PORTFOLIO

MANAGEMENT
 INTRODUCTION
PURPOSE

SCOPE

LIMITATIONS

ASSUMPTIONS

BACKGROUNDS

METHOD
 POLICY STATEMENT

Investment objectives Investment constraint

The purpose of this investment is to

• Liquidity needs
explain the investor's objectives for the
investment to be carried out, including • Time horizons
in terms of risk and return. In this
scenario we assume that our investors
are in a phase where they have to pay • Legal and regulatory factors
for children's education and save for the
future of their children and • background
grandchildren.
 RISK ON INVESTING

BUSINESS RISK

Business risk is the risk faced by the company towards the quality and superiority
of their products circulating in the market. The emergence of innovations in the
fields of technology, product design, and marketing, has resulted in uncertainty in
various business activities.

BBCA UNVR TLKM UNTR

Competitors Risk, Risk of Changes in Government
Operational Risk, Operational Risk, Risk of Foreign Exchange Regulations, Competitors
Liquidity Risk. Supply Risk Rates Risk

BMRI HMSP FREN PTPP

Risk of Strikes or Riots,
Financial Risk, Risk of Foreign Exchange Operational Risk, Financial Risk,
Reputation Risk Rates Competitors Risk Operational Risk
 RISK ON INVESTING
CTRA ASRI

Liquidity Risk, Credit Risk Financial Risk, Credit Risk

LIQUIDITY RISK
Risks that arise due to the difficulty of providing cash in a certain
period of time. For example: if a party cannot pay its obligations
due in cash.

Country risk
Risks arising from differences in economic structure, government policies,
social-political institutions, and geographical conditions in a country. This is
very influential on the investment climate in a country, especially at the
interest rate.
 SECURITY ANALYSIS
• SECURITY BROKERAGE
• INDEX PERFORMANCE STOCK PICKING

BBCA FREN
BMRI PTPP
UNVR UNTR
HMSP ASRI
TLKM CTRA
 PORTFOLIO RESULT
Efficient Frontier
0.24%
0.22%
0.21%
0.20%
0.19%
Expected Return (weekly)

0.17%
0.16%
0.15%
0.13%
0.12%
0.11%
0.09%
0.08%
0.07%
0.05%
0.04%

0.00%
1.54% 1.56% 1.58% 1.60% 1.62% 1.64% 1.66% 1.68% 1.70% 1.72% 1.74% 1.76%

Standar Deviasi (weekly)

 PORTFOLIO RESULT
Weekly Expected
Portfolio Expected Return Return Portfolio Std. Deviation Risk Free Rate Sharpe Portfolio Beta Treynor
- -
Portfolio A 2.69% 0.05% 1.56% 0.12%0.04 0.09006 0.00707
- -
Portfolio B 3.69% 0.07% 1.57% 0.12%0.03 0.17881 0.00248
- -
Portfolio C 4.69% 0.09% 1.59% 0.12%0.02 0.25342 0.00099
- -
Portfolio D 5.69% 0.11% 1.60% 0.12%0.00 0.11223 0.00053

Portfolio E 6.69% 0.13% 1.62% 0.12%0.01 0.05033 0.00264

- -
Portfolio F 7.69% 0.15% 1.64% 0.12%0.02 0.68489 0.00047
- -
Portfolio G 8.69% 0.17% 1.66% 0.12%0.03 0.21296 0.00243
- -
Portfolio H 9.69% 0.19% 1.68% 0.12%0.04 0.50793 0.00140
- -
Portfolio I 10.69% 0.21% 1.71% 0.12%0.05 0.50793 0.00178

Portfolio J 11.69% 0.22% 1.74% 0.12%0.06 0.15449 0.00708

THANK YOU!