ANALISIS SINGLE INDEX MODEL DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL (STUDI SAHAM INDEKS LQ45 PERIODE 2017–2022)

Authors

  • Jabida Latuamury Jurusan Akuntansi, Fakultas Ekonomi dan Bisnis, Universitas Pattimura Jl. Ir. M. Putuhena, Poka-Ambon 97232

DOI:

https://doi.org/10.34127/jrakt.v7i1.747

Abstract

This study examines the optimal portfolio composition of stocks and calculates the return and risk of the optimal portfolio formed using a single index model. The type of research used in this study is descriptive research with a quantitative approach. This research uses secondary data in the form of stock prices for the 2017-2022 period. The data analysis method used is stock analysis with a single index model. The results showed five stocks from 29 stock samples, including the optimal portfolio. Here are the optimal portfolio stocks and their composition: ADRO at 4.41%, ANTM at 10.02%, BBCA at 54.33%, BBRI at 8.65%, and CPIN at 22.59%. The portfolio formed will generate an expected portfolio return of 1.72% and a portfolio risk level of 1.20%.

Key words: Expected Return, Optimal Portfolio, Risk, Single Index Model

References

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Published

2023-04-04

Issue

Section

JURNAL LENTERA AKUNTANSI