ANALISIS PORTOFOLIO OPTIMAL MODEL INDEKS TUNGGAL SAHAM INDEKS ENERGY PERIODE 2016 – 2021

Abstract

Ilnvestment ils the actilvilty olf ilnvestilng capiltal iln the present wilth the ailm olf gettilng prolfilts iln the
fultulre. A realilstilc ilnvestolr will ilnvest hils fulnds iln stolcks that have hilgh retulrns bult wilth lolw
rilsk. Tol milnilmilze arilsk, an olptilmal polrtfolilol ils folrmed. The olptilmal polrtfolilol ils a colmbilnatiloln
olf expected retulrn wilth milnilmal rilsk. The silngle ilndex moldel ulnderliles that the market prilce
ilndex ils iln lilne wilth the prilce olf seculriltiles. Thils stuldy ailms tol determilne the retulrn and rilsk. As
well as tol chololse the olptilmal polrtfolilol and the prolpolrtiloln olf fulnds iln the Energy Sectolr Ilndex
stolcks oln the Ilndolnesila Stolck Exchange. The results sholwed that there were 5 stolcks ilnclulded iln
the olptilmal polrtfolilol wilth the prolpolrtiloln olf fulnds folr each stolck, namely HRUlM by 2%, MEDC
by 10%, IlNDY by 7%, DOlIlD by 80% and PTROl by 1%. Wilth an expected retulrn olf 3.4% and a
rilsk olf 8.1%. Careful ilnvestolrs can dilversilfy polrtfolilols rather than ilnvestilng entilrely iln
ilndilvildulal stolcks, tol milnilmilze rilsk.