DAFTAR ISI

Halaman
HALAMAN JUDUL .................................................................................................... i
DAFTAR ISI................................................................................................................ ii
DAFTAR TABEL ...................................................................................................... iii
DAFTAR GAMBAR ................................................................................................. iv

BAB I PENDAHULUAN ............................................................................................ 4

1.1 Latar Belakang ........................................................................................................ 4
1.2 Rumusan Masalah ................................................................................................... 4
1.3 Batasan Masalah ..................................................................................................... 4
1.4 Tujuan Penelitian .................................................................................................... 4
1.5 Kerangka Fikir ........................................................................................................ 5
1.6 Manfaat Penelitian .................................................................................................. 6

BAB II DASAR TEORI.............................................................................................. 7

2.1 Analisis Multivariat ................................................................................................ 7
2.1.1 Data Multivariat ............................................................................................. 7
2.1.2 Klasifikasi Analisis Multivariat ..................................................................... 8
2.2 Analsis Faktor ........................................................................................................ 9
2.2.1 Metode Analisis Faktor ................................................................................ 11
2.2.1.1 Principal Factor Analysis ................................................................. 12
2.2.1.2 Maximum likelihood Factor Analysis ............................................. 14
2.3 Penentuan Banyaknya Faktor Laten ..................................................................... 14
2.4 Rotasi Faktor ......................................................................................................... 15
2.5 Manajemen Portofolio Saham............................................................................... 16

BAB III METODE PENELITIAN .......................................................................... 18

3.1 Sumber Data .......................................................................................................... 18
3.2 Metode .................................................................................................................. 19
3.3 Diagram Alir ......................................................................................................... 19

DAFTAR PUSTAKA ................................................................................................ 21

iii
 DAFTAR TABEL

Halaman
Tabel 2.1 Contoh Data Multivariat .......................................................................... 8

iv
 DAFTAR GAMBAR

Halaman
Gambar 3.1 Diagram Alir Penelitian ...................................................................... 20