Abstract:The purpose of this study was to determine the optimal stock portfolio performance on the LQ45 stock index on the Indonesia Stock Exchange for the period February 2019- December 2022. The data analysis method uses a single index model to form an optimal portfolio and uses the Sharpe, Treynor, and Jensen index methods to assess performance stock portfolio. Based on the results of the analysis of optimal portfolio formation, it shows that out of 30 samples of LQ45 index stocks, 8 stocks were obtained which inclu… Show more
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