ANALISIS PORTOFOLIO OPTIMAL DENGAN METODE MARKOWITZ PADA SAHAM BLUE CHIP BERDASARKAN IDX 30

One of the activities of individuals or companies in developing the Indonesian economy is investment. As a party making an investment, the usual way investors use to minimize risk is to form a portfolio. This study used the Markowitz method with a quantitative approach to blue chip stocks based on IDX for the period 30 February 2020 – July 2022. The research was conducted on 11 stocks which were the research samples and produced 55 portfolio combinations. Each portfolio consists of 2 shares acquired, with different weights, namely 70%: 30%. Of the 55 combination portfolios, there is 1 optimal portfolio, namely PT. Indofood Sukses Makmur Tbk (INDF) and PT. Telkom Indonesia Tbk (TLKM) because it provides a higher level of Expected return with a value of 0.031% and the smallest level of risk, namely 0.88% from 100%. In accordance with investor preferences, investors prefer to take low investment risks with high returns.

Keywords: Investment, Stocks, Optimal Portofolio, Markowitz Method