ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL PADA IDXENERGY PERIODE 2024

This study aims to analyze the formation of an optimal portfolio for IDXENERGY stocks in 2024 using the single-index model. This method was chosen as it simplifies the Markowitz portfolio model by assuming that security returns are influenced solely by market returns. This research uses a descriptive quantitative method. The sampling technique employed was purposive sampling with specific criteria, resulting in a sample of 83 IDXENERGY stocks. The research findings show that out of the 83 stocks analyzed, 12 stocks were included in the optimal portfolio: RAJA, BESS, BUMI, PGAS, DOID, WOWS, DSSA, LEAD, PTRO, CNKO, RIGS, and WINS. The resulting portfolio demonstrates an expected return of 7.89% and a risk of 7.09%. These findings are expected to assist investors in making optimal investment decisions.