International Journal of Educational Research and Social Sciences (IJERSC)
Vol. 2 No. 5 (2021): October 2021

Comparison Analysis Of Optimal Portfolio Formation Results Using Single Index Model With Markowitz Model During The Covid 19 Pandemic In LQ 45 Index Company

Elly Susanti (Sekolah Tinggi Ilmu Ekonomi Sultan Agung, Pematangsiantar North Sumatra, 21118, Indonesia.)
Nelly Ervina (Sekolah Tinggi Ilmu Ekonomi Sultan Agung, Pematangsiantar North Sumatra, 21118, Indonesia.)
Ernest Grace (Sekolah Tinggi Ilmu Ekonomi Sultan Agung, Pematangsiantar North Sumatra, 21118, Indonesia.)
Liper Siregar (Sekolah Tinggi Ilmu Ekonomi Sultan Agung, Pematangsiantar North Sumatra, 21118, Indonesia.)

Article Info

Publish Date
05 Nov 2021

Abstract

Investors with a conservative type have a tendency to avoid risk (avoid risk) can invest their funds. Therefore, a diversification is needed to determine the optimal stock portfolio, including the Markowitz model and the Single Index Model. This study aims to find out the comparison of optimal portfolio formation results by using markowitz model and single index model in the covid 19 pandemic as the object of research there are companies listed in LQ Index 45. For the period used is for 3 periods, namely February 2020 to July 2021. For data processing using the Microsoft Excel application program. The results of the expectations of return and risk from the Markowitz model and single index model show that the portfolio that is better used is the markowitz model because it has a higher return than the single index model.

Copyrights © 2021




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
International Journal of Educational Research and Social Sciences (IJERSC)
Website

Abbrev

go

Publisher

CV. Inara

Subject

Education Environmental Science Law, Crime, Criminology & Criminal Justice Social Sciences Other

Description

International Journal of Educational Research and Social Sciences (IJSERSC) is to provide a research medium and an important reference for the advancement and dissemination of research results that support high-level research in the fields of Educational Research and Social Sciences. Original ...