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All Journal Jurnal Kajian Akuntansi Jurnal Ilmiah Universitas Batanghari Jambi Inovator : Jurnal Manajemen MONETER Neraca Keuangan : Jurnal Ilmiah Akuntansi dan Keuangan JURNAL AKUNIDA Journal on Education JURNAL PUNDI eCo-Buss Abdi Dosen : Jurnal Pengabdian Pada Masyarakat Jurnal Marketing JURMA : Jurnal Program Mahasiswa Kreatif COMSERVA: Jurnal Penelitian dan Pengabdian Masyarakat eCo-Fin Jurnal Ekonomika Dan Bisnis Jurnal Ekonomi, Manajemen dan Akuntansi (JEKMA) Media Ekonomi Moneter : Jurnal Keuangan dan Perbankan Jurnal Harmoni: Jurnal Akuntansi dan Keuangan Jurnal Pengabdian Nusantara Manager : Jurnal Ilmu manajemen
Hurriyaturrohman Hurriyaturrohman
Universitas Ibn Khaldun Bogor
Religion Agriculture, Biological Sciences & Forestry Humanities Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Public Health Social Sciences Other

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Journal : Manager : Jurnal Ilmu manajemen

 1 
ANALYSIS OF THE OPTIMAL PORTFOLIO OF THE SINGLE INDEX MODEL ON BANKING SUBSECTOR STOCKS IN THE LQ45 INDEX AT THE BEI FOR THE 2019-2024 PERIOD Fahrudin, Alya Septiya; Aminda, Renea Shinta; Hurriyaturrohman
Manager : Jurnal Ilmu Manajemen Vol. 8 No. 3 (2025): Manager : Jurnal Ilmu Manajemen
Publisher : Universitas Ibn Khaldun Bogor

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32832/managerjurnalilmumanajemen.v8i3.1647

Abstract

This investigation seeks to identify the optimal portfolio, measure the potential return and risk of stocks, and determine the appropriate fund allocation proportions for Subsection of the banking sector stocks Belonging to the LQ45 Index. The research employs the Single Index Model, which assumes that security returns move in correlation with the market index. A purposive sampling method was used to select the research samples. As a result, five companies were included in the analysis: PT Bank Negara Indonesia (Persero) Tbk (BBNI), PT Bank Central Asia Tbk (BBCA), PT Bank Tabungan Negara (Persero) Tbk (BBTN), PT Bank Mandiri (Persero) Tbk (BMRI), and PT Bank Rakyat Indonesia (Persero) Tbk (BBRI). Of these, only three stocks BBCA, BMRI, and BBNI qualified for inclusion in the optimal portfolio. The highest fund allocation was given to BBCA at 78%, followed by BMRI at 21%, and BBNI with the smallest proportion at 1%. The expected return of the constructed portfolio is 0.00900, with a corresponding risk level of 0.0563.
THE EFFECT OF GOLD PRICES ON THE INDONESIAN COMPOSITE STOCK PRICE INDEX WITH THE EXCHANGE RATE AS A MODERATING VARIABLE Rahma, Alya; Nurhayati, Immas; Hurriyaturrohman
Manager : Jurnal Ilmu Manajemen Vol. 8 No. 3 (2025): Manager : Jurnal Ilmu Manajemen
Publisher : Universitas Ibn Khaldun Bogor

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32832/managerjurnalilmumanajemen.v8i2.1838

Abstract

The result researcher aims to evaluate the impact of gold price fluctuations on the dynamics of the Composite Stock Price Index (JCI) in Indonesia, as well as to examine the role of the exchange of rupiah rate towards the United States dollar is employed as a moderating variable. The background of this research is related to the fluctuating dynamics of global financial markets and the tendency of investors to switch to assets that are considered safer such as gold, especially in times of economic uncertainty and exchange rate volatility. In this study, a moderated regression analysis is employed approach, using daily secondary data for a three-month period (November 2024 - January 2025), which includes gold prices, rupiah exchange rates, and JCI data. The analysis's findings show that the Index of Composite Stock Prices is substantially impacted by the price of gold. Furthermore, the JCI is not much impacted by this exchange rate, and the exchange rate erodes the correlation between the JCI and the gold price's moderating variable. These findings give scholars, investors, and policymakers crucial information for understanding how commodities, currency rates, and stock markets interact as well as for creating investment plans and economic policies that can adapt to shifting global circumstances
Co-Authors Abriel Owen, Mochammad Afif , M. Nur Agung Fajar Ilmiyono Agustiani, Vini Virgini Agustin, Desi Al Ikhsan, Safaruddin Hidayat Ama, Naoval Anuraga Kusumah Asri, Siti Halimahtul Astriyani, Siti Nur Astuti Astuti Ayu Lestari, Rahma Azolla Degita Azis Bimo, Widhi Aryo Cantika, Melodia Damayanti, Tiara Dea Anwariyah Denia Maulani Desty Anggraheni Dewi Noor Putriandi Diah Yudhawati Efendi, Yoga Ardiansyah Fadilah, Rizal Fahrudin, Alya Septiya Fanaisyah, Denissa Fathiy, Kamiliya Fauzan, Muhammad Nur Fazzry, M. Firdaus, M. Azis Fitri, Mia Auliatul Fitriani, Desnine Ghazalah Fitriyani Fitriyani Hadi, Ridwan Harnengsih, Siti Hartanti Nugrahaningsih Indah Lestari Indrayono, Yohanes Indupurnahayu Iqbal Assidiq, Muhammad Irfan, Muhamad Jamaludin , Ayi Janah, Miptahul Janati , Nadya Zahra Jani Subakti Julyana Sari, Winda Krisdiyanti, Cindy Lala Rusianah Lestiari, Sri Rahayu Lewina Sulistiawati M Zaenul Arifin M. Imam Sundarta M. Nur Rizqi Mandasari, Karina Tranti Mariska Oktaviani Wijaya Marlina, Asti Masruri, Mohamad Anwar Maudy Diana Putri Maulana Rahman, Muhammad Nazwan Meylani, Miftah Miranti, Shintya Mu avidayana, Mu avidayana Muhamad Azis Firdaus Muhamad Nur Rizqi Muhammad Fazri Nurjunian Muhammad Fikri Al-Farabi Muhammad Ramadhan Muhammad, Muhammad Rizky Firmansyah Mukhlis, Ade mulyawati, Evi Muniroh, Leny N. A. Rumiasih Nadya Zahra Janati Nisa Wardah Noor Haffitri, Shinta Dewi Nugraha, Muhammad Rizky Nurhanifah, Risdiani Nurhayati, Immas Putri Endang Sukaesi Putri Lestari, Putri Putri, Anisya Wittamar Putri, Desmahan Anugrah Putri, Lingga Satriani Rachmatullaily Tinakartika Rinda Raden Muhammad Jiddan Aziz Raharjo, Regina Manzilah Rahayu, Dara Sumanding Rahma, Alya Rahmat Mulyana Dali Rasiman Renea Shinta Aminda Ria Ariandini Ritzkal, Ritzkal Riya Dwi Andari Rizki, Sinta Dewi Rizqi, M. Nur Rizqi, Muhammad Nur Rosdiana, Anna Rumiasih, N. A. Rumiasih, NA Saepul Bahri Salsabila, Sharah Septianingsih, Pindi Siti Masyitoh Siti Saniah Siti Saniah, Siti Sudarta, M Imam Sundarta, Imam Sundarta, M.Imam Sundarta, Muhamad Imam Susilo Nugroho Titing Suharti Tri Indah Rahmawati Vania Farica Verni Asvariwangi Wijaya, Suma Wijayanti, Putriana Yudiana, Yudiana Yuppy Triwidatin Zidan Ramadan