International Journal Of Science, Technology & Management (IJSTM)
Vol. 2 No. 4 (2021): July 2021

Analysis of Optimal Portfolio Comparison on Shares of Sri Kehati by using Single Index Model and Random Model

Rollis Ayu Ditasari (Unknown)
Ade Ichsan Pradana (Unknown)

Article Info

Publish Date
25 Jul 2021

Abstract

The purpose of this study is to provide empirical evidence that the determination of a stock portfolio using a single index model can provide optimal returns compared with the determination of stock portfolio using a random model. The sample in this research is 25 shares joined in SRI-KEHATI selected using purposive sampling. The data analysis technique used the average test for two independent samples (Mann Whitney Test (U Test)). The results showed that the determination of the stock portfolio using a single index model can provide optimal return compared to the determination of the stock portfolio using random model.

Copyrights © 2021




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
International Journal Of Science, Technology & Management (IJSTM)
Website

Abbrev

ijstm

Publisher

CV. Inara

Subject

Aerospace Engineering Agriculture, Biological Sciences & Forestry Automotive Engineering Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Education Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Mechanical Engineering Transportation

Description

International Journal of Science, Technology & Management (IJSTM) is an international scholarly refereed research journal which aims to promote the theory and practice of science, technology, innovation, engineering and ...