PENERAPAN PORTOFOLIO OPTIMAL DALAM PENGAMBILAN KEPUTUSAN INVESTASI PADA SAHAM KONVENSIONAL DAN SAHAM SYARIAH

Ratiyah Ratiyah

Abstract


Information technology has an important role in the economy of a country for the development of information technology, the country's economy began to show significant changes. Information technology provides many facilities as well as new ways of doing activities, one of which in investments. Currently the investment should not be on the real assets but can also on non-real assets, such as stock investment in the capital market which is currently becoming a trend for our society. One of the reasons investors have an investment is to meet investment plans, both for the Pension Fund, Education Fund, or any other. Before investing investor should first make a proper investment strategy in order not to lose money. And in the capital markets last term investment portfolio, the investment portfolio investor here can determine where the most investment less risky and more profitable to invest. This study uses a quantitative approach to the Markowitz model to determine the candidates of shares included in the optimal portfolio and assessment of the performance of the portfolio created for making investment decisions. This study using purposive sampling to select stocks of conventional and Islamic stocks on the Stock Exchange which has a high Expected Return with the lowest risk level. And the results of this research note that the optimal portfolio untuuk conventional stock held by stock WSKT, PTPP, WIKA, ADHI, and TBIG. Meanwhile, shares of which are members of the optimal portfolio for islamic stocks that WIKA, MPPA, CTRA, JSMR, and KLBF. Judging from the business outlook, stocks will become more sophisticated over the next year because the stocks above come from the Issuer that has good prospects.

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References


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