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All Journal Dinamika Akuntansi Keuangan dan Perbankan KEUNIS JURNAL AKTUAL AKUNTANSI KEUANGAN BISNIS TERAPAN (AKUNBISNIS) Jurnal Hilirisasi Technology kepada Masyarakat (SITECHMAS) Applied Accounting and Management Review Journal of Management and Innovation Entrepreneurship (JMIE)
Nina Woelan Soebroto
Politeknik Negeri Semarang
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Social Sciences Other

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Applying The Markowitz Model for Optimal Stock Portfolio Construction to Maximize Investor Returns in The Stock Market Martia, Dina Yeni; Soebroto, Nina Woelan; Kodir, Moch. Abdul; Pradana, Bagas Putra; Senoaji, Aditya Rizqi
Applied Accounting and Management Review (AAMAR) Vol. 4 No. 1 (2025): APPLIED ACCOUNTING AND MANAGEMENT REVIEW (AAMAR)
Publisher : Politeknik Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32497/aamar.v4i1.6569

Abstract

Increased investor interest in stocks that have sustainability principles (ESG), but price fluctuations that tend to be more stable in the IDX ESG Leaders index often make investors face challenges in obtaining optimal returns. ndex IDX ESG Leaders itself consists of 30 stocks that have good Environmental, Social, and Governance (ESG) assessments, solid financial performance, and high liquidity. The results showed that the resulting optimal portfolio provided an expected return of 0.06% with a risk of 0.68%. This portfolio consists of 9 stocks, namely ASII (17.66%), BMRI (12.85%), BRPT (1.68%), CTRA (7.14%), ICBP (20.77%), POWR (29.39%), PRDA (3.76%), RAJA (3.17%), and SMSM (3.58%).
Co-Authors Alma Aprilia Anis Rahma Ayuningtyas Avilla Rahma Maulana Budi Prasetya Dina Yeni Martia Embun Duriany Soemarso Evi Rohmiati Ida Savitri Kusmargiani Kenneth Pinandhito Kodir, Moch. Abdul Mochammad Abdul Kodir Norma Gupita Pradana, Bagas Putra Prihatiningsih Prihatiningsih Senoaji, Aditya Rizqi Septian Yudha Kusuma Sri Widiyati Soemoedipiro Winarni Winarni Wisnu Adi Wibowo