?url_ver=Z39.88-2004&rft_id=1311011094&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+KEPUTUSAN+INVESTASI+SAHAM+BERDASARKAN%0D%0APENILAIN+HARGA+SAHAM+PADA+PERUSAHAAN+PRODUSEN+MOBIL%0D%0AYANG+TERDAFTAR+DI+BEI+PERIODE+2011-2015&rft.creator=LASTIUR+A.+MANIK%2C+1311011094&rft.subject=HC+Economic+History+and+Conditions&rft.subject=HD28+Management.+Industrial+Management&rft.subject=HD61+Risk+Management&rft.description=Manajemen%2C+Fakultas+Ekonomi+Dan+Bisnis+Universitas+Lampung%0D%0AKeputusan+investasi+pasti+dihubungkan+dengan+tingkat+risiko+dan+return%2C%0D%0Adengan+demikian+dapat+diketahui+seberapa+besar+nantinya+tingkat+keuntungan%0D%0Aakan+investasi+dapat+diperoleh+dengan+kuantitas+risiko+yang+seminimal+mungkin.%0D%0APenelitian+ini+bertujuan+untuk+menganalisis+pengelompokan+saham+yang+efisien%0D%0Asebagai+alternatif+untuk+menentukan+keputusan+investasi+saham+berdasarkan%0D%0Ametode+Capital+Asset+Pricing+Model+(CAPM).+Metode+CAPM+memadukan+antara%0D%0Akonsep+risiko+(risk)+dan+tingkat+keuntungan+(return)+yang+berguna+pada+calon%0D%0AInvestor+sehingga+dapat+memprediksi+saham+dengan+risiko+kecil+akan+tetapi%0D%0Amenghasilkan+keuntungan+yang+besar.+Metode+yang+digunakan+dalam+penelitian%0D%0Aini+adalah+menggunakan+metode+deskkriptif+dengan+pendekatan+kuantitatif.%0D%0ASampel+yang+digunakan+adalah+4+saham+dari+perusahaan-perusahaan+produsen%0D%0Amobil+yang+terdaftar+di+Bursa+Efek+Indonesia+pada+periode+2011-2015.%0D%0AHasil+penelitian+menunjukkan+bahwa+return+pasar+(Rm)+lebih+besar+dari%0D%0Apada+risk+free+rate+(Rf)%2C+return+individu+(Ri)+lebih+kecil+dari+pada+risk+free+rate%0D%0A(Rf)%2C+sedangkan+risiko+dari+4+sampel+penelitian+ini+berada+dibawah+1+(%CE%B2%3C1).%0D%0ADengan+menggunakan+metode+CAPM+diperoleh+hasil+estimasi+jika+return+individu%0D%0A(Ri)+lebih+besar+daripada+tingkat+pengembalian+yang+diisyaratkan+(RRR)%0D%0Adikategorikan+saham+efisien+atau+layak+dan+sebaliknya.+Hasil+penelitian+ini%0D%0Adiperoleh+hasil+bahwa+pada+tahun+2011+terdapat+4+saham+efisien%2C+tahun+2012%0D%0Aterdapat+3+saham+tidak+efisien+dan+1+saham+yang+efisien.+Tahun+2013+terdapat+3%0D%0Asaham+tidak+efisien+dan+1+saham+efisien.+Tahun+2014+terdapat+4+saham+tidak%0D%0Aefisien+dan+tahun+2015+terdapat+4+saham+tidak+efisien.%0D%0AKata+kunci+%3A+Capital+Asset+Pricing+Model+(CAPM)%2C+return+pasar%2C+return+individu%2C%0D%0Areturn+bebas+risiko%2C+beta%2C+tingkat+pengembalian+yang+diisyaratkan.%0D%0A%0D%0A%0D%0A%0D%0Aabstract%0D%0A%0D%0AInvestment+decisions+must+be+related+to+the+level+of+risk+and+return%2C+so+it%0D%0Acan+be+seen+how+much+later+the+level+of+return+on+investment+can+be+obtained+with%0D%0Aa+minimum+quantity+of+risk.+This+study+aims+to+analyze+the+efficient+groupings+of%0D%0Astocks+as+an+alternative+to+determining+stock+investment+decisions+based+on+the%0D%0ACapital+Asset+Pricing+Model+(CAPM)+method.+The+CAPM+method+combines+the%0D%0Aconcept+of+risk+(risk)+and+the+rate+of+return+(return)+that+is+useful+to+prospective%0D%0Ainvestors+so+that+it+can+predict+stocks+with+small+risks+but+generate+large+profits.%0D%0AThe+method+used+in+this+research+is+using+descriptive+method+with+quantitative%0D%0Aapproach.+The+sample+used+is+4+shares+of+car+companies+listed+in+Indonesia+Stock%0D%0AExchange+in+period+2011-2015.%0D%0AThe+results+showed+that+the+market+return+(Rm)+was+greater+than+the+risk%0D%0Afree+rate+(Rf)%2C+the+individual+return+(Ri)+was+smaller+than+the+risk+free+rate+(Rf)%2C%0D%0Awhile+the+risk+of+the+4+samples+was+below+1+(%CE%B2+%3C1+).+Using+the+CAPM+method+an%0D%0Aestimate+is+obtained+if+the+individual+return+(Ri)+is+greater+than+the+indicated+return%0D%0Arate+(RRR)+categorized+as+efficient+or+equitable+shares+and+vice+versa.+The+results%0D%0Aof+this+study+obtained+the+results+that+in+2011+there+are+4+stocks+efficient%2C+in+2012%0D%0Athere+are+3+shares+inefficient+and+1+share+efficient.+In+2013+there+are+3+stocks+are%0D%0Ainefficient+and+1+share+is+efficient.+In+2014+there+are+4+stocks+inefficient+and+by%0D%0A2015+there+are+4+stocks+inefficient.%0D%0AKeywords%3A+Capital+Asset+Pricing+Model+(CAPM)%2C+market+return%2C+individual%0D%0Areturn%2C+risk-free+return%2C+beta%2C+indicated+return+rate.&rft.publisher=Fakultas+Ekonomi+dan+Bisnis&rft.date=2017-12-11&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F29753%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F29753%2F2%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F29753%2F3%2FSKRIPSI%2520FULL.pdf&rft.identifier=++LASTIUR+A.+MANIK%2C+1311011094++(2017)+ANALISIS+KEPUTUSAN+INVESTASI+SAHAM+BERDASARKAN+PENILAIN+HARGA+SAHAM+PADA+PERUSAHAAN+PRODUSEN+MOBIL+YANG+TERDAFTAR+DI+BEI+PERIODE+2011-2015.++Fakultas+Ekonomi+dan+Bisnis%2C+Universitas+Lampung.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F29753%2F