Optimal portfolio analysis of manufacturing entities in the Indonesia Sharia Stock Index
Yunan Najamuddin · Neni Meidawati · Nahar Savira Putri · Yuni Nustini · Muamar Nur Kholid
International Journal of Research in Business and Social Science · 2022 · Vol. 10 / Issue 8 · 188-199
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Abstract
The purpose of this research is to determine the optimal portfolio for manufacturing entities listed on the Indonesian Sharia Stock Index based on a single index model test. The population of this research is manufacturing entities that have been listed in the Indonesian Sharia Stock Index on the Indonesia Stock Exchange for the Period 2019-2020. This study uses a purposive sampling technique using several criteria. Based on this technique, 31 entities meet the criteria. The results showed that the expected return was 5.65%, and the possible risk was 0.22% for 15 (fifteen) stocks included in the optimal portfolio category.
Keywords: {'name': 'risk'}, {'name': 'return'}, {'name': 'optimal portfolio'}, {'name': 'Indonesian Sharia Stock Index'}
Authors & affiliations
Yunan Najamuddin
Affiliation not supplied
Neni Meidawati
Affiliation not supplied
Nahar Savira Putri
Affiliation not supplied
Yuni Nustini
Affiliation not supplied
Muamar Nur Kholid
Affiliation not supplied
Deposited references
Supplied references, not a list of publications citing this article.
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