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All Journal HAYATI Journal of Biosciences Jurnal Ilmu Pertanian Indonesia Jurnal Penyuluhan Jurnal Manajemen dan Agribisnis Forum Pasca Sarjana Economic Journal of Emerging Markets SOCA: Jurnal Sosial Ekonomi Pertanian Jurnal Ekonomi Kuantitatif Terapan Jurnal Pembangunan Wilayah dan Kota Jurnal Ilmu Lingkungan Jurnal Manajemen Teknologi JURNAL MANAJEMEN AGRIBISNIS Journal The Winners Jurnal Agro Ekonomi JAM : Jurnal Aplikasi Manajemen Indonesian Journal of Business and Entrepreneurship (IJBE) Jurnal Agribisnis Indonesia (Journal of Indonesian Agribusiness) Forum Agribisnis Jurnal Berkala Ilmu Perpustakaan dan Informasi Habitat AGRICOLA Jurnal Aplikasi Bisnis dan Manajemen (JABM) E-Journal AGRARIS: Journal of Agribusiness and Rural Development Research Jurnal Tataloka Jurnal Kajian Informasi & Perpustakaan Jurnal Ekonomi Pertanian, Sumberdaya dan Lingkungan Syntax Literate: Jurnal Ilmiah Indonesia JEPA (Jurnal Ekonomi Pertanian dan Agribisnis) Jurnal Manajemen Pembangunan Daerah Buletin Ilmiah Litbang Perdagangan Jurnal Agribest Agrisocionomics: Jurnal Sosial Ekonomi Pertanian JRB-Jurnal Riset Bisnis Astonjadro Jurnal Sosial Ekonomi Kelautan dan Perikanan Jurnal Kebijakan Sosial Ekonomi Kelautan dan Perikanan JURNAL TEKNIK HIDRAULIK Agro Bali: Agricultural Journal International Journal of Economics Development Research (IJEDR) Jurnal Ilmiah Manajemen Kesatuan Jurnal Aisyah : Jurnal Ilmu Kesehatan Jurnal Agro Ekonomi Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences Business Review and Case Studies Jurnal Perspektif Pembiayaan dan Pembangunan Daerah Media Ekonomi Electronic Journal of Education, Social Economics and Technology Innovative: Journal Of Social Science Research MIMBAR : Jurnal Sosial dan Pembangunan Jurnal Ekonomi dan Pembangunan Indonesia Policy Brief Pertanian, Kelautan, dan Biosains Tropika IJAE AGRARIS: Journal of Agribusiness and Rural Development Research
Yusman Syaukat
Departemen Ekonomi Dan Sumberdaya Lingkungan, Fakultas Ekonomi Dan Manajemen, Institut Pertanian Bogor
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Journal : Journal The Winners

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Optimum Portfolio Analysis of Black-Litterman Model in The Indonesian Stock Exchange on Consumer Goods Industrial Sector Pudjiani, Meilina; Syaukat, Yusman; Irawan, Tony
Journal the Winners: Economics, Business, Management, and Information System Journal Vol 21, No 1 (2020): The Winners (In Press)
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/tw.v21i1.5954

Abstract

The purpose of this research was to identify the allocation of optimum portfolio formation in consumer goods sector at Indonesian Stock Exchange from 2014 to 2018 by using Black-Litterman model. This quantitative research used secondary data on stock prices of the consumer goods sector on the Indonesian Stock Exchange from January 2014 to December 2018 which was obtained from Yahoo Finance and the Indonesia Stock Exchange. Four stocks formed the optimum portfolio of consumer goods sector identified by using Black-Litterman model. Those are stocks of PT Indofood CBP Sukses Makmur Tbk, PT Kimia Farma Tbk, PT Indofarma Tbk, PT Indofarma Tbk, and PT HM Sampoerna Tbk. The results show that stock with the biggest proportion was ICBP’s with proportion of 68,5379%. Meanwhile the smallest proportion was INAF’s, which is 3,0277%. The mean return was calculated from this proportion, resulting in 3,678% while the risk value was 1,471%.
Optimum Portfolio Analysis of Black-Litterman Model in The Indonesian Stock Exchange on Consumer Goods Industrial Sector Meilina Pudjiani; Yusman Syaukat; Tony Irawan
The Winners Vol. 21 No. 1 (2020): The Winners
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/tw.v21i1.5954

Abstract

The aim of the research was to identify the allocation of optimum portfolio formation in consumer goods sector at Indonesian Stock Exchange from 2014 to 2018 by using Black-Litterman model. This quantitative research used secondary data on stock prices of the consumer goods sector on the Indonesian Stock Exchange from January 2014 to December 2018 which was obtained from Yahoo Finance and the Indonesia Stock Exchange. Four stocks formed the optimum portfolio of consumer goods sector identified by using Black-Litterman model. Those are stocks of PT Indofood CBP Sukses Makmur Tbk, PT Kimia Farma Tbk, PT Indofarma Tbk, PT Indofarma Tbk, and PT HM Sampoerna Tbk. The results show that stock with the biggest proportion was ICBP’s with proportion of 68,5379%. Meanwhile the smallest proportion was INAF’s, which is 3,0277%. The mean return was calculated from this proportion, resulting in 3,678% while the risk value was 1,471%.
Co-Authors ,, Hastuti ., Harianto A. Faroby Falatehan Abdul Kohar Irwanto Aceng Hidayat Adwiyah, Rabiatul Ahmad Fanani Ahmad Yousuf Kurniawan Ahyar Ismail Aini, Anis Nur Akhmad Fauzi Amalia Amalia Amas Priatna, Isep Amzul Rifin Anggara Ajeng Nilam Siwi Apriyadi, Andri Arief Darjanto Arief Daryanto Arif Imam Suroso Arsyianti, Dwi Astari Miranti Atien Priyanti Atikah, Raden Muhammad Jiddan Aziz Ayu Puspito , Deffi Azhari Muslim Azizah, Irma Novita Nur Bahtiar, Rizal Bambang Juanda Bayu Krisnamurthi Bonar M. Sinaga Bonar M. Sinaga BONAR M. SINAGA Budi Yoko Bugi Biruloma Lagaida Bunasor Sanim Bustanul Arifin D. A. Rahim D. S. Priyarsono Dadang DADANG DADANG Dea Amanda Dedi Budiman Hakim Dedi Budiman Hakim Desrial, Ahmad Devi Analia, Devi Diah Khairani Dian Anggraeny Rahim Dian Kurniasih Diana La Haris Djoni Hartono Dominicus Savio Priyarsono Drajad Listiyawan Dwi Rachmina Endang Sari Simanullang Erliza Noor Ernan Rustiadi Falatehan, Falatehan Falatehan, Sriwulan Ferindian Fariyanti, Anna Feryanto Feryanto Fitri Kartiasih Fitria Dewi Raswatie Fredian Tonny Nasdian Hamdan Handoko Handayani Boa Hansen Tandra Hansen Tandra Hardjanto , Arini Hardjanto, Arini Harianto Harianto Harianto Hariyadi Hariyadi Harjanto, Arini Harmini Harmini, Harmini Hartoyo Hartoyo Hastuti Hastuti Hastuti Hastuti Hendrik Johannes Nadapdap Hendro Sasongko Heny K Daryanto Heny K Suwarsinah, Heny K Hermanto Siregar Hernawati Hernawati Herwan Junaidi Herwan Junaidi, Herwan Heti Mulyati Husnul Insan Ida Zulfida, Ida Idqan Fahmi IKA APRILIA Imam Teguh Saptono Indrawan, Dikky Indupurnahayu Irfan Syauqi Beik JAENAL EFFENDI Januarisky, Hanna Aditya Jas, Walneg Sopia Jibria Ratna Yasir, Jibria Ratna Jiddan Aziz, Raden Muhammad Juliando Saragih Karenina, Anna Ketsia Aprilianny Laya Khafid, Mohammad Abdul Khatimah, Khusnul Ktut Silvanita Mangani Kusriatmi, nFN Laily Dwi Arsyianti Lala M Kolopaking Latuconsina, Olivia CH Lilis Imamah Ichdayati Linda Tri Wira Astuti Listiana Widya Wanti Lukman M Baga Lukman M. Baga Lukytawati Anggraeni M. Syamsul Maarif Ma'mun Sarma Mahayana, Ni Putu Ayuning Wulan Pradnyani Malinda Noviarini Mangara Tambunan Mangara Tambunan Maria Maghdalena Diana Widiastuti, Maria Maghdalena Diana Mariyah Mariyah Marpaung, Katherine Yuliana Martokoesoemo, Dewi Ratna Sjari Ma’mun Sarma Meilina Pudjiani Meliany, Birka Septy Meti Ekayani Millenia Aurelia Moch Amron Muh Saiful Djafri Muhammad - Firdaus Muhammad Fadil Hidayat Muhammad fauzan Muhammad Teguh Iman Aris Bandriyo Mukhamad Najib Muryani Muryani Nastiti Siswi Indrasti nFN Sumaryanto Ni Putu Ayuning Wulan Pradnyani Mahayana Nia Kurniawati Hidayat, Nia Kurniawati NITA APRILIA NIZAR NASRULLAH Novyanti Nora Purba Nunung Kusnadi Nurlela Machmudin Nyak Ilham Oktaviani, Rina Pantjar Simatupang Pini Wijayanti Pini Wijayanti Pratama, Ahmad Herlyasa Sosro Pratama, Diva Wahyu Prihantini, Campina Illa Pudji Muljono Pudji Muljono Pudjiani, Meilina Putri, Lovina Aresta Rangga Ditya Yofa Relita Novianti Renea Shinta Aminda Risna Eka Pertiwi Rita Nurmalina Rustandi, Ernan Sa'id, Endang Gumbira Said, Ali Sarma, Ma’mun Siti Allifah Slametto Slametto Soeyatno, Rahmah Farahdita Sri Hartoyo Sri Hartoyo Sri Hartoyo Sri Hartoyo Sri Herliana Sri Utami Kuntjoro Sri Utami Kuntjoro Sri Utami Kuntjoro Sugeng Budiharsono Suharno Suharno Suharno Sumaryanto, nFN Supena Friyatno Suryana, Anggita Suryana, Anggita Tresliyana Syachbudy, Qiki Qilang Syahputra, Khoirul Syamsiar, Syamsiar Syauqi, Muhamad Syifa Putri Kusumaningrum Tandra, Hansen Tanti Novianti Tb. Nur Ahmad Maulana Titing Suharti Tommi Febrian Tony Irawan Tridoyo Kusumastanto Urip Rahmani Vadilaksono, Muhammad Ivan W.H Limbong Wahyudi, Bobby Walneg Sopia Jas Wanti Fitrianti Widodo W Purwanto Widyastutik Winahyu, Djatmiko Wisnu Surianugraha Yesi Dewita Sari Yofa, Rangga Ditya Yuhendra Yulianti, Ayu Yusiana, Ekalia Yusnina, Yusnina