PulseExploreJournal ClubResearchersJournals
Instagram
HomeJournal ClubExplore
Synapse
⌘+K
Synapse
September 10, 2025Journal of Economics and Management Scienties

Analysis of Optimal Portfolio on Investment Decision Using Single Index Model on LQ45 Stocks (Listed on Indonesia Stock Exchange for The Period 2022-2024)

View Full Paper
Ask AI
Bookmark
Share

Authors

NNNorma NormaASArni SurwantiARAlni Rahmawati

Discussion

Loading...

Member takes

Overview

Quantitative descriptive analysis reveals optimal portfolio construction for LQ45 equities, indicating potential returns and associated risks.

Key Points

  • The research identifies an optimal portfolio consisting of 12 equities, maximizing returns for investors.
  • The largest portfolio component is Indofood CBP Sukses Makmur Tbk, accounting for 18.5% of the investment allocation.
  • Projected returns for the optimal portfolio are 2.08%, suggesting a robust investment strategy within the LQ45 sector.
  • The study highlights the application of a single index model, advocating for further research into alternative index comparisons.

Cite This Study

Norma et al. (2025) studied this question.

synapsesocial.com/papers/68c1a26154b1d3bfb60dd6d4https://doi.org/10.37034/jems.v7i4.204
View Full Paper
Ask AI
Bookmark
Share