文章基本信息

标题：Risk dan Return Saham Perusahaan Industri Barang Konsumsi di Bursa Efek Indonesia
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作者：ANWAR RAMLI
期刊名称：Jurnal Aplikasi Manajemen
印刷版ISSN：1693-5241
电子版ISSN：2302-6332
出版年度：2010
卷号：8
期号：4
页码：1090-1097
语种：English
出版社：University of Brawijaya
摘要：This research aims to know describe risk and return stock of Consumption Goods Industry Corporation at the Indonesian Stock Exchange.This research used documentation method to collect data.Data gets from The Center for Information Capital Market (Pusat Informasi Pasar Modal) in Makassar.The sample are 15 corporations be take from 36 corporations of Consumption Goods Industry Corporation Group in Indonesian Stock Exchange (Bursa Efek Indonesia) in the year 2008.In this research used Capital Asset Pricing Model (CAPM) for data analysis.The results of research indicate that stocks of Consumption Goods Industry Corporation have β < 1,it means that stocks have characteristic of defensive.The results of analysis also indicate that expectation return from each kind of stock accompany risk.More and more increased of β,is more also of expectation return of the stock.After analyze correlation between risk rate and return of stock from 15 samples,only five of stocks are feasible to buy,there are the stocks of Mandom Indonesia Tbk (TCID),Indofood Sukses Makmur,Tbk (INDF),Bentoel International Investama,Tbk (RMBA),HM.Sampoerna,Tbk (HMSP),and Kimia Farma,Tbk (KAEF).While 10 other stocks are not feasible to buy it,or better to sell it.
关键词：Risk and Return of Stock