FORMATION OF OPTIMUM PORTFOLIO USING SINGLE INDEX MODEL (Case Study of Stock LQ 45 Period 2016 - 2019)

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dc.contributor.authorYuliani, Reva
dc.contributor.authorSutisna, Deden
dc.contributor.authorOktaviani, Desy
dc.contributor.authorFatihat, Gita Genia
dc.contributor.authorPadmanegara, Oliver Hasan
dc.date.accessioned2021-02-11T00:37:30Z
dc.date.available2021-02-11T00:37:30Z
dc.date.issued2020
dc.description.abstractInvestment is the investment of a number of funds or goods that are expected to provide more results in the future. The purpose of this study is to determine the optimal portfolio with its composition. The method used is the Single Index Model method and the data used in this study are quantitative data. Based on the results of this study it can be concluded that the optimal portfolio produced 3 optimal shares of 31 shares that were sampled in this study including ANTM 22%, SRIL 36% and INCO 42% with expected portfolio returns of 0.0546 with a portfolio standard deviation level of 0,1563.en_US
dc.identifier.issn1475-7192
dc.identifier.urihttp://repository.widyatama.ac.id/xmlui/handle/123456789/12354
dc.language.isoenen_US
dc.publisherInternational Journal of Psychosocial Rehabilitation, Vol.24, Issue 02en_US
dc.subjectPortfolioen_US
dc.subjectLQ45en_US
dc.subjectSingle Index Modelen_US
dc.titleFORMATION OF OPTIMUM PORTFOLIO USING SINGLE INDEX MODEL (Case Study of Stock LQ 45 Period 2016 - 2019)en_US
dc.typeArticleen_US
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