FEASIBILITY ANALYZE OF STOCK LISTED IN BUSINESS INDEX 27 WITH METHODS OF CAPITAL ASSET PRICING MODEL (CAPM)
Abstract: To select
an investment in the stock
market especially investing in
stocks, we need
to know how
much risk to
be covered and how much return
obtained after taking the risk. This study aims to analyze the
feasibility of the
method CAPM (Capital Asset
PricingModel) shares through sexual
risk and return
are seen from
beta stocks listed in
Business Index 27.
The data used
in this study
are secondary data from
the monthly closing
price of the
shares, Composite Stock Price Index (CSPI) monthly, and the interest
rate of Bank Indonesia Certificates
(SBIs) are calculated
monthly in the CAPM method and processed using SPSS 18
with linear regression analysis. The unit of analysis of this study are 27
stocks listed in the Business Index 27-year period from
April 2012. The results
showed that the Bussiness Index 27 not feasible to be used and not required
for investors investing.
Author: RONI ZAKARIYA
Journal Code: jpmanajemengg140137
