CD Skripsi
Analisis Model Markowitz Untuk Perbandingan Kinerja Portofolio Pada Saham Indeks Bisnis-27 Dan Saham Jakarta Islamic Index 70 (Jii70) Di Bursa Efek Indonesia
ABSTRACT
This study aims to determine the differences in portfolio performance on
the Bisnis-27 and Jakarta Islamic Index 70 (JII70) stocks during the period 2020-
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
is 27 shares of the Bisnis-27 Index and 51 shares of the Jakarta Islamic Index 70
(JII70) during the period 2020-2021. The sampling method used purposive
sampling technique, obtained 14 shares of the Bisnis-27 Index and 24 shares of
the Jakarta Islamic Index 70 (JII70). The statistical test used in this study is the
normality test of the data, while the hypothesis testing used is the Independent
Sample t Test and data processing using LINGO software, SPSS 25.0 for windows
and Microsoft Excel as auxiliary tools. The test results in this study show that:
There is a significant difference between portfolio performance on the Bisnis-27
Index and Jakarta Islamic Index 70 (JII70) stocks during the 2020-2021 period
using the Markowitz model.
Keywords: Portfolio Performance, Markowitz Model, Return Maximization.
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