Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Journal of Economics and Management

Analisis Pembentukan Portofolio Saham Optimal Pada Perusahaan Yang Terdaftar Di Jakarta Islamic Index (JII) Periode 2018 – 2021 Ilma, Shofana Fatkhatul; Hidayati, Amalia Nuril
Journal of Economics and Management Vol. 2 No. 1 (2024): Journal of Economics and Management, April 2024
Publisher : Lembaga Publikasi Ilmiah Nusantara

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55681/ecoma.v2i1.37

Abstract

Portfolio is a method used to reduce security risk through diversification. A portfolio that is in accordance with the investor's preference for the return as well as the risk he is willing to bear. The purpose of this study is to determine the stocks that can form an optimal portfolio, to determine the proportion of funds of each stock that makes up the optimal portfolio, to determine the expected rate of return and the risk of the portfolio formed based on the Single Index Model. This research is a type of descriptive quantitative research. The research population is companies that are included in the Jakarta Islamic Index (JII) for the period 2018-2021. Sampling is carried out using a porposive sampling criterion, namely by selecting companies that are consistently included in the Jakarta Islamic Index during the study period, so that a sample of 12 stocks is obtained. The results showed (1) From the 12 stock samples, there were 5 stocks that became the optimal portfolio candidates, namely: ANTM, TPIA, INCO, ADRO, and PTBA (2) The proportion of fund allocation for each stock included: ANTM at 39%, TPIA at 17%, INCO 25%, ADRO 14%, and PTBA 6% (3) From the five optimal portfolios, it is expected to get an Expected Return of 0.0259 or 2.59% per month with a risk of 0.0340 or 3. 40% per month.
Co-Authors Ahmad Syaichoni, Ahmad Alrosa, Natasya Florentina Amelia, Mela Sahra Anargya, Syakira Na'ila Anggraini, Revie Anggraini, Sisilia Anisa, Rurin Dwi Ardian Dwi Cahyo Arizona, Prisilia Sindy Bella, Desiska Cintya Briftania Primadani Cholifah, Siti Nur Dafiq, Bahru Ilmi Dyah Ayu Kusumaningrum Elfara, Sabrina Rossa Falefy, Kurnia Yulia Ayu Firnanda, Denta Khrisna Gabriella, Susan Meylin Habib, Muhammad Alhada Fuadilah Habib, Muhammad Alhada Fuadillah Habiba, Meilany Pramesti Haikal, Vikri Hasan, Andika Ikmal, Muhammad Faiq Ilma, Shofana Fatkhatul Imam Sopingi Indriawati, Ella Islam, Fadi Jashaka Jannah, Era Miftakhul Laili Rahmawati, Laili Latifah, Filda Fauzia Lestari, Dyah Lina M. Dimas Kurniawan Maharani, Tri Sakti Mawarni, Nadia Hera Nasrullah, Muhammad Rangga Nazira, Nur Ain Ningsih, Siti Warsini Ni’mah, Neha Faridatun Nugraha, Dhafin Nur Azizah Nurafifah, Rani Nuril Jannah, Faridatu Nury Mawaddah, Nayza Oktaviana, Ratna Dyah Prasetyo, Andrik Prasetyo, Sulung Jalu Puspa Sa'adah, Beryl Claresta Putri, Falentia Wiliana Putri, Ica Brilian Novi Putri, Silvia Usmayanti Putriani, Erlina Rahmatullah, Gilang Akbar Risma Ayuk Anggraeni Rohmah, Isna Nazilatur Rohmah, Laelatur Sakinah, Nurul Salsabila, Putri Cinta Ayu Sampurno, Rama Wahyu Sandiawati, Fina Sapnawati, Rizka Alifia Saputra, Dika Eri Sariatus Salamah Setyo Ningrum, Lisa Selviani Siti Kalimah Sovialencia, Rheiva Syahra Susilowati, Nur 'Aini Wahyu Dwi Warsitasari, Wahyu Dwi Wakhid, Citra Fadilah Wardani, Syandanatama Putri Kusuma Widyanti, Lusi Wulandari, Popy Widya Zahro, Nuril Fatimah