MOMEN PASCA PANDEMI COVID-19 TERHADAP INVESTASI DI INDONESIA
DOI:
https://doi.org/10.24127/jm.v17i1.1363Abstract
Penelitian ini mendeskripsikan dan menganalisis hasil dari pembentukan portofolio pada Indeks saham LQ45 periode Februari 2020 - Juli 2021 dengan metode analisis Single Index Model. Hasil penelitian menunjukkan bahwa terdapat 6 (enam) saham perusahaan yang menjadi prioritas dalam membentuk portofolio optimal beserta proporsi dana masing-masing saham yaitu TBIG sebesar 28%, ANTM sebesar 22%, TOWR sebesar 15%, ERAA sebesar 16%, ITMG sebesar 7% dan INCO sebesar 13%. Nilai expected return portofolio sebesar 6,31% per bulan lebih besar dibandingkan return pasar dengan risiko portofolio yang ditanggung investor sebesar 5,72% per bulan.Â
Kata kunci : Diversifikasi, Investasi, Portofolio
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