ANALISIS PORTOFOLIO SAHAM OPTIMAL DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL PADA INDUSTRI MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA
Optimal Stock Portfolio Analysis Using Single Index Model In The Food And Beverage Industry Listed On The Indonesia Stock Exchange
DOI:
https://doi.org/10.59896/gara.v19i2.279Keywords:
Stocks, optimal portfolio, Single Index Model, applied research, investorAbstract
Research purposes this is for know which shares make up optimal portfolio based on Single Index Model in industry food and beverages listed on the Indonesia Stock Exchange during 2019 – 2023 and how much big proportion of each share in portfolio the based on the Single Index Model. Research this is study applied research. The data collection method used in study this is sample survey with criteria purposive sampling. The data source is secondary data. Data analysis techniques using analysis optimal portfolio with Single Index Model. The conclusions obtained is analysis formation the optimal portfolio with the Single Index Model produces two stocks that become candidate portfolio that is company Prasidha Aneka Niaga Tbk (PSDN) and the company Wilmar Cahaya Indonesia Tbk (CEKA). The proportion of each share in the optimal portfolio is PSDN of 55% and CEKA shares of 45%. The suggestions that can be recommended to investors and potential investors, it is advisable do evaluation against each share with see trend movement price share every the month.
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