文章基本信息

标题：Pemilihan Saham yang Optimal Menggunakan Capital Asset Pricing Model (CAPM)
本地全文：下载
作者：Dioda Ardi Wibisono ; Krisnawuri Handayani
期刊名称：Jurnal Manajemen Dan Kewirausahaan
印刷版ISSN：2301-9093
电子版ISSN：2540-8259
出版年度：2017
卷号：5
期号：1
页码：32-46
DOI：10.26905/jmdk.v5i1.1315
摘要：Optimal portfolio is the basis for investors to invest in stock. Capital Asset Pricing Model (CAPM) is a method to determine the value of the risk and return of a company stock. This research used are secondary data from the closing price of the monthly stock price (monthly closing price), Stock Price Index (SPI), and the monthly SBI rate. Samples taken as many as 41 stocks in LQ45 February-July 2015 on the Indonesian Stock Exchange (ISE). The study period during 5 year from October 2010 - October 2015. The result of analysis shows that the optimal portfolio consists of 18 companie . Th e average return of the optimal portfolio is higher than the average risk-free return (SBI rate) and the average market return. This proves that investing in stocks is more profitable than a risk-free investment.
其他摘要：Optimal portfolio is the basis for investors to invest in stock. Capital Asset Pricing Model (CAPM) is a method to determine the value of the risk and return of a company stock. This research used are secondary data from the closing price of the monthly stock price (monthly closing price), Stock Price Index (SPI), and the monthly SBI rate. Samples taken as many as 41 stocks in LQ45 February-July 2015 on the Indonesian Stock Exchange (ISE). The study period during 5 year from October 2010 - October 2015. The result of analysis shows that the optimal portfolio consists of 18 companie . Th e average return of the optimal portfolio is higher than the average risk-free return (SBI rate) and the average market return. This proves that investing in stocks is more profitable than a risk-free investment. https://doi.org/10.26905/jmdk.v5i1.1315
关键词：Stock; CAPM; return; risk
其他关键词：Stock; CAPM; return; risk