Jurnal Matematika dan Statistika serta Aplikasinya (Jurnal MSA)
Vol 13 No 1 (2025): VOLUME 13 NO 1 TAHUN 2025

OPTIMASI PORTOFOLIO SAHAM MENGGUNAKAN METODE MEAN ABSOLUT DEVIATION BERDASARKAN PENGELOMPOKAN SAHAM MENGGUNAKAN K-MEANS

Fauzan, Nur (Unknown)
Andi Mariani (Unknown)
Nurwahidah (Unknown)

Article Info

Publish Date
27 Jun 2025

Abstract

This study examined the construction of an optimal portfolio using the Mean Absolute Deviation (MAD) method, based on stock grouping through K-Means clustering, and the performance evaluation was conducted using the Sharpe Index method. The aim of this research was to construct an optimal portfolio using the MAD method based on the results of stock selection using K-Means. The analysis resulted in an optimal portfolio that had shown good performance, with a return value of 0.027343086 (or 2.73%) and a risk value of 0.094000665 (or 9.4%).

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Journal Info
Jurnal Matematika dan Statistika serta Aplikasinya (Jurnal MSA)
Website

Abbrev

msa

Publisher

Universitas Islam Negeri Alauddin Makassar

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Environmental Science Mathematics Medicine & Pharmacology

Description

The Jurnal MSA (Jurnal Matematika dan Statistika serta Aplikasinya) is a brand new on-line anonymously peer-reviewed journal interested in any aspect related to mathematics and statistics with their application. The Jurnal MSA is ready to receive manuscripts on all aspects concerning any aspect ...