PENGGUNAAN METODE CAPITAL ASSET PRICING MODEL DALAM MENILAI RISIKO DAN EXPECTED RETURN SAHAM UNTUK MENENTUKAN PILIHAN BERINVESTASI (Studi Kasus pada Saham-Saham Jakarta Islamic Index di Bursa Efek Indonesia Periode 2016-2017)

SALEHA, MEGAWATI (2018) PENGGUNAAN METODE CAPITAL ASSET PRICING MODEL DALAM MENILAI RISIKO DAN EXPECTED RETURN SAHAM UNTUK MENENTUKAN PILIHAN BERINVESTASI (Studi Kasus pada Saham-Saham Jakarta Islamic Index di Bursa Efek Indonesia Periode 2016-2017). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The aim of this study is to determine the optimal stock and analyze the performance of shares listed in the Jakarta Islamic Index (JII) using the Capital Asset Pricing Model. Based on the results, there are 14 stocks which categorized as stocks that are sensitive, 16 stocks which categorized as stocks that are less sensitive. Therefore, this results also found that there are 10 stocks that have a negative Capital Asset Pricing Model return and 20 stocks that have a positive Capital Asset Pricing Model return. The conclusion of the research results are if if the beta value of a stock becomes more sensitive, the greater the risk that the stock has. Beta individually affects a stock's return. With a portfolio, it can reduce risk without having to reduce the return received. A viable investment choice is found in the optimal stock shares which consist of Sawit Sumbermas Sarana Tbk (SSMS), Indofood CBP Sukses Makmur Tbk (ICBP), Jasa Marga (Persero) Tbk (JSMR), PP London Sumatra Indonesia Tbk (LSIP) and PP (Persero) Tbk (PTPP). Keyword: Return, Beta, Capital Asset Pricing Model Penelitian ini bertujuan untuk menentukan saham yang optimal dan melakukan analisis kinerja saham yang terdaftar di Jakarta Islamic Index (JII) dengan menggunakan Capital Asset Pricing Model. Berdasarkan hasil penelitian terdapat 14 saham yang dikategorikan saham sensitif, 16 saham yang dikategorikan saham yang kurang sensitif. Selain itu, terdapat pula 10 saham yang memiliki return Capital Asset Pricing Model yang negatif dan 20 saham yang memiliki return Capital Asset Pricing Model yang positif. Kesimpulan hasil penelitian adalah apabila nilai beta suatu saham semakin sensitif, maka semakin besar risiko yang dimiliki saham tersebut. Beta secara individu mempengaruhi return suatu saham. Dengan adanya portofolio, dapat mengurangi risiko tanpa harus mengurangi return yang diterima. Pilihan investasi yang layak terdapat pada saham saham optimal yang terdiri atas saham Sawit Sumbermas Sarana Tbk (SSMS), Indofood CBP Sukses Makmur Tbk (ICBP), Jasa Marga (Persero) Tbk (JSMR), PP London Sumatra Indonesia Tbk (LSIP) dan PP (Persero) Tbk (PTPP). Kata Kunci: Return, Beta, Capital Asset Pricing Model

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 18 508
Call Number: SE/31/18/542
NIM: 43114110105
Uncontrolled Keywords: Return, Beta, Capital Asset Pricing Model
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 025 Operations, Archives, Information Centers/Operasional Perpustakaan, Arsip dan Pusat Informasi, Pelayanan dan Pengelolaan Perpustakaan > 025.1 Administration and Library Management/Administrasi dan Manajemen Perpustakaan > 025.11 Finance/Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.24 Financial Institutions/Lembaga Keuangan
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 19 Dec 2018 07:21
Last Modified: 09 Jan 2019 07:19
URI: http://repository.mercubuana.ac.id/id/eprint/46199

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