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All Journal Dinasti International Journal of Education Management and Social Science Jurnal Akuntansi dan Manajemen Dinasti International Journal of Economics, Finance & Accounting (DIJEFA) Jurnal Ilmiah Ekonomi dan Manajemen Jurnal Akademi Akuntansi Indonesia Padang Jurnal Komunikasi dan Ilmu Sosial Fibonacci : Jurnal Ilmu Ekonomi, Manajemen dan Keuangan
Sinaga, Jhonni
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Social Sciences Other

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Journal : Fibonacci : Jurnal Ilmu Ekonomi, Manajemen dan Keuangan

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Analisis Pembentukan Portofolio Optimal Saham-Saham Big Bank di LQ-45 Menggunakan Model Elton dan Gruber di Bursa Efek Indonesia Periode 2019-2023 Monika Sari Siagian, Friska; Richo Rianto, Muhammad; Sinaga, Jhonni; Haymans Manurung, Adler
Fibonacci: Jurnal Ilmu Ekonomi, Manajemen dan Keuangan Vol. 1 No. 3 (2025): Fibonacci: Jurnal Ilmu Ekonomi, Manajemen, dan keuangan (Maret 2025 - Mei 2025)
Publisher : Yayasan Inovasi Akademi Nusantara

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.63217/fibonacci.v1i3.117

Abstract

Analysis of Optimal Portfolio Formation of Big Bank Stocks in LQ-45 Using the Elton and Gruber Model on the Indonesia Stock Exchange for the 2019-2023 Period. This study aims to analyze the management of stock portfolios on the Indonesia Stock Exchange using the Elton and Gruber Model, focusing on Big Bank stocks included in the LQ-45 stock index during the 2019-2023 period. This study uses monthly data for the 2019-2023 period, with data analysis techniques using Microsoft Excel. The results of this study found that there were 3 stocks included in the optimal portfolio with an Excess Return to Beta (ERB) value greater than the Cut-Off Rate (CI), namely; Bank Central Asia Tbk (BBCA), Bank Rakyat Indonesia Persero (BBRI) and Bank Mandiri (Persero) Tbk (BMRI). The results show that the optimal portfolio is formed by stocks that have high returns at relatively the same risk level.
Co-Authors Achmad Fauzi Adler Haymans Manurung Alfonso Lande Andra Nabila, Raudita Aulya, Rafi Alif Dita Puspitasari Fikri , Adi Wibowo Noor Heru Tian Sanjaya Idel Eprianto Ilham Faturrahman, Muhammad John E.H.J., FoEh M. Ilham Faturrahman M. Rafli Hermawan Maidani, Maidani Mangalindung, Giovani Huiser Monika Sari Siagian, Friska Nisrina, Ghina Panubut Simorangkir Rianto, Muhammad Richo Rosalinda Manullang, Mitha Debora Supriyanto Supriyanto Supriyanto Supriyanto