KINERJA : Jurnal Ekonomi dan Bisnis
Vol 2 No 02 (2020): Kinerja : Jurnal Ekonomi dan Bisnis

ANALISIS CAPITAL ASSET PRICING MODEL (CAPM) DALAM MEMPREDIKSI TINGKAT RETURN SAHAM KOMPAS 100 YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2013-2017

Euis Bandawaty (Unknown)

Article Info

Publish Date
12 Aug 2020

Abstract

This study is to determine the accuracy of the CAPM model in predicting 100 compass stock returns listed on the Indonesia Stock Exchange for the period 2013-2017. The variables of this study are 100 stock compass returns, Beta, Risk-Free, and Market return. The accuracy of the CAPM model is measured by standard deviation and t-test. The population of this research is all the monthly stock returns of the compass 100 stock index have gone public on the Indonesia Stock Exchange. While the sample used is a monthly stock return of 58 compass 100 companies from 2013 - 2017. The results of this study indicate that the CAPM model is accurate in predicting 100 stock compass returns.

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Journal Info
KINERJA : Jurnal Ekonomi dan Bisnis
Website

Abbrev

Kinerja

Publisher

Universitas Islam As-Syafi'iyah

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

An objective of the KINERJA : Jurnal Ekonomi dan Bisnis is to promote the wide dissemination of the results of systematic scholarly inquiries into the broad field of business research. The KINERJA : Jurnal Ekonomi dan Bisnis is intended to be the journal for publishing articles reporting the results ...