ANALISIS PORTOFOLIO SAHAM OPTIMAL DENGAN METODE MARKOWITZ DAN MODEL INDEKS TUNGGAL PADA SAHAM PERBANKAN BURSA EFEK INDONESIA

A portfolio is a combination of assets with desired rate return as well risks that can be minimized by spreading across different assets. The LQ45 index contains 45 companies whose shares have market capitalization and high level liquidity. population used in this study 7 banking stocks are on the index. This aims to develop an optimal using Markowitz Method Single Index Model, then compare results two. produced method consists 2 BMRI BBNI 0.0247 risk 0.0033. While Model 5 stocks, namely BMRI, BRIS, BBRI, BBNI, BBCA 0.019 0.0018. So good model use because smaller than