SMART BETA PORTFOLIO STRATEGY ON TECHNOLOGY AND FOOD STOCK IN SOUTH KOREA
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| Format: | Recurso digital |
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2025
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| author | Shaeva Violisa Halim and Dwi Fitrizal Salim |
| author_facet | Shaeva Violisa Halim and Dwi Fitrizal Salim |
| contents | <p>This study discusses the performance of stocks of technology companies and food companies in South Korea in the period January 2019-November 2024 which are attractive to foreign investors due to their strategic position in the global economy. However, companies do not always show good performance. Therefore, a careful investment strategy is needed, including the preparation and management of portfolios. In compiling the portfolio, this study uses a smart beta strategy that has been proven to provide superior returns compared to traditional portfolios. Portfolio management involves two strategies, namely a passive approach and an active approach. This quantitative descriptive study uses open prices from stock data prices that form a portfolio based on selected betas. Weighting is adjusted for higher beta stocks in receiving a larger allocation in the portfolio. This study compares three beta groups (high, medium, and low) and two investment strategies (active and passive) using the Sharpe index.The results of this study indicate that the medium beta group and passive strategy have better performance with competitive return values ​​without having to face too much risk. The passive strategy provides a balance between risk return and maintaining stability without dependence on market movements that tend to be volatile.</p> <p> </p> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_21474_IJAR01_20189 |
| institution | Zenodo |
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| publishDate | 2025 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | SMART BETA PORTFOLIO STRATEGY ON TECHNOLOGY AND FOOD STOCK IN SOUTH KOREA Shaeva Violisa Halim and Dwi Fitrizal Salim Investment Smart Beta Portfolio Active Strategy Passive Strategy High Beta Moderate Beta Low Beta <p>This study discusses the performance of stocks of technology companies and food companies in South Korea in the period January 2019-November 2024 which are attractive to foreign investors due to their strategic position in the global economy. However, companies do not always show good performance. Therefore, a careful investment strategy is needed, including the preparation and management of portfolios. In compiling the portfolio, this study uses a smart beta strategy that has been proven to provide superior returns compared to traditional portfolios. Portfolio management involves two strategies, namely a passive approach and an active approach. This quantitative descriptive study uses open prices from stock data prices that form a portfolio based on selected betas. Weighting is adjusted for higher beta stocks in receiving a larger allocation in the portfolio. This study compares three beta groups (high, medium, and low) and two investment strategies (active and passive) using the Sharpe index.The results of this study indicate that the medium beta group and passive strategy have better performance with competitive return values ​​without having to face too much risk. The passive strategy provides a balance between risk return and maintaining stability without dependence on market movements that tend to be volatile.</p> <p> </p> |
| title | SMART BETA PORTFOLIO STRATEGY ON TECHNOLOGY AND FOOD STOCK IN SOUTH KOREA |
| topic | Investment Smart Beta Portfolio Active Strategy Passive Strategy High Beta Moderate Beta Low Beta |
| url | https://doi.org/10.21474/IJAR01/20189 |