Track: Financial Engineering

Abstract

Investment for mining and energy exploration in Indonesia needs to be a priority and continue to be encouraged to maintain the level of reserves as raw materials for future industrial development, including downstream. This study aims to measure the performance of investment portfolios in several stocks in the Mining and Energy Sector. The portfolio optimization method is carried out using the Markowitz model. To measure the performance of the investment portfolio is done by using the Sharpe Ratio. Based on the results of the analysis, it is obtained that the combination and proportion of capital allocation in several stocks in the formation of an investment portfolio that has better performance, so that it can be used as a consideration for investors who want to invest in several shares of the Mining and Energy Sector analyzed.