ANALISIS PORTOFOLIO SAHAM MENGGUNAKAN METODE MARKOWITZ PADA PERUSAHAAN PROPERTI

Abstract

This research is aimed to establish efficient portfolio by using the Markowitz model so that it can be used as the basis of investment consideration to the property and real estate companies which are listed in Indonesia Stock Exchange. The results indicate that there are two portfolios in equal proportion of funds and different proportion of funds, i.e. portfolio 4 and portfolio 1 is the combination of stocks between PT Metropolitan Kentjana Tbk - PT Gowa Makassar Tourism Development Tbk. Investors will select efficient portfolio according to their profit preferences and risks. Risk-taking investors will choose a portfolio which has high profit and risk levels, a portfolio which matches with the nature of this investor is on equal proportion of funds and different proportion of funds is the combination of PT Metropolitan Kentjana Tbk stocks - PT Roda Vivatex Tbk. Investors who do not like risk are tend to consider well-planned and planned investment decisions, a portfolio which matches the nature of this investor in the equal proportion of funds and different proportion of funds is the combination of PT Metropolitan Kentjana Tbk stocks - PT Gowa Makassar Tourism Development Tbk.
Keywords: Markowitz’s model, investment , stock