CAPITAL ASSETS PRICING MODEL IN COMPARISON ON SHARIA STOCK AND CONVENTIONAL STOCK DURING COVID-19 PANDEMIC PERIOD (Study Case at Jakarta Islamic Index and LQ45)

Amelia, Fitri Hasri (2022) CAPITAL ASSETS PRICING MODEL IN COMPARISON ON SHARIA STOCK AND CONVENTIONAL STOCK DURING COVID-19 PANDEMIC PERIOD (Study Case at Jakarta Islamic Index and LQ45). Diploma thesis, Universitas Andalas.

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Abstract

This study aims to find out the difference the retun, beta and expected rate of return using the Capital Asset Pricing Model method and stock classification in the description of stock investment decision making by investors on the Sharia Stock at Jakarta Islamic Index and Conventional Stock at LQ45 during COVID-19 pandemic with period in 2nd March 2020 to 28th February 2022 by using the Microsoft Excel program. The sample is Jakarta Islamic Index on sharia stocks and LQ45 on conventional stocks. The result of the research show that the average rate of return, average of expected stock returns , beta from conventional stock on LQ45 more higher than sharia stock on Jakarta Islamic Index during pandemic COVID -19 from March 2020 to February 2022. There are 9 companies stocks in the Sharia Stock on Jakarta Islamic Index and And there are 7 companies on conventional stocks in the LQ45 which are classified as Undervalued with decision or recommendation for investors is to buy or hold . And there are also 10 companies stocks in the Jakarta Islamic Index and also 2 companies stocks in the LQ45 which are classified as Overvalue which are classified as Overvalue where the decision or recommendation for investors is to sell. Key Words : Capital Asset Pricing Model;Sharia Stocks ;Jakarta Islamic Index (JII);Conventional Stocks;LQ45; COVID-19 pandemic

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