ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM YANG TERCATAT PADA INFOBANK15 DENGAN MENGGUNAKAN MODEL MARKOWITZ DAN MODEL INDEKS TUNGGAL

Pardamean, Vernando (2024) ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM YANG TERCATAT PADA INFOBANK15 DENGAN MENGGUNAKAN MODEL MARKOWITZ DAN MODEL INDEKS TUNGGAL. Tesis (S2) - thesis, Universitas Bakrie.

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Abstract

This study aims to calculate the optimal portfolio composition of banking stocks along with the proportion of funds that must be allocated to each stock based on the formation of an optimal portfolio of banking stocks included in the Infobank 15 index using the Markowitz model and the Single Index model. This study uses a quantitative-descriptive approach. All stocks in the Infobank 15 Index during the period constitute the research population, and a purposive sampling technique with specific criteria selects the research sample. This study's data analysis technique uses the Markowitz model and the single index model. Data analysis was carried out in the period from January 2020 to December 2021. The study's findings show that both models produce different stock compositions as a result of optimal portfolio formation. The Markowitz model consists of only 1 stock, namely BJBR, while the Single Index model consists of 3 stocks, namely BJBR, BTPS, and BMRI. Then, even though the Single Index model is more diversified, the largest proportion of funds is still allocated to BJBR shares. BJBR's stock performance was positive in 2021, as reflected in the increase in total assets and profits. Furthermore, the results of this study prove that the Markowitz model is better than the single index model.

Item Type:	Thesis (Tesis (S2) - )
Uncontrolled Keywords:	Saham, infobank15, portofolio optimal, Model Markowitz, Model Indeks Tunggal Stocks, infobank15, Optimal Portfolio; Markowitz Model; Single Index Model
Subjects:	Finance > Finance Management Management Thesis > Thesis (S2)
Divisions:	Fakultas Ekonomi dan Ilmu Sosial > Program Studi Magister Management
Depositing User:	Vernando Pardamean
Date Deposited:	27 Aug 2024 10:26
Last Modified:	27 Aug 2024 10:26
URI:	https://repository.bakrie.ac.id/id/eprint/9929

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