Abstract
To reduce risk in investment and at the same time optimize the returns, it is necessary to establish a series of stocks that have high returns, as well asto select a series of stock with negative variance to reduce the risk. In this research, an efficient frontier approach by Harry Markowitz will be applied to JII shares during the period 2009 - 2019 so that a portfolio with a low risk and optimal return can be formed to reduce risk and optimize return.
Highlights
This study uses data in the form of a monthly closing stock price list of all companies incorporated in the Jakarta Islamic Index data, and the Indonesia overnight index average(Indonia) Rate in from January 2017 to December 2019
Because the list of Jakarta Islamic Index (JII) shares from time to time always changes, all shares that have been included in the JII list in the past 10 years will be combined
The Markowitz portfolio management implementation process is divided into 9 steps, namely: 1. Prepare the JII historical stock price data for the past 10 years where the stock price has been adjusted whenever there is a distribution of dividends, stock splits and right issues 2
Summary
This study aims to find out the symptoms and facts about the nature of a particular population or area
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