Optimal Portfolio Using Roy’s Safety-First Method on Primary Consumer Goods Sector Stocks

Estu Putri Dianti, Riaman Riaman, Sukono Sukono

Abstract


Before carrying out investment activities, investors need to form an optimal investment portfolio. This study aims to form an optimal portfolio in primary consumer goods sector stocks that sell the basic needs of the community so that stocks in the sector tend to be stable. The method used in forming the optimal portfolio is Roy's Safety-first method. The portfolio formed produces 6 combinations of stocks consisting of WIIM, DSNG, MRAT, CAMP, SIMP, and MBTO stocks respectively with a proportion of funds of 44.05%, 16.38%, 18.61%, 15.06%, 4.32%, and 1.59% with an expected return portfolio of 3.10% and a portfolio risk of 1.65%.


Keywords


Optimal portfolio; Safety-first; Roy; Primary consumer goods.

Full Text:

PDF

References


Anastasia, N., & Chrestella, T. (2021). ‘The Effect of Geographical Diversification Towards Property Investment Decisions in Indonesia’. International Journal of Finance, Insurance and Risk Management, 11(1), pp. 78-95.

Herninta, T., & Rahayu, R. A. (2021). ‘Dampak Pandemi Covid-19 Terhadap Harga Saham Perusahaan Sektor Industri Barang Konsumsi yang Terdaftar di Bursa Efek Indonesia’. Jurnal Manajemen Bisnis, 24(1), pp. 56-63.

Hidayatullah, W., & Manda, G. S. (2021). ‘The Influence of Systematic Risk and Liquidity on Stock Return at Mining Sector Companies’. The Accounting Journal of Binaniaga, 6(2), pp. 105-114.

Jannata, S. N., & Pertiwi, T. K. (2022). ‘Analisis Nilai Perusahaan Sektor Industri Barang Konsumsi Sub Sektor Makanan dan Minuman di Bursa Efek Indonesia’. El-Mal: Jurnal Kajian Ekonomi & Bisnis Islam, 3(4), pp. 739-754.

Jayanti, V. A. P., Pangestuti, D. C., & Hidayati, S. (2023). ‘Analisis Pembentukan Portofolio Saham Optimal Menggunakan Single Index Model Sebagai Dasar Keputusan Investasi’. Kinerja: Jurnal Ekonomi dan Manajemen, 20(3), pp. 351-362.

Manurung, A. H., Manurung, A., Machdar, N. M., & Sijabat, J. (2024). ‘Stock Selection using Semi-variance and Beta to construct Portfolio and Effect Macro-variable on Portfolio Return’. Turkish Journal of Computer and Mathematics Education (TURCOMAT), 15(1), pp. 14-25.

Martínez-Nieto, L., Fernández-Navarro, F., Carbonero-Ruz, M., & Montero-Romero, T. (2021). ‘An Experimental Study on Diversification in Portfolio Optimization’. Expert Systems with Applications, 181, pp. 1-14.

Munandar, A., Sudiarto, S., & Suhartana, L. W. P. (2021). ‘Kedudukan Saham Atas Nama dalam Perkawinan’. Jurnal Risalah Kenotariatan, 2(2), p. 116.

Wibisono, A. M., & Sari, B. N. (2022). ‘Sistem Pakar Penentu Profil Risiko Investasi’. Journal of Information System, 7(1), pp. 79-89.

Zhang, Z., Zohren, S., & Roberts, S. (2020). ‘Deep Learning for Portfolio Optimization’. The Journal of Financial Data Science, pp. 1-10.




DOI: https://doi.org/10.46336/ijqrm.v5i1.641

Refbacks

  • There are currently no refbacks.


Copyright (c) 2024 Estu Putri Dianti, Riaman Riaman, Sukono Sukono

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

Published By: 

IJQRM: Jalan Riung Ampuh No. 3, Riung Bandung, Kota Bandung 40295, Jawa Barat, Indonesia

 

IJQRM Indexed By: 

width= width= width= width= width= width= 

 


Lisensi Creative Commons Creation is distributed below Lisensi Creative Commons Atribusi 4.0 Internasional.


View My Stats