UJI EMPIRIS CAPITAL ASSET PRICING MODEL (CAPM) TERHADAP SEMBILAN SEKTOR EKONOMI PADA PASAR MODAL INDONESIA PERIODE 2013-2018

LESTARI, SOFI HAYU DESBIANA IRDA (2020) UJI EMPIRIS CAPITAL ASSET PRICING MODEL (CAPM) TERHADAP SEMBILAN SEKTOR EKONOMI PADA PASAR MODAL INDONESIA PERIODE 2013-2018. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to determine the effect or not market risk premium on stock returns in nine economic sectors in the Indonesian capital market in the period 2013-2018. The research sample used was shares that were actively traded on the Indonesia Stock Exchange during the study period. Data analysis techniques in this study used the Capital Asset Pricing Model method. This research was conducted with the aim of finding an overview of the investment decision making by investors. Of the nine economic sectors in the Indonesian capital market for the period 2013-2018, there were two sectors that were proven to be influential, namely the financial sector (FINA) having a Prob F value of 0.020337 and a Prob T of 0.0203 and a basic industrial sector (BIND) having a Prob F value of 0.021355 and a Prob T is 0.0214. Keywords : CAPM, nine sectors of the Indonesian capital market, market risk premium Penelitian ini bertujuan untuk mengetahui berpengaruh atau tidak market risk premium terhadap return saham pada sembilan sektor ekonomi pada pasar modal Indonesia periode 2013-2018. Sampel penelitian yang digunakan adalah saham yang aktif diperdagangkan di Bursa Efek Indonesia selama periode penelitian. Teknik analisis data dalam penelitian ini menggunakan metode Capital Asset Pricing Model. Penelitian ini dilakukan dengan tujuan untuk mencari gambaran mengenai pengambilan keputusan investasi saham yang dilakukan oleh investor. Dari sembilan sektor ekonomi pada pasar modal Indonesia periode 2013- 2018 terdapat dua sektor yang terbukti berpengaruh yaitu sektor keuangan (FINA) memiliki nilai Prob F sebesar 0.020337 dan Prob T sebesar 0.0203 dan sektor industri dasar (BIND) memiliki nilai Prob F sebesar 0.021355 dan Prob T sebesar 0.0214. Kata kunci : CAPM, sembilan sektor pasar modal Indonesia, market risk premium

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 20 011
Call Number: SE/31/21/296
NIM/NIDN Creators: 43115120016
Uncontrolled Keywords: CAPM, sembilan sektor pasar modal Indonesia, market risk premium
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan > 332.6 Investment/Investasi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.7 Accounting for Specific Phases of Business Activity/Akuntansi Khusus yang Berkaitan dengan Bidang Bisnis > 657.76 Capital Accounting/Akuntansi Modal
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.3 Personnel Management/Manajemen Personalia, Manajemen Sumber Daya Manusia, Manajemen SDM
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.5 Management of Production/Manajemen Produksi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.6 Quality Management/Manajemen Kualitas
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.7 Management of Supplies/Manajemen Persediaan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.8 Marketing, Management of Distribution/Marketing, Manajemen Distribusi
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 26 Oct 2021 03:33
Last Modified: 24 Feb 2022 07:16
URI: http://repository.mercubuana.ac.id/id/eprint/49859

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