Investment Strategy to Determine an Optimal Portfolio in Banking

DOI

10.2991/978-94-6463-234-7_6How to use a DOI?

Keywords

IDX; Investment; Optimal Portfolio; Markowitz Model

Abstract

The purpose of this study is to determine the banking stocks to include in an optimal portfolio and the proportion of the final funds of each company’s shares. This research was conducted on the Indonesia Stock Exchange on stocks listed on the IDX from 2017–2021. This study used secondary data with a non-participant observation for the data collection method. The research sample of 32 was obtained through a purposive sampling method with data analysis techniques using the Markowitz Model. The results showed that there were 15 stocks that deserved to be a member of the optimal portfolio of the Markowitz model on the Indonesian Stock Exchange. The 15 stocks include BBCA, BBMD, BBNI, BBRI, BBTN, BDMN, BJBR, BMRI, BNGA, BNII, BTPN, BTPS, MEGA, NISP, PNBN which provide an expected return portfolio of 0.02 percent with a portfolio risk level of 0.13 percent.

Copyright

© 2024 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Laura Osman
AU  - Nisrul Irawati
AU  - Abdillah Arif Nasution
PY  - 2023
DA  - 2023/09/29
TI  - Investment Strategy to Determine an Optimal Portfolio in Banking
BT  - Proceedings of the 7th Global Conference on Business, Management, and Entrepreneurship (GCBME 2022)
PB  - Atlantis Press
SP  - 44
EP  - 56
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-234-7_6
DO  - 10.2991/978-94-6463-234-7_6
ID  - Osman2023
ER  -