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Optimal Portfolio Formation Analysis Using Single Index Model based on Cigarette company image listed on the IDX

Management Dynamics Conference 8 · Vol. 8 No. 1 (2023) · pp. 82–88

Published
2023-06-22
Publisher
FPJM
Language
en

Abstract

Abstract The purpose of this study was to find out whether the company's image affects the stock price forming the optimal portfolio. The sample of this research is the sample in the research. there are 4 cigarette companies listed on the Indonesia Stock Exchange, namely (GGRM, WIIM, HMSP and ITIC), in the period June 2021-2022 Data analysis uses steps to form an optimal portfolio with the Single Index Model. The results of the study show that the company's image in the optimal portfolio on stock prices has a significant impact on the decline in stock prices of cigarette companies in Indonesia.

Keywords

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20 authors · 30 co-authorship links

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Co-authorOrganisationJoint articles
Cepi PahleviAffiliation unknown2
M SobarsyahAffiliation unknown1
Mutmainnah MuslimAffiliation unknown1
Andi Ratna Sari DewiAffiliation unknown1
Teguh PernandaAffiliation unknown1
HasdianaAffiliation unknown1
Ria MardianaAffiliation unknown1
SITI HAMIDAHAffiliation unknown1
Erlina PakkiAffiliation unknown1
Riska Prayoga YogaAffiliation unknown1
Dian ParawansaAffiliation unknown1
Rezaldy Giffary P. Ilham EcaAffiliation unknown1
Mursalim NohongAffiliation unknown1
ZulfikarAffiliation unknown1
Hamka Yudha PratamaAffiliation unknown1
Andi Ratna Sari DewiAffiliation unknown1
Fakhryadi AmranAffiliation unknown1

Affiliations come from OpenAlex; journal OAI-PMH metadata carries none. Authors without an OpenAlex ID are matched by name, which can merge or split people.

Metadata source: OAI-PMH (metadata jurnal) https://journal.unhas.ac.id/index.php/madic8/oai, first harvested 2 Nov 2026, last seen 2 Nov 2026.
Original metadata (oai_dc) 
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	<dc:title xml:lang="en">Optimal Portfolio Formation Analysis Using Single Index Model based on Cigarette company image listed on the IDX</dc:title>
	<dc:creator xml:lang="en">Sose, Andi Kabila T </dc:creator>
	<dc:creator xml:lang="en">Laba, Rakhman</dc:creator>
	<dc:creator xml:lang="en">Aswan, Andi </dc:creator>
	<dc:subject xml:lang="en">optimal portfolio</dc:subject>
	<dc:subject xml:lang="en">cigarette companies</dc:subject>
	<dc:subject xml:lang="en">single index model</dc:subject>
	<dc:description xml:lang="en">Abstract
The purpose of this study was to find out whether the company's image affects the stock price forming the optimal portfolio. The sample of this research is the sample in the research. there are 4 cigarette companies listed on the Indonesia Stock Exchange, namely (GGRM, WIIM, HMSP and ITIC), in the period June 2021-2022 Data analysis uses steps to form an optimal portfolio with the Single Index Model. The results of the study show that the company's image in the optimal portfolio on stock prices has a significant impact on the decline in stock prices of cigarette companies in Indonesia.</dc:description>
	<dc:publisher xml:lang="en">FPJM</dc:publisher>
	<dc:date>2023-06-22</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en">Peer-reviewed Article</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://journal.unhas.ac.id/index.php/madic8/article/view/25679</dc:identifier>
	<dc:source xml:lang="en">Management Dynamics Conference 8; Vol. 8 No. 1 (2023): MADIC ; 82-88</dc:source>
	<dc:language>en</dc:language>
	<dc:relation>https://journal.unhas.ac.id/index.php/madic8/article/view/25679/10034</dc:relation>
	<dc:rights xml:lang="en">Copyright (c) 2023 Management Dynamics Conference 8</dc:rights>
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