PEMILIHAN PORTOFOLIO SAHAM SEKTOR TRANSPORTASI DAN LOGISTIK PERIODE JULI-DESEMBER 2020 DENGAN MENGGUNAKAN MODEL MARKOWITZ (STUDI KASUS DI BURSA EFEK INDONESIA)

Abstract

Abstract

Activities in the capital market  are one of the investment activities where every investor needs expertise to minimize investment risk and maximize profits. The process to minimize risk was to invest in the form of a portfolio. One model that helped  investors determine the stocks that make up the optimal portfolio is the Markowitz. Minimizing risk and maximizing return are 2 important things to decide if the investment is feasible, while calculating the expected rate of return is the basis for calculating.  This research used non probability  sampling to select  transportation and logistic stocks sector at BEI as a population  and sample. Results showed from 10 company which is Adi Sarana Armada Tbk(ASSA), Blue Bird Tbk.(BIRD), Berlian Laju Tanker Tbk(BLTA), Batavia Prosperindo Trans Tbk.(BPTR), Garuda Indonesia (Persero) Tbk(GIAA), Prima Globalindo Logistik Tbk.(PPGL), Samudera Indonesia Tbk.(SMDR), Express Transindo Utama Tbk.(TAXI), Temas Tbk.(TMAS), WEHA Transportasi Indonesia Tbk.(WEHA).The optimal investment portfolio provided total expected return portfolio was 32 percent and a risk of deviation / variance portfolio was 14 percent.