Authors:

ADE AYU NITA DEVI, KOMANG DHARMAWAN, NI KETUT TARI TASTRAWATI

Abstract:

“K-Means clustering analysis is a technique used in grouping objects that have similar characteristics. In forming a portfolio, investors need a group of stocks from different sectors that aim to build a well-diversified portfolio. Portfolio diversification is the placement of assets from various stocks in such a way that risks can be minimized. This study aims to obtain the results of grouping stocks with K-Means at IDX80 and then determine the optimal portfolio of each cluster formed using the Mean Variance method in the period January, 1st 2020 to November, 10th 2022. As a result, obtained in this study that grouping with K -Means produces four groups and is the best portfolio consisting of 10 stocks with a Sharp ratio performance value of 0.0062 with a risk portfolio of 1.59% and an expected return portfolio of 0.17%.”

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PDF:

https://jurnal.harianregional.com/mtk/full-106556

Published

2023-11-30

How To Cite

DEVI, ADE AYU NITA; DHARMAWAN, KOMANG; TASTRAWATI, NI KETUT TARI. PENGELOMPOKAN SAHAM MENGGUNAKAN K-MEANS DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL.E-Jurnal Matematika, [S.l.], v. 12, n. 4, p. 302-308, nov. 2023. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-106556. Date accessed: 02 Jun. 2025. doi:https://doi.org/10.24843/MTK.2023.v12.i04.p433.

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Issue

Vol 12 No 4 (2023)

Section

Articles

Creative Commons License This work is licensed under a Creative Commons Attribution 4.0 International License