Analisis Perbandingan Portofolio Optimal Pada Indeks Saham SRI-KEHATI dan LQ45 Di Bursa Efek Indonesia

., Yevira (2024) Analisis Perbandingan Portofolio Optimal Pada Indeks Saham SRI-KEHATI dan LQ45 Di Bursa Efek Indonesia. Undergraduate thesis, Universitas Katolik Musi Charitas.

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Abstract

Forming an optimal portfolio is a way for investors to obtain a certain return with the smallest risk. This research was conducted on stocks that were consistently listed on the SRI-KEHATI and LQ45 indexes for the 2020-2022 period. This research aims to determine the differences in the performance of the SRI-KEHATI and LQ45 portfolios. This research uses a single index model and risk adjusted performance with the Sharpe index. Testing was carried out using descriptive statistics, data normality test, classical assumption test, and hypothesis test. The sampling technique in this research used a purposive sampling method with a sample size according to the criteria of 17 SRI-KEHATI shares and 30 LQ45 shares for the 2020-2022 period.

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