ANALISIS MENENTUKAN SAHAM PORTFOLIO OPTIMAL DENGAN METODE INDEKS TUNGGAL PADA PERUSAHAAN YANG TERGABUNG INDEKS IDX30

Aina Sulfa, Paiaman Pardede, Hiras Pasaribu, Oberlian Oberlian

Abstract


Investment is the act of putting capital or resources into an asset or project with the intention of getting returns in the future. This study aims to determine the stocks of the IDX30 Index for the period February 2019 to August 2023 that form the optimal portfolio and determine the proportion of funds from each stock and the level of return and risk obtained. The population of this study were 30 stocks with samples selected using purposive sampling. The method used is the Single Index Model. The results of the analysis of this study showed that there were 3 members of the stock that formed the optimal portfolio with the proportion of shares, namely BBCA (Bank Central Asia Tbk) by 51.34%, BMRI (Bank Mandiri Tbk) by 24.51%, BBRI (Bank Rakyat Indonesia Tbk) by 24.15% with an expected return of 1.11% and a portfolio risk of 0.89%.


Keywords


Investment, Optimal Portfolio, Single Index Model

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DOI: https://doi.org/10.37058/jak.v20i2.17143

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