Purba, Jan Horas Veryady and Pamungkas, Bambang (2018) Bukti Korespondensi Jan Horas Veryady Purba (Corresponding author) dan Bambang Pamungkas untuk Artikel : Portfolio Analysis with Markowitz Method Study on LQ-45 Share in Indonesia pada Jurnal Global and Stochastic Analysis (GSA) Volume 5 No 7 Tahun 2018, halaman : 175-185, ISSN: 2248-9444. MUK Publications.
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Abstract
Investment in the stock market can be done on various types of stocks from various industries. This helps investors to diversify their portfolios, where the essence of optimal portfolio formation is to reduce risk by diversifying stocks, placing funds on various investment alternatives to generate optimum returns. Optimal portfolio can be formed with various models, one of them using the Markowitz model. The purpose of this study is to examine stock portfolios that generate high expected returns with low risk. This research tested 6 companies selected by purposive, from LQ-45 company in IDX. With Markowitz model, two best companies can be obtained, namely BBCA and INDF. The most optimal stock proportion test is done by performing simulation analysis on some percentage of stock options in both companies. The findings of this study indicate that the most optimal investment proportion is 50% on BBCA and 50% in the company INDF. The results of this study confirm that Markowitz's method can be used to make the most optimal portfolio investment decision, resulting in high expected returns with low risk. 1
| Item Type: | Other |
|---|---|
| Subjects: | H Social Sciences > H Social Sciences (General) |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Social Sciences |
| Depositing User: | Admin Repository |
| Date Deposited: | 07 Nov 2023 07:35 |
| Last Modified: | 07 Nov 2023 07:35 |
| URI: | http://repository.ibik.ac.id/id/eprint/1571 |
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