ANALISIS KEPUTUSAN INVESTASI SAHAM PERUSAHAAN SUB SEKTOR OTOMOTIF YANG TERDAFTAR PADA BURSA EFEK INDONESIA DENGAN METODE CAPITAL ASSET PRICING MODEL DAN REWARD TO VARIABILITY RATIO PERIODE 2013-2019

KURNIAWAN, KHUSRUL (2020) ANALISIS KEPUTUSAN INVESTASI SAHAM PERUSAHAAN SUB SEKTOR OTOMOTIF YANG TERDAFTAR PADA BURSA EFEK INDONESIA DENGAN METODE CAPITAL ASSET PRICING MODEL DAN REWARD TO VARIABILITY RATIO PERIODE 2013-2019. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

Investment decisions must be related to the level risk and return, thus can be seen how much later the level of return on investment can be obtained with a minimum quantity of risk. This study aims to analyze a suitable stock grouping as an alternative to determining stock investment decisions based on the Capital Asset Pricing Model (CAPM) and Reward To Variability Ratio (RVAR). The CAPM method combines the concepts of risk (risk) and the level of profit (return) that is useful for potential investors so that they can predict stocks with little risk but generate large profits. The RVAR method is used to describe the best stocks that are the top priority in making investment decisions. The method used in this study uses descriptive method using quantitative. The sample used was 13 shares of automotive companies listed on the Indonesia Stock Exchange in the period 2013 – 2019. The results of the analysis using the CAPM method are efficient shares with buying decisions that are above the SML line, namely as many as 4 shares of the company consisting of PT. Indokorsha. Tbk. (BRAM), PT. Goodyear Indonesia. Tbk. (GDYR), PT. Multistrada Sarana. Tbk. (MASA) and PT. Nipress. Tbk. (NIPS), reversing inefficient shares with selling decisions below the SML line of 9 shares. Then the results of the analysis using the RVAR method to make stock investment decisions are 5 shares for the highest RVAR calculation results in accordance with the results, namely PT. Indokorsha. Tbk. (BRAM), PT. Nipress. Tbk. (NIPS), PT. Goodyear Indonesia. Tbk. (GDYR), PT. Multistrada Sarana. Tbk. (MASA) and PT. Indospring. Tbk. (INDS). Keywords: Capital Asset Pricing Model (CAPM), Reward to Variability (RVAR), returns, risk and automotive. Keputusan investasi pasti dihubungkan dengan tingkat risiko dan tingkat pengembalian, dengan demikian dapat diketahui seberapa besar tingkat keuntungan yang diperoleh dengan risiko yang seminimal mungkin. Penelitian ini bertujuan untuk menganalisis pengelompokan saham yang efisien sebagai alternatif untuk menentukan keputusan investasi saham berdasarkan metode Capital Asset Pricing Model (CAPM) dan Reward To Variability Ratio (RVAR). Metode CAPM memadukan antara konsep risiko (risk) dan tingkat keuntungan (return) yang berguna pada calon investor sehingga dapat memprediksi saham dengan risiko kecil akan tetapi menghasilkan keuntungan. Metode RVAR digunakan untuk mengurutkan saham terbaik yang menjadi prioritas utama dalam mengambil keputusan investasi. Metode yang digunakan dalam penelitian ini adalah menggunakan metode deskriptif dengan pendekatan kuantitatif. Sampel yang digunakan adalah 13 saham dari perusahaan Sub Sektor Otomotif yang terdaftar di Bursa Efek Indonesia pada periode 2013 – 2019. Hasil analisis menggunakan metode CAPM saham yang efisien dengan keputusan beli terdapat diatas garis SML yaitu sebanyak 4 saham perusahaan terdiri dari PT. Indokorsha. Tbk. (BRAM), PT. Goodyear Indonesia. Tbk. (GDYR), PT. Multistrada Sarana. Tbk. (MASA) dan PT. Nipress. Tbk. (NIPS), sebaliknya saham yang tidak efisien dengan keputusan jual berada dibawah garis SML sebanyak 9 saham. Kemudian hasil analisis dengan menggunakan metode RVAR untuk pengambilan keputusan investasi saham yaitu 5 saham teratas yang memiliki hasil perhitungan RVAR tertinggi berturut-turut yaitu PT. Indokorsha. Tbk. (BRAM), PT. Nipress. Tbk. (NIPS), PT. Goodyear Indonesia. Tbk. (GDYR), PT. Multistrada Sarana. Tbk. (MASA) dan PT. Indospring. Tbk. (INDS). Kata Kunci :Capital Asset Pricing Model (CAPM), Reward To Variebility Ratio (RVAR), return, risk, dan otomotif.

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 20 589
Call Number: SE/31/21/019
NIM/NIDN Creators: 43116110059
Uncontrolled Keywords: Capital Asset Pricing Model (CAPM), Reward To Variebility Ratio (RVAR), return, risk, dan otomotif.
Subjects: 100 Philosophy and Psychology/Filsafat dan Psikologi > 150 Psychology/Psikologi > 154 Subconscious and Altered States and Process/Psikologi Bawah Sadar > 154.6 Sleep Phenomena/Fenomena Tidur > 154.63 Dreams/Mimpi > 154.634 Analysis/Analisis
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 339 Macroeconomics and Related Topics/Makroekonomi, Ekonomi Makro dan Topik Terkait > 339.2 Distribution of Income and Wealth/Distribusi Pendapatan dan Kekayaan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.01-658.09 [Management of Enterprises of Specific Sizes, Scopes, Forms; Data Processing]/[Pengelolaan Usaha dengan Ukuran, Lingkup, Bentuk Tertentu; Pengolahan Data] > 658.04 Management of Enterprises of Specific Forms/Pengelolaan Usaha dengan Bentuk Tertentu > 658.045 Corporations/Perusahaan
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Rifky
Date Deposited: 30 May 2022 09:01
Last Modified: 06 Nov 2023 02:27
URI: http://repository.mercubuana.ac.id/id/eprint/52025

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