CD Skripsi

Analisis Perbandingan Kinerja Portofolio Optimal Model Markowitz (Studi Kasus Saham Indeks Idx N Growth30 & Indeks Jii70 Pada Bei Periode 2020-2021)

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ABSTRACT
This study aims to determine the difference in the coefficient of variation of the stock portfolio on the IDX GROWTH30 and JII 70 indices during the period August 2020 - July 2021 using the Markowitz model. The research method used in this study is a comparative method. This study uses secondary data. The population in this study are 10 stocks that are members of the IDX GROWTH30 and JII 70 indexes on the IDX for the period August 2020 - July 2021. The sampling method uses purposive sampling technique, obtained 16 stocks from the IDX GROWTH30 index and 58 stocks from JII 70. Statistical analysis used in this study is the data normality test, while the hypothesis testing used is the Mann-Whitney Test and data processing using LINGO software, SPSS 26.0 and Microsoft Excel as auxiliary tools. The test results in this study indicate that there are differences in the coefficient of variation of the stock portfolio between the IDX GROWTH30 index and the JII 70 index. Then there are 7 stocks that make up the optimal portfolio of IDX GROWTH30 and 14 stocks that make up the portfolio on the JII 70 index.
Keywords: Optimal portfolio, Markowitz Model, IDXG index 30, JII index 70, Minimize risk.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

1802112691

Penerbit

Pekanbaru : Universitas Riau – Fakultas Ekonomi Dan Bisnis – Manajemen., 2022

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

1802112691

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MANAJEMEN

Info Detail Spesifik

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Pernyataan Tanggungjawab

DAUS

Versi lain/terkait

Lampiran Berkas

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