Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal Sains: Jurnal Manajemen dan Bisnis
Ira Valentina Silalahi
Universitas Pendidikan Indonesia
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Analisis Single Index Model dalam Membentuk Portofolio Optimal pada Saham Perusahaan Jakarta Islamic Index (JII) Periode 2016 - 2020 Ira Valentina Silalahi; Nugraha Nugraha; Maya Sari; Harini Fajar Ningrum
Sains: Jurnal Manajemen dan Bisnis Vol 14, No 2 (2022)
Publisher : Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35448/jmb.v14i2.13876

Abstract

This study aims to determine the Jakarta Islamic Index (JII) stocks which are included in the optimal portfolio, the size of the composition of the shares in the optimal portfolio; as well as the optimal expected return and portfolio risk. The type of research used in this research is descriptive research with a quantitative approach. This study uses secondary data in the form of stock prices for the period 2016-2020. The data analysis method used is stock analysis with a single index model. The results showed that five stocks from 30 stock samples is included in the optimal portfolio. Following are the stocks that make up the optimal portfolio and their composition: INCO (29.91%), ADRO (29.60%), UNTR (16.25%), INDF (12.26%), and ICBP (11.98%). The formed portfolio will produce an expected portfolio return of 1.53% and a portfolio risk level of 1.23%.
Co-Authors I Nyoman Sujana Maya Sari Nugraha Nugraha