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All Journal Jurnal Manajemen Teknologi Jurnal Ekonomi : Journal of Economic Jurnal Manajemen Teori dan Terapan BAKI (Berkala Akuntansi dan Keuangan Indonesia) MIX : Jurnal Ilmiah Manajemen Jurnal Riset Manajemen dan Bisnis (JRMB) Fakultas Ekonomi UNIAT Syntax Literate: Jurnal Ilmiah Indonesia JURNAL MANAJEMEN INDUSTRI DAN LOGISTIK Owner : Riset dan Jurnal Akuntansi Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan JURNAL PENDIDIKAN TAMBUSAI Journal of Multidisciplinary Academic Jurnal Akuntansi dan Bisnis Jurnal Ilmiah Ekonomi Global Masa Kini JURNAL LENTERA BISNIS Dinasti International Journal of Management Science JMB : Jurnal Manajemen dan Bisnis Enrichment : Journal of Management Literatus Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences Jurnal Ekonomi dan Manajemen Jurnal Cafetaria Jurnal Cahaya Mandalika ETNIK : Jurnal Ekonomi dan Teknik Journal of Economic, Business and Engineering (JEBE) Sinomika Journal: Publikasi Ilmiah Bidang Ekonomi dan Akuntansi Jurnal Manajemen dan Kewirausahaan Economic Reviews Journal Formosa Journal of Sustainable Research (FJSR) MES Management Journal Journal of Accounting and Finance Management (JAFM) Jurnal Magister Akuntansi Trisakti Jurnal Pepadu Jurnal Pengabdian Kepada Masyarakat Ekonomi, Pendidikan, dan Sosial Humaniora Research Horizon Records Management System Journal Social Science Academic Jurnal Penelitian Pendidikan Indonesia Asian Journal of Management, Entrepreneurship and Social Science Sasambo: Jurnal Abdimas (Journal of Community Service) JCRIM (Journal of Current Research In Multidisciplinary)
Eka Bertuah
Universitas Esa Unggul
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mechanical Engineering Social Sciences Transportation Other

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Journal : Journal of Multidisciplinary Academic

 1 
Optimalization Stock Portfolio Based on Single Index Model over Bullish and Bearish Market: Case Study on LQ45 Manufacturing Company Yandi Ikadarma; Eka Bertuah
Journal of Multidisciplinary Academic Vol 3, No 1 (2019): Science, Engineering and Social Science Series
Publisher : Penerbit Kemala Indonesia

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Abstract

This study aimed to determine the optimalization stock portfolio as a basis of investment inside company stocks in LQ45 on Indonesia Stock Exchange. In this research, we use data observation from January 2013 to December 2017 with quantitative method to obtain population over 11 manufacturing companies based single index model. The results showed 5 stocks became to portfolio candidates from the 11 candidate stocks studied which is 5 optimal portfolio shares had a return of 0.019 or equal 1.98% per month. Here, the 5 optimal portfolio have a risk and must be faced by investors shares around 0.007 or equal to 0.07%. The 5 optimal portfolio namely UNVR, ICBP, GGRM, KLBF, and INDF to share over investors. The fund proportion can be invested by 5 shares such as UNVR, ICBP, GGRM, KLBF, and INDF are equal 56.06%, 16.14%, 7.86%, 16.42% and 3.52%, respectively. The Return on bullish conditions shows that the portfolio returns is calculated from selected five stocks to obtain optimal portfolio formation reached 0.021. Furthermore, the return on bearish conditions have risk value more than 0.008. Thus, the optimal portfolio in bullish conditions can reduced investment risk more than 0.011 poins. Thus, the optimal portfolio can be reduced risk value over low level in bearish conditions in LQ45 manufacturing company in near future
Co-Authors Abdurahman Abdurrahman Abdurrahman Abdurrahman Agus Munandar Agustin, Happyta Akshay, F. X. John Alfian Yudha Sasongko Amelia Ibnu Wasiat, Friana Angga Negoro, Dhimas Anhar, Febri Ari Anggarani Winadi Prasetyoning Tyas Awliya, Aldy Budianto, Endi Trimawan Denissa Natalia Derudebu Talunohi Desy Prastyani Dwi Yudiono Efriska Simangunsang Elizabeth Hutami Widowati Erni Komalasari Febrianto, Dito Tri Gigieh Giri Putra Prianika Hikmah Ramadhani Hilda Amalia Hotman Dufeb Halomoan Oppusunggu Indra Sakti Jonathan, Ignatius Jong Sandy Jurnal Pepadu Kamila, Nurul Kartika Dewi Djunaedi, Mira Kartika Sitorus Kevin Suparta Kristina Novianti Kurniawan, Surya Dwi Lestari, Putri Indah Dwi Loreno, Cristhian Noel Singgih Haryo Pradono Novera Kristiani Nurjihan, Syifa Rahmawati Nurlinda, R.A. Nurlinda, RA Pangaribuan, Meiko Andreas R. A. Nurlinda RA Nurlinda Raden Ajeng Nurlinda Raden Ayu Nurlinda Rahmatiyani, Rahmatiyani RILLA GANTINO Robin Robin, Robin Rojuaniah Rojuaniah Sapto Jumono Senima, Teklaudi Kurniati Setiyati, Ritta Suharna, Jaka Sunjaya, Robi Surya Dwi Kurniawan Ummanah Ummanah, Ummanah Wardana, Dimas Rafli Satia Wini Agustin WPT, Ari Anggarani Yandi Ikadarma