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OPTIMAL PORTOFOLIO IN BULLISH JCI WITH SINGLE INDEX MODEL

Management Dynamics Conference 8 · Vol. 8 No. 1 (2023) · pp. 245–254

Published
2023-06-22
Publisher
FPJM
Language
en

Abstract

Abstract The COVID-19 pandemic has an impact on the capital market, especially stocks. The purpose of this study is to analyze the optimal portfolio of 23 energy sector companies listed on the IDX during the Covid 19 pandemic with a single index model with an observation period from 2021 to 2022. The results of the analysis show that the optimal portfolio is formed from all existing samples with their respective weights, namely HITS (0,25%), RAJA (3,20%), INDY (3,48%), PTBA (3,55%), DSSA (4,28%), ENRG (5,06%), BUMI (5,10%), KKGI (5,11%), MEDC (5,61%), MBSS (5,73%), WINS (6,62%), ADRO (11,29%) ITMG (12,65%), MYOH (13,98%) dan PTRO (14,07%). The final results of this analysis show that during the recovery period of the Covid-19 Pandemic, portfolio formation in the energy sector is still profitable.

Keywords

Collaboration network of the authors

15 authors · 22 co-authorship links

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  • Institut Sains dan Bisnis Internasional Singkawang
  • Affiliation unknown
  • Different organisations
  • Same organisation
  • Affiliation unknown
  • Thicker line = more joint articles · bigger circle = more articles
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Co-authorOrganisationJoint articles
Arfa ApriliantiAffiliation unknown1
Mursalim NohongAffiliation unknown1
Muhammad Rizal SyamAffiliation unknown1
Nurdjannah HamidAffiliation unknown1
Nur Fadilah Ayu SandiraAffiliation unknown1
Andi Nur BaumassepeAffiliation unknown1
Ali ImranInstitut Sains dan Bisnis Internasional Singkawang1
Erlina PakkiAffiliation unknown1
Cepi PahleviAffiliation unknown1
Nawal Ulfah Indah sari NawalAffiliation unknown1
Muhammad SobarsyahAffiliation unknown1
HerliansyahAffiliation 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 PORTOFOLIO IN BULLISH JCI WITH SINGLE INDEX MODEL</dc:title>
	<dc:creator xml:lang="en">Yusuf, Eko Agustiono Bachrudin </dc:creator>
	<dc:creator xml:lang="en">Kadir, Abd. Rahman </dc:creator>
	<dc:creator xml:lang="en">Rahim, Fauzi R. </dc:creator>
	<dc:subject xml:lang="en">Optimal Portofolio</dc:subject>
	<dc:subject xml:lang="en">Single Index Model</dc:subject>
	<dc:subject xml:lang="en">Return Risk</dc:subject>
	<dc:description xml:lang="en">Abstract
The COVID-19 pandemic has an impact on the capital market, especially stocks. The purpose of this study is to analyze the optimal portfolio of 23 energy sector companies listed on the IDX during the Covid 19 pandemic with a single index model with an observation period from 2021 to 2022. The results of the analysis show that the optimal portfolio is formed from all existing samples with their respective weights, namely HITS (0,25%), RAJA (3,20%), INDY (3,48%), PTBA (3,55%), DSSA (4,28%), ENRG (5,06%), BUMI (5,10%), KKGI (5,11%), MEDC (5,61%), MBSS (5,73%), WINS (6,62%), ADRO (11,29%) ITMG (12,65%), MYOH (13,98%) dan PTRO (14,07%). The final results of this analysis show that during the recovery period of the Covid-19 Pandemic, portfolio formation in the energy sector is still profitable. </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/25741</dc:identifier>
	<dc:source xml:lang="en">Management Dynamics Conference 8; Vol. 8 No. 1 (2023): MADIC ; 245-254</dc:source>
	<dc:language>en</dc:language>
	<dc:relation>https://journal.unhas.ac.id/index.php/madic8/article/view/25741/10028</dc:relation>
	<dc:rights xml:lang="en">Copyright (c) 2023 Management Dynamics Conference 8</dc:rights>
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