Use of the Single Index Model in Determining Investment Decisions During the Covid-19 Pandemic

Anwar
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Abstract

This study aims to determine stock investment decisions during the COVID-19 pandemic using a single index model. The population in this study is all the shares of companies that are included in the IDX30 market index on the Indonesia Stock Exchange for the 2020-2021 period, namely 40 stocks, while the sample is 39 stocks selected based on purposive sampling technique. Data collection using documentation techniques. Data analysis was carried out using a single index model, starting with collecting the closing stock prices of each to get the optimal portfolio. The results of this study indicate that there are 29 stocks included in the optimal portfolio during the COVID-19 pandemic, namely (ADRO), (ANTM), (ASII), (BBCA), (BBNI), (BBRI), (BBTN), ( BMRI), (BRPT), (BTPS), (CPIN), (ERAA), (EXCL), (INCO), (INKP), (JPFA), (KLBF), (MIKA), (PGAS), (PTPP) , (PWON), (TBIG), (TINS), (TKIM), (TLKM), (TOWR), (UNTR), and (WSKT).
单指数模型在Covid-19大流行期间确定投资决策中的应用
本研究旨在利用单指数模型确定COVID-19大流行期间的股票投资决策。本研究的人口为2020-2021年期间印度尼西亚证券交易所IDX30市场指数中包含的所有公司股票,即40只股票,样本为39只股票,采用有目的抽样技术选择。使用文档技术收集数据。采用单指数模型进行数据分析,首先收集每个股票的收盘价,得到最优投资组合。研究结果表明,新冠肺炎大流行期间的最优投资组合包括29只股票,分别是(ADRO)、(ANTM)、(ASII)、(BBCA)、(BBNI)、(bbi)、(bbn)、(bbn)、(BMRI)、(BRPT)、(BTPS)、(CPIN)、(ERAA)、(EXCL)、(INCO)、(INKP)、(JPFA)、(KLBF)、(MIKA)、(PGAS)、(PTPP)、(PWON)、(TBIG)、(TKIM)、(TLKM)、(TOWR)、(UNTR)和(WSKT)。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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