The SRI-KEHATI Index comprises 25 companies whose shares adhere to Sustainable Responsible Investment (SRI) principles and Environmental, Social, and Governance (ESG) criteria. This study applies the Markowitz model and the Single Index model to construct optimal portfolios. Using the Markowitz model, nine stocks form an optimal portfolio with a return of 0.4% and a risk level of 1.16%. Meanwhile, the Single Index model identifies 13 stocks as part of an optimal portfolio, offering a return of 0.07% with a risk level of 0.91%. This research provides a practical framework for portfolio optimization in ESG-driven markets and contributes to the growing literature by demonstrating the applicability of these models in aligning financial performance with sustainable investment objectives.