Implementation of Optimal Portfolio Performance Evaluation

ABSTRACT : The purpose of this study is to determine how the optimal portfolio of JII shares in 2019 and what is the proportion of each of the optimal portfolios. The sample in this study are companies listed on the IDX and companies whose shares are still listed on the Jakarta Islamic index (JII) in 2019 (not new and not previously issued from JII shares). Based on these criteria a sample of 6 companies was obtained. The results of this study indicate that the portfolio formed by six companies only five companies included in the optimal category, namely ASII, KLBF, SMGR, UNTR, UNVR. While only TLKM is not included in the optimal portfolio. The optimal portfolio has an expected return of -0.005244 or -0.5244% per month, and the risk that must be faced from the results of investing in a portfolio of 0.08996 or 8.99%.
KEYWORDS:-Optimal portfolio, return and risk