ANALISIS PORTOFOLIO SAHAM MENGGUNAKAN MODEL MARKOWITZ PADA PERUSAHAAN OTOMOTIF DI BEI

Abstract

This research is aimed to form optimal portfolio which has been done by performing Markowitz model
portfolio analysis so it can be used as the basis of consideration of investment at automotive companies
which are listed in Indonesia stock exchange. The research sample consists of 5 automotive companies
which are listed in Indonesia Stock Exchange (IDX). The data in this research has been obtained from
the 2014 monthly stock price data and the dividend data which has been shared in 2014. The result of
the research of 5 combined stocks is 10 portfolios. There are 3 efficient portfolios with equal proportion
(50%: 50%) i.e. portfolio 10, portfolio 6, and portfolio 7. Meanwhile, there are 3 efficient portfolios
with unequal proportion (40%: 60%) i.e. portfolio 6, portfolio 10, and portfolio 7.

Keywords:Markowitz model portofolio, investment, stock.