OPTIMASI PORTOFOLIO SAHAM MENGGUNAKAN METODE MEAN ABSOLUT DEVIATION BERDASARKAN PENGELOMPOKAN SAHAM MENGGUNAKAN K-MEANS

Authors

  • Nur Fauzan Universitas Islam Negeri Alauddin Makassar
  • Andi Mariani Universitas Islam Negeri Alauddin Makassar
  • Nurwahidah Universitas Islam Negeri Alauddin Makassar

DOI:

https://doi.org/10.24252/msa.v13i1.58794

Keywords:

Portofolio, K-Means, MAD

Abstract

This study examined the construction of an optimal portfolio using the Mean Absolute Deviation (MAD) method, based on stock grouping through K-Means clustering, and the performance evaluation was conducted using the Sharpe Index method. The aim of this research was to construct an optimal portfolio using the MAD method based on the results of stock selection using K-Means. The analysis resulted in an optimal portfolio that had shown good performance, with a return value of 0.027343086 (or 2.73%) and a risk value of 0.094000665 (or 9.4%).

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Published

2025-06-27

How to Cite

[1]
N. Fauzan, Andi Mariani, and Nurwahidah, “OPTIMASI PORTOFOLIO SAHAM MENGGUNAKAN METODE MEAN ABSOLUT DEVIATION BERDASARKAN PENGELOMPOKAN SAHAM MENGGUNAKAN K-MEANS ”, MSA, vol. 13, no. 1, pp. 130–138, Jun. 2025.

Issue

Vol. 13 No. 1 (2025): VOLUME 13 NO 1 TAHUN 2025

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Artikel

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