Febriyanto, Febriyanto and Kufepaksi, Mahatma and marselina, marselina and Hasnawati, Sri (2020) Analysis of International Portfolio Investment in ASEAN-5 Countries. International Journal of Innovation, Creativity and Change. ISSN 2201-1315


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This study analyses the diversified international portfolio investment in ASEAN-5 countries: Indonesia, Malaysia, Singapore, the Philippines, and Thailand. This study analyses moments after the enforcement of the ASEAN Economic Community policies. This study uses a quantitative approach an-alytical survey method and uses secondary data. Analysing the data of each company's stock liquid capital markets with a single index portfolio Sharpe analysis method. Using standard riskfree fundamentals of Southeast Asia that are SIBOR and Risk market Singapore capital market, there are 26 com-panies with a candidate portfolio of a sample of 59 companies. The highest proportion of funds HA CPALL company located in Thailand capital mar-kets several are 0.1713% and the lowest percentage in SRIL company lo-cated in the Indonesian capital market, several are 0.0058%. Both compa-nies have the highest and the smallest area in the capital markets of devel-oping countries. It means there are potential investments that provide opti-mal results in countries in the developing conditions. Keywords : Investment, Diversification, Return, Risk

Item Type: Article
Subjects: H Social Sciences > HG Finance
Divisions: Fakultas Ekonomi dan Bisnis (FEB) > Prodi Magister Manajemen
Depositing User: MAHATMA KU
Date Deposited: 08 Jun 2021 08:38
Last Modified: 08 Jun 2021 08:38
URI: http://repository.lppm.unila.ac.id/id/eprint/32315

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