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All Journal Jurnal Ilmu Ekonomi dan Sosial (JIES)
Shafitri, Rheina
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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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Menentukan Portofolio Optimal Dalam Sektor Keuangan Pada Indeks IDX30 Menggunakan Model Markowitz Shafitri, Rheina; Wulandani, Sabrina Dwi; Salsabila, Keysha Putri; Saniyyah, Safira; Rianto, Muhammad Richo
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.v12i3.24583

Abstract

The purpose of this research is to determine the optimal portfolio in IDX30 which is listed on the Indonesia Stock Exchange, and find out returns, expected return variance-covariance, correlation coefficient, expected return, and risk. Based on the results of data analysis for the formation of an optimal portfolio using the Markowitz model on IDX30 shares on the Indonesia Stock Exchange for the period December 2022 to May 2023. The shares that will be analyzed in the optimal portfolio are 5 (shares) as part of the optimal portfolio, namely Bank Central Asia Tbk (BBCA), Bank Rakyat Indonesia Tbk (BBRI), Bank Negara Indonesia Tbk (BBNI), Bank Mandiri Tbk (BMRI), Bank Jago Tbk (ARTO). Before investing in shares, investors should diversify their shares by forming an optimal portfolio, one way is by using the Markowitz model or by using others model.
Co-Authors Rianto, Muhammad Richo Salsabila, Keysha Putri Saniyyah, Safira Wulandani, Sabrina Dwi