Selection of Leading Sectors Share Portfolio using Capital Asset Pricing Model (Capm) in Indonesia Stock Exchange (IDX) Period February 2012-March 201


Authors : Nur Sarva Jayana, Harum Wening Gayatri, Miswanti.

Volume/Issue : Volume 3 - 2018, Issue 6 - June

Google Scholar : https://goo.gl/DF9R4u

Scribd : https://goo.gl/wu57Tp

Thomson Reuters ResearcherID : https://goo.gl/3bkzwv

The establishment of the investment portfolio was intended to minimize the risk of investment. The purpose of this study was choose the optimal portfolio of stock from six different industrial sectors in the Indonesia Stock Exchange (IDX). The sample was 45 leading stocks within the sector were Referred LQ 45 index from 2012 to 2016 in the Indonesia Stock Exchange (IDX). Portfolio method used in this research was the Markowitz method by using Capital Asset Pricing Model (CAPM) approach and the weighted average proportion. The study concluded that the alternative portfolio 5 (P5) of the most optimal been shown to have the smallest variation coefficient Compared to the five other alternative.

Keywords : Optimal Portfolio, Individual Stocks, Capital Asset Pricing Model.

CALL FOR PAPERS


Paper Submission Last Date
30 - September - 2021

Paper Review Notification
In 1-2 Days

Paper Publishing
In 2-3 Days

Never miss an update from Papermashup

Get notified about the latest tutorials and downloads.

Subscribe by Email

Get alerts directly into your inbox after each post and stay updated.
Subscribe
OR

Subscribe by RSS

Add our RSS to your feedreader to get regular updates from us.
Subscribe