchange 2011 - 2016. The finding of this study shows that the proportion for the mining stock is PTBA
stock 19,07%, PTGAS stock 15,21%, ITMG stock 28,65%, ANTM stock 23,34% and ADRO stock
13,37%. The conclusion of this study is the 5 Mining Company Stock not qualified to be included as
optimal portofolio because of the overall ERB score that acquired from the analyisis I smaller than the Ci
score. The implication of this study is the investor suggested not to invest in the mining sector for a
while because nowadays the ming sector in Indonesia having a decreasing trend.