Sharia stocks optimal portfolio analysis using single index model

This study is aimed to analyze the optimal portfolio of Jakarta Islamic Index within December 2016 November 2019 period. The research samples that were being used in this stocks are consistently included JII during a descriptive using Single Model. Of nineteen sample stocks, an was formed with nine as constituents, namely: ASII (6.12%), ASRI (2.37%), ICBP (24.60%), INCO (5.09%), INTP (11.45%), KLBF (2.03%), SMGR (16.91%), UNTR (19.58%) and UNVR (11.83%). conclusion expected return shares 1.1180% 1.11%. risk up 6.89%. can be said suitable for investment because both them greater than market (JII) which period 0.00104, or 1.04%.