About this document
Portfolio Risk Analysis: BBRI & ASRI by Zidnie Ilmaan is a document available to read on EtoBox.
The document presents a portfolio risk calculation involving stocks BBRI and ASRI, along with the IHSG index, detailing their monthly closing prices and returns from January 2016 to January 2018. It includes key metrics such as average expected return, risk (standard deviation), covariance, and beta for the stocks and the overall portfolio. The portfolio is allocated with a weight of 60% in BBRI and 40% in ASRI, resulting in a portfolio return of approximately 1.83% and a risk of about 4.80%.
- Author
- Zidnie Ilmaan
- Language
- EN