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Muhammad Hafizh Ekaputra
Universitas Negeri Padang
Computer Science & IT Decision Sciences, Operations Research & Management Mathematics

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Aplikasi Metode Single Index dalam Pembentukan Portofolio Optimal dari Indeks Saham LQ – 45 Muhammad Hafizh Ekaputra; Media Rosha
Journal of Mathematics UNP Vol 5, No 4 (2020): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (475.228 KB) | DOI: 10.24036/unpjomath.v5i4.11099

Abstract

Abstract — Investment is the activity of placing a number of funds at the present time with the aim of obtaining future benefits. The problem faced by investors is determining which stocks to choose in order to get maximum profit. Steps taken in order to get maximum profit is to form an optimal portfolio. The purpose of this study is to form an optimal portfolio of stocks incorporated in LQ-45 in the period August 2018 - July 2019 and determine the proportion of funds for each  member of the optimal portfolio formed using the single index method. This study uses secondary data obtained from Yahoo Finance and Bank Indonesia. Purposive sampling is the sampling technique used. There are 41 stocks that still survive during the obser. vation period. The results of the analysis obtained from 41 LQ-45 stocks are that there are four stocks that are included in the optimal portfolio, namely; ADHI, EXCL, MNCN and TLKM with each proportion of funds of 4.081944%, 9.9706955%, 3.1884027%, and 82.7589578%.Keywords --- investation, portofolio, single index method
Co-Authors Media Rosha