Ghanes Vita Mauliatama, 1311011072 (2017) ANALISIS KELAYAKAN INVESTASI PADA SAHAM-SAHAM PERUSAHAAN ASURANSI YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) TAHUN 2012-2015. UNIVERSITAS LAMPUNG, FAKULTAS EKONOMI DAN BISNIS.
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Abstract
Penelitianinibertujuanuntukmenganalisispengelompokkansaham yang efisienataulayaksebagaialternatifmenentukankeputusaninvestasisahamberdasarkanMe todeCapital Asset Pricing Model (CAPM). DenganCAPM, investor dapatmemprediksisahamdenganrisikokeciltetapimenghasilkankeuntunganbesarberdas arkankonseprisiko(risk)dantingkatpengembalian(return). Metode yang digunakandalampenelitianiniadalahmetodedeskriptifdenganpendekatankuantitatif, sampel yang digunakanadalah 7 sahamdariperusahaan-perusahaanSubsektorAsuransi yang terdaftar di Bursa Efek Indonesia (BEI).Hasilanalisismenunjukkan, rata-rata return sahamindividu(Ri)dari7 sampelpenelitianlebihbesardaripada rata-rata returnpasar(Rm), sedangkan rata-rata tingkatSukuBunga Bank Indonesia yang beradapada6,00% yang merupakantingkatreturn bebasrisiko(Rf). DenganmenggunakanmetodeanalisisCapital Asset Pricing Model (CAPM)diperolehhasilestimasibahwaterdapat 6 saham yang layakuntukdiinvestasikandan 1 sahamtidaklayakuntukdiinvestasikanpadaTahun 2012, padaTahun 2013 terdapat 4 saham yang layakuntukdiinvestasikandan 3 sahamtidaklayakuntukdiinvestasikan, padaTahun 2014 terdapat4 saham yang layakuntukdiinvestasikandan 3 sahamtidaklayakuntukdiinvestasikan, padaTahun 2015 terdapat5 saham yang layakuntukdiinvestasikandan 2 sahamtidaklayakuntukdiinvestasikan. Kata kunci: Capital Asset Pricing Model (CAPM), Return individu,, Return pasar, Beta, Return BebasRisiko, TingkatPengembalian yang disyaratkan. abstract This study aims to analyze stock groupings as efficient or viable as an alternative to determine investment decisions based on Capital Asset Pricing Model (CAPM) Method. With CAPM, investors can predict stocks with little risk but generate large profits based on the concept of risk (risk) and the rate of return (return). The method used in this research is descriptive method with quantitative approach, the sample used is 7 shares from companies Insurance Subsector listed in Indonesia Stock Exchange (IDX). The result of the analysis shows that the average of individual stock return (Ri) from 7 research samples is bigger than the average market return (Rm), while the average rate of Bank Indonesia interest rate is at 6.00% which is the rate of free return risk (Rf). By using Capital Asset Pricing Model (CAPM) analysis method, it is estimated that there are 6 stocks that are worth to be invested and 1 share is not worth to be invested in 2012, in 2013 there are 4 stocks that are worth to be invested and 3 shares are not worth to be invested , in the Year 2014 there are 4 shares that are eligible to be invested and 3 shares are not worth to be invested, by the year 2015 there are 5 shares that are worth to be invested and 2 stocks not worth to be invested. Keywords: Capital Asset Pricing Model (CAPM), Individual Return, Market Return, Beta, Risk-Free Return, Required Return Rate.
| Item Type: | Other |
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| Subjects: | H Ilmu Sosial = Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management |
| Divisions: | Fakultas Ekonomi dan Bisnis > Prodi Manajemen |
| Depositing User: | 70971824 . Digilib |
| Date Deposited: | 08 Jan 2018 07:08 |
| Last Modified: | 08 Jan 2018 07:08 |
| URI: | http://digilib.unila.ac.id/id/eprint/29752 |
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