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dc.contributor.advisorNababan, Esther Sorta Mauli
dc.contributor.advisorSyahputra, Muhammad Romi
dc.contributor.authorDamayanti, Alfira
dc.date.accessioned2025-07-08T01:23:11Z
dc.date.available2025-07-08T01:23:11Z
dc.date.issued2025
dc.identifier.urihttps://repositori.usu.ac.id/handle/123456789/104989
dc.description.abstractThe Markowitz method, also known as the Mean-Variance Portfolio Theory, is used to determine a portfolio that provides optimal returns by minimizing risk. This study utilizes historical closing price data of six banking sector stocks during January 2025, obtained from the Indonesia Stock Exchange (IDX). Through a quantitative approach and analysis based on Microsoft Excel and Python, a simulation was conducted to form an optimal portfolio using two different asset weight combinations. The results of the study show that the application of the Markowitz method is capable of forming a portfolio with better efficiency compared to a Naive (Random) Diversified portfolio. The Markowitz portfolio achieved an expected daily return of 0.387%, whereas the Naive Diversification (Random) portfolio achieved 0.327%. This study is expected to serve as a reference for investors in making more rational and data-driven investment decisions within a single stock sectoren_US
dc.language.isoiden_US
dc.publisherUniversitas Sumatera Utaraen_US
dc.subjectIndonesia Stock Exchange (IDX)en_US
dc.subjectMarkowitz Methoden_US
dc.subjectPortfolio Opimizationen_US
dc.subjectReturn and Risken_US
dc.subjectBanking Sectoren_US
dc.titleKajian Metode Markowitz dalam Optimasi Portofolio Saham Sektor Perbankan (Studi PT Bursa Efek Indonesia)en_US
dc.title.alternativeStudy on Markowitz Method for Portfolio Optimization in the Banking Sector (A Case Study on the Indonesia Stock Exchange)en_US
dc.typeThesisen_US
dc.identifier.nimNIM210803105
dc.identifier.nidnNIDN0018036102
dc.identifier.nidnNIDN0115118903
dc.identifier.kodeprodiKODEPRODI44201#Matematika
dc.description.pages95 Pagesen_US
dc.description.typeSkripsi Sarjanaen_US
dc.subject.sdgsSDGs 8. Decent Work And Economic Growthen_US


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