Article Per Year (5 Year)
p-Index From 2019 - 2024
1.728
P-Index
This Author published in this journals
All Journal Paradikma: Jurnal Pendidikan Matematika Zero : Jurnal Sains, Matematika, dan Terapan Jurnal Cendekia : Jurnal Pendidikan Matematika Jurnal Matematika UNAND Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Formosa Journal of Applied Sciences (FJAS) JURNAL HANDAYANI PGSD FIP UNIMED Journal of Medives: Journal of Mathematics Education IKIP Veteran Semarang
Hamidah Nasution
Universitas Negeri Medan
Agriculture, Biological Sciences & Forestry Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Education Engineering Languange, Linguistic, Communication & Media Mathematics Physics Social Sciences Other

Published : 10 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Zero : Jurnal Sains, Matematika, dan Terapan

 1 
Application of The Single Index Model In The Establishment of A Portfolio Stock Optimization Siti Aisyah; Hamidah Nasution
ZERO: Jurnal Sains, Matematika dan Terapan Vol 5, No 2 (2021): Zero: Jurnal Sains Matematika dan Terapan
Publisher : UIN Sumatera Utara

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30829/zero.v5i2.11124

Abstract

Investing in stocks in the capital market is an investment that has big risks, so if you are not careful in choosing stocks, it can cause losses. In this case, investors need to form an optimal portfolio of shares to reduce risk in investment activities in the capital market. The purpose of this study was to determine the optimal portfolio value of stocks during the COVID-19 pandemic using a single index model. The data used are stock price data, the JCI and the BI Rate, which is from January to December 2020. Based on the research that has been done, 6 stocks are classified into the optimal stock portfolio during the 2020 pandemic. The proportion value of each share is COCO shares of 0.84%, GOOD shares are 59%, ROTI shares are 35%, SKBM shares are 0.78%, ULTJ shares are 1.4%, and UNVR shares are 3%, with an expected portfolio return value of 0.39% and a risk of 0.0066%.
Co-Authors Febi Alamsyah Hafizd Darmawan Irana Putri Juliani Joskar Simbolon Lasker Pangarapan Sinaga Mangaratua M Simanjorang Mangaratua Simanjorang Marlina Setia Sinaga Maulida Hafni Nurul Maulida Surbakti Oktariani Purba Paula Putri Vansia br. Siahaan Riska Dewi Ginting Rosalia Rusline Simanjuntak Siti Aisyah Suradi , Suriadi ,