PREDIKSI RISIKO PASAR DAN KEUNTUNGAN DENGAN MODEL CAPM SEBAGAI DASAR PENGAMBILAN KEPUTUSAN BERINVESTASI PADA SAHAM JAKARTA ISLAMIC INDEX PERIODE TAHUN 2006 - 2008
ABSTRACT: There are three
purposes in this research are to know stock beta belong to JII, to know beta as
risk premi (Rm-Rf) intended by third market, to know the result CAPM model
count as basic investment decision making Securitas on JII stock. The method
used from this research is descriptive of kualitative it means the purpose of this
research to describe situation from count result. From the result above show
that CAPM model can prove beta as risk level positive improve and significance
although less more 1 value, it means fluctuation stock more weak and lower
concerning index market fluctuation. The result grouping criteria was got
decision suggestion inclining aim to buy stock because on the prediction to buy
that stock in cheap so chance to investor increase their stock
KEYWORDS: risk, return, CAPM
model
Penulis: Devi Ika Waryani
Kode Jurnal: jpmanajemendd090219
