HASANUDDIN JOURNAL OF BUSINESS STRATEGY
Vol 4 No 1 (2022): Hasanuddin Journal of Business Strategy

Analysis of Investment Risk and Return

Muchdi Alwi (PT. Asuransi Jiwasraya (Persero))
Muhammad Ali (Economics and Business Faculty, Hasanuddin University)
Fauzi R Rahim (Economics and Business Faculty, Hasanuddin University)



Article Info

Publish Date
27 Feb 2022

Abstract

This study aims to determine the level of risk and return on shares obtained by PT. Jiwasraya during the 2017-2020 period using the CAPM method. The sample used is purposive sampling based on certain criteria, namely the troubled shares owned PT. Jiwasraya for the 2017-2020 period. The results of this study indicate that 2 of the 24 shares were risky (β > 1) like SIMA shares with beta (1,981777) and PCAR with beta (16,323271), which means this stock is an aggressive stock. There are 23 out of 24 stocks that provide a return below the expected return such as the BNBR stock return, namely (0) with an expected return (0,00387) which means that the return obtained by PT. Jiwasraya is not as expected.

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Journal Info

Abbrev

HJBS

Publisher

Subject

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

Description

It is an open access online journal in the field of applied management and published four times in a year in February, May, July, and October. The journal is designed for professionals and researchers to convey their findings of business concepts, thoughts, and new strategies for business viability ...