Portfolio Analysis Using Malaysia Stock Market Data: Before and During COVID-19 Pandemic

This study attempts to evaluate Malaysia’s stock performance before and during COVID-19 across all sectors by using the Sharpe ratio Sortino with risk measured standard deviation. We develop an algorithm for selection construct portfolio investment. In our study, we apply ratio, Treynor Jensen’s alpha identify optimal portfolio. The result shows that based on Top 20 from stocks is superior 3 each sector. daily adjusted closing prices are collected March 1, 2019 December 31, 2021. of this indicates several not affected pandemic, which Technology, Industrial, Consumer Products Services Property. Hence, investors suggested form investment these sectors. Stock analysts recommended imply various risk-adjusted measures a comprehensive perspective support outcome analysis.