Cindrawasih, Rara Kusuma (2024) Analisis Pembentukan Portofolio Optimal dengan Menggunakan Model Indeks Tunggal (Studi pada Saham yang Terdaftar dalam Indeks IDX 30 di Bursa Efek Indonesia). Undergraduate thesis, Fakultas Ekonomi dan Bisnis Universitas Merdeka Malang.

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Abstract

This research is motivated by the importance of combining the right shares and allocating the right proportion of funds to form an optimal portfolio. Forming an optimal portfolio aims to obtain a very high expected return and to minimize the risks borne when investing in shares. This research aims to find out what stocks can form an optimal portfolio on the IDX30 Index on the Indonesia Stock Exchange for the period February – July 2023 and to find out the proportion of funds from each stock that forms an optimal portfolio, as well as to find out the level of expected return and risk of the portfolio. optimal is formed. This research uses a quantitative approach with descriptive methods. The population used in this research was 30 shares listed in the IDX30 Index with a sample of 30 shares that had been selected using the census method. This research uses the Single Index Model data analysis technique. The results of this research show that there are 3 (three) shares that form an optimal portfolio, namely BBRI, INDF and ARTO with a proportion of funds for each share of 26.21%, 73.04% and 0.75% respectively. The amount of expected return from the portfolio formed is 2.09% with the risk level of the portfolio formed being 0.23%.

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