APLIKASI PENDEKATAN FUZZY UNTUK PENGOPTIMALAN PORTOFOLIO SAHAM

AMIN, MUHAMMAD RIZKI and Puspita, Fitri Maya and Cahyono, Endro Setyo (2021) APLIKASI PENDEKATAN FUZZY UNTUK PENGOPTIMALAN PORTOFOLIO SAHAM. Undergraduate thesis, Sriwijaya University.

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Abstract

The capital market has become one of the important factors in the economy of a country, one of which is Indonesia, where the capital market accelerates the movement of the economy by making it easier for companies to develop because they get capital from selling part of their ownership shares to the general public, so that companies have sufficient funding to finance their business. develop their business. With the capital market, investors certainly expect a large return every time a stock trade occurs, but in investing in the capital market the return value obtained varies due to changes in the value of shares that are always changing every second. So that there is a blurring of the return value obtained by investors, so it is necessary to optimize the portfolio to get the maximum return value and as desired by every investor. This study aims to be one of the considerations for investors to get the optimal return as desired by modeling the problem of blurring the desired return value with fuzzy goal programming and predicting the amount of return on the investment made. The data used in this study is a list of the open and close prices of several stocks included in the LQ-45. The formulation of the fuzzy goal programming problem model consists of 2 supporting factors for each goal, then from these results it is managed again with Sensitivity Analysis to minimize variables that can change over time, so that investors get optimal returns. Based on the results of the discussion, the maximum acceptable return for investors is 151 and the minimum obtained is 8.9. So that it can be seen that the stock portfolio that has been modeled achieves optimal returns in good value by considering the yield and risk of existing stocks.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	SAHAM
Subjects:	Q Science > Q Science (General) > Q1-295 General
Divisions:	08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1)
Depositing User:	Muhammad Rizki Amin
Date Deposited:	23 Oct 2023 06:48
Last Modified:	23 Oct 2023 06:48
URI:	http://repository.unsri.ac.id/id/eprint/129998

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