PENERAPAN METODE CAPITAL ASSET PRICING MODEL (CAPM) UNTUK MENENTUKAN INVESTASI PADA SAHAM (Studi pada Perusahaan Consumer Good Industry yang terdaftar di BEI tahun 2015-2017)

AMANDA, MAYA (2020) PENERAPAN METODE CAPITAL ASSET PRICING MODEL (CAPM) UNTUK MENENTUKAN INVESTASI PADA SAHAM (Studi pada Perusahaan Consumer Good Industry yang terdaftar di BEI tahun 2015-2017). S1 thesis, Universitas Mercu Buana.

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Abstract

The purpose of this study is to apply the CAPM method to find out the types of shares that are undervalued and overvalued, based on stock returns and risks as a consideration in making stock investment decisions. The population of this study is the shares of the Consumer Good Industry company in the Indonesia Stock Exchange in the 2015-2017 period. The number of samples in this study were 35 companies, using purposive sampling method. Based on the results of the study, obtained as many as 21 companies including undervalued, because these shares have an individual stock return rate greater than the expected rate of return, for undervalued shares the decision taken is to buy these shares. Overvalued shares are 14 shares, because these shares have a rate of return of individual shares smaller than the expected rate of return, for overvalued shares the decision taken is to sell the shares. Keyword : Return , Expected Return, Capital Asset Pricing Model. Tujuan penelitian ini adalah menerapkan metode Capital Asset Pricing Model (CAPM) untuk mengetahui jenis saham yang undervalued dan overvalued, berdasarkan tingkat pengembalian saham dan risikonya sebagai pertimbangan dalam pengambilan keputusan investasi saham. Populasi pada penelitian ini adalah saham perusahaan sector barang konsumsi di Bursa Efek Indonesia periode 2015-2017. Jumlah sampel dalam penelitian ini sebanyak 35 perusahaan, dengan menggunakan metode purposive sampling. Berdasarkan hasil penelitian, diperoleh sebanyak 21 perusahaan yang termasuk undervalued, karena saham tersebut memiliki tingkat pengembalian saham individu lebih besar dari tingkat pengembalian yang diharapkan, untuk saham undervalued keputusan yang diambil adalah membeli saham tersebut. Saham yang termasuk overvalued sebanyak 14 saham, karena saham tersebut memiliki tingkat pengembalian saham individu lebih kecil dari tingkat pengembalian yang diharapkan, untuk saham overvalued keputusan yang diambil adalah menjual saham tersebut. Kata kunci : Return, Return yang Diharapkan , Capital Asset Pricing Model

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 20 144
NIM/NIDN Creators: 43115010369
Uncontrolled Keywords: Return, Return yang Diharapkan , Capital Asset Pricing Model
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 001 Knowledge/Ilmu Pengetahuan > 001.4 Research; Statistical Methods/Riset; Metode Statistik > 001.43 Descriptive and Experimental Methods/Riset Deskriptif, Metode Eksperimen dan Percobaan Ilmiah > 001.432 Historical Method/Metode Bersejarah, Metode Historis
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 001 Knowledge/Ilmu Pengetahuan > 001.4 Research; Statistical Methods/Riset; Metode Statistik > 001.43 Descriptive and Experimental Methods/Riset Deskriptif, Metode Eksperimen dan Percobaan Ilmiah > 001.433 Descriptive Method/Metode Deskriptif
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 001 Knowledge/Ilmu Pengetahuan > 001.4 Research; Statistical Methods/Riset; Metode Statistik > 001.43 Descriptive and Experimental Methods/Riset Deskriptif, Metode Eksperimen dan Percobaan Ilmiah > 001.434 Experimental Method/Metode Eksperimental
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 28 Feb 2022 15:26
Last Modified: 09 Mar 2022 01:51
URI: http://repository.mercubuana.ac.id/id/eprint/56917

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