Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Sammajiva: Jurnal Penelitian Bisnis dan Manajemen

Single Index Model dalam Pemilihan Saham Optimal Jhonni Sinaga; Aurlia Hayatunisa; Supriyanto Supriyanto
Sammajiva: Jurnal Penelitian Bisnis dan Manajemen Vol. 2 No. 3 (2024): September : SAMMAJIVA : Jurnal Penelitian Bisnis dan Manajemen
Publisher : Institut Nalanda

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47861/sammajiva.v2i3.1190

Abstract

This study aims to analyze the optimal stock selection on the Indonesia Stock Exchange using the Single Index Model method, focusing on stocks included in the LQ45 index during the 2019-2023 period. The selection of data samples used in this study is Purposive Sampling and the analysis technique in this study is quantitative descriptive analysis. Based on the results of the analysis, 15 stocks were selected that were included in the LQ45 index category. The results of the study showed that from a sample of 15 stocks, there were 2 stocks that fell into the optimal stock criteria, namely Adaro Energy Tbk (ADRO) and Bank Central Asia Tbk (BBCA), these stocks had an overall Expected Return (ER) of 3.95% and an overall Variance of 2.447%.
Co-Authors AA Sudharmawan, AA Abd. Hakam Achmad Basofitrah Adzansyah Adzansyah Afandi, Asep Agung Abadi Kiswandono Agus Purnomo Ahmad Chafid Alwi Ali Muhson Amika Rois An Nisaa’ Shabrina Ananto Krisna Wardhana Anita Herawati Aula Ahmad Hafid Saiful Fikri Aula Ahmad Hafidh Saiful Fikri Aula Ahmad Hafidh Saiful Fikri Aurlia Hayatunisa Aziz Aziz Bambang Sudarmanto Bambang Suprayitno Barkah Lestari Daniel Rangga Wijaya Dewi Inne Kumalasari Dinda Mezia Physka Djuni Thamrin Dyah Pertiwi Kusumawardani Efendi, Dwi Marisa Endang Mulyani Fergina Prawaning Tyas Hadi Sunaryo Hanny Novita Ramadhan Iko Prastiyo Janice Soe Jenny Florentina Jessie Jessie Jhonni Sinaga Kiromim Baroroh Lilia Pasca Riani Maemunah Maimun Sholeh Maridi Maridi Matdio Siahaan Miftahurrohmah Nur Azizah Mila Istiqamah muhammad mun'im Muhammad Roestam Afandi Muhyadi Muhyadi Mustofa, Andi Muthia Novita Ramadhani Ni Luh Gede Ratna Juliasih Niken Salsabilla Nikken Syakira Haq Nova Ariska Nur Choliqfatus Azizah Nur Hidayati Nurdayati Nurdayati Nurfuadi Nurfuadi Pakarti Riswanto Pardiman Pardiman Parida, Merri Putri Aprilia Hikayatunni’mah Rachmat Fadly Rahma Fitriani Thalitha Rahmatullah, Sidik Rinawati Rinawati Rinda Novitasari Rio andi Saputra Rio andi Saputra Rio Putra Riris Lestiowati Rizka Ari Wandari Romadon Romadon Rozaq Isnaini Nugraha Rustam Rustam selly Selly Sigit Sugiharto Subejo Sudarno Sudarno Sugeng Suroso Sunarto Sunarto Syisva Nurwita Syisva Nurwita Tejo Nurseto Tungga Buana Irfana Veithzal Rivai Zainal Yuli Eprianti Yulpa Rabeta