ANALISIS PERBANDINGAN KINERJA ANTARA PORTOFOLIO OPTIMAL MODEL MARKOWITZ DAN MODEL INDEKS TUNGGAL (COMPARATIVE ANALYSIS OF PERFORMANCE BETWEEN OPTIMAL PORTOFOLIO MARKOWTIZ MODEL AND SINGLE INDEX MODEL)

The purpose of this study is to determine the composition stocks, amount funding proportion, and optimal portfolio performance formed using Markowitz Model Single Index whether there are differences in established model based on real simulation or test statistics. population stock LQ-45 Group Indonesia Stock Exchange with number selected samples 30 stocks. Sampling done by purposive sampling method. This type research verifikatif (hypothesis testing). data used secondary form monthly price from 2016 2019. analysis technique descriptive application Model. Hypothesis testing was independent sample t-test. Based results formation found that s proportion funds optimally a difference between Model, yield rate higher than Single, risk levels level But statistically not significantly different.