Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Assyarikah: Journal Of Islamic Economic Business
Pujianto, Husna Nur
Unknown Affiliation
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Pembentukan Portofolio Saham Optimal Berbasis Model Sharpe Tania, Atika Lusi; Yudistira, Era; Evana, Einde; Prasetyo, Trijoko; Afrita, Winda Nur; Baradewa, Fajar; Pujianto, Husna Nur
Assyarikah: Journal of Islamic Economic Business Vol 6, No 2 (2025): Assyarikah: Journal Of Islamic Economic Business
Publisher : Al-Amien Prenduan for Islamic Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.28944/assyarikah.v6i2.2529

Abstract

The purpose of this study is to analyse how to optimise Islamic stock portfolios in Indonesia using the Sharpe model. Most studies only focus on comparing Sharpe ratios between portfolios without exploring in depth the geometric structure of the relationship between return and risk. Many studies assume stable capital market conditions. This model considers the dynamics of return and risk movements as well as the Sharpe angle and the use of Excel Solver. Most studies discuss conventional stocks, while this study examines sharia stocks. Based on calculations using Excel Solver, two assets with the largest angles, meaning the best performance, were obtained. The best stock combination using the Sharpe method was obtained with a code of 70% and 30%. This study contributes to the development of portfolio management literature by offering a geometric perspective in stock performance analysis based on the Sharpe model, particularly for sharia stocks in Indonesia.
Co-Authors Afrita, Winda Nur Atika Lusi Tania, Atika Lusi Baradewa, Fajar Einde Evana, Einde Prasetyo, Trijoko Yudistira, era