Formation Of Portfolio Analysis Optimal Model With A Single Index

(Studies in IDX30 Index Period 2016-2018)

  • Nurul Novika Hasanah STIE Widya Gama Lumajang
  • Sukma Irdiana STIE Widya Gama Lumajang
  • Ninik Lukiana STIE Widya Gama Lumajang
Keywords: IDX30 Index, Single Index Model, Optimal Portfolio


Investors in the capital market will Generally Reviews their funds invest in stocks that have high returns with minimal risk. In order to reduce the level of risk, Reviews These stocks can be formed into a portfolio. The purpose of this study is to find out the stocks of IDX30 Index of members who can form an optimal portfolio and to find out the proportion of each selected stock and the level of return and risk of the portfolio produced. This research was conducted on the Indonesia Stock Exchange. The Data in this study are secondary Data Obtained from IDX, Yahoo Finance, and BI. The number of samples taken was 18 shares, using the purposive sampling method. The analysis technique used is descriptive analysis and processing of data using Microsoft Excel 2010. The method used is to use the Single Index Model approach.


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