Analisis Diversifikasi Portofolio Saham Dengan Model Markowitz Pada Perusahaan LQ 45
| Main Authors: | Huda, Muhammad, Sumiadji, -, Syuliswati, Atika |
|---|---|
| Format: | Article info Journal |
| Terbitan: |
Jurusan Akuntansi Politeknik Negeri Malang
, 2016
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| Online Access: |
http://jmam.polinema.ac.id/index.php/jmam/article/view/40 |
Daftar Isi:
- The objective of this research is to know the diversify portfolio based on Markowitz Model on LQ-45’s companieslisted on Indonesia Stock Exchange. By using purposive sampling method, 10 companies were selected as the samples of the study. The data were collected by using documentation method and downloading historic data of daily stock price on yahoo.finance.com. The results of initial portfolio analysis were 0.0068 of expected return and 0.0063 of portfolio variance. By using SOLVER, there were 6 out of 10 sample companies as optimum portfolio composition followingthe Markowitz preference to minimize the risk. The optimum portfolio created 0.0007 of expected return and 0.0001 of variance. It can be concluded that of the 10 companies as research samples, there are only 6 companies that make portfolio optimum composition by using minimum risk preferences.