Intan Novita Sari, . (2025) ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL DALAM PENGAMBILAN KEPUTUSAN INVESTASI SAHAM TEKNOLOGI PADA IDX-TECHNO. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
The rapid growth of the technology sector in the Indonesian capital market has highlighted the need for investment strategies that can maximize returns while considering associated risks. This study is a quantitative research aimed at comparing the formation of optimal portfolios using the Single Index Model and the Treynor-Black Model in making investment decisions for technology sector stocks listed in the IDXTECHNO index during the period of February 2021 to February 2024. The sampling technique used was full sampling, with a total of 18 selected companies. Data analysis was carried out using Microsoft Excel, with the Single Index Model and Treynor-Black Model applied as the basis for portfolio formation. The results show that the Single Index Model generated a portfolio with an expected return of 5.01% and a risk level of 39.72%, while the Treynor-Black Model produced a higher expected return of 13.20% and a lower risk level of 22.12%. Performance evaluation based on Sharpe ratio, Treynor ratio, and Jensen alpha indicates that the Treynor-Black Model performs better, demonstrating greater efficiency in managing risk and optimizing returns. These findings suggest that the Treynor-Black approach is superior in forming optimal portfolios for technology sector stock investments.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | (No.Panggil: 2110111023) (Pembimbing: Ardhiani Fadila) (Penguji 1: Jubaedah) (Penguji 2: Wahyudi) |
| Uncontrolled Keywords: | Optimal Portfolio, Investment Decisions |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1) |
| Depositing User: | INTAN NOVITA SARI |
| Date Deposited: | 14 Aug 2025 03:16 |
| Last Modified: | 14 Aug 2025 03:16 |
| URI: | http://repository.upnvj.ac.id/id/eprint/39280 |
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