PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM INDEKS IDX80 DENGAN MENGGUNAKAN MODEL MARKOWITZ

  • Ni Kadek Arista Dewi Universitas Udayana
  • Made Reina Candradewi Universitas Udayana
##plugins.pubIds.doi.readerDisplayName## https://doi.org/10.24843/EJMUNUD.2020.v09.i04.p19

Abstrak

The purpose of this study is to determine the company's shares that are included in the optimal portfolio along with the magnitude of the final fund proportion of each company's shares. This research was conducted at the Indonesia Stock Exchange on company shares that included the IDX80 index from February to September 2019. This study used secondary data with nonparticipant observation data collection methods. The research sample of 74 shares obtained through purposive sampling method with data analysis techniques using the Markowitz model. The results showed that there were 7 shares worthy of being members of the optimal portfolio of Markowitz models on IDX80 index shares. The seven shares included ACES 11.458 percent, HOKI 2.539 percent, ICBP 26.947 percent, PWON 33.071 percent, TBIG 9.541 percent, WIKA 2.760 percent, and WOOD 13.684 percent which gave an expected portfolio return of 1.806 percent with a portfolio risk of 0.705 percent.


Keywords: investment, optimal portfolio, IDX80 index, Markowitz model

##plugins.generic.usageStats.downloads##

##plugins.generic.usageStats.noStats##
Diterbitkan
2020-04-03
##submission.howToCite##
DEWI, Ni Kadek Arista; CANDRADEWI, Made Reina. PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM INDEKS IDX80 DENGAN MENGGUNAKAN MODEL MARKOWITZ. E-Jurnal Manajemen, [S.l.], v. 9, n. 4, p. 1614 - 1633, apr. 2020. ISSN 2302-8912. Tersedia pada: <https://ojs.unud.ac.id/index.php/manajemen/article/view/56836>. Tanggal Akses: 06 july 2026 doi: https://doi.org/10.24843/EJMUNUD.2020.v09.i04.p19.
##submission.howToCite.citationFormats##
Terbitan
Vol 9 No 4 (2020)
Bagian
Articles
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.