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All Journal Journal of Mathematics UNP
Dramutia, Alfika
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Computer Science & IT Decision Sciences, Operations Research & Management Mathematics

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Analisis Perbandingan Metode Mean Gini dan Mean Variance dalam Pembentukan Portofolio Optimal pada Saham Perusahaan Kesehatan Dramutia, Alfika; Rosha, Media
Journal of Mathematics UNP Vol 9, No 1 (2024): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v9i1.15027

Abstract

Optimal Portofolio Formation can be done using various approaches, including the Mean Gini and Mean Variance methods.The purpose of this study is to compare the performance of theMean Gini and Mean Variance methods in the formation ofoptimal portfolios. This portfolio formation uses stock data onhealth companies on the Indonesia Stock Exchange. The timeperiod used is 2021. Portfolio performance can be determinedby assessing the Sharpe Ratio. The results of the Sharpe Ratiocomparison of the Mean Gini method have superior performancebecause the value is greater, namely 0.61. while the MeanVariance Method has a smaller Sharpe Index value of-1.38. 
Co-Authors Media Rosha