Article Per Year (5 Year)
p-Index From 2019 - 2024
0.23
P-Index
This Author published in this journals
All Journal ARRUS Journal of Mathematics and Applied Science
Nurul Khofifah Salsabila
Department of Mathematics, Universitas Negeri Makassar, Makassar, 90223, Indonesia
Biochemistry, Genetics & Molecular Biology Chemistry Decision Sciences, Operations Research & Management Mathematics Physics

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Analysis of Stock Portfolio Optimization in the Telecommunications Sector Using the Single Index Model Irwan Irwan; Muhammad Abdy; Nurul Khofifah Salsabila; Ansari Saleh Ahmar
ARRUS Journal of Mathematics and Applied Science Vol. 3 No. 1 (2023)
Publisher : PT ARRUS Intelektual Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/mathscience1734

Abstract

The purpose of this study was to determine the optimal portfolio in the telecommunications sector listed on the Indonesia Stock Exchange based on the Jakarta Composite Index for the period January 2018–December 2020 using the Single Index Model. This type of research is an applied research. This type of research is applied research with secondary data obtained from the Indonesia Stock Exchange, Yahoo Finance, and Bank Indonesia. The number of samples taken is 5 stocks, namely TLKM, ISAT, EXCL, BTEL, and FREN. Based on the results of the analysis of the 5 stocks that are members of the JCI, the combination of 2 stocks that make up the optimal portfolio, namely ISAT and FREN, produces an expected return of 5.08% with a risk of 8.02%.
Co-Authors Ahmar, Ansari Saleh Irwan Irwan Muhammad Abdy