ANALISIS CAPITAL ASSETS PRICING MODEL (CAPM) DALAM MENENTUKAN KEPUTUSAN INVESTASI SAHAM (Studi Kasus Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia dalam Indeks IDX30 pada periode 2018-2021)

Amalia Putri, Hanin and Sri Murwanti S.E, M.M, Sri Murwanti S.E, M.M (2022) ANALISIS CAPITAL ASSETS PRICING MODEL (CAPM) DALAM MENENTUKAN KEPUTUSAN INVESTASI SAHAM (Studi Kasus Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia dalam Indeks IDX30 pada periode 2018-2021). Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

Capital Asset Pricing Model (CAPM, which was developed by Sharpe, Lintner, and Mossin, is one of the balance models used by investors to make decisions in investment. CAPM model explains the linear relationship between expected return and systematic risk (beta). This research aims to find the expected rate of return on the company's shares and classify them into efficient stocks or inefficient stocks. The type of this research is descriptive quantitative and using secondary data by employing it from liberal research and online research methods which accessed through the official website of Indonesia Stock Exchange. The sampling technique in this study uses a purposive sampling technique that takes companies listed in the IDX30 stock index from 2018-2021 with predetermined criteria. The results of this study illustrate that the company PT Aneka Tambang Tbk has the greatest risk by producing the smallest expected rate of return with a value of -0,00478, while PT Indofood CBP Sukses Makmur Tbk has the smallest risk with the largest rate of return with a value of 0,00347. It states that there is an opposite (non-linear) relationship between the expected rate of return and stock risk because in the period studied the stock market index (JCI) value is smaller than the risk-free rate of return.

Item Type:	Thesis (Skripsi)
Uncontrolled Keywords:	CAPM, Tingkat Pengembalian yang Diharapkan, Risiko Saham
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	HANIN AMALIA PUTRI
Date Deposited:	19 May 2022 02:50
Last Modified:	19 May 2022 02:51
URI:	http://eprints.ums.ac.id/id/eprint/100007

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