In fact in investing stocks, returns and risks are two things that are inseparable. A high return will contain a high risk as well. Conversely, the low risk will have a low return as well. Therefore investors are required to be able to make the right decisions in investing, so as to minimize risk. The right decision that can be used by investors in reducing the risk of investing is by diversifying. The purpose of this research is to find out and find decent stocks in the optimal portfolio as well as the proportion of funds from each of those stocks formed with the Single Index Model

Keywords : Stocks, Return, Risk, Diversification, Optimal Portfolio, Single Index Model