ANALISIS CAPITAL ASSET PRICING MODEL (CAPM) DALAM PENGAMBILAN KEPUTUSAN INVESTASI SAHAM (Studi Keuangan Pada Saham Yang Listing Di Jakarta Islamic Index Periode 2015-2017)

Fatmasari, Ditha Indah (2019) ANALISIS CAPITAL ASSET PRICING MODEL (CAPM) DALAM PENGAMBILAN KEPUTUSAN INVESTASI SAHAM (Studi Keuangan Pada Saham Yang Listing Di Jakarta Islamic Index Periode 2015-2017). Skripsi thesis, Universitas Muhammadiyah Sukabumi.

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Abstract

The research was aimed to determining various stock investments decision by applying Capital Asset Pricing Model (CAPM) method as well as determining whether the stock is in efficient or inefficient category. CAPM is a balancing model that can decide recommended stock to be invested based on risk and return relation. Population of the research were companies registered in Jakarta Islamic Index from 2015 to 2017. The research deployed quantitative descriptive method. The technique of sampling applied was purposive sampling method and 16 shares were acquired. The results of the research show that average systematic risk (beta) is amounted to 0,93973 and SMRA stock has the highest beta value which is amounted to 1,60747 and categorized as aggresive for beta is higher than one (β>1). SMRA stock has the highest expected rate of return which is amounted to 0,00400. There is positive and directed relation between systematic risk and expected rate of return. Thus, 13 stocks are acquired as efficient stocks category, such as ADRO, AKRA, ASII, ICBP, INDF, KLBF, LPPF, LSIP, PWON, TLKM, UNTR, UNVR, WSKT, the decision made is to invest or to buy stock, there are 3 stocks categorized as inefficient, such as LPKR, SMRA, and WIKA in which the decision made is not to invest or to sell the stocks.

Item Type: Thesis (Skripsi)
Uncontrolled Keywords: Capital Asset Pricing Model (CAPM), Systematic Risk (Beta), Expected Return, Investment Decisions.
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
Divisions: Fakultas Ilmu Sosial > Administrasi Bisnis
Depositing User: Perpus ID UMMI
Date Deposited: 29 Oct 2019 03:12
Last Modified: 29 Oct 2019 03:12
URI: http://eprints.ummi.ac.id/id/eprint/1017

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