Record Details

Analisa Penerapan Metode Capital Asset Pricing Modeling (CAPM) Untuk Menentukan Pilihan Investasi Saham Efisien Dan Tidak Efisien Di Masa Pandemi Covid-19

Jurnal Ilmiah Riset Manajemen

View Archive Info
 
 
Field Value
 
Title Analisa Penerapan Metode Capital Asset Pricing Modeling (CAPM) Untuk Menentukan Pilihan Investasi Saham Efisien Dan Tidak Efisien Di Masa Pandemi Covid-19
 
Creator Mz, Achmad Fadhoil
Wahono, Budi
Dianawati, Eris
 
Description AbstractThe purpose of this study was to determine and analyze the application of the Capital Asset Pricing Modeling (CAPM) method in determining investment options in banking stocks during the global economic crisis due to the pandemic caused by the Covid-19 virus, as well as sorting out efficient and inefficient stocks throughout 2020. This is a banking company listed on the Indonesia Stock Exchange, for the period March-September 2020 and there are 44 listed companies. Samples were taken by purposive sampling technique of 20 companies using the criteria for the company with the highest assets. This research method uses linear regression analysis to determine the beta coefficient in the Capital Asset Pricing Modeling (CAPM) method and compared with the variable rate of return obtained. The results in this study indicate that there are 16 stocks of efficient banking companies with a rate of return more than the expected return and 4 stocks of inefficient banking companies that have a rate of return less than the expected return. Shares with the BRIS code have the highest return rate of 0.3125 and are comparable to a high beta value of 5.5139 and NISP code shares have the smallest return rate of -0.0146 and a low beta of 0.1199.Keywords: Risk, CAPM, return, efficient stocks, inefficient stocks
 
Publisher Jurnal Ilmiah Riset Manajemen
 
Contributor —
 
Date 2021-02-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://riset.unisma.ac.id/index.php/jrm/article/view/10279
 
Source Jurnal Ilmiah Riset Manajemen; eJrm Vol. 10 No. 03 Februari 2021
 
Language eng
 
Relation http://riset.unisma.ac.id/index.php/jrm/article/view/10279/8196
 
Rights Copyright (c) 2021 Jurnal Ilmiah Riset Manajemen