<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM)"^^ . "There are several models that can be used to form an optimal portofolio, one of\r\nwhich is the Sharia Compliant Asset Pricing Models (SCAPM). SCAPM is an\r\nadaption of the Capital Asset Pricing Model (CAPM) that compiles with sharia\r\nprinciples by replacing the risk-free rate variabel with the SBIS rate or the inflation\r\nrate. In constructing a sharia stock portfolio with the aim of maximizing returns\r\nwhile considering the risk involved in investment, stock selection is crucial. One\r\nstatistical method can be used for grouping stocks is cluster analysis. A cluster\r\nanalysis method that has beed widely used recently is the K-medoids cluster\r\nanalysis. This study will combine the cluster analysis method to select stocks and\r\nthe Sharia Compliant Asset Pricing Model (SCAPM) to calculate portofolio\r\nweights by measuring portofolio performance using Jensen’s Alpha on JII70 sharia\r\nstocks from April 2020 to December 2023. The results show that the optimal\r\nportfolio generated by the SCAPM model using the SBIS rate achieved a return of\r\n2.81%, a risk of 13% and Jensen’s Alpha of 0.2461. Meanwhile, the optimal\r\nportfolio generated by the SCAPM model using the inflation rate achieved a return\r\nof 2.28%, a risk of 13.31% and a Jensen’s Alpha of 0.02515."^^ . "2024-08-15" . . . . "UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . "FAKULTAS SAINS DAN TEKNOLOGI, UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . . . . . . . "NIM.: 20106010033"^^ . "Brenda Maurel Pramesty Putri"^^ . "NIM.: 20106010033 Brenda Maurel Pramesty Putri"^^ . . . . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Text)"^^ . . . . . "20106010033_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf"^^ . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Text)"^^ . . . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM) (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #67407 \n\nANALISIS CLUSTER K-MEDOIDS DALAM PEMBENTUKAN PORTOFOLIO SAHAM SYARIAH MENGGUNAKAN MODEL SHARIA COMPLIANT ASSET PRICING MODEL (SCAPM)\n\n" . "text/html" . . . "510 Mathematics (Matematika)" . .