KOMPOSISI PORTOFOLIO OPTIMAL ANTAR SEKTOR SAHAM DI PT. BURSA EFEK JAKARTA

This research aims to describe optimal composition among share sector at Jakarta Stock Exchange (JSX). This research used share  return  data from  the  most  active  weekly trading company at JSX  This research  used Mean  Variance Model  (M-V Model)  to show the optimal  invesment diversification (portfolio) among share sectors, so it can  help investors in making decisions concerning invesments at JSX. Looking at the optimal composition of share, investors can minimize the risk of capital and maximize their return from capital investment result at Jakarta Stock Exchange.</jats:p