OPTIMASI PORTOFOLIO PADA SAHAM INDEKS IDX80 DI BURSA EFEK INDONESIA DENGAN MENGGUNAKAN MODEL MARKOWITZ SEBAGAI DASAR PENETAPAN INVESTASI

Anwar, Anwar OPTIMASI PORTOFOLIO PADA SAHAM INDEKS IDX80 DI BURSA EFEK INDONESIA DENGAN MENGGUNAKAN MODEL MARKOWITZ SEBAGAI DASAR PENETAPAN INVESTASI. Edunomika, 07 (01). pp. 1-13. ISSN 2598-1153

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Official URL: https://jurnal.stie-aas.ac.id/index.php/jie/articl...

Abstract

Investment is the allocation of resources currently owned with the aim of obtaining profits in the future. Investors in making decisions to invest are very risky and uncertain. The risks that arise in investing cannot be avoided but can be minimized by forming a portfolio for diversification. The purpose of this study was to determine the optimal portfolio formation of the IDX80 Index shares on the Indonesia Stock Exchange using the Markowitz model as the basis for determining investment for the period February 2019-December 2021. The population in this study were all companies listed on the IDX80 Index for the period February 2019-December 2021. namely as many as 80 companies and research samples as many as 57 companies selected based on purposive sampling technique. The results showed that the formation of a portfolio using optimal weights resulted in 11 stocks, namely ADRO shares (0,393 percent), BBCA (24,507 percent), CPIN (6,96 percent), HOKI (5,434 percent), INDF (15,701 percent), KLBF (12,873 percent), MIKA (14,866 percent), PTBA (3,627 percent), TBIG (0,158 percent), TLKM (7,666 percent), and TOWR (7,814 percent). The expected return from the optimal proportion is 0,889 percent and portfolio risk is 5,248 percent.

Item Type:	Article
Subjects:	FAKULTAS EKONOMI FAKULTAS EKONOMI > Manajemen KARYA ILMIAH DOSEN Universitas Negeri Makassar > KARYA ILMIAH DOSEN
Divisions:	FAKULTAS EKONOMI
Depositing User:	Dr. M. Ikhwan Maulana Haeruddin
Date Deposited:	01 Jun 2023 16:08
Last Modified:	01 Jun 2023 16:08
URI:	http://eprints.unm.ac.id/id/eprint/29328

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