Analisis Pembentukan Portofolio Optimal Saham Berdasarkan Metode Model Indeks Tunggal (Studi pada Saham Perusahaan yang Tercatat dalam Indeks Lq 45 di Bursa Efek Indonesia Tahun 2012-2016)

This research is conducted on the basis of the return and risk inherent in an investment, especially investment in the stock market in the form of shares. The purpose of this research is to know the stock index LQ 45 which can be used as optimal portfolio formers and how much the proportion of funds to form optimal portfolio and the amount of expected return and risk of the portfolio formed. Risks to an investment can be minimized by diversifying assets to several types of stocks to form a portfolio. Portfolio establishment can be done in several ways, one of which is a single index model. Investors who will invest their funds in the form of stocks should invest in some stocks because the risks covered can be minimized through diversification. This research can also be a reference for investors to invest their capital in optimal portfolio shaper consisting of LPKR, BBNI, BMRI, UNVR, TLKM, GGRM, AKRA, ASRI. With the large proportion of funds each stock is 61,09%, 14,98%, 7,55%, 10,04%, 1,48%, 2,473%, 1,80%, 0,56%. The portfolio formed gives the expected return of 0.995% and contains a risk of 0.00634%. The optimal portfolio in this study is formed by stocks that have the highest retun at the same relative risk level