Analysis of Stock Selection Model Strategy in Indonesia's Capital Market

The impact of investor behavior and decision-making on investment interest in the Indonesian capital market is ultimately tied to stock selection model used form an optimal portfolio. Therefore, this study aims develop market. And thus, novelty relates other studies that demonstrate how improve decisions Indonesia. Whereas previous research focused solely associations between variables, examines variables themselves. This investigation was carried out Greater Jakarta Jabodetabek (Jakarta, Bogor, Depok, Tangerang, Bekasi). utilizes Fuzzy-Analytical Hierarchy Process (FAHP) methodology. FAHP combination AHP a fuzzy concept approach. method uses qualitative quantitative data make decisions. collection employs primary from Survey Questionnaire discussions, secondary consisting data, price movement Indonesia Stock Exchange, Central Securities Depository, Bank Indonesia, empirical literature about models. results analysis indicate forming portfolio involves predicting or return using single factor thought security. objective assumed be realized by formation approach optimization combinations. Keywords: behavior, decision-making, market, investment, stocks