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All Journal Journal of Economic, Bussines and Accounting (COSTING)
Annisa Agustina
Institute of Business & Informatics (IBI) Kosgoro 1957
Economics, Econometrics & Finance

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OPTIMAL PORTOFOLIO FORMATION WITH SINGLE INDEX MODEL AND MARKOWITZ FOR COMPANIES LISTED ON SRI-KEHATI Annisa Agustina; Prisila Damayanty Damayanty
Journal of Economic, Bussines and Accounting (COSTING) Vol 7 No 4 (2024): Journal of Economic, Bussines and Accounting (COSTING)
Publisher : Institut Penelitian Matematika, Komputer, Keperawatan, Pendidikan dan Ekonomi (IPM2KPE)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31539/costing.v7i4.10590

Abstract

ABSTRACT This research is a quantitative research that aims to determine the optimal portofolio stock formation in companies listed on the SRI-KEHATI Index consistently with the Single Index Model approach and the Markowitz Model. The samples obtained using the purposive sampling technique are 13 companies with the 2018-2021 period. The data analysis method used in this study is the Shapiro-Wilk Normality test and the Independent Sample t-test. The results showed that the Single Index Model formed 4 stocks, namely BBRI, PGAS, SMGR, and WIKA. Whereas the Markowitz Model produces 5 shares, namely BBNI, BBRI, BMRI, KLBF, and TLKM. The formed portofolio candidates have positive return and risk of optimal stock portofolios but have different results. keywords: Single Index Model, Model Markowitz, Optimal Portofolio
Co-Authors Prisila Damayanty