Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika
Vol. 4 No. 2 (2023): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik

ANALISIS PORTOFOLIO SAHAM OPTIMAL DENGAN METODE MARKOWITZ DAN MODEL INDEKS TUNGGAL PADA SAHAM PERBANKAN BURSA EFEK INDONESIA

Muhammad Farhan Mingka (Universitas Islam Negeri Sumatera Utara)
Riri Syafitri Lubis (Universitas Islam Negeri Sumatera Utara)



Article Info

Publish Date
30 Aug 2023

Abstract

A portfolio is a combination of assets with a desired rate of return as well as risks that can be minimized by spreading risks across different assets. The LQ45 index contains 45 companies whose shares have a market capitalization and a high level of liquidity. The population used in this study is 7 banking stocks that are on the LQ45 index. This study aims to develop an optimal portfolio using the Markowitz Method and the Single Index Model, then compare the results of the two. The combination of stocks produced using the Markowitz method consists of 2 BMRI and BBNI stocks with a portfolio return rate of 0.0247 and a risk of 0.0033. While the combination of stocks produced using the Single Index Model consists of 5 stocks, namely BMRI, BRIS, BBRI, BBNI, and BBCA stocks with a portfolio return rate of 0.019 and a portfolio risk of 0.0018. So a good model to use is the Single Index Model because the risk is smaller than using the Markowitz method

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Journal Info

Abbrev

home

Publisher

Subject

Decision Sciences, Operations Research & Management Education Mathematics

Description

Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Lebesgue Adalah Jurnal Ilmiah yang terbit secara daring pada bulan April, Agustus dan Desember. untuk menyebarluaskan hasil-hasil penelitian dalam bidang matematika, statistika, aktuaria, matematika terapan, ...