ANALISIS INVESTASI DALAM MENENTUKAN PORTOFOLIO OPTIMAL DI BURSA EFEK INDONESIA MENGGUNAKAN MODEL MARKOWITZ (Studi Kasus Pada Perusahaan LQ 45 Yang Terdaftar Pada Bursa Efek Indonesia Periode 2019-2021)

Gunawan, Imam (2023) ANALISIS INVESTASI DALAM MENENTUKAN PORTOFOLIO OPTIMAL DI BURSA EFEK INDONESIA MENGGUNAKAN MODEL MARKOWITZ (Studi Kasus Pada Perusahaan LQ 45 Yang Terdaftar Pada Bursa Efek Indonesia Periode 2019-2021). Sarjana (S1) thesis, Universitas Islam “45” Bekasi.

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Abstract

This study aims to determine which stocks, the proportion of funds as well as the rate of return and risk obtained from the optimal portfolio of the Markowitz model on LQ-45 Index stocks. in order to obtain a stock composition that can be used as an investment option or form a portfolio. The population of this study is all issuer shares listed in the LQ-45 index for the 2019-2021 period, totaling 52 company shares and the sample of this study is 34 company shares which were consecutively listed in the LQ-45 index during the study period. The research method uses a quantitative approach with a descriptive form, and the sample selection in this study uses a purposive sampling method. For data analysis using the Markowitz model calculations with the help of the solver program. Of the 14 company stocks that became candidates for the formation of optimal portfolios, 5 companies were selected to form optimal portfolios based on the results of the Markowitz model research. Consists of shares with the following proportion of funds ADRO (4.73%), BBCA (35.99%), INCO (0.20%), KLBF (35.83%) and TLKM (23.25%). Producing a portfolio return of 1.04 percent with a portfolio risk of 3.50 percent. Keywords: Markowitz Model, Optimal Portfolio, LQ45 index, Investment.

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