Eduvest - Journal of Universal Studies
Vol. 4 No. 12 (2024): Journal Eduvest - Journal of Universal Studies

Analysis of Optimal Stock Portfolio Formation Using the Single Index Model as the Basis for Investment Decisions

Sirait, Hermin (Unknown)
Hanifah, Wanda Nur (Unknown)
Anggraeni, Devi (Unknown)
Christanti, Shenda Aprilia (Unknown)

Article Info

Publish Date
24 Dec 2024

Abstract

Calculation and determination the optimal portfolio by Single Index Model method, which involves several stages of calculation. These stages comprise the determination of the optimal portfolio and the identification of the optimal proportion of funds to be invested in the securities that included in the optimal portfolio. This study also presents the results of the return and risk analysis of the optimal portfolio securities. A sample of LQ45 listed, and seven optimal portfolio stocks were identified are Barito Pacific Tbk (BRTP), Medco Energi Internasional Tbk (MEDC), Indofood Sukses Makmur Tbk (INKP), Bank Mandiri (Persero) Tbk (BMRI), Mitra Pack Tbk (PTMP), Essa Industries Indonesia Tbk (ESSA), and GoTo Gojek Tokopedia Tbk (GOTO).

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Journal Info
Eduvest - Journal of Universal Studies
Website

Abbrev

edv

Publisher

Green Publisher Indonesia

Subject

Aerospace Engineering Computer Science & IT Health Professions Neuroscience Social Sciences

Description

Eduvest - Journal of Universal Studies is a double blind peer-reviewed academic journal and open access to multidiciplinary fields. The journal is published monthly by Green Publisher Indonesia. Eduvest - Journal of Universal Studies provides a means for sustained discussion of relevant issues that ...