ANALISIS PEMBENTUKAN 1st

1st Grade
Grade
PORTOFOLIO OPTIMAL DENGAN
MENGGUNAKAN SAHAM YANG
MASUK PADA INDEX SRI-KEHATI

KELOMPOK 4
Elsa Ayu Lestari (2021-370)
Sony Antonio (2021-371)
Hany Iga.W. (2021-419)
Arika Putri F (2021-428)
Annisa Rizqi.A. (2021-585)
 Latar Belakang
Indeks SRI-Kehati adalah indeks sustainable and responsible investment (SRI) yang
dikelola Yayasan Keanekaragaman Hayati Indonesia (Kehati) bersama Bursa Efek
Indonesia (BED). Indeks SRI-KEHATI digunakan untuk mengidentifikasi suatu
perusahaan di Indonesia yang memiliki komitmen terhadap praktik bisnis yang
berkelanjutan, termasuk dalam hal lingkungan, sosial, dan tata kelola perusahaan (ESG -
Environmental, Social, and Governance).
 Tujuan
 Memahami dan mengaplikasikan
konsep dan teori portofolio untuk
menentukan :
• Saham apa saja yang menjadi anggota
portofolio optimal.
• Berapa proporsi dana yang diinvestasikan
untuk masing-masing saham.
• Besarnya tingkat pengembalian
portofolio optimal yang diharapkan.
• Besarnya risiko (varian) portofolio
optimal yang terbentuk.
 Memahami dan mempraktikan tentang :
• Bagaimana menentukan saham apa yang akan
digunakan sebagai instrumen investasi,
dengan analisis teknikal.
• Bagaimana melakukan transaksi beli-jual
saham yang terpilih
• Bagaimana menentukan keuntungan/kerugian
modal pada transaksi saham dalam 1 periode.
 Daftar Nama Perusahaan
1. AALI Astra Agro Lestari. Tbk 21. SMGR Semen Indonesia (Persero) Tbk
2. AKRA AKR Corporindo Tbk 22. TLKM Telkom Indonesia (Persero) Tbk
3. ASII Astra International Tbk 23. UNTR United Tractors Tbk
4. BBCA Bank Central Asia Tbk 24. UNVR Unilever Indonesia Tbk
5. BBNI Bank Negara Indonesia (Persero) Tbk 25. WIKA Wijaya Karya (Persero) Tbk
6. BBRI Bank Rakyat Indonesia (Persero) Tbk
7. BBTN Bank Tabungan Negara (Persero) Tbk
8. BMRI Bank Mandiri (Persero) Tbk
9. BSDE Bumi Serpong Damai Tbk
10. CPIN Charoen Pokphand Indonesia Tbk
11. DSNG Dharma Satya Nusantara Tbk
12. INCO Vale Indonesia Tbk
13. INDF Indofood Sukses Makmur Tbk
14. INTP Indocement Tunggal Prakarsa Tbk
15. JPFA Japfa Comfeed Indonesia Tbk
16. JSMR Jasa Marga (Persero) Tbk
17. KLBF Kalbe Farma Tbk
18. PGAS Perusahaan Gas Negara Tbk
19. PTPP PP (Persero) tbk
20. SIDO Industri Jamu dan Farmasi Sido Muncul Tbk
 Kasus 01
Penilaian Portofolio
Optimal
 Langkah 1 : Perhitungan Pengembalian E(Ri) dan Resiko
AKRA
5,19
5,19%% ASIII 0,34
0,34%% 1,47
1,47%% BBNI
2,90
2,90%% BBRI
1,70
1,70%% -0,65
-0,65%%
BBCA BSDE
1,48%
1,48% 0,76
0,76%% 0,32
0,32%% 0,56
0,56%% 0,33
0,33%% 0,27%
0,27%

DSNG
1,93
1,93%% 4,49
4,49%% -2,14
-2,14%% -0,26
-0,26%% PGAS
2,49
2,49%% 0,63
0,63%%
INC0 JPFA CPIN INDF
0,91
0,91%% 1,87
1,87%% 0,43
0,43%% 0,38
0,38%% 0,95
0,95%% 0,26
0,26%%

-1,58
-1,58%% -2,38
-2,38%% 2,25
2,25%% -0,74
-0,74%% SMGR
-0,46
-0,46%% -0,46
-0,46%%
INTP PTPP KLBF SIDO TLKM
0,18
0,18%% 0,60
0,60%% 0,18
0,18%% 0,78
0,78%% 0,79
0,79%% 0,33
0,33%%

1,77 E(Rit) =
UNTR 1,77%% UNVR
1,38
1,38%%
0,88
0,88%% 0,60
0,60%%

Smaller Bigger
Langkah 2 : Pengembangan Pasar Saham E(Rm)dan Risiko Pasar Saham

E(Rmt) = ( 𝑥𝑥𝑥 )
𝜎 𝑚 2=
12 − 1

1,19% 0,20%
 Langkah 3 : Perhitungan Beta Saham
=

AKRA ASII BBCA BBNI BBRI

1287,21 % 1638,96 % 1095,27 % 1709,40 % 1008,12 %

BSDE DSNG INCO JPFA CPIN

213,64 % 735,71 % 2166,04 % -559,05 % -946,54 %

PGAS INDF INTP PTPP KLBF

905,02 % -587,35 % 114,76 % 786,99 % 249,60 %

SIDO SMGR TLKM UNTR UNVR

-496,31 % 392,08 % 1065.07 % 1745,34 % -383,05 %
 Langkah 4 : Menghitung Alpha
𝜶 𝒊=𝑬 ( 𝑹𝒊 ) −( 𝜷 𝒊 𝒙 𝑬 ( 𝑹𝒎 ) )
AKRA ASII BBCA
-10,12% -19,12% -11,56 % PGAS INDF INTP
-8,28 % 7,62 % -2,94 %
BBNI BBRI
-17,43 % 10,30 % PTPP KLBF
26590,64 % -0,72%

SIDO SMGR TLKM

BSDE DSNG INCO
30405,86 % -5,12 % -13,13 %
-3,19 % -6,82 % -21,28 %

JPFA CPIN UNTR UNVR

4,51 % 11,00 % -18,99 % 5,93 %
 Langkah 5
INTP
INTP
0,35
0,35%
%
8 AKRA
AKRA 8

33,71 PTPP
PTPP
7
33,71%
% 7
6 6 7070632,46
7070632,46%
%
5 ASII
ASII 5

4 56,66
56,66%
% 4 KLBF
KLBF
3
BBCA
3
1,23
1,23%
%
2 BBCA 2

1 25,00
25,00%
% 1
JPFA SIDO
SIDO
0 8 JPFA 0
6,38 9245165,92
9245165,92%
BBNI
BBNI 7 6,38%
% %
60,68
60,68%
% 6

5 CPIN
CPIN
4
18,88
18,88%
%
3
SMGR
SMGR
BBRI
2
PGAS
PGAS 3,29
3,29%
%
BBRI 1
8
21,11 16,84
16,84%
%
8

7 21,11%
% 0 7 TLKM
TLKM
6
6
BSDE
BSDE INDF 24,10
24,10%
%
5 INDF 5
1,00
1,00%% 7,39
4 7,39%
% 4
UNTR
DSNG 3
UNTR
3
DSNG 63,70
63,70%
%
2
11,14
11,14%
%
2

1 1

INCO UNVR
UNVR
0 INCO 0

97,08 3,25
3,25%
97,08%
% %
 Langkah 6

AKRA ASII BBCA BBNI BBRI BSDE DSNG

0,372 % -0,004 % 0,098% 0,147 % 0,129 % -0,490 % 0,209 %

INCO JPFA CPIN PGAS INDF INTP PTPP

0,189 % 0,453 % 0,069 % 0,231 % -0,040 % -1,718 % 3379,900 %

KLBF SIDO SMGR TLKM UNTR UNVR

0,743 % -6174,845 % -0,21 % -0,081 % 0,079 % -0,256 %
 Langkah 7
AKRA ASII BBCA BBNI BBRI
183,01 % -1,75 % 47, 14 % 70,56 % 62,15 %
49153,85 % 47410,13 % 47986,57 % 48155,87 % 48149,74 %

BSDE DSNG INCO JPFA CPIN

-223,27 % 101,49 % 91,32 % 222,48 % 32,68 %
45538,29 % 48579,60 % 48330,81 % 49074,66 % 47444,66 %

PGAS INDF INTP PTPP KLBF

112,45 % -18,60 % -653,53 % 2,96 % 375,24 %
48632,87 % 46712,83 % 38029,44 % 0,09 % 50483,50 %

SIDO SMGR TLKM UNTR UNVR

-1,62 % -101,26 % -38,00 % 37,61 % -115,84 %
0,03 % 46662,70 % 47066,85 % 47823,95 % 45196,00 %
 Langkah 8
Rekapitulasi Hasil Perhitungan , dan
AKRA ASII BBCA BBNI BBRI
183,01 % -1,75 % 47, 14 % 70,56 % 62,15 %
49153,85 % 47410,13 % 47986,57 % 48155,87 % 48149,74 %

BSDE DSNG INCO JPFA CPIN

-223,27 % 101,49 % 91,32 % 222,48 % 32,68 %
45538,29 % 48579,60 % 48330,81 % 49074,66 % 47444,66 %

PGAS INDF INTP PTPP KLBF

112,45 % -18,60 % -653,53 % 2,96 % 375,24 %
48632,87 % 46712,83 % 38029,44 % 0,09 % 50483,50 %

SIDO SMGR TLKM UNTR UNVR

-1,62 % -101,26 % -38,00 % 37,61 % -115,84 %
0,03 % 46662,70 % 47066,85 % 47823,95 % 45196,00 %
Langkah 9
Contents of this template
 Table of contents

01
01 02
02 03
03

Introduction Concepts Activities

You can describe the topic of You can describe the topic of You can describe the topic of
the section here the section here the section here
 What will we learn?
Mercury is the closest planet to the Sun
and the smallest one in the entire Solar
System. Contrary to popular belief, this
planet's name has nothing to do with
the liquid metal. Mercury was, instead,
named after the famous Roman
messenger god Mercurius
Mercury takes a little more than 58
days to complete its rotation, so try to
imagine how long days must be there!
Since the temperatures are so extreme,
albeit not as extreme as on Venus,
Mercury has been deemed to be non-
habitable for humans
 Measurements we will learn

Weight Size Temperature

Mercury is the closest Venus has a beautiful name Despite being red, Mars is
planet to the Sun and the and is the second planet actually a cold place. It’s
smallest of them all from the Sun full of iron oxide dust
 Activities we will do

Order Complete
Mars is actually a very Venus has extremely
cold place high temperatures

Match Measure
Jupiter is the biggest Saturn is a gas giant and
planet of them all has several rings
 Important concepts
Length Weight Volume
Mars is actually a very Venus has extremely Neptune is far away
cold place high temperatures from us

Time Quantity Temperature

Mercury is the closest Saturn is a gas giant and Jupiter is the biggest
planet to the Sun has several rings planet of them all
Awesome words
“This is a quote, words full of wisdom that
someone important said and can make the
reader get inspired”
Someone Famous
A
A picture
picture is
is worth
worth aa thousand
thousand words
words
A picture always
reinforces
the concept
Images reveal large amounts of data, so remember:
use an image instead of a long text. Your audience
will appreciate it
 98,300,000
Big numbers catch your audience’s attention
 9h 55m 23s
Jupiter’s rotation period

333,000
The Sun’s mass compared to Earth’s

386,000 km
Distance between Earth and the Moon
 Activity 1: Classification
Place these pieces in the boxes according to their size

Longer pieces Shorter pieces

 Computer
mockup
You can replace the image on the
screen with your own work. Just right-
click on it and select “Replace image”
 Tablet mockup
You can replace the image on the screen
with your own work. Just right-click on
it and select “Replace image”
Phone mockup
You can replace the image on the
screen with your own work. Just right-
click on it and select “Replace image”
 Activity 2: Higher or lower
Place the symbol < (Smaller than) or > (Larger than) according to the sizes of these
objects

>>
Temperature measurement units
Celsius (ºC)
Venus is the second planet
from the Sun

Fahrenheit (°F)
Mercury is the closest
planet to the Sun

Kelvin (K)
Mars is actually a very cold
place
Rulers classification

Mercury
Mercury Mercury is the closest planet to the Sun

Mars
Mars Mars is actually a very cold place

Jupiter
Jupiter Jupiter is the biggest planet of them all
 Average grade per class

Activity 1 Activity 2
Mercury is quite a Venus has very high
small planet temperatures

Activity 3 Activity 4
Jupiter is an Saturn is a gas giant
enormous planet with rings

Follow the link in the graph to modify its data and then paste the new one here. For more info, click here
 Activity 6: Comparisons
Fill in the blanks with the correct word according to the data

John
Johnisis150
150centimetres
centimetrestall
tall John is than Maria taller
and
andMary
Maryisis140
140
centimetres
centimetrestall
tall Maria is than John shorter

The
Thetemperature
temperaturetoday
todayisis 30
30 colder
degrees
degreesand
andyesterday
yesterdayitit Today is than yesterday
was
was25
25 hotter

An
Anapple
appleweighs
weighs100
100grams
grams heavier
and
andaamelon
melon1,000
1,000grams
grams The apple is than melon
lighter
 Our teachers

Sofia Hill Joe Harris

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