?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+EXCESS+RETURN+TO+BETA+(+ERB+)+ANTAR+SEKTOR%0D%0ASAHAM-SAHAM+INDEX+LQ+45+DI+BEI%0D%0APERIODE+2010%3A02-2012%3A01&rft.creator=0911011142%2C+DEYLA+LUFITA&rft.subject=+&rft.description=Abstrak%0D%0A%0D%0A%0D%0AInvestasi+di+pasar+modal+telah+menjadi+pilihan+yang+menarik+untuk+meningkatkan%0D%0Akesejahteraan+dimasa+depan.+Pasar+modal+memberikan+kesempatan+kepada+investor%0D%0Auntuk+dapat+memilih+secara+bebas+sekuritas-sekuritas+yang+diperdagangkan.+Dalam%0D%0Aproses+investasi%2C+investor+perlu+mengevaluasi+kinerja+saham+dengan%0D%0Amemperhitungkan+tingkat+return+dan+resiko.+Terdapat+beberapa+alat+analisis+untuk%0D%0Amengukur+kinerja+suatu+saham%2C+salah+satunya+adalah+Model+Excess+return+to+beta%0D%0A(ERB).+Masalah+dalam+penelitian+ini+adalah+apakah+nilai+kinerja+saham+persektor%0D%0Apada+Index+LQ+45+bernilai+positif+atau+negatif+dengan+menggunakan+model+Model%0D%0AExcess+return+to+beta.%0D%0ATujuan+penelitian+ini+adalah+untuk+mengetahui+nilai+kinerja+saham+persektor+serta%0D%0Auntuk+mengetahui+sektor+manakah+yang+berkinerja+paling+baik.+Hipotesis+yang%0D%0Adiajukan+adalah+diduga+sektor-sektor+dalam+Index+LQ+45+berkinerja+baik.+Untuk%0D%0Amenguji+hipotesis+tersebut+alat+analisis+yang+digunakkan+adalah+Model+Excess+return%0D%0Ato+beta+.+Objek+penelitian+ini+adalah+sektor-sektor+pada+Index+LQ+45+periode+2010%3A02-2012%3A01.+Ada+sembilan+sektor+yang+dijadikan+objek+dalam+penelitian+ini.%0D%0AHasil+dari+penelitian+ini+menunjukan+bahwa+dari+ke+sembilan+sektor+pada+Index+LQ%0D%0A45+terdapat+tujuh+sektor+berkinerja+baik+dengan+nilai+Excess+Return+to+Beta+(ERB)%0D%0Apositif+dan+dua+sektor+berkinerja+buruk+dengan+nilai+ERB+negatif.+Adapun+sektor%0D%0Ayang+memilki+nilai+ERB+terbesar+adalah+sektor+Barang+Konsumsi+yaitu+sebesar%0D%0A10%2C998%2C+sedangkan+yang+memilki+nilai+terendah+adalah+sektor+Pertanian+yaitu+sebesar%0D%0A-1%2C943.%0D%0AKata+Kunci+%3A+Investasi%2C+Kinerja+Saham%2C+Excess+Return+to+Beta%0D%0A%0D%0A%0D%0A%0D%0AAbstract%0D%0A%0D%0AInvestmen+ini+stock+exchange+has+been+an+interested+choice+to+increase+welfare+in+the%0D%0Afuture.+Stock+exchange+give+opportunity+to+investor+to+choose+freely+the+traded%0D%0Asecurities.+On+process+investment%2C+investor+need+to+evaluate+stock+performance+with%0D%0Acalculating+return+level+and+risk.+There+are+so+many+ways+to+determine+performance%0D%0Aof+stock%2C+one+of+them+is+Model+Excess+return+to+beta+(ERB).+Problem+in+this%0D%0Aexamination+is+whether+performance+of+stock+per+sector+on+Index+LQ-45+is+positive+or%0D%0Anegative+using+Model+of+Excess+return+to+beta.%0D%0AThe+aim+of+this+examination+is+to+determine+stock+performance+per+sector+and+also%0D%0Adetermine+which+sector+that+have+better+performance.+Hypothesis+in+this+examination%0D%0Ais+sector+in+Index+LQ-45+with+good+performance.+To+examine+this+hypothesis%2C%0D%0Aanalysis+tools+that+we+use+is+Model+Excess+return+to+beta+.+the+object+of+this%0D%0Aexamination+is+sectors+in+Index+LQ-45+period+2010%3A02-2012%3A01.+There+are+nine%0D%0Asectors+that+have+been+the+object+of+this+examination.%0D%0AThe+result+of+this+examination+shows+that+from+the+nine+sector+in+Index+LQ45%2C+there+is%0D%0Aseven+sectors+with+good+performance+with+positive+Excess+Return+to+Beta+(ERB)+and%0D%0Atwo+sectors+with+good+performance+with+negative+ERB.+There+is+sector+which+have%0D%0Athe+greatest+ERB+value+is+Food+%26+Beverage+sector+with+value+10%2C998%2C+and+the+lowest%0D%0Avalue+is+Farming+sector+with+value+-1%2C943.%0D%0AKey+Word+%3A+Investment%2C+Stock+Performance%2C+Excess+Return+to+Beta%0D%0A&rft.date=2013-03-03&rft.type=Skripsi&rft.type=PeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F2%2Fbab%25201.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F3%2Fbab%25202.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F4%2Fbab%25203.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F5%2Fbab%25204.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F6%2Fbab%25205.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F7%2FDaftar%2520Isi.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F8%2FDaftar%2520Pustaka.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F49%2FDaftar%2520Isi.pdf&rft.identifier=++0911011142%2C+DEYLA+LUFITA++(2013)+ANALISIS+EXCESS+RETURN+TO+BETA+(+ERB+)+ANTAR+SEKTOR+SAHAM-SAHAM+INDEX+LQ+45+DI+BEI+PERIODE+2010%3A02-2012%3A01.++UNSPECIFIED.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F8001%2F