RISK ANALYSIS OF SINGLE STOCKS AND PORTFOLIOS IN LQ45 INDEX
Tri Heni Astuti; Pramuditha Dwi Anggraini
Objective: This study aims to measure and compare the Value at Risk (VaR) between single stocks and a portfolio within the LQ45 index using the Variance-Covariance method. Method: Daily closing prices of three companies—PT Bank Rakyat Indonesia (BBRI), PT Bank Central Asia (BBCA), and PT Astra I...