Analysis of Investment Portfolios Formed with Stocks from Sectors Largely Impacted by COVID-19

COVID-19 has led the market into a highly volatile period. Risks in investment have increased significantly during this time. Although risk-prone investors are able to withstand high risk and continue invest, risk-averse risk-neutral do not that level of tolerance. This study focuses on stocks from sectors affected by pandemic, it aims analyze best sector for construct an optimal portfolio is minimize while keeping reasonable rate return investors. uses daily adjusted closing price January 31st, 2019, May 12th, 2021 calculation. The makes use Sharpe’s single-index model perform optimization. As result, found healthcare indeed invest as all low-risk portfolios set weight heavily stocks. formed technology obtain returning at rate.