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All Journal Jurnal Ilmu Ekonomi dan Sosial (JIES) Journal of Business Innovation and Research
Melati, Rampi
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Environmental Science Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Social Sciences

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Comparing Optimal Portfolios: Markowitz vs. Single Index Models for IDX High Dividend 20 Stocks (2022) Melati, Rampi; Risman, Asep
Journal of Business Innovation and Research Vol 3, No 1 (2024): JOURNAL OF BUSINESS INNOVATION AND RESEARCH
Publisher : UPN Veteran Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31315/jubir.v3i1.11226

Abstract

This study aims to implement portfolio models using the Markowitz Model and Single Index Model, and to qualitatively compare the portfolios formed by these two models. A quantitative descriptive approach is employed. The study focuses on a population of 24 companies listed in the IDX High Dividend 20 stock index for the year 2022. The optimal portfolio formation through the Single Index Model results in 5 candidate companies: ADRO (36.06%), BBCA (12.87%), BBNI (22.34%), BBRI (21.86%), ITMG (6.87%) with a return of 3.44% and a portfolio risk of 0.23%. Meanwhile, the Markowitz Model results in 6 candidate companies: ADRO (18.81%), BBCA (2.21%), INDF (20.25%), ITMG (12.75%), KLBF (40.82%), UNVR (4.86%) with a return of 2.89% and a portfolio risk of 0.10%.
Comparing Optimal Portfolios: Markowitz vs. Single Index Models for IDX High Dividend 20 Stocks (2022) Melati, Rampi; Risman, Asep
Journal of Business Innovation and Research Vol. 3 No. 1 (2024): JOURNAL OF BUSINESS INNOVATION AND RESEARCH
Publisher : UPN Veteran Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31315/jubir.v3i1.11226

Abstract

This study aims to implement portfolio models using the Markowitz Model and Single Index Model, and to qualitatively compare the portfolios formed by these two models. A quantitative descriptive approach is employed. The study focuses on a population of 24 companies listed in the IDX High Dividend 20 stock index for the year 2022. The optimal portfolio formation through the Single Index Model results in 5 candidate companies: ADRO (36.06%), BBCA (12.87%), BBNI (22.34%), BBRI (21.86%), ITMG (6.87%) with a return of 3.44% and a portfolio risk of 0.23%. Meanwhile, the Markowitz Model results in 6 candidate companies: ADRO (18.81%), BBCA (2.21%), INDF (20.25%), ITMG (12.75%), KLBF (40.82%), UNVR (4.86%) with a return of 2.89% and a portfolio risk of 0.10%.
Analisis Dampak Pengumuman Dividen Terhadap Reaksi Pasar (Studi Kasus Pada Perusahaan Indeks Saham LQ45) Melati, Rampi; Risman, Asep
Jurnal Ilmu Ekonomi dan Sosial (JIES) Vol 12, No 3 (2023): NOVEMBER 2023
Publisher : Universitas Mercu Buana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22441/jies.v12i3.24536

Abstract

In general, investors demand diverse, precise, and high-quality data and information. Investors eagerly anticipate the announcement of dividends because the announcement of dividend distribution is a crucial factor influencing investors in their investment decisions. Market efficiency, when viewed solely from the perspective of information, is referred to as an informationally efficient market. This research aims to analyze and test whether there is a difference in abnormal returns before and after dividend announcements. The study employs the event study method on the LQ45 stock index with a research period of 11 days, namely 5 days before the announcement, at the announcement (t=0), and 5 days after the dividend announcement. Based on the results of the Paired Sample t-test hypothesis, abnormal returns before and after dividend announcements show a significance value of 0.782. Since the significance value is ≥ 0.05, H0 is accepted, indicating no difference in abnormal returns before and after dividend announcements
Co-Authors Asep Risman