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All Journal Jurnal Ilmiah Ekonomi Islam Jurnal Ekonomi Integra JES (Jurnal Ekonomi STIEP) Innovative: Journal Of Social Science Research
Marjono Marjono
Institut Bisnis Dan Ekonomi Indonesia
Humanities Computer Science & IT Economics, Econometrics & Finance Law, Crime, Criminology & Criminal Justice Public Health Social Sciences Other

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Journal : Jurnal Ilmiah Ekonomi Islam

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Pembentukan Portofolio Optimal Saham Syariah yang Terdaftar di JII dengan Metode Single Index Model Sukma Febrianti; Marjono Marjono; Tia Apriani
Jurnal Ilmiah Ekonomi Islam Vol 7, No 3 (2021): JIEI : Vol. 7, No. 3, 2021
Publisher : ITB AAS INDONESIA Surakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (268.294 KB) | DOI: 10.29040/jiei.v7i3.3208

Abstract

Sharia stocks showed better performance than conventional stocks with more stable returns. The purpose of this research is to compile an optimal portfolio of Shariah stocks listed on JII in order to generate higher returns using the single index model method. The study used 17 companies sampled with purposive sampling techniques, data used is monthly stock price, IHSG and BI rate. Based on the results of obtained by 5 companies included in the optimal portfolio, PT Indofood CBP Sukses Makmur Tbk with a proportion of funds of 59.93%, PT Vale Indonesia Tbk with a proportion of funds of 16.16%, PT. Semen Indonesia Tbk with a proportion of funds of 16.05%, PT Bukit Asam Tbk with a proportion of funds of 6.29% and a proportion of funds of 1.56% in the company PT Aneka Tambang Tbk. From the results of the calculation of returns and risks showed that the portfolio provides a higher profit than the market return.
Co-Authors Aminullah Labangge Ana Yuliana Dedi Julianto Fitria Ningrum Sayekti Fransiska Ekobelawati Hermanus Dingun Ika Nur Azmi Azhari Julianto, Dedi Junita Indriyati Labangge, Aminullah Lia Nurina Lu’lu’ul Jannah Rieneke Ryke Kalalo Sukma Febrianti Syahida Norviana Tia Apriani Yulius Paul Pian Zulimi Zulimi