ANALYSIS OF OPTIMAL PORTFOLIO FORMATION USING SINGLE INDEX MODEL ON STOCKS INCLUDED IN THE LQ 45 MARKET INDEX ON THE INDONESIA STOCK EXCHANGE

IF 1.1 4区医学 Q4 PUBLIC, ENVIRONMENTAL & OCCUPATIONAL HEALTH

Ajar-African Journal of Aids Research Pub Date : 2022-08-31 DOI:10.35129/ajar.v5i02.345

E. Febrianti, Muchriana Muchran, Asri Jaya

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引用次数: 0

Abstract

This study aims to determine the optimal stock portfolio using a single index model that is included in the LQ 45 index in the 2017 - 2021 period using the Single Index Model method. This study also aims to calculate the amount of return that will be generated when forming an optimal stock portfolio. The sample used in this study consisted of 28 fixed stocks that were included in the LQ 45 index between 2017 and 2021. The type of research used was descriptive quantitative. The data used in this research is quantitative data. The data used in this research is secondary data. Data analysis was performed using a single index model and calculations were performed using Microsoft Excel program. The data collection method used in this study uses documentation techniques. The results of this study indicate that: There are eight stocks included in the optimal stock portfolio based on the Single Index Model method, namely ADRO, BBRI, EXCL, ICBP, PGAS, PTPP, UNVR, WIKA. The ratio of funds worth investing in these stocks is ADRO 8%, BBRI 32%, EXCL 10%, ICBP 13%, PGAS 30%, PTPP 67%, UNVR 59%, WIKA 7%.

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用单指数模型分析印尼证券交易所lq45市场指数中股票的最优投资组合形成

本研究旨在使用单一指数模型方法，在2017 - 2021年期间，使用LQ 45指数中包含的单一指数模型确定最优股票投资组合。本研究还旨在计算形成最优股票投资组合时将产生的收益。本研究中使用的样本包括2017年至2021年间被纳入lq45指数的28只固定股票。使用的研究类型是描述性定量的。本研究使用的数据是定量数据。本研究使用的数据为二手数据。数据分析采用单指标模型，计算采用Microsoft Excel程序。本研究的数据收集方法采用文献技术。研究结果表明:基于单指数模型方法的最优股票组合包括8只股票，分别是ADRO、bbi、EXCL、ICBP、PGAS、PTPP、UNVR、WIKA。值得投资这些股票的基金比例为:ADRO 8%， bri 32%， EXCL 10%， ICBP 13%， PGAS 30%， PTPP 67%， UNVR 59%，威卡7%。

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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来源期刊

Ajar-African Journal of Aids Research 医学-公共卫生、环境卫生与职业卫生

CiteScore

1.80

自引率

8.30%

发文量

审稿时长

>12 weeks

期刊介绍： African Journal of AIDS Research (AJAR) is a peer-reviewed research journal publishing papers that make an original contribution to the understanding of social dimensions of HIV/AIDS in African contexts. AJAR includes articles from, amongst others, the disciplines of sociology, demography, epidemiology, social geography, economics, psychology, anthropology, philosophy, health communication, media, cultural studies, public health, education, nursing science and social work. Papers relating to impact, care, prevention and social planning, as well as articles covering social theory and the history and politics of HIV/AIDS, will be considered for publication.