文章基本信息

标题：Optimal portfolio analysis of manufacturing entities in the Indonesia Sharia Stock Index
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作者：Yunan Najamuddin ; Neni Meidawati ; Nahar Savira Putri 等
期刊名称：International Journal of Finance & Banking Studies
印刷版ISSN：2147-4486
出版年度：2021
卷号：10
期号：8
页码：188-199
DOI：10.20525/ijrbs.v10i8.1506
语种：English
出版社：Society for the Study of Business & Finance
摘要：The purpose of this research is to determine the optimal portfolio for manufacturing entities listed on the Indonesian Sharia Stock Index based on a single index model test. The population of this research is manufacturing entities that have been listed in the Indonesian Sharia Stock Index on the Indonesia Stock Exchange for the Period 2019-2020. This study uses a purposive sampling technique using several criteria. Based on this technique, 31 entities meet the criteria. The results showed that the expected return was 5.65%, and the possible risk was 0.22% for 15 (fifteen) stocks included in the optimal portfolio category.
关键词：risk;return;optimal portfolio;Indonesian Sharia Stock Index