OPTIMAL USING PORTFOLIO DIVERSIFICATION MULTI AGENT METHOD IN THE CAPITAL MARKET

Abstract

This study aims to apply the multi agent method in order to help investors
predict stock prices by reducing risk when investing. This is based on the behavior
of investors when making decisions in investing in the capital market in considering
the risks that my occur if they do not manage their portpolios properly. It is know
that there are 3 papular indicators associated with the multi agent method namely
SMA, RSI, dan BB which are used to find out recommendations for stocks to be
invested. Based on the multi agent method, with a population of shares listed in
the LQ-45 index in the period 2019 tp 2021, and sample selection using the
purposive sampling by obtaining 38 samples of stocks with secondary data
obtained from stocks that consistently always exist in the LQ-45 index in the study
period totaling 12 samples. The results of the study indicate that there are 3 stocks
that have good portpolios and are also not good for investment. The 3 shares,
namely BTPS, BBTN have recommended shares for sale. While ADRO has good
stock recommendations to buy and can be proven by opening tha profits
application so that the final results made are real and can be proven.