Analisis Expected Return Dan Risiko Portofolio Sebelum Dan Pada Saat Pandemi Covid-19 Pada Saham LQ-45

Authors

  • Wiwit Hariyanto Program Studi Akuntansi,Fakultas Bisnis, Hukum & Ilmu Sosial, Universitas Muhammadiyah Sidoarjo Jl. Mojopahit 666 B Sidoarjo
  • Fityan Izza Noor A Universitas Muhammadiyah Sidoarjo
  • Sarwenda Biduri Universitas Muhammadiyah Sidoarjo

DOI:

https://doi.org/10.30742/equilibrium.v18i2.2116

Keywords:

Expected Return, Risiko, Portofolio

Abstract

This study aims to determine whether there are differences in the Expected Return and Risk of the LQ-45 Stock Portfolio before and during the COVID-19 pandemic. This type of research is quantitative research. The object of this research is LQ-45 stock in 2019-2020 or during and before the COVID-19 pandemic. The conclusion in this study is that the portfolio in this study uses the Markowitz Portfolio model which forms a combination into 21 combinations in the 2019-2020 time interval. From the results of the combination, it was found that the Expected Return and Portfolio Risk levels in the composition of 50:50 and 70:30 experienced differences before and during the COVID-19 pandemic.

References

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Published

2023-02-20

Issue

Vol. 18 No. 2 (2022): October

Section

Articles

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