E-Jurnal Matematika
Vol 9 No 1 (2020)

MENENTUKAN SAHAM YANG EFISIEN DENGAN MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM)

ELVINA LIADI (Udayana University)
KOMANG DHARMAWAN (Udayana University)
DESAK PUTU EKA NILAKUSMAWATI (Udayana University)

Article Info

Publish Date
31 Jan 2020

Abstract

CAPM has been well known as a method to select which stocks are efficient in a portfolio. The purpose of this study is to determine efficient stocks using CAPM method. Data used in this study are the monthly closing prices recorded from February 2016 to July 2018. The results of this study indicate that the CAPM is able to show efficient stocks with differences in the return and expected return of a positive or negative value of CAPM. In this study, it is found that AMAG.JK, ASBI.JK, ASJT.JK, ASMI.JK, ASRM.JK, PNIN.JK, VINS.JK, LPGI.JK, MREI.JK are efficient stocks while ABDA.JK, AHAP.JK, ASDM.JK are inefficient stocks

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Journal Info
E-Jurnal Matematika
Website

Abbrev

mtk

Publisher

Universitas Udayana

Subject

Mathematics

Description

E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir ...