Analisis Penerapan Capital Pricing Model (CAPM) dalam Menilai Investasi Saham pada Indeks LQ45 Periode 2015-2021

Aditya, Muhammad (2022) Analisis Penerapan Capital Pricing Model (CAPM) dalam Menilai Investasi Saham pada Indeks LQ45 Periode 2015-2021. S1 thesis, UNIVERSITAS JAMBI.

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Abstract

ABSTRAK Penelitian ini bertujuan untuk menganalisis penerapan Capital Assets Pricing Model (CAPM) dalam menilai investasi saham pada Indeks LQ45 periode 2015-2021. Alat analisis yang digunakan yaitu Capital Assets pricing model (CAPM). Berdasarkan hasil penelitian yang diuraikan pada pembahasan sebelumnya, maka dapat diambil beberapa kesimpulan yaitu berdasarkan hasil penelitian dengan cara membandingkan nilai β dengan E(Ri) memiliki hubungan berbanding lurus, hal ini berarti semakin tinggi nilai β maka tingkat pengembalian saham (E(Ri)) akan tinggi juga. Dari 28 perusahaan tersebut terdapat 13 perusahaan yang Undervalue dan 15 perusahaan yang Overvalued. Kata kunci : Saham, Indeks LQ 45, Capital Assets pricing model (CAPM). ABSTRACT This study aims to analyze the application of the Capital Assets Pricing Model (CAPM) in assessing stock investment on the LQ45 Index for the 2015-2021 period. The analytical tool used is the Capital Assets pricing model (CAPM). Based on the results of the research described in the previous discussion, several conclusions can be drawn, namely based on the results of the study by comparing the value of with E(Ri) has a directly proportional relationship, this means that the higher the value of , the rate of return on stock (E(Ri)) will be high too. Of the 28 companies, there are 13 companies that are undervalued and 15 companies that are overvalued. Keywords: Stocks, LQ 45 Index, Capital Assets pricing model (CAPM).

Type: Thesis (S1)
Uncontrolled Keywords: Saham, Indeks LQ 45, Capital Assets pricing model (CAPM)
Subjects: L Education > L Education (General)
Divisions: Fakultas Ekonomi dan Bisnis > SI Akuntansi
Depositing User: ADITYA
Date Deposited: 18 Jul 2022 06:44
Last Modified: 18 Jul 2022 06:44
URI: https://repository.unja.ac.id/id/eprint/36858

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